NumOutputs {MultiATSM}

Construct the model numerical outputs (model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition)

Description

Construct the model numerical outputs (model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition)

Usage

NumOutputs(ModelType, ModelPara, InputsForOutputs, FactorLabels, Economies)

Arguments

ModelType

a string-vector containing the label of the model to be estimated

ModelPara

List of model parameter estimates (See the "Optimization" function)

InputsForOutputs

list conataining the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs and risk premia decomposition

FactorLabels

a string-list based which contains all the labels of all the variables present in the model

Economies

a string-vector containing the names of the economies which are part of the economic system

Value

List of the model numerical outputs, namely

1. Model fit of bond yields

2. IRFs

3. FEVDs

4. GIRFs

5. GFEVDs

6. Risk premia decomposition

Examples

# See examples in the vignette file of this package (Section 4).