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FAVAR (version 0.1.3)

coef.favar: Extract Coefficients of a FAVAR Model

Description

Extract Coefficients of a FAVAR Model

Usage

# S3 method for favar
coef(object, ...)

Arguments

object

a class 'favar'.

...

additional arguments affecting the coefficients produced.

Value

A list

fct_loading

Factor loading matrix in a factor equation.

varcoef

regression coefficients in VAR equations.