MultiATSM (version 0.3.6)

ForecastYieldsJointQ: Bond yields forecasts ("joint Q" models)

Description

Bond yields forecasts ("joint Q" models)

Usage

ForecastYieldsJointQ(
  ModelType,
  ModelPara,
  InputsForOutputs,
  FactorLabels,
  Economies,
  DataFrequency,
  JLLinputs,
  GVARinputs,
  BRWinputs
)

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 IRFs, GIRFs, FEVDs, and GFEVDs

FactorLabels

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

Economies

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

DataFrequency

character-based vector: "Daily All Days", "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"

JLLinputs

list of necessary inputs for the estimation of JLL-based models (see "JLL" function)

GVARinputs

list of necessary inputs for the estimation of GVAR-based models (see "GVAR" function)

BRWinputs

list of necessary inputs for performing the bias-corrected estimation (see "Bias_Correc_VAR" function)