MultiATSM (version 0.3.6)

LabFac: Generates the labels factors

Description

Generates the labels factors

Usage

LabFac(N, DomVar, GlobalVar, Economies, ModelType)

Value

List containing the country-specific risk factor labels

Arguments

N

number of spanned factors per country (scalar)

DomVar

character-vector containing the names of the domestic variables

GlobalVar

character-vector containing the names of the global variables

Economies

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

ModelType

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

Examples

N <- 2
DomVar <- c("inflation", "Economic growth")
GlobalVar <- "Commodity Prices"
Economies <- c("U.S.", "Canada", "Germany", "Japan")
ModelType <- "JPS"

VarLabels <- LabFac(N, DomVar, GlobalVar, Economies, ModelType)