MultiATSM (version 1.5.0)

IRFandGIRFgraphs: IRF and GIRF graphs for all models

Description

IRF and GIRF graphs for all models

Usage

IRFandGIRFgraphs(
  ModelType,
  NumOut,
  WishPdynamicsgraphs,
  WishYieldsgraphs,
  IRFhoriz,
  PathsGraphs,
  OutputType,
  Economies,
  Folder2save,
  verbose
)

Arguments

ModelType

character. Estimated model type.Permissible choices: "JPS original", "JPS global", "GVAR single", "JPS multi", "GVAR multi", "JLL original", "JLL No DomUnit", "JLL joint Sigma".

NumOut

list. Computed outputs containing model fit, IRFs, FEVDs, GIRFs, GFEVDs and term premia.

WishPdynamicsgraphs

logical. Set TRUE to generate risk factor graphs, FALSE otherwise.

WishYieldsgraphs

logical. Set TRUE to generate bond yield graphs, FALSE otherwise.

IRFhoriz

integer. Desired horizon of analysis for the IRFs.

PathsGraphs

character. Path of the folder in which the graphs will be saved.

OutputType

character. Available options: "IRF", "GIRF", "IRF Ortho", "GIRF Ortho".

Economies

character vector. Names of the C economies included in the system.

Folder2save

character. Folder path where the outputs will be stored.

verbose

logical. Flag controlling function messaging.

Available Methods

- `autoplot(object, type = "IRF_Factor")`, `autoplot(object, type = "IRF_Yields")`, `autoplot(object, type = "GIRF_Yields")`, `autoplot(object, type = "GIRF_Yields")`. For JLL-based models: `autoplot(object, type = "IRF_Factor-_Ortho")`,
`autoplot(object, type = "IRF_Yields_Ortho")`, `autoplot(object, type = "GIRF_Yields_Ortho")`, `autoplot(object, type = "GIRF_Yields_Ortho")`.

Examples

data("NumOutEx")
ModelType <- "JPS original"
Economy <- "Brazil"
IRFhoriz <- 20
irf_Out <- IRFandGIRFgraphs(ModelType, NumOutEx,
  WishPdynamicsgraphs = FALSE, WishYieldsgraphs = TRUE, IRFhoriz,
  PathsGraphs = NULL, OutputType = "GIRF", Economy, Folder2save = NULL,
  verbose = FALSE
)