RGAP (version 0.1.1)

.assignGibbsFUN: Assigns the appropriate function and its input variables for the Gibbs procedure.

Description

Assigns the appropriate function and its input variables for the Gibbs procedure.

Usage

.assignGibbsFUN(
  loc,
  type,
  trend,
  cycle,
  cubsAR,
  cycleLag,
  errorARMA,
  exoNames = NULL
)

Arguments

loc

A data frame containing information on each involved parameter, for instance its corresponding system matrix, variable names, and parameter restrictions.

type

A character string specifying the type of the Phillip's curve. type = "TKP" denotes the traditional Keynesian Phillip's curve and type = "NKP" the New Keynesian Phillip's curve, see details. The default is type = "TKP".

trend

A character string specifying the trend model. trend = "RW1" denotes a first order random walk, trend = "RW2" a second order random walk (local linear trend) and trend = "DT" a damped trend model. The default is trend = "DT".

cycle

A character string specifying the cycle model. cycle = "AR1" denotes an AR(1) process, cycle = "AR2" an AR(2) process, cycle = "RAR2" a reparametrized AR(2) process. The default is cycle = "AR2".

cubsAR

A non-negative integer specifying the maximum CUBS lag that is included in the CUBS equation. The default is cubsAR = 0, see details.

cycleLag

A non-negative integer specifying the maximum cycle lag that is included in the CUBD equation. The default is cycleLag = 0, see details.

errorARMA

A vector with non-negative integers specifying the AR and MA degree of the error term in the second observation equation.

exoNames

A character vector containing the names of the exogenous variables.