TermPremia {MultiATSM}R Documentation

Compute the term premia

Description

Compute the term premia

Usage

TermPremia(ModelPara, avexp, ModelType, Economies)

Arguments

ModelPara

list of model parameter estimates

avexp

list containing the country-specific pure expected component

ModelType

desired model type

Economies

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


[Package MultiATSM version 1.3.1 Index]