Bootstrap {MultiATSM} | R Documentation |
Generates the bootstrap-related outputs
Description
Generates the bootstrap-related outputs
Usage
Bootstrap(
ModelType,
ModelParaPE,
NumOutPE,
Economies,
InputsForOutputs,
FactorLabels,
JLLlist = NULL,
GVARlist = NULL,
WishBC = 0,
BRWlist = NULL
)
Arguments
ModelType |
A character vector indicating the model type to be estimated. |
ModelParaPE |
A list containing the point estimates of the model parameters. For details, refer to the outputs from the |
NumOutPE |
The point estimate derived from numerical outputs. See the outputs from the |
Economies |
A character vector containing the names of the economies included in the system. |
InputsForOutputs |
A list containing the necessary inputs for generating IRFs, GIRFs, FEVDs, GFEVDs and Term Premia. |
FactorLabels |
A list of character vectors with labels for all variables in the model. |
JLLlist |
List. Inputs for JLL model estimation (see |
GVARlist |
List. Inputs for GVAR model estimation (see |
WishBC |
Whether to estimate the physical parameter model with bias correction, based on the method by Bauer, Rudebusch and Wu (2012) (see |
BRWlist |
List of necessary inputs for performing the bias-corrected estimation (see |
Value
List containing the following elements:
List of model parameters for each draw
List of numerical outputs (IRFs, GIRFs, FEVDs, GFEVDs and Term Premia) for each draw
Confidence bounds for the chosen level of significance
References
This function is a modified and extended version of the VARirbound
function from "A toolbox for VAR analysis"
by Ambrogio Cesa-Bianchi (https://github.com/ambropo/VAR-Toolbox)
Examples
# See an example of implementation in the vignette file of this package (Section 4).