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]