FEVDandGFEVD {MultiATSM} | R Documentation |
FEVDs and GFEVDs for all models
Description
FEVDs and GFEVDs for all models
Usage
FEVDandGFEVD(ModelType, ModelPara, FEVDhoriz, FactorLabels, Economies)
Arguments
ModelType |
string-vector containing the label of the model to be estimated |
ModelPara |
list of model parameter estimates (see the "Optimization" function) |
FEVDhoriz |
single numerical vector containing the desired horizon of analysis for the FEVDs and GFEVDs |
FactorLabels |
string-list based which contains all the labels of all the variables present in the model |
Economies |
string-vector containing the names of the economies which are part of the economic system |
Details
Structural shocks are identified via Cholesky decomposition
[Package MultiATSM version 1.3.1 Index]