BuildIRFlist function

Build the list of IRF and GIRF for both factors and bond yields

Build the list of IRF and GIRF for both factors and bond yields

BuildIRFlist(NumOut, Economies, ModelType, IRFhoriz, FacDim, OutputType)

Arguments

  • NumOut: list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Term Premia
  • Economies: Economies of the economic system
  • ModelType: Desired model type
  • IRFhoriz: time-horizon of the IRF and GIRF
  • FacDim: dimension of the risk factor vector
  • OutputType: available option are 'IRF' and 'GIRF'
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24