BuildYields_BS function

Build the time-series of bond yields for each bootstrap draw

BuildYields_BS(
  ModelParaPE,
  ModelType,
  RiskFactors_BS,
  BFull,
  BS_Set,
  Economies
)

Arguments

• ModelParaPE: List of point estimates of the model parameter
• ModelType: String-vector containing the label of the model to be estimated
• RiskFactors_BS: Time-series of the risk factors (F x T)
• BFull: B matrix of loadings
• BS_Set: Set of bootstrap inputs
• Economies: String-vector containing the names of the economies which are part of the economic system