Build_xvec function

Obtain the auxiliary values corresponding to each parameter, its size and its name

Build_xvec(ListInputSet, Economies, FactorLabels, JLLinputs = NULL)

Arguments

• ListInputSet: variable inputs used in the optimization (see "optimization" function)
• Economies: string-vector containing the names of the economies which are part of the economic system
• FactorLabels: list of necessary inputs for the estimation of JLL-based models (see JLL function)
• JLLinputs: Necessary inputs for the estimation of the JLL-based models

References

This function is a based on the "getx" function by Le and Singleton (2018).

"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."

(Euro Area Business Cycle Network Training School - Term Structure Modelling).