CheckInputsForMLE function

Check consistence of inputs

CheckInputsForMLE(
  t0,
  tF,
  Economies,
  DomesticMacroFac,
  GlobalMacroFac,
  UnitYields,
  DataFreq,
  Label_Single_Models,
  Label_Multi_Models,
  FactorLabels,
  GVARlist,
  ModelType
)

Arguments

• t0: Sample starting date

• tF: Sample last date

• Economies: string-vector containing the names of the economies of the system.

• DomesticMacroFac: time series of the country-specific macroeconomic risk factors for all C countries (CM x T)

• GlobalMacroFac: time series of the global macroeconomic risk factors (G x T)

• UnitYields: (i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years

• DataFreq: single element character-based vector. Available options are: "Daily All Days",

  "Daily Business Days", "Weekly", "Monthly", "Quarterly", "Annually"

• Label_Single_Models: string-vector containing the names of the single country setups

• Label_Multi_Models: string-vector containing the names of the multicountry setups

• FactorLabels: string-list based which contains the labels of all variables present in the model

• GVARlist: list of necessary inputs for the estimation of GVAR-based models (see "GVAR" function)

• ModelType: string-vector containing the label of the model to be estimated