ComputeBounds_IRFandGIRF function

Compute the confidence bounds from the model's numerical outputs

ComputeBounds_IRFandGIRF(
  ModelBootstrap,
  quants,
  FacDim,
  YieDim,
  ModelType,
  Economies,
  ndraws,
  Horiz
)

Arguments

• ModelBootstrap: numerical output set from the bootstrap analysis
• quants: quantile of the confidence bounds
• FacDim: dimension of the risk factor set
• YieDim: dimension of the bond yield set
• ModelType: Desired model type
• Economies: Economies that are part of the economic system
• ndraws: number of draws selected
• Horiz: horizon of numerical outputs