ExpectedComponent function

Get the expected component of all models

Get the expected component of all models

ExpectedComponent( ModelPara, InputsForOutputs, ModelType, Economies, FactorLabels, WishFP = FALSE )

Arguments

  • ModelPara: list of model parameter estimates
  • InputsForOutputs: list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
  • ModelType: desired model type
  • Economies: string-vector containing the names of the economies which are part of the economic system
  • FactorLabels: string-list based which contains all the labels of all the variables present in the model
  • WishFP: If users wants to compute the forward premia. Default is FALSE.
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24