FactorBounds_IRFandGIRF function

Compute the confidence bounds for the model P-dynamics

FactorBounds_IRFandGIRF(
  ModelBootstrap,
  quants,
  ModelType,
  ndraws,
  Horiz,
  FacDim,
  LabIRF,
  Economies
)

Arguments

• ModelBootstrap: numerical output set from the bootstrap analysis
• quants: quantile of the confidence bounds
• ModelType: desired model type
• ndraws: number of draws
• Horiz: horizon of numerical outputs
• FacDim: dimension of the risk factor set
• LabIRF: vector containing the labels "IRF" and "GIRF"
• Economies: Economies that are part of the economic system