Factors_NonOrtho function

Makes the pre-allocation of the factors set for JLL-based models

Factors_NonOrtho(NonOrthoFactors, JLLinputs, FactorLab, N)

Arguments

• NonOrthoFactors: Risk factors before the orthogonalization (FxT)
• JLLinputs: List of necessary inputs to estimate JLL-based setups
• FactorLab: Variable labels from JLL-based models
• N: number of country-specific spanned factors (scalar)