FeedbackMat_BS function

Compute the Feedback matrix of each bootstrap draw

FeedbackMat_BS(
  ModelType,
  RiskFactors_TS,
  FactorLabels,
  Economies,
  GVARlist,
  JLLlist,
  WishBRW,
  BRWlist
)

Arguments

• ModelType: String-vector containing the label of the model to be estimated
• RiskFactors_TS: Time-series of risk factors of the bootstrap (F x T)
• FactorLabels: String-list based which contains the labels of all the variables present in the model
• Economies: String-vector containing the names of the economies which are part of the economic system
• GVARlist: List of necessary inputs for the estimation of GVAR-based models
• JLLlist: List of necessary inputs for the estimation of JLL-based models
• WishBRW: Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). Default is set to 0.
• BRWlist: List of necessary inputs for performing the bias-corrected estimation (see Bias_Correc_VAR function)