FeedbackMatrixRestrictionsJLL function

Set the zero-restrictions on the feedback matrix of JLL's P-dynamics

Set the zero-restrictions on the feedback matrix of JLL's P-dynamics

FeedbackMatrixRestrictionsJLL(DomUnit, K, G, M, N)

Arguments

  • DomUnit: Name of the economy which is assigned as the dominant unit.

    If no dominant unit is assigned, then this variable is defined as "none"

  • K: Total number of risk factors of the economic system (scalar)

  • G: Number of global unspanned factors (scalar)

  • M: Number of country-specific unspanned factors (scalar)

  • N: Number of country-specific spanned factors (scalar)

Returns

matrix containing the restrictions of the feedback matrix (K x K)

  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24