ForwardPremia function

Compute the forward premia for all models

ForwardPremia(
  ModelPara,
  avexpFP,
  ModelType,
  FactorLabels,
  InputsForOutputs,
  Economies
)

Arguments

• ModelPara: list of model parameter estimates
• avexpFP: list containing the country-specific expected component of the forward period
• ModelType: desired model type
• FactorLabels: List of factor labels
• InputsForOutputs: list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
• Economies: string-vector containing the names of the economies which are part of the economic system