GVAR_PrepFactors function

Prepare risk factors for the estimation of the GVAR model

GVAR_PrepFactors(GVARinputs, DomLabels, StarLabels, GlobalLabels, N)

Arguments

• GVARinputs: List of inputs for GVAR-based models
• DomLabels: string-based vector containing label of the domestic risk factors
• StarLabels: string-based vector containing label of the star domestic risk factors
• GlobalLabels: string-based vector containing label of the global risk factors
• N: number of country-specific spanned factors (scalar)