Get_BFull function

Compute the B matrix of loadings

Get_BFull(ModelParaPE, FactorLabels, mat, Economies, ModelType)

Arguments

• ModelParaPE: List of point estimates of the model parameter
• FactorLabels: String-list based which contains the labels of all the variables present in the model
• mat: Vector of bond yield maturities
• Economies: String-vector containing the names of the economies which are part of the economic system
• ModelType: A character vector indicating the model type to be estimated