Get_Gy1 function

Compute the feedback matrix from a GVAR model with global factors

Get_Gy1(ParaVARX, GVARinputs, G1, Phi_w1)

Arguments

• ParaVARX: List containing the set of VARX model parameters
• GVARinputs: List of inputs for GVAR-based models
• G1: feedback matrix from a GVAR without global variables
• Phi_w1: feedback matrix from a marginal model