Idx_UnspanFact function

Obtain the indexes of both the domestic and global unspanned factors

Idx_UnspanFact(RiskFactors_TS, FactorLabels, Economies)

Arguments

• RiskFactors_TS: Time series of risk factors for the jointly estimated models (CJ x T)
• FactorLabels: A string-list based which contains all the labels of all the variables present in the model
• Economies: String-vector containing the names of the economies which are part of the economic system