LabFac function

Generates the labels factors

LabFac(N, DomVar, GlobalVar, Economies, ModelType)

Arguments

• N: Integer. Number of country-specific spanned factors.
• DomVar: A character vector containing the names of the domestic variables.
• GlobalVar: A character vector containing the names of the global variables.
• Economies: A character vector containing the names of the economies included in the system.
• ModelType: A character vector indicating the model type to be estimated.

Returns

List containing the risk factor labels

Examples

N <- 2
DomVar <- c("inflation", "Output gap")
GlobalVar <- "Commodity Prices"
Economies <- c("U.S.", "Canada", "Germany", "Japan")
ModelType <- "JPS original"

VarLabels <- LabFac(N, DomVar, GlobalVar, Economies, ModelType)