OutputConstruction function

Numerical outputs (variance explained, model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition) for all models

OutputConstruction(
  ModelType,
  ModelPara,
  InputsForOutputs,
  FactorLabels,
  Economies
)

Arguments

• ModelType: string-vector containing the label of the model to be estimated
• ModelPara: list of model parameter estimates (See the "Optimization" function)
• InputsForOutputs: list containing the desired horizon of analysis for the model fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk premia decomposition
• FactorLabels: 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