Outputs2exportMLE function

Prepares inputs to export

Outputs2exportMLE(
  Label_Multi_Models,
  Economies,
  RiskFactors,
  Yields,
  mat,
  ModelInputsGen,
  ModelInputsSpec,
  PdynPara,
  ModelType
)

Arguments

• Label_Multi_Models: string-vector containing the names of the multicountry setups
• Economies: string-vector containing the names of the economies which are part of the economic system
• RiskFactors: time series of risk factors (F x T). Could be stored in a list depending on the model
• Yields: matrix (CJ x T) or a list containing those matrices, where C is the number of countries, J - the number of maturities and T - time series length
• mat: vector of maturities (in years) used in the estimation
• ModelInputsGen: List of generic inputs
• ModelInputsSpec: List of specific inputs
• PdynPara: Model parameters estimated in the P-dynamics the
• ModelType: string-vector containing the label of the model to be estimated