TPDecompGraph function

Term Premia decomposition graphs for all models

TPDecompGraph(
  ModelType,
  NumOut,
  ModelPara,
  WishRPgraphs,
  UnitYields,
  Economies,
  PathsGraphs
)

Arguments

• ModelType: a string-vector containing the label of the model to be estimated
• NumOut: list of computed outputs containing the model fit, IRFs, FEVDs, GIRFs, GFEVDs and Risk premia
• ModelPara: list of model parameter estimates (See the "Optimization" function)
• WishRPgraphs: binary variable: set 1, if the user wishes graphs to be generated; or set 0, otherwise
• UnitYields: (i) "Month": if maturity of yields are expressed in months or (ii) "Year": if maturity of yields are expressed in years
• Economies: a string-vector containing the names of the economies which are part of the economic system
• PathsGraphs: Path of the folder in which the graphs will be saved