True_BlockDiag function

Transformation of the block diagonal parameters (true form)

True_BlockDiag(ParaValue, Const_Type, FactorLabels, Economies, GVARinputs)

Arguments

• ParaValue: Constrained parameter
• Const_Type: Type of constraint
• FactorLabels: string-list based which contains 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
• GVARinputs: Inputs used in the estimation of the GVAR-based models