Term Premia decomposition graphs for all models

Usage

TPDecompGraph(
  ModelType,
  NumOut,
  ModelPara,
  WishRPgraphs,
  UnitYields,
  Economies,
  PathsGraphs,
  Folder2Save,
  verbose
)

Arguments

ModelType: character. Estimated model type. Permissible choices: "JPS original", "JPS global", "GVAR single", "JPS multi", "GVAR multi", "JLL original", "JLL No DomUnit", "JLL joint Sigma".
NumOut: list. Computed outputs containing model fit, IRFs, FEVDs, GIRFs, GFEVDs and risk premia.
ModelPara: list. Model parameter estimates (see Optimization).
WishRPgraphs: logical. Set TRUE to generate term premia graphs, FALSE otherwise.
UnitYields: character. "Month" if yields are in months, "Year" if in years.
Economies: character vector. Names of the C economies included in the system.
PathsGraphs: character. Path of the folder in which the graphs will be saved.
Folder2Save: character. Folder path where the outputs will be stored.
verbose: logical. Flag controlling function messaging.

Available Methods

- `autoplot(object, type = "TermPremia")`

Examples

data("ParaSetEx")
data("NumOutEx")
ModelType <- "JPS original"
Economy <- "Brazil"
UnitYields <- "Month"
TPDecompGraph(ModelType, NumOutEx, ParaSetEx,
  WishRPgraphs = FALSE, UnitYields, Economy,
  PathsGraphs = NULL, Folder2Save = NULL, verbose = FALSE
)