BR_jps_out              Replications of the JPS (2014) outputs by Bauer
                        and Rudebusch (2017)
Bias_Correc_VAR         Estimate an unbiased VAR(1) using stochastic
                        approximation (Bauer, Rudebusch and Wu, 2012)
Bootstrap               Generates the bootstrap-related outputs
DataForEstimation       Retrieve data from Excel and build the database
                        used in the model estimation
DatabasePrep            Prepare the GVARFactors database
FactorsGVAR             Data: Risk Factors for the GVAR - Candelon and
                        Moura (2021)
ForecastYields          Gather bond yields forecasts for all the model
                        types
Functionf               Set up the vector-valued objective function
                        (Point estimate)
GVAR                    Estimate a GVAR(1) and a VARX(1,1,1)
GVARFactors             Data: Risk Factors for the GVAR - Candelon and
                        Moura (2023)
InputsForMLEdensity     Generates several inputs that are necessary to
                        build the likelihood function
InputsForOutputs        Collect the inputs that are used to construct
                        the numerical and the graphical outputs
JLL                     Set of inputs present at JLL's P-dynamics
K1XQStationary          Impose stationarity under the Q-measure
LabFac                  Generates the labels factors
ListModelInputs         Concatenate the model-specific inputs in a list
Maturities              Create a vector of numerical maturities in
                        years
ModelPara               Replications of the JPS (2014) outputs by the
                        MultiATSM package
MultiATSM               ATSM Package
NumOutputs              Construct the model numerical outputs (model
                        fit, IRFs, GIRFs, FEVDs, GFEVDs, and risk
                        premia decomposition)
Optimization            Peform the minimization of mean(f)
ParaLabels              Create the variable labels used in the
                        estimation
RMSEsep                 Compute the root mean square error ("sep Q"
                        models)
Reg_K1Q                 Estimate the risk-neutral feedbak matrix K1Q
                        using linear regressions
RiskFactors             Data: Risk Factors - Candelon and Moura (2021)
Spanned_Factors         Compute the country-specific spanned factors
StarFactors             Generates the star variables necessary for the
                        GVAR estimation
TradeFlows              Data: Trade Flows - Candelon and Moura (2021)
Trade_Flows             Data: Trade Flows - Candelon and Moura (2023)
Transition_Matrix       Compute the transition matrix required in the
                        estimation of the GVAR model
VAR                     Estimates a VAR(1)
Yields                  Data: Yields - Candelon and Moura (2021)
pca_weights_one_country
                        Weigth matrix from principal components (matrix
                        of eigenvectors)
