Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions
Source:R/summary.R
summary.PosteriorBVARGROUPPANEL.RdProvides posterior mean, standard deviations, as well as 5 and 95
percentiles of the parameters for all C countries.
Usage
# S3 method for class 'PosteriorBVARGROUPPANEL'
summary(object, ...)Arguments
- object
an object of class
PosteriorBVARGROUPPANELobtained using theestimate()function applied to Vector Autoregressions containing draws from the posterior distribution of the parameters.- ...
additional arguments affecting the summary produced.
Value
A list reporting the posterior mean, standard deviations, as well as 5 and 95 percentiles of the country-specific parameters.
Author
Tomasz Woźniak wozniak.tom@pm.me
Examples
# specify the model
specification = specify_bvarGroupPANEL$new(
data = ilo_dynamic_panel,
exogenous = ilo_exogenous_variables,
group_allocation = country_grouping_region
)
#> Country groupings have been pre-specified and will not be estimated.
burn_in = estimate(specification, 10) # run the burn-in
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
posterior = estimate(burn_in, 10) # estimate the model
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
summary(posterior)
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003142999 9.362202e-05 0.003003123 0.003256131
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03054158 0.002509776 -0.0346181 -0.0281874
#> Sigma[2,2] 2.28094789 0.082765440 2.1517806 2.3902387
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01642567 0.001551203 0.01467491 0.01906926
#> Sigma[3,2] -1.43132719 0.049805893 -1.49450895 -1.35524248
#> Sigma[3,3] 1.45096757 0.044250037 1.38762520 1.50678553
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001768913 0.0009721655 -0.003256761 -0.0007911972
#> Sigma[4,2] -0.096224051 0.0204176993 -0.127024460 -0.0721568474
#> Sigma[4,3] 0.655652563 0.0199022860 0.627828819 0.6831171966
#> Sigma[4,4] 0.658490642 0.0243114976 0.625206124 0.6938813786
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998506946 0.0010393718 0.997190651 1.000114064
#> lag1_var2 -0.005149433 0.0009799714 -0.006149753 -0.003551665
#> lag1_var3 -0.011342249 0.0017696664 -0.012959324 -0.008492670
#> lag1_var4 0.010336736 0.0017678009 0.007510609 0.012059202
#> const 0.109434085 0.0311244405 0.067436544 0.151006369
#> exo1 0.007784657 0.0129875494 -0.007276488 0.028058537
#> exo2 -0.068852667 0.0089711581 -0.081607045 -0.057788970
#> exo3 0.042241101 0.0071685982 0.036846442 0.055404451
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06817127 0.02440747 -0.1092131 -0.04143727
#> lag1_var2 1.10323387 0.05112780 1.0350900 1.17292312
#> lag1_var3 0.27875526 0.08913521 0.1536761 0.39598459
#> lag1_var4 -0.26275531 0.08435709 -0.3742115 -0.14437245
#> const 1.26120185 0.77707147 0.2615691 2.43298993
#> exo1 -0.43149234 0.24086965 -0.7229245 -0.02507468
#> exo2 0.47814630 0.18740166 0.1962854 0.68214779
#> exo3 -0.18141299 0.23113398 -0.5327151 0.05669172
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.046679186 0.01626180 0.02306176 0.06755594
#> lag1_var2 -0.009003229 0.04609287 -0.08098709 0.03332261
#> lag1_var3 0.958726485 0.08088587 0.83386966 1.03401885
#> lag1_var4 0.028366014 0.07492996 -0.04314934 0.14292977
#> const -0.502450633 0.73229245 -1.35430682 0.60336165
#> exo1 0.278887291 0.18242386 0.04362070 0.51934295
#> exo2 -0.994719159 0.20538754 -1.26704961 -0.71726229
#> exo3 0.511154701 0.17663200 0.31610864 0.78054684
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008047299 0.006895384 -0.001727607 0.01708154
#> lag1_var2 0.082334370 0.023579363 0.047229824 0.11192749
#> lag1_var3 0.180136943 0.041401160 0.117267129 0.22894100
#> lag1_var4 0.820226637 0.037290432 0.777593312 0.87575406
#> const -0.001061344 0.400444210 -0.493339338 0.55378979
#> exo1 0.060965692 0.125360373 -0.162904045 0.17624323
#> exo2 -0.768736104 0.115439630 -0.916593087 -0.60459808
#> exo3 0.446976331 0.075479420 0.333303996 0.53110990
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002108037 7.549102e-05 0.00199653 0.002197318
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01667358 0.001679215 -0.01893174 -0.01441523
#> Sigma[2,2] 1.35926011 0.041707901 1.30526800 1.42374355
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0211584 0.001488057 0.01941545 0.02299757
#> Sigma[3,2] -0.9258831 0.027746538 -0.96087668 -0.88519351
#> Sigma[3,3] 1.5477745 0.044625371 1.47491473 1.59627647
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143404 0.001053508 0.01015586 0.01286959
#> Sigma[4,2] -0.07163019 0.032258579 -0.11701392 -0.02255470
#> Sigma[4,3] 1.02718051 0.041800924 0.95414220 1.06501978
#> Sigma[4,4] 1.05702130 0.040710307 0.99434203 1.10041174
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9993144883 0.000533902 0.998536588 0.999875554
#> lag1_var2 0.0085276568 0.003985441 0.002826703 0.013086587
#> lag1_var3 0.0140486008 0.006235378 0.005126153 0.021247157
#> lag1_var4 -0.0129840357 0.005613750 -0.019427595 -0.004996727
#> const -0.0187465439 0.050301818 -0.081538057 0.058214742
#> exo1 0.0009123548 0.006517555 -0.007834678 0.010527467
#> exo2 -0.1150025310 0.011238398 -0.129547247 -0.099226345
#> exo3 0.0405860988 0.007862397 0.030939604 0.051179933
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03900407 0.02154176 -0.06710211 -0.007896264
#> lag1_var2 0.94457224 0.05319344 0.86613690 1.010981984
#> lag1_var3 -0.01955343 0.09505925 -0.16498896 0.093327428
#> lag1_var4 0.02188274 0.08606797 -0.07982530 0.150981307
#> const 1.03613306 0.74447945 0.17488596 1.942013423
#> exo1 -0.05989365 0.21830121 -0.34875949 0.278217110
#> exo2 2.69044486 0.14909228 2.53208690 2.914907003
#> exo3 -1.01370724 0.15050978 -1.20292351 -0.806733704
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02004499 0.02085565 -0.005638465 0.05230671
#> lag1_var2 -0.14823189 0.08725364 -0.251684509 -0.02919555
#> lag1_var3 0.73160930 0.12981646 0.566014637 0.90103512
#> lag1_var4 0.22954000 0.11896835 0.073780679 0.38264673
#> const 1.95137625 1.04373521 0.351312042 3.30579084
#> exo1 -0.02662045 0.23248568 -0.359663626 0.26733859
#> exo2 -4.33125239 0.22777686 -4.636448637 -4.07157160
#> exo3 1.71596025 0.21125611 1.449951662 2.00856096
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004956226 0.01190376 -0.02283009 0.01040845
#> lag1_var2 -0.155915436 0.08324210 -0.22133559 -0.02042219
#> lag1_var3 -0.237892975 0.12187387 -0.34873620 -0.04045456
#> lag1_var4 1.201879693 0.11345153 1.01838748 1.30557948
#> const 2.533128068 0.82526949 1.21259433 3.32536190
#> exo1 -0.070516977 0.12746142 -0.29535088 0.04719842
#> exo2 -2.867417962 0.21935812 -3.13630564 -2.56606049
#> exo3 1.189324972 0.16911912 0.95071838 1.39826678
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002753739 0.0001327005 0.002579649 0.002913276
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005794492 0.001028676 -0.007078511 -0.004235384
#> Sigma[2,2] 0.411588945 0.009427145 0.395680150 0.421923466
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005022248 0.001230091 0.003559663 0.006816704
#> Sigma[3,2] -0.254820749 0.016539233 -0.274465956 -0.233617858
#> Sigma[3,3] 0.637412625 0.026678889 0.601092996 0.671587177
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001449099 0.0009681183 0.0001641174 0.002810278
#> Sigma[4,2] -0.003834643 0.0142254590 -0.0229934673 0.012034927
#> Sigma[4,3] 0.505714774 0.0201799988 0.4769777173 0.528767982
#> Sigma[4,4] 0.532026860 0.0159233904 0.5103370601 0.547543017
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0012774159 0.0006490362 1.000501438 1.0022031303
#> lag1_var2 0.0010880631 0.0021879061 -0.002090105 0.0033628916
#> lag1_var3 0.0043625153 0.0036747487 -0.001098393 0.0078287170
#> lag1_var4 -0.0042541824 0.0035227358 -0.007635424 0.0010664323
#> const 0.0111350932 0.0285304238 -0.025958007 0.0428476841
#> exo1 -0.0005560744 0.0100830230 -0.014122886 0.0130581504
#> exo2 -0.1084266280 0.0075339821 -0.115041996 -0.0950631527
#> exo3 -0.0138618143 0.0083749660 -0.022132267 -0.0001604987
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01402287 0.006249588 -0.02268249 -0.005326831
#> lag1_var2 0.98764043 0.037072743 0.93266950 1.031835474
#> lag1_var3 0.03355610 0.058720346 -0.04900359 0.101155302
#> lag1_var4 -0.03938658 0.055481806 -0.10337055 0.039081925
#> const 0.86820051 0.325560657 0.48073144 1.382574047
#> exo1 0.02949810 0.079029807 -0.10100026 0.113245745
#> exo2 0.63089181 0.111310576 0.49522978 0.807006272
#> exo3 -0.18191748 0.102787152 -0.32308102 -0.029703358
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01078827 0.008992956 -0.002730135 0.02173352
#> lag1_var2 -0.06090597 0.030981509 -0.104096110 -0.02472591
#> lag1_var3 0.88321010 0.061117819 0.791118722 0.95200921
#> lag1_var4 0.10962540 0.059640007 0.042867649 0.19984535
#> const 0.09760634 0.264313346 -0.227278485 0.45749764
#> exo1 -0.16104690 0.155750638 -0.334751609 0.06796987
#> exo2 -1.17809571 0.105272362 -1.323622891 -1.02692101
#> exo3 0.26641435 0.098833715 0.134258184 0.39165505
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.002765999 0.006782472 -0.007526126 0.01218987
#> lag1_var2 -0.069932378 0.023559022 -0.108236257 -0.04700688
#> lag1_var3 -0.095534628 0.047500466 -0.176360289 -0.04758388
#> lag1_var4 1.084920468 0.046029638 1.039619526 1.16417519
#> const 0.613780879 0.216806226 0.230023804 0.80831177
#> exo1 -0.153817732 0.134659568 -0.302045427 0.05126619
#> exo2 -0.851956912 0.074805445 -0.953297660 -0.77132723
#> exo3 0.166909950 0.122446189 -0.011826614 0.32688571
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005829547 0.0006064981 0.005111223 0.006698497
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02395763 0.004802013 -0.02960884 -0.01808904
#> Sigma[2,2] 1.14445183 0.109168623 1.02271167 1.29482870
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02189545 0.002690998 0.01811516 0.02523954
#> Sigma[3,2] -0.69608554 0.069906461 -0.79352591 -0.61000278
#> Sigma[3,3] 0.88213973 0.051722830 0.81427055 0.95355238
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01465125 0.002367958 0.01219744 0.01875476
#> Sigma[4,2] -0.27919752 0.042562369 -0.34796365 -0.23289860
#> Sigma[4,3] 0.67650817 0.039838247 0.62881410 0.73655054
#> Sigma[4,4] 0.64281460 0.037146618 0.59656201 0.69811098
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9896573564 0.003243428 0.984729054 0.993693600
#> lag1_var2 -0.0006379069 0.002947294 -0.004504672 0.002959757
#> lag1_var3 0.0023390967 0.007349298 -0.008630702 0.010610950
#> lag1_var4 -0.0020078364 0.007318409 -0.010222890 0.009068870
#> const 0.2891776925 0.088764824 0.196263940 0.434046819
#> exo1 0.0291002854 0.026738828 -0.010730179 0.064658974
#> exo2 -0.0964229139 0.030029766 -0.139123909 -0.058020122
#> exo3 -0.0183204969 0.028754306 -0.059826114 0.016778725
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03472686 0.04658047 -0.08686677 0.02234582
#> lag1_var2 0.88213309 0.04280948 0.83939769 0.94855202
#> lag1_var3 -0.26886066 0.11481576 -0.39209882 -0.08993814
#> lag1_var4 0.25549418 0.11284424 0.08269759 0.38082382
#> const 1.65015959 0.93575734 0.53542641 2.89666106
#> exo1 0.26369620 0.21721533 -0.07268263 0.52457200
#> exo2 1.30722930 0.30037328 1.04249230 1.82546235
#> exo3 -0.24369357 0.29049368 -0.67992968 0.12072753
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07281300 0.05762317 0.003235473 0.157508016
#> lag1_var2 0.08956583 0.03997559 0.029183181 0.136506576
#> lag1_var3 1.16753013 0.10610699 1.010011295 1.303856241
#> lag1_var4 -0.14800461 0.10639296 -0.285063098 0.008763014
#> const -2.90552634 1.38727827 -5.012936983 -1.370565615
#> exo1 -0.11300661 0.09775031 -0.269043282 -0.001012110
#> exo2 -2.23068742 0.26293334 -2.557369805 -1.849954652
#> exo3 0.33989855 0.31574279 -0.078553314 0.808279831
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06257122 0.05249164 0.013953496 0.14557734
#> lag1_var2 0.05882810 0.03550462 0.005944055 0.09922713
#> lag1_var3 0.09253690 0.09564792 -0.043774586 0.22158401
#> lag1_var4 0.92319155 0.09672656 0.792102704 1.05933020
#> const -2.43346769 1.27172104 -4.366194147 -1.15394198
#> exo1 -0.04158275 0.12983711 -0.203971669 0.14538665
#> exo2 -1.70969385 0.25109362 -2.070739206 -1.36588550
#> exo3 0.19783180 0.25994066 -0.140794859 0.54974298
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004321577 0.0001583941 0.004150952 0.004547546
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003695568 0.001099635 -0.005202782 -0.002505765
#> Sigma[2,2] 0.463580784 0.022775591 0.426858440 0.482006707
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002916258 0.001084394 0.001537555 0.004656418
#> Sigma[3,2] -0.289669058 0.017638948 -0.305503551 -0.259608663
#> Sigma[3,3] 0.416303008 0.017340180 0.391345998 0.439983636
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001002985 0.001016771 -0.0001197206 0.002663895
#> Sigma[4,2] -0.037825426 0.010203906 -0.0455268003 -0.021334565
#> Sigma[4,3] 0.277707326 0.010513259 0.2634486928 0.293432175
#> Sigma[4,4] 0.285237531 0.008883948 0.2736559587 0.296872043
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9988580486 0.0008455914 0.997966831 1.0000536250
#> lag1_var2 -0.0007712460 0.0008886702 -0.001769161 0.0006204672
#> lag1_var3 -0.0001392339 0.0016802131 -0.002410969 0.0023542070
#> lag1_var4 0.0001206755 0.0015916272 -0.002101846 0.0023706618
#> const 0.0706104475 0.0215617109 0.042942715 0.0995307141
#> exo1 0.0028729907 0.0106906137 -0.011958339 0.0170984154
#> exo2 -0.0672756170 0.0122155643 -0.086441313 -0.0546829380
#> exo3 0.0073008636 0.0068962357 -0.002868786 0.0153762918
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.017594122 0.01321153 -0.03502651 0.003067254
#> lag1_var2 1.001046452 0.01149147 0.98732894 1.017285472
#> lag1_var3 -0.001685273 0.01863497 -0.02440635 0.025773131
#> lag1_var4 0.002639672 0.01682629 -0.02124447 0.023379601
#> const 0.295579057 0.39595134 -0.32456158 0.836170309
#> exo1 -0.144383331 0.05625129 -0.20216505 -0.056274268
#> exo2 0.857625166 0.09067577 0.73281514 0.977257419
#> exo3 0.150083964 0.11945491 -0.00174952 0.306771919
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008589421 0.01179353 -0.009262556 0.0234771818
#> lag1_var2 -0.014023901 0.01037369 -0.029429566 -0.0006349697
#> lag1_var3 0.970935988 0.01599654 0.949086860 0.9926709522
#> lag1_var4 0.023269177 0.01437348 0.003534874 0.0425821747
#> const 0.082958823 0.25199917 -0.263158362 0.4223479332
#> exo1 0.014690100 0.05319919 -0.051055395 0.0906011031
#> exo2 -1.242163132 0.10095883 -1.391069250 -1.1193478189
#> exo3 0.045230939 0.11224781 -0.089028952 0.1948063117
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001577229 0.009840779 -0.008496369 0.0178804142
#> lag1_var2 -0.012461961 0.010341088 -0.026306545 0.0013226208
#> lag1_var3 -0.026713928 0.018201179 -0.048088771 0.0007937575
#> lag1_var4 1.021141601 0.016066913 0.996339616 1.0390535072
#> const 0.205629996 0.282333065 -0.191112018 0.5617703369
#> exo1 -0.053389305 0.045045857 -0.102401464 0.0109050110
#> exo2 -0.845867984 0.078311276 -0.958500608 -0.7445694433
#> exo3 0.157529184 0.067641713 0.075798686 0.2389687575
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarGroupPANEL$new(
exogenous = ilo_exogenous_variables,
group_allocation = country_grouping_region) |>
estimate(S = 10) |>
estimate(S = 10) |>
summary()
#> Country groupings have been pre-specified and will not be estimated.
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003164468 9.850631e-05 0.003047451 0.003310266
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02938179 0.002158739 -0.03190532 -0.02676166
#> Sigma[2,2] 2.28706230 0.088706784 2.17108171 2.41232605
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643956 0.001479837 0.01467853 0.01882226
#> Sigma[3,2] -1.45857712 0.049635421 -1.52425664 -1.39850407
#> Sigma[3,3] 1.47558116 0.052239214 1.41603326 1.56094235
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001038517 0.001397504 -0.003296354 0.0003870779
#> Sigma[4,2] -0.123590226 0.034992847 -0.169564007 -0.0814327556
#> Sigma[4,3] 0.665463478 0.036940775 0.615599158 0.7185742260
#> Sigma[4,4] 0.650797408 0.025924017 0.610937156 0.6820247359
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998371343 0.000621624 0.997572758 0.999366702
#> lag1_var2 -0.004406883 0.001681028 -0.006506238 -0.002100890
#> lag1_var3 -0.010022420 0.002940921 -0.013807171 -0.006281044
#> lag1_var4 0.009102756 0.002727092 0.005528721 0.012588929
#> const 0.108225073 0.018638278 0.074878806 0.125999521
#> exo1 0.007434207 0.008725698 -0.002493980 0.020950414
#> exo2 -0.061550371 0.010121186 -0.073556984 -0.046322981
#> exo3 0.050173125 0.008491910 0.037829926 0.061072939
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06420203 0.01650590 -0.08370755 -0.04430443
#> lag1_var2 1.07475658 0.06538548 0.99086663 1.16321410
#> lag1_var3 0.22361214 0.11660747 0.07573951 0.39033415
#> lag1_var4 -0.20938660 0.10739958 -0.36327472 -0.07086725
#> const 1.24145077 0.96560206 -0.19900946 2.37981233
#> exo1 -0.39177453 0.12076367 -0.55419387 -0.24307209
#> exo2 0.56410675 0.20356793 0.29551329 0.84074645
#> exo3 -0.24162643 0.21072101 -0.53514612 0.05731090
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.856315e-02 0.01313389 0.01984623 0.05576644
#> lag1_var2 3.349863e-03 0.03229751 -0.04517624 0.03851259
#> lag1_var3 9.857231e-01 0.06083240 0.88666519 1.04873396
#> lag1_var4 6.549331e-05 0.05630498 -0.05779669 0.09158585
#> const -1.933645e-01 0.63617283 -0.93026637 0.76435065
#> exo1 2.440636e-01 0.13059202 0.05857208 0.38450806
#> exo2 -1.021022e+00 0.17133421 -1.25706181 -0.82030894
#> exo3 6.035656e-01 0.16143694 0.42816104 0.88335055
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.001426711 0.008825839 -0.009476928 0.01545365
#> lag1_var2 0.076801284 0.026546701 0.037606879 0.10864100
#> lag1_var3 0.172676125 0.049757376 0.102051632 0.23438239
#> lag1_var4 0.825138901 0.045787206 0.768727626 0.88909474
#> const 0.327245217 0.364702418 -0.259552182 0.71071001
#> exo1 0.053444228 0.085952801 -0.074554566 0.14019517
#> exo2 -0.742531360 0.103415120 -0.889420394 -0.60333491
#> exo3 0.501470478 0.133709053 0.342162872 0.68059603
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002091002 0.0001111145 0.001936318 0.002236977
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01691475 0.001908557 -0.01957125 -0.01466797
#> Sigma[2,2] 1.34756184 0.060700355 1.25929510 1.41909092
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02083555 0.001994127 0.01849282 0.02384378
#> Sigma[3,2] -0.90683075 0.060520723 -0.99811628 -0.83866458
#> Sigma[3,3] 1.56982843 0.064731819 1.49299129 1.67213394
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097789 0.001365847 0.009080046 0.01270932
#> Sigma[4,2] -0.06000028 0.038384557 -0.123074706 -0.01708434
#> Sigma[4,3] 1.06611825 0.041657716 1.007103097 1.11210438
#> Sigma[4,4] 1.10861673 0.034353190 1.068805495 1.15620376
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999058997 0.0006111207 0.998134803 0.999807306
#> lag1_var2 0.009179974 0.0030403269 0.006090985 0.014315793
#> lag1_var3 0.014813340 0.0046556505 0.009646489 0.022570193
#> lag1_var4 -0.013684317 0.0043135876 -0.020775331 -0.008908746
#> const -0.019785658 0.0383683955 -0.076462557 0.027069109
#> exo1 0.004252767 0.0081783799 -0.006080875 0.014836117
#> exo2 -0.116249394 0.0076678190 -0.126790653 -0.106681790
#> exo3 0.046221440 0.0085121484 0.033110630 0.057472850
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02228043 0.01597052 -0.04405335 -0.001949919
#> lag1_var2 0.98984553 0.11854336 0.80269868 1.136307667
#> lag1_var3 0.05550351 0.18321049 -0.22921002 0.278881884
#> lag1_var4 -0.04426362 0.16493764 -0.24486723 0.211530428
#> const 0.12951664 1.39291318 -1.27675126 2.195636842
#> exo1 -0.01715967 0.22767176 -0.39286802 0.256235336
#> exo2 2.54430610 0.22138607 2.23017329 2.810430304
#> exo3 -1.08305534 0.17326034 -1.33466272 -0.865748206
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01294997 0.01301469 -0.002825944 0.03019063
#> lag1_var2 -0.18585826 0.10609332 -0.323646671 -0.02848241
#> lag1_var3 0.67019010 0.16618464 0.446038689 0.90974915
#> lag1_var4 0.28612403 0.15271775 0.060785845 0.48873323
#> const 2.36296998 1.09314737 0.822050354 3.66902629
#> exo1 -0.08534155 0.27572584 -0.438197107 0.25945869
#> exo2 -4.21774054 0.30984153 -4.580989967 -3.73727238
#> exo3 1.84307120 0.14031912 1.628287461 2.00729549
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001904567 0.01198229 -0.01809168 0.01650881
#> lag1_var2 -0.164625262 0.07797092 -0.22988390 -0.03958652
#> lag1_var3 -0.250751127 0.11963201 -0.36153299 -0.05879623
#> lag1_var4 1.215608211 0.11133795 1.03918676 1.31773450
#> const 2.378787664 0.54613642 1.54649347 3.04809455
#> exo1 -0.120176440 0.26167222 -0.42142107 0.27359954
#> exo2 -2.842888972 0.23796071 -3.13114520 -2.50285882
#> exo3 1.283704934 0.16347469 1.00863831 1.41003186
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002725459 8.206758e-05 0.002615373 0.002835559
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005915755 0.0007326931 -0.006563264 -0.004600771
#> Sigma[2,2] 0.404066340 0.0172448255 0.373304275 0.420598519
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005269447 0.001140615 0.003403434 0.006569281
#> Sigma[3,2] -0.256278380 0.011771978 -0.272072035 -0.239058059
#> Sigma[3,3] 0.649123912 0.020711760 0.626039700 0.680662160
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167314 0.0009577067 6.247855e-05 0.002731800
#> Sigma[4,2] -0.01026145 0.0121107975 -2.565601e-02 0.006691924
#> Sigma[4,3] 0.51624264 0.0213166193 4.926656e-01 0.550173009
#> Sigma[4,4] 0.53809948 0.0239376580 5.119229e-01 0.575613645
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017768332 0.0005777078 1.0012897577 1.0027161487
#> lag1_var2 -0.0001433955 0.0013741356 -0.0022958042 0.0012995730
#> lag1_var3 0.0024467292 0.0021610299 -0.0008977283 0.0049181386
#> lag1_var4 -0.0025295415 0.0020295072 -0.0048097256 0.0006501455
#> const 0.0116389119 0.0202610472 -0.0156924734 0.0384690625
#> exo1 -0.0020928856 0.0080714745 -0.0109869053 0.0105138543
#> exo2 -0.1037964586 0.0064829584 -0.1147013326 -0.0970681622
#> exo3 -0.0122038925 0.0059627973 -0.0190691897 -0.0025741635
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01074419 0.003918015 -0.01701521 -0.007008847
#> lag1_var2 0.99181936 0.029309226 0.95129616 1.030855643
#> lag1_var3 0.04697180 0.046418898 -0.01960792 0.106753433
#> lag1_var4 -0.05287809 0.043504466 -0.11002885 0.008548505
#> const 0.79461781 0.292273622 0.40605624 1.145535361
#> exo1 -0.04592424 0.121289656 -0.21430916 0.126253868
#> exo2 0.64938676 0.145138355 0.44175113 0.861462716
#> exo3 -0.12679294 0.084385124 -0.25065804 -0.036200124
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008748607 0.008793409 -0.001546887 0.021122375
#> lag1_var2 -0.055652914 0.040230964 -0.123458584 -0.006693935
#> lag1_var3 0.882353955 0.062558449 0.778385367 0.957673766
#> lag1_var4 0.111020421 0.059091018 0.039473381 0.208202433
#> const 0.116139771 0.375949561 -0.345498350 0.712832630
#> exo1 -0.160867540 0.119353575 -0.315538999 0.007883853
#> exo2 -1.249573620 0.136780906 -1.435859525 -1.048630628
#> exo3 0.188065792 0.092779183 0.036941186 0.284867407
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003671838 0.01027714 -0.008886424 0.01840450
#> lag1_var2 -0.060764126 0.03709298 -0.117673926 -0.01750580
#> lag1_var3 -0.086191950 0.05947093 -0.177013446 -0.01846471
#> lag1_var4 1.076073657 0.05583218 1.011016192 1.16097897
#> const 0.564229842 0.46273403 0.046143311 1.33459648
#> exo1 -0.198680490 0.10444571 -0.304275482 -0.02402341
#> exo2 -0.917431090 0.14102902 -1.153334457 -0.76262771
#> exo3 0.118061249 0.09031226 -0.031371212 0.22624035
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755236 0.0004875186 0.005093852 0.006506092
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02239738 0.003788911 -0.02678995 -0.0167924
#> Sigma[2,2] 1.12538437 0.077011059 1.04255862 1.2451084
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02175983 0.002841885 0.01851088 0.0257624
#> Sigma[3,2] -0.68935155 0.067962593 -0.78093618 -0.6153941
#> Sigma[3,3] 0.88863383 0.067788866 0.80176416 0.9879736
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01532483 0.002237106 0.01294543 0.01832642
#> Sigma[4,2] -0.27908035 0.050579320 -0.34524216 -0.22047235
#> Sigma[4,3] 0.68345923 0.049035828 0.61073658 0.74704965
#> Sigma[4,4] 0.64747674 0.039964192 0.58844409 0.68578777
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990946081 0.004367798 0.986954046 0.99740583
#> lag1_var2 -0.003013510 0.003740527 -0.007625678 0.00265609
#> lag1_var3 -0.004921859 0.007923803 -0.012397194 0.00758994
#> lag1_var4 0.005350639 0.007856689 -0.007141330 0.01264554
#> const 0.245861435 0.114269062 0.084312404 0.36853334
#> exo1 0.038618420 0.017134590 0.012946915 0.06066119
#> exo2 -0.117517806 0.031228358 -0.149930227 -0.06512926
#> exo3 -0.007267834 0.029778192 -0.039735663 0.04270520
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08589052 0.05300176 -0.16206886 -0.02159640
#> lag1_var2 0.90358248 0.06524911 0.81501828 0.98840077
#> lag1_var3 -0.18913779 0.15526451 -0.40545275 0.03690902
#> lag1_var4 0.17727130 0.15185863 -0.04665522 0.38876943
#> const 2.90726421 1.56338923 1.39721680 5.32367655
#> exo1 0.25255198 0.29616378 -0.05262506 0.69626205
#> exo2 1.43832336 0.39047755 0.80106044 1.90591045
#> exo3 -0.40721391 0.37896641 -0.85416003 0.20121161
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11919044 0.04946684 0.05757199 0.18797992
#> lag1_var2 0.08779744 0.04710895 0.02419562 0.14387702
#> lag1_var3 1.13684609 0.12341498 0.96455465 1.28486155
#> lag1_var4 -0.11778861 0.12326163 -0.26200508 0.05611633
#> const -4.10119063 1.30128645 -5.83782086 -2.48975159
#> exo1 -0.07092002 0.23374507 -0.38124596 0.29284024
#> exo2 -2.36048205 0.30370834 -2.77341691 -1.96328371
#> exo3 0.35829219 0.45626711 -0.40514706 0.80139227
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.091822627 0.03897161 0.039368097 0.1475751
#> lag1_var2 0.067998870 0.04964586 0.002644904 0.1384901
#> lag1_var3 0.094189721 0.12381970 -0.078522932 0.2573250
#> lag1_var4 0.922263528 0.12345179 0.762795071 1.0962568
#> const -3.260037406 0.89045125 -4.532331693 -2.0603449
#> exo1 0.008364865 0.26023302 -0.406646167 0.3193312
#> exo2 -1.809926774 0.25302194 -2.134539239 -1.4629589
#> exo3 0.127225608 0.38199390 -0.465516686 0.5680248
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004416144 0.000140768 0.004272793 0.00462618
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003726048 0.0007381522 -0.004539007 -0.00261934
#> Sigma[2,2] 0.461466792 0.0119874100 0.447139649 0.47940724
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002804728 0.0005988376 0.001746878 0.003360575
#> Sigma[3,2] -0.290233864 0.0111979815 -0.307426066 -0.276368197
#> Sigma[3,3] 0.424647416 0.0107552298 0.407625637 0.434807098
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008332955 0.0005365213 0.00013813 0.001588528
#> Sigma[4,2] -0.0408990472 0.0075792801 -0.05210121 -0.030798597
#> Sigma[4,3] 0.2872427997 0.0092071813 0.27269112 0.298402505
#> Sigma[4,4] 0.2940376487 0.0094956637 0.28117184 0.307948122
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9974602390 0.001046697 0.996017653 0.9988634655
#> lag1_var2 -0.0005125492 0.001117171 -0.002311838 0.0006137417
#> lag1_var3 0.0002984686 0.002013847 -0.002926490 0.0021160481
#> lag1_var4 -0.0002893600 0.001825000 -0.001812802 0.0027139338
#> const 0.1019199097 0.022031661 0.066448754 0.1235015380
#> exo1 0.0080451476 0.012770117 -0.005213063 0.0273071834
#> exo2 -0.0694676347 0.007869877 -0.081816157 -0.0620275317
#> exo3 0.0085686974 0.007942789 -0.003044626 0.0179501627
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014809163 0.012203193 -0.030953678 0.004689929
#> lag1_var2 0.997614994 0.006800449 0.988958171 1.008249487
#> lag1_var3 -0.006217864 0.011070344 -0.019360092 0.009047974
#> lag1_var4 0.006319065 0.010585884 -0.008535824 0.018820671
#> const 0.299554261 0.339348550 -0.196988438 0.761252242
#> exo1 -0.129286958 0.096721241 -0.268526998 -0.023461264
#> exo2 0.804786664 0.112648196 0.660037649 0.967980211
#> exo3 0.045269855 0.117125423 -0.105716403 0.218156680
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003032793 0.008701292 -0.009369014 0.012196693
#> lag1_var2 -0.014497676 0.006551175 -0.023724552 -0.004897143
#> lag1_var3 0.968921978 0.008272620 0.959969906 0.982524949
#> lag1_var4 0.024904598 0.007214511 0.012971027 0.032065199
#> const 0.222330653 0.166251849 0.047720310 0.481402707
#> exo1 0.043475863 0.075347618 -0.064156308 0.147294551
#> exo2 -1.173632338 0.073441969 -1.273640170 -1.073221487
#> exo3 0.167653673 0.109124890 -0.012153620 0.301906060
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002745447 0.006776906 -0.01252514 0.006505536
#> lag1_var2 -0.015443750 0.008201016 -0.02455146 -0.002782069
#> lag1_var3 -0.033003788 0.012700888 -0.04566547 -0.012440162
#> lag1_var4 1.026567224 0.011106152 1.00812535 1.036912027
#> const 0.352512342 0.177941732 0.13753889 0.607864875
#> exo1 -0.016770859 0.043191261 -0.06322998 0.047059129
#> exo2 -0.802554809 0.051280248 -0.84939670 -0.716408239
#> exo3 0.223835189 0.054873537 0.14125231 0.297751150
#>
#>
#>