Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions

Provides 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 PosteriorBVARGROUPPANEL obtained using the estimate() 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] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $AFG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $AFG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $AFG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $AFG$A
#> $AFG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $AFG$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $AFG$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $AFG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $AGO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $AGO$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $AGO$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $AGO$A
#> $AGO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $AGO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $AGO$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $AGO$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ALB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ALB$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ALB$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ALB$A
#> $ALB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ALB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ALB$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ALB$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $ARE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $ARE$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $ARE$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $ARE$A
#> $ARE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $ARE$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $ARE$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $ARE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $ARG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $ARG$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $ARG$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $ARG$A
#> $ARG$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $ARG$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $ARG$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $ARG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ARM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ARM$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ARM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ARM$A
#> $ARM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ARM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ARM$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ARM$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $AUS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $AUS$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $AUS$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $AUS$A
#> $AUS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $AUS$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $AUS$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $AUS$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $AUT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $AUT$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $AUT$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $AUT$A
#> $AUT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $AUT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $AUT$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $AUT$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $AZE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $AZE$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $AZE$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $AZE$A
#> $AZE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $AZE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $AZE$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $AZE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $BDI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $BDI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $BDI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $BDI$A
#> $BDI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $BDI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $BDI$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $BDI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $BEL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $BEL$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $BEL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $BEL$A
#> $BEL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $BEL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $BEL$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $BEL$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $BEN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $BEN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $BEN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $BEN$A
#> $BEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $BEN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $BEN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $BEN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $BFA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $BFA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $BFA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $BFA$A
#> $BFA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $BFA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $BFA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $BFA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $BGD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $BGD$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $BGD$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $BGD$A
#> $BGD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $BGD$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $BGD$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $BGD$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $BGR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $BGR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $BGR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $BGR$A
#> $BGR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $BGR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $BGR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $BGR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $BHR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $BHR$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $BHR$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $BHR$A
#> $BHR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $BHR$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $BHR$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $BHR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $BHS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $BHS$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $BHS$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $BHS$A
#> $BHS$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $BHS$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $BHS$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $BHS$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $BIH$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $BIH$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $BIH$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $BIH$A
#> $BIH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $BIH$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $BIH$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $BIH$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $BLR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $BLR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $BLR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $BLR$A
#> $BLR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $BLR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $BLR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $BLR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $BLZ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $BLZ$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $BLZ$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $BLZ$A
#> $BLZ$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $BLZ$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $BLZ$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $BLZ$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $BOL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $BOL$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $BOL$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $BOL$A
#> $BOL$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $BOL$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $BOL$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $BOL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $BRA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $BRA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $BRA$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $BRA$A
#> $BRA$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $BRA$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $BRA$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $BRA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $BRB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $BRB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $BRB$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $BRB$A
#> $BRB$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $BRB$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $BRB$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $BRB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $BRN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $BRN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $BRN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $BRN$A
#> $BRN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $BRN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $BRN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $BRN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $BTN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $BTN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $BTN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $BTN$A
#> $BTN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $BTN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $BTN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $BTN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $BWA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $BWA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $BWA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $BWA$A
#> $BWA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $BWA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $BWA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $BWA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $CAF$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $CAF$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $CAF$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $CAF$A
#> $CAF$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $CAF$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $CAF$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $CAF$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $CAN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $CAN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $CAN$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $CAN$A
#> $CAN$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $CAN$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $CAN$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $CAN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $CHA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $CHA$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $CHA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $CHA$A
#> $CHA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $CHA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $CHA$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $CHA$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $CHE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $CHE$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $CHE$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $CHE$A
#> $CHE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $CHE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $CHE$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $CHE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $CHL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $CHL$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $CHL$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $CHL$A
#> $CHL$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $CHL$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $CHL$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $CHL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $CHN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $CHN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $CHN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $CHN$A
#> $CHN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $CHN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $CHN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $CHN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $CIV$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $CIV$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $CIV$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $CIV$A
#> $CIV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $CIV$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $CIV$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $CIV$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $CMR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $CMR$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $CMR$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $CMR$A
#> $CMR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $CMR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $CMR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $CMR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $COD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $COD$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $COD$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $COD$A
#> $COD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $COD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $COD$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $COD$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $COG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $COG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $COG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $COG$A
#> $COG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $COG$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $COG$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $COG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $COL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $COL$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $COL$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $COL$A
#> $COL$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $COL$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $COL$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $COL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $COM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $COM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $COM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $COM$A
#> $COM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $COM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $COM$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $COM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $CPV$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $CPV$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $CPV$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $CPV$A
#> $CPV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $CPV$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $CPV$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $CPV$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $CRI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $CRI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $CRI$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $CRI$A
#> $CRI$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $CRI$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $CRI$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $CRI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $CUB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $CUB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $CUB$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $CUB$A
#> $CUB$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $CUB$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $CUB$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $CUB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $CYP$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $CYP$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $CYP$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $CYP$A
#> $CYP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $CYP$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $CYP$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $CYP$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $CZE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $CZE$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $CZE$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $CZE$A
#> $CZE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $CZE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $CZE$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $CZE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $DEU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $DEU$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $DEU$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $DEU$A
#> $DEU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $DEU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $DEU$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $DEU$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $DJI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $DJI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $DJI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $DJI$A
#> $DJI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $DJI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $DJI$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $DJI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $DNK$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $DNK$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $DNK$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $DNK$A
#> $DNK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $DNK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $DNK$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $DNK$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $DOM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $DOM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $DOM$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $DOM$A
#> $DOM$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $DOM$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $DOM$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $DOM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $DZA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $DZA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $DZA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $DZA$A
#> $DZA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $DZA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $DZA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $DZA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $ECU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $ECU$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $ECU$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $ECU$A
#> $ECU$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $ECU$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $ECU$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $ECU$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $EGY$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $EGY$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $EGY$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $EGY$A
#> $EGY$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $EGY$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $EGY$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $EGY$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ERI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ERI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ERI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ERI$A
#> $ERI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ERI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ERI$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ERI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ESH$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ESH$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ESH$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ESH$A
#> $ESH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ESH$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ESH$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ESH$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ESP$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ESP$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ESP$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ESP$A
#> $ESP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ESP$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ESP$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ESP$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $EST$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $EST$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $EST$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $EST$A
#> $EST$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $EST$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $EST$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $EST$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ETH$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ETH$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ETH$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ETH$A
#> $ETH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ETH$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ETH$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ETH$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $FIN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $FIN$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $FIN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $FIN$A
#> $FIN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $FIN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $FIN$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $FIN$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $FJI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $FJI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $FJI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $FJI$A
#> $FJI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $FJI$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $FJI$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $FJI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $FRA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $FRA$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $FRA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $FRA$A
#> $FRA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $FRA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $FRA$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $FRA$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GAB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GAB$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GAB$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GAB$A
#> $GAB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GAB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GAB$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GAB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $GBR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $GBR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $GBR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $GBR$A
#> $GBR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $GBR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $GBR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $GBR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $GEO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $GEO$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $GEO$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $GEO$A
#> $GEO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $GEO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $GEO$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $GEO$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GHA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GHA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GHA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GHA$A
#> $GHA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GHA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GHA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GHA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GIN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GIN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GIN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GIN$A
#> $GIN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GIN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GIN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GIN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GMB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GMB$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GMB$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GMB$A
#> $GMB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GMB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GMB$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GMB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GNB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GNB$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GNB$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GNB$A
#> $GNB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GNB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GNB$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GNB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $GNQ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $GNQ$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $GNQ$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $GNQ$A
#> $GNQ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $GNQ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $GNQ$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $GNQ$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $GRC$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $GRC$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $GRC$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $GRC$A
#> $GRC$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $GRC$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $GRC$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $GRC$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $GTM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $GTM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $GTM$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $GTM$A
#> $GTM$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $GTM$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $GTM$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $GTM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $GUM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $GUM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $GUM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $GUM$A
#> $GUM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $GUM$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $GUM$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $GUM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $GUY$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $GUY$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $GUY$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $GUY$A
#> $GUY$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $GUY$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $GUY$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $GUY$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $HKG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $HKG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $HKG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $HKG$A
#> $HKG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $HKG$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $HKG$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $HKG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $HND$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $HND$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $HND$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $HND$A
#> $HND$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $HND$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $HND$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $HND$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $HRV$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $HRV$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $HRV$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $HRV$A
#> $HRV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $HRV$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $HRV$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $HRV$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $HTI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $HTI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $HTI$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $HTI$A
#> $HTI$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $HTI$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $HTI$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $HTI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $HUN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $HUN$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $HUN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $HUN$A
#> $HUN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $HUN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $HUN$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $HUN$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $IDN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $IDN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $IDN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $IDN$A
#> $IDN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $IDN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $IDN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $IDN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $IND$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $IND$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $IND$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $IND$A
#> $IND$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $IND$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $IND$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $IND$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $IRL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $IRL$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $IRL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $IRL$A
#> $IRL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $IRL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $IRL$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $IRL$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $IRN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $IRN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $IRN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $IRN$A
#> $IRN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $IRN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $IRN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $IRN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $IRQ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $IRQ$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $IRQ$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $IRQ$A
#> $IRQ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $IRQ$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $IRQ$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $IRQ$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ISL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ISL$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ISL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ISL$A
#> $ISL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ISL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ISL$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ISL$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ISR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ISR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ISR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ISR$A
#> $ISR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ISR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ISR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ISR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ITA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ITA$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ITA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ITA$A
#> $ITA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ITA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ITA$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ITA$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $JAM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $JAM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $JAM$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $JAM$A
#> $JAM$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $JAM$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $JAM$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $JAM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $JOR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $JOR$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $JOR$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $JOR$A
#> $JOR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $JOR$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $JOR$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $JOR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $JPN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $JPN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $JPN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $JPN$A
#> $JPN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $JPN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $JPN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $JPN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $KAZ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $KAZ$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $KAZ$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $KAZ$A
#> $KAZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $KAZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $KAZ$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $KAZ$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $KEN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $KEN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $KEN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $KEN$A
#> $KEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $KEN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $KEN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $KEN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $KGZ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $KGZ$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $KGZ$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $KGZ$A
#> $KGZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $KGZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $KGZ$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $KGZ$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $KHM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $KHM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $KHM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $KHM$A
#> $KHM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $KHM$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $KHM$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $KHM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $KOR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $KOR$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $KOR$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $KOR$A
#> $KOR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $KOR$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $KOR$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $KOR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $KWT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $KWT$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $KWT$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $KWT$A
#> $KWT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $KWT$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $KWT$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $KWT$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $LAO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $LAO$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $LAO$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $LAO$A
#> $LAO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $LAO$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $LAO$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $LAO$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $LBN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $LBN$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $LBN$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $LBN$A
#> $LBN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $LBN$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $LBN$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $LBN$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $LBR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $LBR$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $LBR$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $LBR$A
#> $LBR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $LBR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $LBR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $LBR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $LBY$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $LBY$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $LBY$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $LBY$A
#> $LBY$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $LBY$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $LBY$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $LBY$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $LCA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $LCA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $LCA$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $LCA$A
#> $LCA$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $LCA$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $LCA$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $LCA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $LKA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $LKA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $LKA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $LKA$A
#> $LKA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $LKA$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $LKA$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $LKA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $LSO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $LSO$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $LSO$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $LSO$A
#> $LSO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $LSO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $LSO$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $LSO$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $LTU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $LTU$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $LTU$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $LTU$A
#> $LTU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $LTU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $LTU$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $LTU$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $LUX$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $LUX$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $LUX$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $LUX$A
#> $LUX$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $LUX$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $LUX$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $LUX$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $LVA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $LVA$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $LVA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $LVA$A
#> $LVA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $LVA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $LVA$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $LVA$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $MAC$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $MAC$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $MAC$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $MAC$A
#> $MAC$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $MAC$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $MAC$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $MAC$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MAR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MAR$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MAR$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MAR$A
#> $MAR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MAR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MAR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MAR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $MDA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $MDA$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $MDA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $MDA$A
#> $MDA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $MDA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $MDA$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $MDA$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MDG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MDG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MDG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MDG$A
#> $MDG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MDG$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MDG$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MDG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $MDV$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $MDV$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $MDV$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $MDV$A
#> $MDV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $MDV$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $MDV$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $MDV$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $MEX$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $MEX$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $MEX$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $MEX$A
#> $MEX$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $MEX$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $MEX$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $MEX$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $MKD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $MKD$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $MKD$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $MKD$A
#> $MKD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $MKD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $MKD$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $MKD$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MLI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MLI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MLI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MLI$A
#> $MLI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MLI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MLI$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MLI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $MLT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $MLT$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $MLT$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $MLT$A
#> $MLT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $MLT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $MLT$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $MLT$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $MMR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $MMR$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $MMR$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $MMR$A
#> $MMR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $MMR$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $MMR$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $MMR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $MNE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $MNE$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $MNE$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $MNE$A
#> $MNE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $MNE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $MNE$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $MNE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $MNG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $MNG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $MNG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $MNG$A
#> $MNG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $MNG$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $MNG$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $MNG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MOZ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MOZ$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MOZ$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MOZ$A
#> $MOZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MOZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MOZ$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MOZ$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MRT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MRT$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MRT$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MRT$A
#> $MRT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MRT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MRT$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MRT$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MUS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MUS$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MUS$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MUS$A
#> $MUS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MUS$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MUS$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MUS$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $MWI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $MWI$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $MWI$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $MWI$A
#> $MWI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $MWI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $MWI$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $MWI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $MYS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $MYS$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $MYS$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $MYS$A
#> $MYS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $MYS$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $MYS$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $MYS$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $NAM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $NAM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $NAM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $NAM$A
#> $NAM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $NAM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $NAM$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $NAM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $NCL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $NCL$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $NCL$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $NCL$A
#> $NCL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $NCL$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $NCL$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $NCL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $NER$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $NER$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $NER$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $NER$A
#> $NER$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $NER$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $NER$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $NER$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $NGA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $NGA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $NGA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $NGA$A
#> $NGA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $NGA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $NGA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $NGA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $NIC$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $NIC$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $NIC$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $NIC$A
#> $NIC$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $NIC$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $NIC$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $NIC$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $NLD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $NLD$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $NLD$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $NLD$A
#> $NLD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $NLD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $NLD$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $NLD$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $NOR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $NOR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $NOR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $NOR$A
#> $NOR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $NOR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $NOR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $NOR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $NPL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $NPL$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $NPL$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $NPL$A
#> $NPL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $NPL$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $NPL$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $NPL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $NZL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $NZL$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $NZL$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $NZL$A
#> $NZL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $NZL$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $NZL$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $NZL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $OMN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $OMN$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $OMN$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $OMN$A
#> $OMN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $OMN$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $OMN$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $OMN$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $PAK$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $PAK$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $PAK$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $PAK$A
#> $PAK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $PAK$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $PAK$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $PAK$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $PAN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $PAN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $PAN$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $PAN$A
#> $PAN$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $PAN$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $PAN$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $PAN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $PER$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $PER$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $PER$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $PER$A
#> $PER$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $PER$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $PER$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $PER$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $PHL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $PHL$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $PHL$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $PHL$A
#> $PHL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $PHL$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $PHL$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $PHL$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $PNG$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $PNG$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $PNG$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $PNG$A
#> $PNG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $PNG$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $PNG$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $PNG$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $POL$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $POL$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $POL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $POL$A
#> $POL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $POL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $POL$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $POL$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $PRI$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $PRI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $PRI$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $PRI$A
#> $PRI$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $PRI$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $PRI$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $PRI$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $PRK$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $PRK$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $PRK$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $PRK$A
#> $PRK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $PRK$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $PRK$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $PRK$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $PRT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $PRT$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $PRT$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $PRT$A
#> $PRT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $PRT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $PRT$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $PRT$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $PRY$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $PRY$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $PRY$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $PRY$A
#> $PRY$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $PRY$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $PRY$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $PRY$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $PSE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $PSE$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $PSE$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $PSE$A
#> $PSE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $PSE$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $PSE$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $PSE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $PYF$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $PYF$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $PYF$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $PYF$A
#> $PYF$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $PYF$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $PYF$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $PYF$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $QAT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $QAT$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $QAT$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $QAT$A
#> $QAT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $QAT$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $QAT$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $QAT$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $ROU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $ROU$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $ROU$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $ROU$A
#> $ROU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $ROU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $ROU$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $ROU$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $RUS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $RUS$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $RUS$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $RUS$A
#> $RUS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $RUS$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $RUS$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $RUS$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $RWA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $RWA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $RWA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $RWA$A
#> $RWA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $RWA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $RWA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $RWA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $SAU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $SAU$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $SAU$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $SAU$A
#> $SAU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $SAU$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $SAU$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $SAU$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SDN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SDN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SDN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SDN$A
#> $SDN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SDN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SDN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SDN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SEN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SEN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SEN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SEN$A
#> $SEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SEN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SEN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SEN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $SGP$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $SGP$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $SGP$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $SGP$A
#> $SGP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $SGP$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $SGP$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $SGP$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $SLB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $SLB$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $SLB$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $SLB$A
#> $SLB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $SLB$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $SLB$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $SLB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SLE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SLE$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SLE$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SLE$A
#> $SLE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SLE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SLE$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SLE$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $SLV$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $SLV$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $SLV$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $SLV$A
#> $SLV$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $SLV$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $SLV$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $SLV$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SOM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SOM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SOM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SOM$A
#> $SOM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SOM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SOM$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SOM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $SRB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $SRB$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $SRB$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $SRB$A
#> $SRB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $SRB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $SRB$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $SRB$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SSD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SSD$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SSD$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SSD$A
#> $SSD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SSD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SSD$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SSD$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $STP$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $STP$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $STP$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $STP$A
#> $STP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $STP$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $STP$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $STP$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $SUR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $SUR$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $SUR$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $SUR$A
#> $SUR$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $SUR$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $SUR$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $SUR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $SVK$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $SVK$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $SVK$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $SVK$A
#> $SVK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $SVK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $SVK$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $SVK$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $SVN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $SVN$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $SVN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $SVN$A
#> $SVN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $SVN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $SVN$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $SVN$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $SWE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $SWE$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $SWE$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $SWE$A
#> $SWE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $SWE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $SWE$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $SWE$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $SWZ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $SWZ$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $SWZ$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $SWZ$A
#> $SWZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $SWZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $SWZ$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $SWZ$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $SYR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $SYR$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $SYR$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $SYR$A
#> $SYR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $SYR$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $SYR$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $SYR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $TCD$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $TCD$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $TCD$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $TCD$A
#> $TCD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $TCD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $TCD$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $TCD$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $TGO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $TGO$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $TGO$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $TGO$A
#> $TGO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $TGO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $TGO$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $TGO$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $THA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $THA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $THA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $THA$A
#> $THA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $THA$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $THA$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $THA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $TJK$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $TJK$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $TJK$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $TJK$A
#> $TJK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $TJK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $TJK$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $TJK$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $TKM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $TKM$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $TKM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $TKM$A
#> $TKM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $TKM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $TKM$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $TKM$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $TLS$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $TLS$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $TLS$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $TLS$A
#> $TLS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $TLS$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $TLS$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $TLS$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $TON$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $TON$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $TON$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $TON$A
#> $TON$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $TON$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $TON$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $TON$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $TTO$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $TTO$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $TTO$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $TTO$A
#> $TTO$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $TTO$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $TTO$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $TTO$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $TUN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $TUN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $TUN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $TUN$A
#> $TUN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $TUN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $TUN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $TUN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $TUR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $TUR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $TUR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $TUR$A
#> $TUR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $TUR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $TUR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $TUR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $TWN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $TWN$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $TWN$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $TWN$A
#> $TWN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $TWN$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $TWN$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $TWN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $TZA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $TZA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $TZA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $TZA$A
#> $TZA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $TZA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $TZA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $TZA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $UGA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $UGA$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $UGA$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $UGA$A
#> $UGA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $UGA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $UGA$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $UGA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $UKR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $UKR$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $UKR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $UKR$A
#> $UKR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $UKR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $UKR$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $UKR$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $URY$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $URY$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $URY$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $URY$A
#> $URY$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $URY$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $URY$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $URY$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $USA$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $USA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $USA$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $USA$A
#> $USA$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $USA$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $USA$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $USA$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004384512 0.0006981992 0.003368215  0.005261659
#> 
#> $UZB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09955467 0.04283901  -0.1600078  -0.03996067
#> Sigma[2,2]  6.75571134 3.02257619   3.2734273  10.92742691
#> 
#> $UZB$Sigma$equation3
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0206611 0.04948903 -0.06479031   0.06493621
#> Sigma[3,2] -0.4317436 4.58218955 -8.33809858   2.64921982
#> Sigma[3,3]  5.2992326 3.95150034  2.77910750  12.60800389
#> 
#> $UZB$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08579139 0.06806082  -0.1606406   0.02392025
#> Sigma[4,2]  3.83479135 4.83608832  -4.0151552   9.11874044
#> Sigma[4,3]  5.42484372 2.73021910   2.8710078  10.07595557
#> Sigma[4,4]  8.29075021 4.15173918   3.1052289  13.97152473
#> 
#> 
#> $UZB$A
#> $UZB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.001292136 0.002073812  0.998591616   1.00385520
#> lag1_var2 -0.021217256 0.005347515 -0.029325942  -0.01518645
#> lag1_var3 -0.046153405 0.012828334 -0.065453773  -0.03304741
#> lag1_var4  0.045221496 0.013427515  0.032569530   0.06528849
#> const     -0.005133566 0.134790570 -0.145883250   0.21373153
#> exo1       0.016164608 0.008511848  0.006248006   0.02990002
#> exo2      -0.054727051 0.012755428 -0.068010890  -0.03504829
#> exo3       0.052624409 0.011303620  0.038244153   0.06846941
#> 
#> $UZB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.19153066 0.08586968  -0.3055994  -0.07917792
#> lag1_var2  1.59529728 0.34167226   1.1912363   2.05456171
#> lag1_var3  1.48191531 0.82309201   0.5423779   2.58224193
#> lag1_var4 -1.50472814 0.84926273  -2.6798646  -0.56163168
#> const      8.62097304 8.41487319  -4.7693097  18.42697815
#> exo1      -0.66142417 0.59319454  -1.4810485   0.17755740
#> exo2       0.06265976 0.45659176  -0.5551835   0.62194308
#> exo3      -0.61987780 0.36219575  -1.0847984  -0.05155295
#> 
#> $UZB$A$equation3
#>                  mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.02135633 0.0832888 -0.09302175    0.1218474
#> lag1_var2  0.17803706 0.4891319 -0.64591121    0.6960860
#> lag1_var3  1.47182401 1.1165515 -0.43626513    2.5612963
#> lag1_var4 -0.57618181 1.0720443 -1.61680343    1.2527962
#> const      7.82264566 3.7693367  4.40366440   13.6517759
#> exo1      -0.32357221 0.2924269 -0.64780643    0.1532142
#> exo2      -1.32371492 0.3423077 -1.72552076   -0.8499743
#> exo3      -0.12626080 0.3486144 -0.58183702    0.3356515
#> 
#> $UZB$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1459850 0.1269232  -0.2857015   0.05578883
#> lag1_var2  0.6147270 0.6251274  -0.2552291   1.39371620
#> lag1_var3  1.5309031 1.4483519  -0.5717584   3.26039207
#> lag1_var4 -0.6514913 1.4605553  -2.3843281   1.47842329
#> const     13.5815347 7.0362171   3.4782026  22.78923435
#> exo1      -0.7413874 0.4126865  -1.2505595  -0.10309063
#> exo2      -1.3812434 0.5601911  -2.1036989  -0.65141880
#> exo3      -0.5360977 0.4858627  -1.0963351   0.09922620
#> 
#> 
#> 
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $VCT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $VCT$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $VCT$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $VCT$A
#> $VCT$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $VCT$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $VCT$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $VCT$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $VEN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $VEN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $VEN$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $VEN$A
#> $VEN$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $VEN$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $VEN$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $VEN$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006579848 0.005458823 0.002245463   0.01428831
#> 
#> $VIR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04297638 0.05968065  -0.1409482  0.007428925
#> Sigma[2,2]  3.48022620 2.02795376   1.4441757  6.248551117
#> 
#> $VIR$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.1931039 0.1956102  0.03506659     0.476344
#> Sigma[3,2] -0.9522550 3.3105397 -5.58864549     3.060910
#> Sigma[3,3]  8.9570000 6.5681786  3.10892402    18.774506
#> 
#> $VIR$Sigma$equation4
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1756932 0.1763348  0.03596743    0.4475607
#> Sigma[4,2]  1.2950612 4.5158343 -4.00469228    7.3714510
#> Sigma[4,3]  8.8762249 5.5666796  3.02006744   17.4829376
#> Sigma[4,4] 10.2989257 5.2491591  2.88295597   17.1170650
#> 
#> 
#> $VIR$A
#> $VIR$A$equation1
#>                   mean          sd   5% quantile 95% quantile
#> lag1_var1  0.999804568 0.002076114  0.9980510357  1.003113461
#> lag1_var2 -0.049504086 0.058701691 -0.1508188559 -0.002245717
#> lag1_var3 -0.079253324 0.095138021 -0.2407921053 -0.001823522
#> lag1_var4  0.067711276 0.082121997  0.0006422685  0.207445953
#> const      0.760352950 0.803601502  0.1423998031  2.143960670
#> exo1       0.007838386 0.012094903 -0.0095891423  0.023611452
#> exo2      -0.125630785 0.015176311 -0.1500632135 -0.111126457
#> exo3       0.021656400 0.020895770 -0.0078400924  0.043251422
#> 
#> $VIR$A$equation2
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.1285751  0.08716883  -0.2457462  -0.03499597
#> lag1_var2  0.3413478  1.57928073  -1.8274973   1.85587458
#> lag1_var3 -0.7767854  2.32096427  -3.9527255   1.56711817
#> lag1_var4  0.6694202  1.98698068  -1.3204631   3.40402582
#> const     11.2373264 23.98434323 -12.1256741  43.98815448
#> exo1      -0.3076316  0.27998059  -0.7742464  -0.00508005
#> exo2       2.7439016  0.23383824   2.4419854   3.08052898
#> exo3      -0.8976164  0.30918520  -1.2680219  -0.47283878
#> 
#> $VIR$A$equation3
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007162823  0.1379677  -0.1683841    0.1897923
#> lag1_var2 -2.733596092  1.8536022  -6.0053130   -0.8495615
#> lag1_var3 -3.328358371  3.0145539  -8.6412437   -0.3182746
#> lag1_var4  3.720221142  2.6037413   1.1270844    8.3222409
#> const     38.879495632 24.9256548  12.6090190   81.7314065
#> exo1      -0.090575277  0.5402016  -0.6521937    0.8193909
#> exo2      -5.437608906  0.4424426  -6.1215511   -4.9115364
#> exo3       1.424139291  0.6659647   0.4186811    2.1559641
#> 
#> $VIR$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09378492  0.1867663 -0.33915533    0.1233223
#> lag1_var2 -3.24062046  1.9144736 -5.82967173   -0.8380321
#> lag1_var3 -4.95609683  2.9505710 -9.31234447   -1.3188011
#> lag1_var4  5.25226661  2.5508916  2.13824157    9.0368697
#> const     47.92081999 27.2502839 11.24677677   79.7617072
#> exo1      -0.30751991  0.6393738 -0.92894688    0.7431865
#> exo2      -4.10221084  0.3783647 -4.74016359   -3.7096120
#> exo3       1.00158437  0.6242948 -0.04417786    1.6487031
#> 
#> 
#> 
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $VNM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $VNM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $VNM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $VNM$A
#> $VNM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $VNM$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $VNM$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $VNM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $VUT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $VUT$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $VUT$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $VUT$A
#> $VUT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $VUT$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $VUT$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $VUT$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00440815 0.002128587 0.002982505  0.008360698
#> 
#> $WSM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04119462 0.05923426  -0.1483884 0.0009068813
#> Sigma[2,2]  1.67691005 1.46273212   0.5158582 4.2529496257
#> 
#> $WSM$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.1775516  0.2294353   0.02557819    0.6071131
#> Sigma[3,2] -3.3375378  7.4352306 -16.21335260    3.7698726
#> Sigma[3,3] 26.3682170 23.7586907   5.54224751   67.6773760
#> 
#> $WSM$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.1578137  0.2011428   0.02207584    0.5345715
#> Sigma[4,2] -2.3887469  6.8686679 -14.09209231    4.7222879
#> Sigma[4,3] 25.2361404 21.2921315   4.80586470   59.8050849
#> Sigma[4,4] 24.6738834 19.6892175   4.30362770   53.0024525
#> 
#> 
#> $WSM$A
#> $WSM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  1.000907582 0.000743572  0.999973709  1.001860388
#> lag1_var2 -0.008043121 0.014290852 -0.033847031  0.002891770
#> lag1_var3 -0.012461602 0.029024690 -0.064900493  0.008740914
#> lag1_var4  0.010360838 0.026297606 -0.009013318  0.057621439
#> const      0.157246772 0.158972767  0.035576757  0.451783686
#> exo1      -0.006109985 0.016252083 -0.029306494  0.016112175
#> exo2      -0.110613706 0.006933672 -0.118268098 -0.100072354
#> exo3      -0.015173750 0.010615181 -0.030936012 -0.001969603
#> 
#> $WSM$A$equation2
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1 -0.00899542 0.02365231  -0.04761943   0.01479711
#> lag1_var2  1.14244130 0.42864724   0.66937946   1.85424394
#> lag1_var3  0.44793411 0.77415484  -0.24625518   1.79187250
#> lag1_var4 -0.42307620 0.67887890  -1.60462431   0.15810643
#> const     -0.79709136 6.57599792 -11.04014619   7.55196847
#> exo1       0.07065540 0.22783973  -0.12734886   0.47374865
#> exo2       0.64531540 0.14403497   0.50407650   0.89231398
#> exo3       0.02081702 0.36642737  -0.34035683   0.55039945
#> 
#> $WSM$A$equation3
#>                 mean          sd 5% quantile 95% quantile
#> lag1_var1 -0.0859911  0.07888496  -0.2227224 -0.006790494
#> lag1_var2 -1.5489173  1.28112181  -3.7493619 -0.395392519
#> lag1_var3 -1.4799627  2.71976028  -6.5202854  0.473803256
#> lag1_var4  2.1118920  2.48154194   0.3505262  6.710691442
#> const     25.9292390 19.09157728   5.3664480 51.280307579
#> exo1      -0.9743207  0.81628090  -2.2670654 -0.171954795
#> exo2      -1.8776599  0.71854149  -2.9435210 -1.016747923
#> exo3      -0.8632280  1.00294330  -2.1895045  0.397669133
#> 
#> $WSM$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.09440584  0.0936232  -0.2607243 -0.007223196
#> lag1_var2 -1.51391987  1.1581966  -3.3391701 -0.389719173
#> lag1_var3 -2.27950537  2.3632640  -6.6451402 -0.503659152
#> lag1_var4  2.91370643  2.1590480   1.3914802  6.925730308
#> const     26.37483712 19.5661248   5.0612454 51.354895180
#> exo1      -0.97744982  0.7322819  -2.1788049 -0.252046645
#> exo2      -1.56976964  0.7376314  -2.6803075 -0.693176784
#> exo3      -0.86851183  0.8438804  -1.9494594  0.245044827
#> 
#> 
#> 
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008814679 0.003741562 0.005875604   0.01554058
#> 
#> $YEM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06274359 0.01968405 -0.08262932  -0.02808958
#> Sigma[2,2]  3.31774253 2.20011823  1.39068989   6.39655046
#> 
#> $YEM$Sigma$equation3
#>                  mean         sd   5% quantile 95% quantile
#> Sigma[3,1]  0.1632123  0.2359899 -0.0009129041    0.5894868
#> Sigma[3,2] -0.7986962  1.7900341 -2.7486563793    1.6104410
#> Sigma[3,3]  9.7507197 13.1406404  1.0160238254   33.8530996
#> 
#> $YEM$Sigma$equation4
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[4,1]  0.1464232  0.2491194 -0.03606492    0.5957007
#> Sigma[4,2]  0.5927477  2.8205314 -2.14953169    4.4762142
#> Sigma[4,3]  9.9898687 13.3535903  0.83825974   34.6591254
#> Sigma[4,4] 10.8654827 13.3815080  1.19294701   35.7219884
#> 
#> 
#> $YEM$A
#> $YEM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.990119149 0.005519829  0.986571685   0.99930155
#> lag1_var2  0.007585409 0.018420005 -0.010138324   0.03905070
#> lag1_var3  0.027429326 0.062710626 -0.026132930   0.13686281
#> lag1_var4 -0.027733656 0.065039810 -0.141346300   0.02690396
#> const      0.340440462 0.139397346  0.118520131   0.51556329
#> exo1       0.032408346 0.023486318  0.009793765   0.06967740
#> exo2      -0.110196585 0.028900446 -0.141027282  -0.06457970
#> exo3       0.002311902 0.025468892 -0.020062379   0.04466024
#> 
#> $YEM$A$equation2
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1 -0.1194924 0.1228927  -0.2847965    0.0560506
#> lag1_var2  0.8766708 0.3117882   0.5987095    1.3346977
#> lag1_var3  0.2084900 1.3539868  -0.9488964    2.1714652
#> lag1_var4 -0.2787711 1.4290225  -2.3438952    0.9453381
#> const      8.5509347 7.6098597   0.2305001   19.2179775
#> exo1       0.1301184 0.5420402  -0.6792992    0.8201530
#> exo2       1.7336288 0.7981733   0.9117937    2.9684692
#> exo3       0.3394617 0.9951831  -0.8163547    1.8746024
#> 
#> $YEM$A$equation3
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1894539 0.2095206  0.02236361   0.51948140
#> lag1_var2  0.7458044 0.8916041  0.02131972   2.36889522
#> lag1_var3  3.4989698 2.9558896  1.04962794   8.92874383
#> lag1_var4 -2.5771907 3.0601587 -8.20169749  -0.04052748
#> const      2.7895284 5.9132770 -3.02200471  13.18945118
#> exo1      -0.4092505 0.5598790 -1.00771116   0.37075436
#> exo2      -1.8041473 0.4857265 -2.59336480  -1.25473429
#> exo3       0.5879681 1.4434739 -1.08734940   2.97469249
#> 
#> $YEM$A$equation4
#>                 mean        sd 5% quantile 95% quantile
#> lag1_var1  0.1476043 0.2317309 -0.06583641   0.53913681
#> lag1_var2  0.7508255 0.9018177 -0.11858751   2.37309644
#> lag1_var3  2.7667119 2.9328153 -0.02400010   8.00634734
#> lag1_var4 -1.8787986 3.0325986 -7.29101279   0.99439663
#> const      6.6089708 5.7551402 -1.04261064  14.73370660
#> exo1      -0.3994576 0.6140152 -1.12883389   0.54353360
#> exo2      -1.0374103 0.7025359 -1.97787186   0.07175866
#> exo3       0.6721410 1.4713208 -1.18216725   2.82201220
#> 
#> 
#> 
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ZAF$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ZAF$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ZAF$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ZAF$A
#> $ZAF$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ZAF$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ZAF$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ZAF$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ZMB$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ZMB$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ZMB$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ZMB$A
#> $ZMB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ZMB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ZMB$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ZMB$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01138608 0.01015143 0.004975551   0.02960496
#> 
#> $ZWE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06458008 0.08965933  -0.2173077 -0.005651854
#> Sigma[2,2]  1.44029580 0.82738085   0.5289829  2.763691821
#> 
#> $ZWE$Sigma$equation3
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[3,1]  0.3934467  0.6470101  -0.03082315     1.546419
#> Sigma[3,2] -2.2033977  7.5164295 -13.67233768     6.237910
#> Sigma[3,3] 37.1227614 36.3903649   4.76189813    98.202180
#> 
#> $ZWE$Sigma$equation4
#>                  mean         sd  5% quantile 95% quantile
#> Sigma[4,1]  0.3812911  0.6360578  -0.03854987     1.517850
#> Sigma[4,2] -1.5245061  7.8008386 -13.17172498     7.836987
#> Sigma[4,3] 38.1272468 35.6861884   4.37079477    96.452453
#> Sigma[4,4] 39.5874197 35.2646706   4.14165528    94.892303
#> 
#> 
#> $ZWE$A
#> $ZWE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997789862 0.001550227  0.995098398  0.999275986
#> lag1_var2 -0.006685016 0.012634629 -0.029729625  0.002150283
#> lag1_var3 -0.008475211 0.018354790 -0.041734884  0.004108280
#> lag1_var4  0.005823728 0.013155655 -0.003428874  0.029540424
#> const      0.278071528 0.364818405  0.034666631  0.932487069
#> exo1       0.002459452 0.013601385 -0.016058443  0.020515995
#> exo2      -0.072438411 0.019549292 -0.104518127 -0.056614141
#> exo3       0.001101132 0.026846410 -0.045783800  0.020926124
#> 
#> $ZWE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.00936034 0.03368459 -0.03603903   0.05584397
#> lag1_var2  0.97635596 0.21188396  0.66344915   1.26343027
#> lag1_var3 -0.02306361 0.27835847 -0.41154329   0.37744425
#> lag1_var4  0.02523687 0.20574408 -0.26905006   0.31565380
#> const     -0.30103164 4.81216589 -7.21844431   5.98851003
#> exo1      -0.08288820 0.21730327 -0.40100167   0.16807944
#> exo2       0.77694045 0.29387042  0.33232532   1.16973290
#> exo3       0.19434895 0.29491448 -0.07287541   0.71556565
#> 
#> $ZWE$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.04401092  0.1976058  -0.2160341    0.3041997
#> lag1_var2 -1.00369619  0.8397812  -2.2409191   -0.1063637
#> lag1_var3 -0.35101589  1.1747458  -2.1724069    0.8480893
#> lag1_var4  1.00009166  0.8660651   0.1133978    2.3374372
#> const     23.85847980 20.5406139   1.8073353   55.1802987
#> exo1      -0.52403616  0.7583088  -1.6755822    0.3963198
#> exo2      -2.45579223  1.2483731  -4.2714808   -0.9300943
#> exo3      -0.99974091  1.6117357  -3.6675314    0.4887516
#> 
#> $ZWE$A$equation4
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1  0.05250285  0.2127881   -0.210921    0.3434043
#> lag1_var2 -1.07544118  0.8953185   -2.315514   -0.1003320
#> lag1_var3 -1.44105212  1.2220178   -3.264380   -0.1453870
#> lag1_var4  2.07016832  0.9055493    1.109610    3.4097520
#> const     25.11967401 20.6803151    1.874916   56.4525679
#> exo1      -0.59516841  0.7815189   -1.681512    0.3844802
#> exo2      -2.23649789  1.3423945   -4.142160   -0.6428055
#> exo3      -0.92375554  1.6058160   -3.589887    0.6094688
#> 
#> 
#> 

# 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] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $AFG$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $AFG$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $AFG$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $AFG$A
#> $AFG$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $AFG$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $AFG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $AFG$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $AGO$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $AGO$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $AGO$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $AGO$A
#> $AGO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $AGO$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $AGO$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $AGO$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ALB$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ALB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ALB$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ALB$A
#> $ALB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ALB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ALB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ALB$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $ARE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $ARE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $ARE$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $ARE$A
#> $ARE$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $ARE$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $ARE$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $ARE$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $ARG$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $ARG$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $ARG$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $ARG$A
#> $ARG$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $ARG$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $ARG$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $ARG$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ARM$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ARM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ARM$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ARM$A
#> $ARM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ARM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ARM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ARM$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $AUS$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $AUS$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $AUS$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $AUS$A
#> $AUS$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $AUS$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $AUS$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $AUS$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $AUT$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $AUT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $AUT$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $AUT$A
#> $AUT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $AUT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $AUT$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $AUT$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $AZE$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $AZE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $AZE$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $AZE$A
#> $AZE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $AZE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $AZE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $AZE$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $BDI$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $BDI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $BDI$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $BDI$A
#> $BDI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $BDI$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $BDI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $BDI$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $BEL$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $BEL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $BEL$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $BEL$A
#> $BEL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $BEL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $BEL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $BEL$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $BEN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $BEN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $BEN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $BEN$A
#> $BEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $BEN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $BEN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $BEN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $BFA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $BFA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $BFA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $BFA$A
#> $BFA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $BFA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $BFA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $BFA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $BGD$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $BGD$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $BGD$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $BGD$A
#> $BGD$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $BGD$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $BGD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $BGD$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $BGR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $BGR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $BGR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $BGR$A
#> $BGR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $BGR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $BGR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $BGR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $BHR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $BHR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $BHR$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $BHR$A
#> $BHR$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $BHR$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $BHR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $BHR$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $BHS$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $BHS$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $BHS$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $BHS$A
#> $BHS$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $BHS$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $BHS$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $BHS$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $BIH$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $BIH$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $BIH$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $BIH$A
#> $BIH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $BIH$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $BIH$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $BIH$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $BLR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $BLR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $BLR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $BLR$A
#> $BLR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $BLR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $BLR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $BLR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $BLZ$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $BLZ$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $BLZ$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $BLZ$A
#> $BLZ$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $BLZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $BLZ$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $BLZ$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $BOL$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $BOL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $BOL$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $BOL$A
#> $BOL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $BOL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $BOL$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $BOL$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $BRA$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $BRA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $BRA$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $BRA$A
#> $BRA$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $BRA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $BRA$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $BRA$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $BRB$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $BRB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $BRB$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $BRB$A
#> $BRB$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $BRB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $BRB$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $BRB$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $BRN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $BRN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $BRN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $BRN$A
#> $BRN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $BRN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $BRN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $BRN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $BTN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $BTN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $BTN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $BTN$A
#> $BTN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $BTN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $BTN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $BTN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $BWA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $BWA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $BWA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $BWA$A
#> $BWA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $BWA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $BWA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $BWA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $CAF$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $CAF$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $CAF$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $CAF$A
#> $CAF$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $CAF$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $CAF$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $CAF$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $CAN$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $CAN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $CAN$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $CAN$A
#> $CAN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $CAN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $CAN$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $CAN$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $CHA$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $CHA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $CHA$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $CHA$A
#> $CHA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $CHA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $CHA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $CHA$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $CHE$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $CHE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $CHE$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $CHE$A
#> $CHE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $CHE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $CHE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $CHE$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $CHL$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $CHL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $CHL$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $CHL$A
#> $CHL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $CHL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $CHL$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $CHL$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $CHN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $CHN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $CHN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $CHN$A
#> $CHN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $CHN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $CHN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $CHN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $CIV$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $CIV$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $CIV$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $CIV$A
#> $CIV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $CIV$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $CIV$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $CIV$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $CMR$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $CMR$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $CMR$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $CMR$A
#> $CMR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $CMR$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $CMR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $CMR$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $COD$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $COD$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $COD$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $COD$A
#> $COD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $COD$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $COD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $COD$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $COG$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $COG$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $COG$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $COG$A
#> $COG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $COG$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $COG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $COG$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $COL$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $COL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $COL$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $COL$A
#> $COL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $COL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $COL$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $COL$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $COM$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $COM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $COM$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $COM$A
#> $COM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $COM$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $COM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $COM$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $CPV$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $CPV$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $CPV$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $CPV$A
#> $CPV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $CPV$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $CPV$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $CPV$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $CRI$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $CRI$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $CRI$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $CRI$A
#> $CRI$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $CRI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $CRI$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $CRI$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $CUB$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $CUB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $CUB$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $CUB$A
#> $CUB$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $CUB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $CUB$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $CUB$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $CYP$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $CYP$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $CYP$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $CYP$A
#> $CYP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $CYP$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $CYP$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $CYP$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $CZE$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $CZE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $CZE$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $CZE$A
#> $CZE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $CZE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $CZE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $CZE$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $DEU$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $DEU$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $DEU$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $DEU$A
#> $DEU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $DEU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $DEU$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $DEU$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $DJI$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $DJI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $DJI$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $DJI$A
#> $DJI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $DJI$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $DJI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $DJI$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $DNK$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $DNK$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $DNK$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $DNK$A
#> $DNK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $DNK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $DNK$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $DNK$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $DOM$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $DOM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $DOM$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $DOM$A
#> $DOM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $DOM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $DOM$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $DOM$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $DZA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $DZA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $DZA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $DZA$A
#> $DZA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $DZA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $DZA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $DZA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $ECU$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $ECU$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $ECU$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $ECU$A
#> $ECU$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $ECU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $ECU$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $ECU$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $EGY$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $EGY$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $EGY$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $EGY$A
#> $EGY$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $EGY$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $EGY$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $EGY$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ERI$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ERI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ERI$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ERI$A
#> $ERI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ERI$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ERI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ERI$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ESH$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ESH$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ESH$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ESH$A
#> $ESH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ESH$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ESH$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ESH$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ESP$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ESP$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ESP$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ESP$A
#> $ESP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ESP$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ESP$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ESP$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $EST$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $EST$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $EST$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $EST$A
#> $EST$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $EST$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $EST$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $EST$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ETH$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ETH$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ETH$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ETH$A
#> $ETH$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ETH$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ETH$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ETH$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $FIN$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $FIN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $FIN$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $FIN$A
#> $FIN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $FIN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $FIN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $FIN$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $FJI$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $FJI$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $FJI$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $FJI$A
#> $FJI$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $FJI$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $FJI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $FJI$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $FRA$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $FRA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $FRA$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $FRA$A
#> $FRA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $FRA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $FRA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $FRA$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GAB$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GAB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GAB$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GAB$A
#> $GAB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GAB$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GAB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GAB$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $GBR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $GBR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $GBR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $GBR$A
#> $GBR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $GBR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $GBR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $GBR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $GEO$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $GEO$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $GEO$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $GEO$A
#> $GEO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $GEO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $GEO$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $GEO$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GHA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GHA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GHA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GHA$A
#> $GHA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GHA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GHA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GHA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GIN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GIN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GIN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GIN$A
#> $GIN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GIN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GIN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GIN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GMB$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GMB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GMB$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GMB$A
#> $GMB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GMB$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GMB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GMB$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GNB$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GNB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GNB$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GNB$A
#> $GNB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GNB$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GNB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GNB$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $GNQ$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $GNQ$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $GNQ$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $GNQ$A
#> $GNQ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $GNQ$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $GNQ$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $GNQ$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $GRC$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $GRC$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $GRC$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $GRC$A
#> $GRC$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $GRC$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $GRC$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $GRC$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $GTM$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $GTM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $GTM$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $GTM$A
#> $GTM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $GTM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $GTM$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $GTM$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $GUM$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $GUM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $GUM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $GUM$A
#> $GUM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $GUM$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $GUM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $GUM$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $GUY$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $GUY$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $GUY$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $GUY$A
#> $GUY$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $GUY$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $GUY$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $GUY$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $HKG$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $HKG$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $HKG$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $HKG$A
#> $HKG$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $HKG$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $HKG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $HKG$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $HND$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $HND$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $HND$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $HND$A
#> $HND$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $HND$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $HND$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $HND$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $HRV$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $HRV$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $HRV$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $HRV$A
#> $HRV$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $HRV$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $HRV$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $HRV$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $HTI$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $HTI$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $HTI$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $HTI$A
#> $HTI$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $HTI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $HTI$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $HTI$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $HUN$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $HUN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $HUN$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $HUN$A
#> $HUN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $HUN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $HUN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $HUN$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $IDN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $IDN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $IDN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $IDN$A
#> $IDN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $IDN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $IDN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $IDN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $IND$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $IND$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $IND$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $IND$A
#> $IND$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $IND$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $IND$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $IND$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $IRL$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $IRL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $IRL$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $IRL$A
#> $IRL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $IRL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $IRL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $IRL$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $IRN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $IRN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $IRN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $IRN$A
#> $IRN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $IRN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $IRN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $IRN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $IRQ$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $IRQ$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $IRQ$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $IRQ$A
#> $IRQ$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $IRQ$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $IRQ$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $IRQ$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ISL$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ISL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ISL$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ISL$A
#> $ISL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ISL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ISL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ISL$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ISR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ISR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ISR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ISR$A
#> $ISR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ISR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ISR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ISR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ITA$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ITA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ITA$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ITA$A
#> $ITA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ITA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ITA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ITA$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $JAM$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $JAM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $JAM$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $JAM$A
#> $JAM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $JAM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $JAM$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $JAM$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $JOR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $JOR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $JOR$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $JOR$A
#> $JOR$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $JOR$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $JOR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $JOR$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $JPN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $JPN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $JPN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $JPN$A
#> $JPN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $JPN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $JPN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $JPN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $KAZ$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $KAZ$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $KAZ$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $KAZ$A
#> $KAZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $KAZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $KAZ$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $KAZ$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $KEN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $KEN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $KEN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $KEN$A
#> $KEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $KEN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $KEN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $KEN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $KGZ$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $KGZ$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $KGZ$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $KGZ$A
#> $KGZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $KGZ$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $KGZ$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $KGZ$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $KHM$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $KHM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $KHM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $KHM$A
#> $KHM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $KHM$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $KHM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $KHM$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $KOR$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $KOR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $KOR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $KOR$A
#> $KOR$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $KOR$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $KOR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $KOR$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $KWT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $KWT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $KWT$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $KWT$A
#> $KWT$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $KWT$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $KWT$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $KWT$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $LAO$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $LAO$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $LAO$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $LAO$A
#> $LAO$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $LAO$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $LAO$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $LAO$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $LBN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $LBN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $LBN$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $LBN$A
#> $LBN$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $LBN$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $LBN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $LBN$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $LBR$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $LBR$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $LBR$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $LBR$A
#> $LBR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $LBR$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $LBR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $LBR$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $LBY$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $LBY$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $LBY$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $LBY$A
#> $LBY$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $LBY$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $LBY$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $LBY$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $LCA$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $LCA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $LCA$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $LCA$A
#> $LCA$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $LCA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $LCA$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $LCA$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $LKA$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $LKA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $LKA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $LKA$A
#> $LKA$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $LKA$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $LKA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $LKA$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $LSO$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $LSO$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $LSO$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $LSO$A
#> $LSO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $LSO$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $LSO$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $LSO$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $LTU$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $LTU$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $LTU$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $LTU$A
#> $LTU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $LTU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $LTU$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $LTU$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $LUX$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $LUX$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $LUX$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $LUX$A
#> $LUX$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $LUX$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $LUX$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $LUX$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $LVA$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $LVA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $LVA$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $LVA$A
#> $LVA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $LVA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $LVA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $LVA$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $MAC$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $MAC$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $MAC$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $MAC$A
#> $MAC$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $MAC$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $MAC$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $MAC$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MAR$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MAR$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MAR$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MAR$A
#> $MAR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MAR$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MAR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MAR$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $MDA$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $MDA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $MDA$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $MDA$A
#> $MDA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $MDA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $MDA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $MDA$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MDG$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MDG$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MDG$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MDG$A
#> $MDG$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MDG$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MDG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MDG$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $MDV$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $MDV$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $MDV$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $MDV$A
#> $MDV$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $MDV$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $MDV$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $MDV$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $MEX$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $MEX$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $MEX$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $MEX$A
#> $MEX$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $MEX$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $MEX$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $MEX$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $MKD$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $MKD$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $MKD$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $MKD$A
#> $MKD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $MKD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $MKD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $MKD$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MLI$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MLI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MLI$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MLI$A
#> $MLI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MLI$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MLI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MLI$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $MLT$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $MLT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $MLT$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $MLT$A
#> $MLT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $MLT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $MLT$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $MLT$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $MMR$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $MMR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $MMR$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $MMR$A
#> $MMR$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $MMR$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $MMR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $MMR$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $MNE$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $MNE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $MNE$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $MNE$A
#> $MNE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $MNE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $MNE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $MNE$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $MNG$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $MNG$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $MNG$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $MNG$A
#> $MNG$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $MNG$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $MNG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $MNG$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MOZ$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MOZ$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MOZ$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MOZ$A
#> $MOZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MOZ$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MOZ$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MOZ$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MRT$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MRT$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MRT$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MRT$A
#> $MRT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MRT$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MRT$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MRT$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MUS$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MUS$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MUS$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MUS$A
#> $MUS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MUS$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MUS$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MUS$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $MWI$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $MWI$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $MWI$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $MWI$A
#> $MWI$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $MWI$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $MWI$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $MWI$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $MYS$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $MYS$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $MYS$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $MYS$A
#> $MYS$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $MYS$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $MYS$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $MYS$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $NAM$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $NAM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $NAM$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $NAM$A
#> $NAM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $NAM$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $NAM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $NAM$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $NCL$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $NCL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $NCL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $NCL$A
#> $NCL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $NCL$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $NCL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $NCL$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $NER$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $NER$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $NER$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $NER$A
#> $NER$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $NER$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $NER$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $NER$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $NGA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $NGA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $NGA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $NGA$A
#> $NGA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $NGA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $NGA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $NGA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $NIC$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $NIC$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $NIC$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $NIC$A
#> $NIC$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $NIC$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $NIC$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $NIC$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $NLD$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $NLD$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $NLD$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $NLD$A
#> $NLD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $NLD$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $NLD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $NLD$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $NOR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $NOR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $NOR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $NOR$A
#> $NOR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $NOR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $NOR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $NOR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $NPL$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $NPL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $NPL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $NPL$A
#> $NPL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $NPL$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $NPL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $NPL$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $NZL$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $NZL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $NZL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $NZL$A
#> $NZL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $NZL$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $NZL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $NZL$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $OMN$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $OMN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $OMN$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $OMN$A
#> $OMN$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $OMN$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $OMN$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $OMN$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $PAK$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $PAK$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $PAK$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $PAK$A
#> $PAK$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $PAK$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $PAK$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $PAK$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $PAN$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $PAN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $PAN$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $PAN$A
#> $PAN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $PAN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $PAN$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $PAN$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $PER$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $PER$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $PER$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $PER$A
#> $PER$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $PER$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $PER$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $PER$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $PHL$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $PHL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $PHL$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $PHL$A
#> $PHL$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $PHL$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $PHL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $PHL$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $PNG$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $PNG$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $PNG$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $PNG$A
#> $PNG$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $PNG$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $PNG$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $PNG$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $POL$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $POL$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $POL$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $POL$A
#> $POL$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $POL$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $POL$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $POL$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $PRI$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $PRI$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $PRI$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $PRI$A
#> $PRI$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $PRI$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $PRI$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $PRI$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $PRK$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $PRK$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $PRK$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $PRK$A
#> $PRK$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $PRK$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $PRK$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $PRK$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $PRT$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $PRT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $PRT$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $PRT$A
#> $PRT$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $PRT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $PRT$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $PRT$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $PRY$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $PRY$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $PRY$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $PRY$A
#> $PRY$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $PRY$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $PRY$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $PRY$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $PSE$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $PSE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $PSE$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $PSE$A
#> $PSE$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $PSE$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $PSE$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $PSE$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $PYF$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $PYF$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $PYF$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $PYF$A
#> $PYF$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $PYF$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $PYF$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $PYF$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $QAT$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $QAT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $QAT$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $QAT$A
#> $QAT$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $QAT$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $QAT$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $QAT$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $ROU$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $ROU$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $ROU$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $ROU$A
#> $ROU$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $ROU$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $ROU$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $ROU$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $RUS$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $RUS$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $RUS$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $RUS$A
#> $RUS$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $RUS$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $RUS$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $RUS$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $RWA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $RWA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $RWA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $RWA$A
#> $RWA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $RWA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $RWA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $RWA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $SAU$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $SAU$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $SAU$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $SAU$A
#> $SAU$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $SAU$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $SAU$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $SAU$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SDN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SDN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SDN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SDN$A
#> $SDN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SDN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SDN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SDN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SEN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SEN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SEN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SEN$A
#> $SEN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SEN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SEN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SEN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $SGP$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $SGP$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $SGP$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $SGP$A
#> $SGP$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $SGP$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $SGP$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $SGP$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $SLB$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $SLB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $SLB$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $SLB$A
#> $SLB$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $SLB$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $SLB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $SLB$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SLE$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SLE$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SLE$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SLE$A
#> $SLE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SLE$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SLE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SLE$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $SLV$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $SLV$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $SLV$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $SLV$A
#> $SLV$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $SLV$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $SLV$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $SLV$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SOM$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SOM$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SOM$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SOM$A
#> $SOM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SOM$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SOM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SOM$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $SRB$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $SRB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $SRB$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $SRB$A
#> $SRB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $SRB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $SRB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $SRB$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SSD$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SSD$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SSD$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SSD$A
#> $SSD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SSD$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SSD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SSD$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $STP$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $STP$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $STP$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $STP$A
#> $STP$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $STP$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $STP$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $STP$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $SUR$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $SUR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $SUR$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $SUR$A
#> $SUR$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $SUR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $SUR$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $SUR$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $SVK$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $SVK$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $SVK$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $SVK$A
#> $SVK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $SVK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $SVK$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $SVK$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $SVN$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $SVN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $SVN$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $SVN$A
#> $SVN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $SVN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $SVN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $SVN$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $SWE$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $SWE$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $SWE$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $SWE$A
#> $SWE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $SWE$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $SWE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $SWE$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $SWZ$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $SWZ$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $SWZ$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $SWZ$A
#> $SWZ$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $SWZ$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $SWZ$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $SWZ$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $SYR$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $SYR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $SYR$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $SYR$A
#> $SYR$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $SYR$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $SYR$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $SYR$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $TCD$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $TCD$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $TCD$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $TCD$A
#> $TCD$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $TCD$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $TCD$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $TCD$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $TGO$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $TGO$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $TGO$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $TGO$A
#> $TGO$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $TGO$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $TGO$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $TGO$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $THA$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $THA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $THA$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $THA$A
#> $THA$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $THA$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $THA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $THA$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $TJK$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $TJK$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $TJK$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $TJK$A
#> $TJK$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $TJK$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $TJK$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $TJK$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $TKM$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $TKM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $TKM$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $TKM$A
#> $TKM$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $TKM$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $TKM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $TKM$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $TLS$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $TLS$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $TLS$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $TLS$A
#> $TLS$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $TLS$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $TLS$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $TLS$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $TON$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $TON$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $TON$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $TON$A
#> $TON$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $TON$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $TON$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $TON$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $TTO$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $TTO$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $TTO$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $TTO$A
#> $TTO$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $TTO$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $TTO$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $TTO$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $TUN$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $TUN$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $TUN$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $TUN$A
#> $TUN$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $TUN$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $TUN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $TUN$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $TUR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $TUR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $TUR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $TUR$A
#> $TUR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $TUR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $TUR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $TUR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $TWN$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $TWN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $TWN$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $TWN$A
#> $TWN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $TWN$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $TWN$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $TWN$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $TZA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $TZA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $TZA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $TZA$A
#> $TZA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $TZA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $TZA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $TZA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $UGA$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $UGA$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $UGA$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $UGA$A
#> $UGA$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $UGA$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $UGA$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $UGA$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $UKR$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $UKR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $UKR$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $UKR$A
#> $UKR$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $UKR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $UKR$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $UKR$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $URY$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $URY$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $URY$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $URY$A
#> $URY$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $URY$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $URY$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $URY$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $USA$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $USA$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $USA$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $USA$A
#> $USA$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $USA$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $USA$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $USA$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004707592 0.001036121 0.003977049   0.00634709
#> 
#> $UZB$Sigma$equation2
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0381817 0.006583661 -0.04666288  -0.02935531
#> Sigma[2,2]  2.3346963 0.071767528  2.23888280   2.43573602
#> 
#> $UZB$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.05274561 0.006676874  0.04276967   0.05972361
#> Sigma[3,2] -1.67048906 0.153973835 -1.84880112  -1.42470173
#> Sigma[3,3]  2.62207806 0.237393284  2.30612351   2.97376535
#> 
#> $UZB$Sigma$equation4
#>                  mean          sd 5% quantile 95% quantile
#> Sigma[4,1]  0.0445191 0.005523592  0.03628282   0.05146053
#> Sigma[4,2] -0.3735224 0.194038364 -0.57619918  -0.08175237
#> Sigma[4,3]  2.1231374 0.225241359  1.86630226   2.49826206
#> Sigma[4,4]  2.5358438 0.218974667  2.34592352   2.91941298
#> 
#> 
#> $UZB$A
#> $UZB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.997936557 0.001285725  0.996001391   0.99958937
#> lag1_var2  0.036688953 0.005964217  0.027867550   0.04431669
#> lag1_var3  0.064678930 0.010458078  0.048982901   0.07796968
#> lag1_var4 -0.061341450 0.009656774 -0.073738875  -0.04678227
#> const     -0.113149415 0.047831642 -0.178380564  -0.04813675
#> exo1       0.001126047 0.011261329 -0.009271286   0.01864646
#> exo2      -0.069815285 0.008790049 -0.081173613  -0.05565921
#> exo3       0.041312418 0.013707539  0.021856908   0.05950415
#> 
#> $UZB$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.05180779 0.02535394 -0.08414826  -0.01318886
#> lag1_var2  0.79059728 0.20530292  0.55283444   1.05810690
#> lag1_var3 -0.30555593 0.37051493 -0.73575178   0.17709020
#> lag1_var4  0.29164238 0.34723667 -0.15749761   0.69409948
#> const      2.38777702 1.53647829  0.30230012   4.52593131
#> exo1      -0.12470185 0.15222999 -0.35740755   0.06705584
#> exo2       0.62568255 0.18484880  0.43960549   0.93884366
#> exo3      -0.16920266 0.26659788 -0.50166496   0.21329177
#> 
#> $UZB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.02390837 0.02581464  -0.01120574  0.056664475
#> lag1_var2  1.58779874 0.16238245   1.34018332  1.781251922
#> lag1_var3  3.85632547 0.28777931   3.42665329  4.206847754
#> lag1_var4 -2.68799877 0.27255634  -3.02036572 -2.282667879
#> const     -9.92115369 1.35175277 -11.53555949 -8.012274526
#> exo1      -0.24380541 0.27283481  -0.66926768 -0.001001407
#> exo2      -1.19394715 0.27380047  -1.54612115 -0.784077024
#> exo3       0.08044530 0.24297031  -0.26437101  0.383631997
#> 
#> $UZB$A$equation4
#>                   mean        sd  5% quantile 95% quantile
#> lag1_var1  -0.01593866 0.0208510  -0.04007914   0.01447798
#> lag1_var2   2.12108155 0.1215487   1.91726291   2.24968339
#> lag1_var3   3.86766046 0.2150189   3.51578340   4.11583025
#> lag1_var4  -2.63212048 0.2060225  -2.87355162  -2.29827778
#> const     -12.43647286 0.9059136 -13.79103767 -11.20213697
#> exo1       -0.37886752 0.2856939  -0.82805840  -0.08140039
#> exo2       -0.96587536 0.2807720  -1.29647059  -0.49719840
#> exo3       -0.09460886 0.2219047  -0.39381224   0.20329708
#> 
#> 
#> 
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $VCT$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $VCT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $VCT$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $VCT$A
#> $VCT$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $VCT$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $VCT$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $VCT$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $VEN$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $VEN$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $VEN$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $VEN$A
#> $VEN$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $VEN$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $VEN$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $VEN$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002229908 0.0001259472 0.002093455  0.002419785
#> 
#> $VIR$Sigma$equation2
#>                 mean          sd 5% quantile 95% quantile
#> Sigma[2,1] -0.016053 0.001864445  -0.0185132  -0.01344282
#> Sigma[2,2]  1.382232 0.091648554   1.2727844   1.51773945
#> 
#> $VIR$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.01843538 0.004003498  0.01363523   0.02426549
#> Sigma[3,2] -1.09539702 0.149844443 -1.30185327  -0.91931349
#> Sigma[3,3]  3.29503248 0.346723699  3.07618000   3.89586464
#> 
#> $VIR$Sigma$equation4
#>                    mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.007933584 0.005658918  0.001000966   0.01578999
#> Sigma[4,2] -0.284737725 0.177379203 -0.507755300  -0.08967646
#> Sigma[4,3]  3.190167171 0.353468010  2.946747061   3.81957012
#> Sigma[4,4]  3.728449026 0.391206131  3.296162277   4.40393210
#> 
#> 
#> $VIR$A
#> $VIR$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  0.999417914 0.0009009089  0.998418157  1.000602508
#> lag1_var2 -0.004987833 0.0061821097 -0.010490302  0.005325267
#> lag1_var3 -0.007383299 0.0100247966 -0.016309946  0.009197036
#> lag1_var4  0.006631765 0.0091927240 -0.008670341  0.014698622
#> const      0.092414228 0.0554778361  0.003696938  0.156949681
#> exo1       0.005427673 0.0104192031 -0.011772916  0.017437846
#> exo2      -0.119796293 0.0093417913 -0.133604856 -0.110464659
#> exo3       0.044504329 0.0065573502  0.037599822  0.054311797
#> 
#> $VIR$A$equation2
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.03256839 0.01357671 -0.05433219   -0.0161921
#> lag1_var2  0.78605075 0.24459259  0.45977617    1.0964534
#> lag1_var3 -0.26953544 0.37810685 -0.76208546    0.2141153
#> lag1_var4  0.25083369 0.34863913 -0.19380403    0.7066985
#> const      2.24565234 1.74886295 -0.09537172    4.5316176
#> exo1       0.14661414 0.16218187 -0.09064394    0.3702966
#> exo2       2.66808637 0.24857561  2.39831339    3.0550220
#> exo3      -0.98793096 0.20156753 -1.23823083   -0.7142825
#> 
#> $VIR$A$equation3
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.003126551 0.01352257  -0.02611976   0.01052439
#> lag1_var2   2.403636794 0.25221837   2.03326178   2.69826869
#> lag1_var3   4.756120603 0.39017691   4.18737184   5.22327032
#> lag1_var4  -3.460306903 0.35922244  -3.89489396  -2.93611305
#> const     -18.765311555 2.20191836 -21.17178129 -15.34095731
#> exo1       -0.096471528 0.40102567  -0.68558598   0.45404329
#> exo2       -4.895679462 0.43333970  -5.45196529  -4.23356513
#> exo3        2.038660862 0.24541905   1.70951176   2.34805755
#> 
#> $VIR$A$equation4
#>                    mean         sd  5% quantile 95% quantile
#> lag1_var1  -0.031110265 0.01703515  -0.05755791  -0.01071212
#> lag1_var2   3.118199601 0.26038564   2.71949460   3.40960938
#> lag1_var3   4.924831452 0.41063945   4.29767615   5.37970990
#> lag1_var4  -3.532547176 0.38134888  -3.95262135  -2.95427295
#> const     -24.042229204 2.18247357 -26.13963725 -20.22875335
#> exo1       -0.009103409 0.40204415  -0.60963273   0.50321553
#> exo2       -3.504450887 0.47831950  -4.00233352  -2.69995812
#> exo3        1.543534501 0.30849252   1.08869323   1.92692283
#> 
#> 
#> 
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $VNM$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $VNM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $VNM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $VNM$A
#> $VNM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $VNM$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $VNM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $VNM$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $VUT$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $VUT$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $VUT$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $VUT$A
#> $VUT$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $VUT$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $VUT$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $VUT$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008354121 0.0009166658 0.006792573  0.009146473
#> 
#> $WSM$Sigma$equation2
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009761952 0.004326295 0.003671737   0.01488175
#> Sigma[2,2] 0.461365940 0.034079708 0.417375791   0.51168882
#> 
#> $WSM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06541824 0.009259408 -0.07574955  -0.05249719
#> Sigma[3,2] -0.47087412 0.044768307 -0.52847677  -0.40404591
#> Sigma[3,3]  1.75935814 0.290055676  1.40981563   2.21064133
#> 
#> $WSM$Sigma$equation4
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08957744 0.01108424  -0.1002699  -0.07355329
#> Sigma[4,2] -0.27995602 0.04360438  -0.3337983  -0.20858096
#> Sigma[4,3]  1.91477453 0.34562388   1.4789634   2.44179821
#> Sigma[4,4]  2.30833477 0.41333272   1.7757893   2.92683284
#> 
#> 
#> $WSM$A
#> $WSM$A$equation1
#>                   mean           sd  5% quantile 95% quantile
#> lag1_var1  1.001227056 0.0007344235  1.000220567  1.002345965
#> lag1_var2 -0.113728500 0.0145626272 -0.124694898 -0.088858793
#> lag1_var3 -0.187865997 0.0241390006 -0.204669460 -0.146487272
#> lag1_var4  0.179694774 0.0230937126  0.140036074  0.195542605
#> const      0.527543046 0.0660683005  0.425362078  0.588300826
#> exo1      -0.006152848 0.0071897428 -0.015629797  0.005425164
#> exo2      -0.090543249 0.0092256974 -0.103069721 -0.078521689
#> exo3       0.006298468 0.0121588817 -0.006680276  0.025204227
#> 
#> $WSM$A$equation2
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.007750232 0.00845311 -0.01602922  0.003670879
#> lag1_var2  0.644893099 0.06988030  0.55209878  0.749508930
#> lag1_var3 -0.538243442 0.11459004 -0.68975441 -0.362513331
#> lag1_var4  0.510088219 0.11027666  0.34139338  0.656110525
#> const      2.076492629 0.36749336  1.49865133  2.434263568
#> exo1      -0.023551233 0.09072190 -0.16976916  0.082289232
#> exo2       0.665220569 0.10269859  0.52749834  0.790529507
#> exo3      -0.069409741 0.13602846 -0.26991262  0.063837601
#> 
#> $WSM$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.01491882 0.01164065 -0.001981827   0.02806702
#> lag1_var2  1.51858074 0.22489809  1.231275677   1.84803500
#> lag1_var3  3.54801752 0.37792409  3.063847551   4.09779042
#> lag1_var4 -2.44105209 0.36295159 -2.970715875  -1.97616874
#> const     -7.00152926 1.06034506 -8.412984646  -5.68597442
#> exo1      -0.08088677 0.20186093 -0.335760388   0.21876387
#> exo2      -1.60504394 0.17835961 -1.869389340  -1.38308449
#> exo3      -0.13459843 0.22277544 -0.453201706   0.15138188
#> 
#> $WSM$A$equation4
#>                  mean         sd   5% quantile 95% quantile
#> lag1_var1  0.01071105 0.01304689  -0.008575552   0.02811123
#> lag1_var2  1.95154131 0.25959076   1.623108119   2.31111986
#> lag1_var3  3.31301265 0.43621553   2.757570221   3.90511868
#> lag1_var4 -2.17664467 0.41920780  -2.746987326  -1.64145276
#> const     -8.63432642 1.10651252 -10.156997417  -7.43856206
#> exo1      -0.09291637 0.21043225  -0.331930471   0.24554769
#> exo2      -1.36568626 0.20307290  -1.656870405  -1.08536297
#> exo3      -0.25368374 0.27322345  -0.661756725   0.08984503
#> 
#> 
#> 
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#>                   mean           sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005837202 0.0004147014 0.005267333  0.006423857
#> 
#> $YEM$Sigma$equation2
#>                   mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02946265 0.00384279 -0.03488451  -0.02512979
#> Sigma[2,2]  1.30485624 0.09803516  1.15929108   1.41986531
#> 
#> $YEM$Sigma$equation3
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[3,1]  0.02291392 0.007648422  0.01491551   0.03630639
#> Sigma[3,2] -0.81938506 0.187605600 -1.11120728  -0.65804000
#> Sigma[3,3]  2.34131016 0.160440250  2.14766187   2.57367594
#> 
#> $YEM$Sigma$equation4
#>                   mean          sd  5% quantile 95% quantile
#> Sigma[4,1]  0.01238745 0.009671134  0.002449771   0.02920253
#> Sigma[4,2] -0.34989017 0.239959977 -0.708950179  -0.12947011
#> Sigma[4,3]  2.53700065 0.183395445  2.353192774   2.85581908
#> Sigma[4,4]  3.07632495 0.258222357  2.797223105   3.50868444
#> 
#> 
#> $YEM$A
#> $YEM$A$equation1
#>                   mean          sd  5% quantile  95% quantile
#> lag1_var1  0.990300467 0.004297878  0.984935674  9.963424e-01
#> lag1_var2 -0.004993666 0.003787574 -0.009264219 -4.863596e-07
#> lag1_var3 -0.006489507 0.009117923 -0.015821238  8.673264e-03
#> lag1_var4  0.006581644 0.009183220 -0.008989869  1.583833e-02
#> const      0.289370105 0.100705562  0.155134885  4.323037e-01
#> exo1       0.034844918 0.025807407 -0.001885107  6.503925e-02
#> exo2      -0.111310294 0.023464776 -0.140472526 -7.668456e-02
#> exo3       0.008935150 0.025803502 -0.027820994  3.782971e-02
#> 
#> $YEM$A$equation2
#>                 mean         sd 5% quantile 95% quantile
#> lag1_var1 -0.1518464 0.07289539 -0.26358571  -0.08503392
#> lag1_var2  0.8127460 0.13956924  0.60603838   0.94314272
#> lag1_var3 -0.4677700 0.35003857 -0.97991595  -0.15743915
#> lag1_var4  0.4598681 0.34878193  0.15041226   0.97024742
#> const      4.1141660 1.76996698  2.28090038   6.91498187
#> exo1       0.3737503 0.35074915  0.06868275   0.93624685
#> exo2       1.5021326 0.25313827  1.09107658   1.75305911
#> exo3      -0.4626750 0.40607057 -0.99910461   0.14487423
#> 
#> $YEM$A$equation3
#>                  mean         sd 5% quantile 95% quantile
#> lag1_var1   0.5066095 0.07825966   0.3987503    0.6144716
#> lag1_var2   1.1414524 0.09430318   1.0007182    1.2419452
#> lag1_var3   3.9314747 0.19142959   3.6522869    4.1566744
#> lag1_var4  -2.9128651 0.18589051  -3.1333907   -2.6416773
#> const     -12.1278999 2.27960065 -15.3653709   -9.3447587
#> exo1       -0.1250851 0.51075513  -0.9485745    0.4461761
#> exo2       -2.4067728 0.39107743  -2.8971513   -1.8484562
#> exo3        0.2615336 0.51323679  -0.3122526    1.0694739
#> 
#> $YEM$A$equation4
#>                   mean         sd 5% quantile 95% quantile
#> lag1_var1   0.56755330 0.09614578   0.4335236    0.6847920
#> lag1_var2   1.44219880 0.10037821   1.3027350    1.5758530
#> lag1_var3   3.71117123 0.21796162   3.3877584    4.0117388
#> lag1_var4  -2.69146399 0.21213198  -2.9752549   -2.3688296
#> const     -13.27759765 2.86524351 -16.7623009   -9.7964919
#> exo1       -0.01693975 0.54571629  -0.8623571    0.5926806
#> exo2       -1.82822414 0.46586544  -2.2924085   -1.1595785
#> exo3        0.05217099 0.62609702  -0.7952746    0.9359284
#> 
#> 
#> 
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ZAF$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ZAF$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ZAF$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ZAF$A
#> $ZAF$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ZAF$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ZAF$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ZAF$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ZMB$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ZMB$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ZMB$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ZMB$A
#> $ZMB$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ZMB$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ZMB$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ZMB$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#> 
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#>                   mean          sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007917503 0.001704276 0.005781442    0.0103111
#> 
#> $ZWE$Sigma$equation2
#>                  mean         sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0192149 0.01476066 -0.04549516 -0.004914018
#> Sigma[2,2]  0.5565545 0.10120491  0.47890996  0.741107022
#> 
#> $ZWE$Sigma$equation3
#>                  mean        sd 5% quantile 95% quantile
#> Sigma[3,1]  0.2223524 0.0977318   0.1020299    0.3515828
#> Sigma[3,2] -1.2982370 0.8574235  -2.8390943   -0.4809420
#> Sigma[3,3] 17.1809420 6.0748256   8.7098076   24.9934115
#> 
#> $ZWE$Sigma$equation4
#>                 mean        sd 5% quantile 95% quantile
#> Sigma[4,1]  0.266869 0.1175211   0.1212884    0.4224841
#> Sigma[4,2] -1.246155 1.0205578  -3.0761732   -0.2628631
#> Sigma[4,3] 20.610003 7.4321807  10.2806973   30.2066245
#> Sigma[4,4] 24.973193 9.1310746  12.3792482   36.7691132
#> 
#> 
#> $ZWE$A
#> $ZWE$A$equation1
#>                   mean          sd  5% quantile 95% quantile
#> lag1_var1  0.998455093 0.001785606  0.995701586   1.00027857
#> lag1_var2  0.019706847 0.008640999  0.008383532   0.03075109
#> lag1_var3  0.037958034 0.016305499  0.016575554   0.05780700
#> lag1_var4 -0.035987519 0.015659438 -0.054961030  -0.01542924
#> const     -0.028734013 0.067462699 -0.113094119   0.07728002
#> exo1      -0.004119597 0.012601771 -0.023499794   0.01057763
#> exo2      -0.071567980 0.010953986 -0.086063221  -0.05735267
#> exo3       0.002769259 0.011070978 -0.008491890   0.02037361
#> 
#> $ZWE$A$equation2
#>                  mean          sd  5% quantile  95% quantile
#> lag1_var1 -0.02019778 0.006983815 -0.030205032 -0.0100671729
#> lag1_var2  0.91952747 0.082532162  0.776291456  1.0087563352
#> lag1_var3 -0.15904550 0.149489107 -0.419931109 -0.0009189294
#> lag1_var4  0.15202684 0.142453741  0.003627977  0.4018252927
#> const      0.75335190 0.542491553  0.068802972  1.4955799838
#> exo1      -0.12473979 0.081530074 -0.241977257 -0.0117301855
#> exo2       0.98292043 0.095771326  0.849680651  1.1096073946
#> exo3       0.19304804 0.123352846 -0.015851571  0.3217799648
#> 
#> $ZWE$A$equation3
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.08198745 0.06427668  -0.01461454    0.1513589
#> lag1_var2  1.41132154 0.51845432   0.65718652    2.0406929
#> lag1_var3  3.67840789 0.99444496   2.25661999    4.9096151
#> lag1_var4 -2.55706054 0.95997847  -3.75291416   -1.1919867
#> const     -8.12043260 3.18826305 -11.70770522   -3.1709626
#> exo1      -0.43940697 0.70785222  -1.65758558    0.3459101
#> exo2      -2.10931628 0.63003711  -2.72160879   -1.0382892
#> exo3      -0.47866309 0.54520868  -1.19618922    0.2693798
#> 
#> $ZWE$A$equation4
#>                  mean         sd  5% quantile 95% quantile
#> lag1_var1  0.09484534 0.07918038  -0.02330097    0.1820719
#> lag1_var2  1.72791754 0.62958325   0.81222635    2.5018883
#> lag1_var3  3.27619944 1.21435583   1.54846723    4.7932597
#> lag1_var4 -2.12687064 1.17277639  -3.59946429   -0.4686402
#> const     -9.89225361 3.84495699 -14.01772900   -3.7527828
#> exo1      -0.61020226 0.87662152  -2.13071981    0.3297199
#> exo2      -1.86724506 0.74510293  -2.55278029   -0.5934700
#> exo3      -0.48774251 0.64902250  -1.30785116    0.4124379
#> 
#> 
#>