Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions with group-specific global prior
Source:R/summary.R
summary.PosteriorBVARGROUPPRIORPANEL.RdProvides posterior mean, standard deviations, as well as 5 and 95
percentiles of the parameters for all C countries.
Usage
# S3 method for class 'PosteriorBVARGROUPPRIORPANEL'
summary(object, ...)Arguments
- object
an object of class
PosteriorBVARGROUPPRIORPANELobtained using theestimate()function applied to Vector Autoregressions containing draws from the posterior distribution of the parameters.- ...
additional arguments affecting the summary produced.
Value
A list reporting the posterior mean, standard deviations, as well as 5 and 95 percentiles of the country-specific parameters.
Author
Tomasz Woźniak wozniak.tom@pm.me
Examples
# specify the model
specification = specify_bvarGroupPriorPANEL$new(
data = ilo_dynamic_panel,
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] 0.004377494 0.0009081265 0.003337932 0.005762502
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01244313 0.00769994 -0.02194583 -0.001481531
#> Sigma[2,2] 0.22893899 0.06917194 0.14149988 0.333743380
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01286377 0.009310967 0.00122813 0.02630747
#> Sigma[3,2] -0.21404102 0.081415620 -0.33245698 -0.10442740
#> Sigma[3,3] 0.36391821 0.076578476 0.26248319 0.48122699
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008547137 0.007480524 -3.162447e-05 0.01926333
#> Sigma[4,2] -0.133320726 0.063965734 -2.236214e-01 -0.05111949
#> Sigma[4,3] 0.315733606 0.058014433 2.419417e-01 0.40356839
#> Sigma[4,4] 0.301394481 0.050474047 2.392178e-01 0.37955688
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96312884 0.02079798 0.93930196 0.99447923
#> lag1_var2 -0.06547149 0.06050311 -0.14560889 0.01108094
#> lag1_var3 -0.12130572 0.13069516 -0.30176920 0.05594309
#> lag1_var4 0.10838503 0.11728216 -0.05446972 0.26986254
#> const 1.57954213 0.50353141 1.05499733 2.32444528
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3762209 0.1359117 0.17064310 0.53395765
#> lag1_var2 0.4654321 0.3104149 0.03539921 0.91250954
#> lag1_var3 -1.0208819 0.6781673 -1.91789522 0.01911681
#> lag1_var4 0.8618354 0.6332153 -0.13170692 1.65626900
#> const -0.5924447 2.1863220 -3.46188240 2.61700487
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2192637 0.1940967 -0.4819648 0.02589379
#> lag1_var2 0.6912070 0.3225914 0.2433756 1.11822399
#> lag1_var3 3.0522674 0.7459430 2.0068250 4.15671739
#> lag1_var4 -1.8677056 0.7022698 -2.9077609 -0.87553035
#> const -1.5540112 3.1160240 -5.5571407 2.59298064
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06714676 0.2164774 -0.3383906 0.19937138
#> lag1_var2 0.55509371 0.2635722 0.1920387 0.90575585
#> lag1_var3 1.89124885 0.6009291 1.1507418 2.82027178
#> lag1_var4 -0.74721819 0.5567500 -1.6256170 -0.08702831
#> const -2.59953110 3.1221036 -6.4237529 1.63408957
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005290867 0.0008952242 0.00412806 0.006615645
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0141476 0.004927613 -0.02052821 -0.007060756
#> Sigma[2,2] 0.1732783 0.046977641 0.11732562 0.242416420
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009145452 0.005482835 0.002412451 0.01686845
#> Sigma[3,2] -0.068870248 0.044916735 -0.137368600 -0.01803479
#> Sigma[3,3] 0.312338048 0.060425779 0.243380669 0.40409291
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001850774 0.005965712 -0.009213782 0.004652828
#> Sigma[4,2] 0.073884353 0.040492941 0.023644904 0.133469210
#> Sigma[4,3] 0.310433437 0.059151123 0.264191176 0.414706092
#> Sigma[4,4] 0.436930114 0.085949767 0.351581885 0.582724817
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0146684 0.02657689 0.9759998 1.0468745
#> lag1_var2 -0.2503193 0.09959363 -0.3950878 -0.1176525
#> lag1_var3 -0.3153360 0.13455374 -0.4783492 -0.1255086
#> lag1_var4 0.2960377 0.11943299 0.1303929 0.4455751
#> const 1.2944335 0.64462084 0.3833277 2.1174982
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07779005 0.1534916 -0.2573575 0.1470236
#> lag1_var2 1.12792765 0.6475805 0.3686230 2.0044363
#> lag1_var3 0.33722212 0.9128793 -0.7964445 1.5810561
#> lag1_var4 -0.29810089 0.8247096 -1.4288561 0.6787552
#> const 0.93850143 4.4237436 -5.1166713 7.0494892
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6176050 0.2847763 -0.9740456 -0.2807857
#> lag1_var2 3.2545369 1.1339152 1.4192825 4.6432568
#> lag1_var3 5.2368102 1.4354415 2.9679478 6.9616093
#> lag1_var4 -4.0352202 1.3517560 -5.6307377 -1.8570429
#> const -0.2844726 2.5269958 -3.6790262 2.9880323
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8189855 0.3647773 -1.389917 -0.4625569
#> lag1_var2 4.0963141 1.6539522 1.547626 6.2769868
#> lag1_var3 5.4870717 2.0955531 2.473397 8.5146570
#> lag1_var4 -4.1987531 1.9888030 -6.950512 -1.2509216
#> const -0.1545476 4.0961436 -5.073641 5.9433997
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002165635 0.0004481934 0.001698219 0.002893328
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08302053 0.02466047 -0.1180249 -0.05291262
#> Sigma[2,2] 9.51743375 2.38254277 6.2193277 12.17963218
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03804047 0.01745747 0.01290058 0.05926203
#> Sigma[3,2] -5.71241846 1.57470978 -8.00581550 -3.85719371
#> Sigma[3,3] 5.39702524 1.36121710 4.09471100 7.41248592
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02109627 0.01487923 -0.03950607 0.000159953
#> Sigma[4,2] 0.77684049 1.26665219 -0.91814978 2.595705063
#> Sigma[4,3] 1.86988227 0.89621198 0.87703258 3.353413769
#> Sigma[4,4] 2.85763490 0.63198922 2.15052143 3.828270064
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96121493 0.01336732 0.93688417 0.97129862
#> lag1_var2 -0.01714206 0.02211443 -0.04673211 0.01233907
#> lag1_var3 -0.03135605 0.03603007 -0.07823410 0.01754114
#> lag1_var4 0.02402533 0.03085506 -0.01794166 0.06475385
#> const 1.34085270 0.27996251 0.99661047 1.76605062
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.037420 0.869135 -3.2261714 -0.8186628
#> lag1_var2 2.861654 1.878205 0.2400557 5.0505243
#> lag1_var3 3.667643 2.853990 -0.3756894 6.9001475
#> lag1_var4 -2.966048 2.446976 -5.7035340 0.5076903
#> const 10.060105 17.802363 -13.5944287 32.7124033
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.857305 0.709919 0.7745272 2.7085914
#> lag1_var2 -1.978435 1.104599 -2.9256985 -0.1589829
#> lag1_var3 -2.497857 1.689835 -3.9093489 0.2751736
#> lag1_var4 2.810526 1.460789 0.4370657 4.1062978
#> const -3.533994 12.736663 -21.3817575 16.3301560
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4626512 0.3269456 -0.05489833 0.8633170
#> lag1_var2 -0.6478456 0.6361692 -1.47934112 0.2557239
#> lag1_var3 -0.8750898 0.9877863 -2.23412712 0.4934437
#> lag1_var4 1.6696016 0.8521680 0.45522761 2.7941411
#> const 3.3992448 9.7705234 -10.45430960 12.8952981
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00116398 0.0001957509 0.0009382974 0.001464411
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004492345 0.001794252 -0.006973118 -0.00186756
#> Sigma[2,2] 0.164747112 0.034151103 0.115939494 0.21101127
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008850287 0.003454392 0.00385756 0.01357647
#> Sigma[3,2] -0.157754576 0.039345264 -0.21079988 -0.11044206
#> Sigma[3,3] 0.337195323 0.060277501 0.26034756 0.41899482
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005492238 0.002567013 0.001504399 0.008318737
#> Sigma[4,2] -0.028819262 0.021052824 -0.055099936 0.002730268
#> Sigma[4,3] 0.218145194 0.043913517 0.168445217 0.285231881
#> Sigma[4,4] 0.200194216 0.039699994 0.153346863 0.260692257
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96966213 0.02186738 0.9399058 0.99433911
#> lag1_var2 -0.03881982 0.08344048 -0.1096434 0.09446191
#> lag1_var3 -0.07020375 0.10635213 -0.1399022 0.10344369
#> lag1_var4 0.06258303 0.10761161 -0.1148038 0.12877259
#> const 1.38453453 0.23681595 1.0415560 1.70135128
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1218529 0.2722773 -0.4634185 0.2558872
#> lag1_var2 1.3101547 0.7893184 0.2621309 2.3988758
#> lag1_var3 0.9125809 0.9592303 -0.4343559 2.2251902
#> lag1_var4 -0.8553853 0.9093979 -2.1122830 0.4039585
#> const -0.2406542 2.3830452 -4.2482708 2.4153313
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69673762 0.4429395 0.03985542 1.223783
#> lag1_var2 -0.12928840 1.7473559 -2.49022967 2.491124
#> lag1_var3 0.79538364 2.1306325 -1.95183182 4.075646
#> lag1_var4 -0.01572922 2.0757087 -3.23811998 2.588791
#> const -1.37864985 2.8891131 -4.78862378 2.983930
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6050063 0.3209583 0.1307709 0.9016707
#> lag1_var2 0.4448162 1.3649629 -1.2071920 2.3560259
#> lag1_var3 0.9488229 1.7015123 -1.1116844 3.4492628
#> lag1_var4 -0.1180122 1.6696229 -2.5971686 1.9618773
#> const -2.1359676 2.5208088 -5.5283694 1.1344804
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00275172 0.0005858825 0.002136291 0.003652826
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06755311 0.02540816 -0.1065612 -0.03953756
#> Sigma[2,2] 3.72618117 1.29393694 2.5769502 5.82520112
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06161474 0.01840767 0.03910596 0.09156131
#> Sigma[3,2] -2.50879895 0.76885082 -3.89647745 -1.86314918
#> Sigma[3,3] 2.60729159 0.68932565 1.84064296 3.70827238
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02356933 0.009287866 0.0115516 0.03690428
#> Sigma[4,2] -0.27640217 0.450508185 -0.7548241 0.44228938
#> Sigma[4,3] 1.21496960 0.368765452 0.6906898 1.71407688
#> Sigma[4,4] 1.17461988 0.236663604 0.8274574 1.40750381
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9076252 0.02371230 0.87832385 0.94158993
#> lag1_var2 0.1272504 0.06408728 0.03021680 0.20014234
#> lag1_var3 0.2082419 0.10548985 0.04911407 0.32851077
#> lag1_var4 -0.1979552 0.09604715 -0.30716318 -0.05257088
#> const 1.8743416 0.32385844 1.45924540 2.29698074
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9427242 1.421955 -2.944067 0.889783
#> lag1_var2 0.7136442 3.327941 -3.012116 5.678596
#> lag1_var3 -0.1071576 5.561234 -6.320492 8.216340
#> lag1_var4 0.6145004 5.003452 -6.849616 6.344616
#> const -3.0775332 11.179584 -16.627771 12.772210
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1257708 0.8614976 -1.0977985 1.069702
#> lag1_var2 4.0911161 2.3878076 0.6270267 7.297266
#> lag1_var3 7.3921645 3.9746728 1.6442376 12.768522
#> lag1_var4 -6.4747219 3.5359313 -11.3643811 -1.405076
#> const 6.3820971 12.1363507 -9.3306247 23.092981
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8098975 0.7086875 -1.572059 0.3460835
#> lag1_var2 4.5273273 1.6589865 2.178480 6.6918127
#> lag1_var3 7.3145849 2.7452161 3.443584 10.9063537
#> lag1_var4 -6.0425199 2.4379316 -9.314135 -2.6003043
#> const 4.6090941 8.4733203 -6.320201 16.0202751
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008230319 0.001736002 0.006342689 0.01085772
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005762374 0.01446081 -0.02722647 0.01312598
#> Sigma[2,2] 2.818613548 0.79416173 1.70266373 3.76776832
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006222018 0.01079973 -0.0210525 0.007790135
#> Sigma[3,2] -1.595232218 0.46173840 -2.1884093 -0.972645472
#> Sigma[3,3] 1.192943160 0.29380470 0.8309716 1.556726182
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0108567 0.004708631 -0.01762370 -0.00589225
#> Sigma[4,2] 0.1639797 0.145399613 -0.03768285 0.36604542
#> Sigma[4,3] 0.2472226 0.149434602 0.05002376 0.41573923
#> Sigma[4,4] 0.4095782 0.119463812 0.29428531 0.59280825
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0531027 0.02568548 1.0241015 1.0931778
#> lag1_var2 -0.3712255 0.11854417 -0.5567242 -0.2297930
#> lag1_var3 -0.5963957 0.18893930 -0.8875136 -0.3646251
#> lag1_var4 0.5395428 0.18172857 0.3098919 0.8120850
#> const 2.4095840 0.62933858 1.5076829 3.1988673
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31978285 0.7921576 -0.8069628 1.343575
#> lag1_var2 0.09947055 1.3877268 -1.3025722 2.320120
#> lag1_var3 -1.20172978 2.2292631 -3.3854617 2.368556
#> lag1_var4 1.12805890 2.1414123 -2.3016276 3.125205
#> const -0.21888608 13.7487440 -20.8487370 17.896636
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.027428 0.4937821 -1.637390 -0.3179497
#> lag1_var2 4.586896 1.0885178 2.942311 5.9770564
#> lag1_var3 8.150678 1.7407859 5.535266 10.3696751
#> lag1_var4 -6.863945 1.6466593 -8.988246 -4.4561494
#> const 2.654617 9.4491496 -10.643844 15.6523069
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.040913 0.3244793 -1.453948 -0.609640
#> lag1_var2 4.967951 1.1754981 3.459938 6.802341
#> lag1_var3 7.903531 1.8804014 5.497576 10.860737
#> lag1_var4 -6.589225 1.7597779 -9.366224 -4.342683
#> const 2.533791 4.1659927 -3.593475 7.823428
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001002447 0.002219509 0.0001917476 0.004238828
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01324795 0.01667708 -0.03817794 -0.005228705
#> Sigma[2,2] 0.47726505 0.15292198 0.34554913 0.741324956
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0149211 0.01892009 0.005118123 0.04372071
#> Sigma[3,2] -0.5075033 0.16805787 -0.788014320 -0.35610389
#> Sigma[3,3] 0.6342313 0.18648774 0.435102678 0.92447731
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006789813 0.008855269 0.001864446 0.02094368
#> Sigma[4,2] -0.212720984 0.083158772 -0.334683806 -0.10926487
#> Sigma[4,3] 0.325051577 0.091108855 0.217106916 0.45567141
#> Sigma[4,4] 0.198346690 0.044841766 0.147981712 0.26686346
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96788430 0.01918568 0.9377619 0.9860532
#> lag1_var2 -0.07886187 0.22408119 -0.2361045 0.2616716
#> lag1_var3 -0.12466561 0.36283746 -0.3804640 0.4270334
#> lag1_var4 0.11737525 0.34964780 -0.4135075 0.3637389
#> const 1.38087365 0.31993174 0.8790453 1.6658747
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4807668 0.5764652 -1.211260 0.2170613
#> lag1_var2 1.4128278 3.4208422 -3.603886 5.2613740
#> lag1_var3 0.9200754 5.5201189 -7.162214 7.1340028
#> lag1_var4 -0.7333283 5.2658195 -6.628171 7.0243729
#> const 2.1603874 5.6573678 -4.869528 10.6464744
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89654883 0.6797655 0.155696 1.915967
#> lag1_var2 -0.57973314 4.1598481 -5.011024 5.864582
#> lag1_var3 -0.08163405 6.7067577 -7.250690 10.328410
#> lag1_var4 0.72004843 6.4024456 -9.204100 7.531951
#> const -1.93185927 7.6050595 -12.901272 7.360080
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6070899 0.4246684 0.2014437 1.205646
#> lag1_var2 -0.1421171 2.2434365 -2.6093264 3.388353
#> lag1_var3 -0.2141580 3.6174192 -4.1658475 5.479823
#> lag1_var4 0.9711363 3.4454466 -4.4830807 4.635045
#> const -0.9503406 4.4639645 -7.9035816 4.084064
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003856046 0.0001225683 0.0002479714 0.0005623627
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000775197 0.001697205 -0.003515573 0.001311112
#> Sigma[2,2] 0.271815652 0.079222108 0.205853112 0.405347559
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001909483 0.001787273 -0.0001948683 0.004866241
#> Sigma[3,2] -0.194840368 0.087704366 -0.3561079328 -0.128670402
#> Sigma[3,3] 0.308991221 0.105678234 0.2268394287 0.501101701
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00150537 0.0008843317 0.0005267084 0.002934337
#> Sigma[4,2] -0.03429275 0.0478651493 -0.1201923820 0.009566199
#> Sigma[4,3] 0.20408798 0.0612247668 0.1447253067 0.306220264
#> Sigma[4,4] 0.19476523 0.0423315296 0.1473354259 0.260674904
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95951122 0.02341887 0.93149480 0.99196868
#> lag1_var2 -0.04953912 0.06127601 -0.12848014 0.03762900
#> lag1_var3 -0.11083888 0.11002065 -0.25574814 0.04474244
#> lag1_var4 0.10116406 0.10048512 -0.04406271 0.23084554
#> const 1.58309383 0.22420991 1.22026502 1.84200936
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4479250 0.5367096 -1.11207462 0.1694697
#> lag1_var2 1.9396073 2.0162606 0.01860278 5.1113379
#> lag1_var3 2.6156918 3.5091810 -0.68548629 8.0223731
#> lag1_var4 -2.3492010 3.2798041 -7.45634646 0.6830279
#> const -0.8031211 3.3803505 -6.15649727 2.5658830
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9054695 0.5304841 0.2383072 1.5918984
#> lag1_var2 -2.0573374 2.2199558 -5.5678970 0.7151005
#> lag1_var3 -3.0919701 3.7501324 -8.9082939 1.6123290
#> lag1_var4 3.6084213 3.5182014 -0.7887199 9.1095889
#> const 2.9048572 3.7664050 -2.0423096 7.6439271
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6420924 0.3674196 0.08605501 1.0541513
#> lag1_var2 -1.3712688 1.4078484 -3.19134922 0.7276546
#> lag1_var3 -2.3292249 2.3108296 -5.24562112 1.1556748
#> lag1_var4 3.0069433 2.1678236 -0.26615430 5.7598894
#> const 2.1676457 2.6142733 -1.58999060 5.2521717
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004435654 0.001213364 0.003268855 0.00656407
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005070793 0.004296438 -0.01078736 0.001014511
#> Sigma[2,2] 0.264303204 0.065858763 0.18386701 0.362790537
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03226969 0.01326779 -0.05225116 -0.01791626
#> Sigma[3,2] 0.03321044 0.05167130 -0.05082458 0.08055803
#> Sigma[3,3] 0.61868733 0.17101873 0.38700882 0.87440578
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03701976 0.01423204 -0.05831028 -0.0215252
#> Sigma[4,2] 0.23453699 0.05344731 0.14600516 0.2871267
#> Sigma[4,3] 0.68019590 0.20073218 0.42819921 0.9872440
#> Sigma[4,4] 0.90072462 0.22272844 0.65485163 1.2508473
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95579303 0.01624380 0.932280817 0.97685222
#> lag1_var2 0.09844683 0.07828121 -0.005019695 0.21848265
#> lag1_var3 0.07576358 0.10713246 -0.068707085 0.24097978
#> lag1_var4 -0.08549563 0.10204456 -0.242822889 0.05233539
#> const 1.46825696 0.23296080 1.144928518 1.78260223
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1200235 0.1736842 -0.1243133 0.3325287
#> lag1_var2 -0.6718402 0.4797269 -1.2317828 0.1363347
#> lag1_var3 -1.8868670 0.6624164 -2.6204942 -0.7586089
#> lag1_var4 1.8764340 0.6268026 0.8060297 2.5661649
#> const 0.2929488 3.8651298 -6.0337376 5.1422804
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04120624 0.3145726 -0.3532841 0.5471189
#> lag1_var2 -0.62898046 0.7567906 -1.5891448 0.3808163
#> lag1_var3 0.61523517 1.0676388 -0.7333806 2.0224929
#> lag1_var4 0.36857126 1.0003338 -0.9482474 1.6474084
#> const 2.17251938 6.6501892 -6.4783510 11.4966312
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1286432 0.4230931 -0.4728185 0.7347753
#> lag1_var2 -1.8268832 1.0396571 -2.9100632 -0.2080800
#> lag1_var3 -1.6818528 1.4659243 -3.2072798 0.6561207
#> lag1_var4 2.6679450 1.3816945 0.4680848 4.1368428
#> const 1.9191357 7.1836230 -8.4949745 11.4424458
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007522484 0.000213765 0.0005433994 0.001055766
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002037003 0.001048697 -0.0006923064 0.001976988
#> Sigma[2,2] 0.0398451400 0.014408779 0.0253536689 0.060264999
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002416736 0.006404967 -0.01296101 0.002293381
#> Sigma[3,2] -0.020776087 0.062955609 -0.06625517 0.097938065
#> Sigma[3,3] 0.503653964 0.643411519 0.14778541 1.727783041
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00230984 0.006799695 -0.01327119 0.00245892
#> Sigma[4,2] 0.01045416 0.073865793 -0.03989523 0.14941551
#> Sigma[4,3] 0.50238582 0.714156110 0.11903223 1.86227434
#> Sigma[4,4] 0.52611901 0.795912637 0.10570496 2.04255904
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96257884 0.01254736 0.94913674 0.98283199
#> lag1_var2 -0.04406153 0.07997186 -0.14808019 0.05990281
#> lag1_var3 -0.05619103 0.10011595 -0.18340282 0.07492982
#> lag1_var4 0.04678699 0.09750311 -0.08082718 0.17103767
#> const 1.58176700 0.21929494 1.27076962 1.84188409
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03014281 0.1537754 -0.2659266 0.1486284
#> lag1_var2 0.13932090 0.7976332 -0.6802544 1.3897896
#> lag1_var3 -0.94117457 1.0060097 -2.0185660 0.6780771
#> lag1_var4 0.95187746 0.9753178 -0.6095884 1.9967047
#> const -0.07847225 1.0911417 -1.4378943 1.4335638
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02239726 0.766452 -1.158275 0.8317577
#> lag1_var2 2.03986984 4.673188 -2.157483 9.6615744
#> lag1_var3 3.82047601 6.223163 -1.884893 13.9013802
#> lag1_var4 -2.80344517 6.016330 -12.545122 2.7315982
#> const -0.54232905 5.448161 -8.038842 7.3390424
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06793063 0.876612 -1.331010 0.8799673
#> lag1_var2 1.71152931 5.387763 -2.984278 10.2769100
#> lag1_var3 2.53578819 7.142068 -3.807637 13.8519853
#> lag1_var4 -1.49795569 6.905843 -12.432311 4.6636543
#> const -1.09096227 5.703500 -9.556652 6.1917520
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000466051 0.0001268346 0.0003457716 0.0006630799
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004612572 0.002674954 -0.008505726 -0.0009635797
#> Sigma[2,2] 0.512805811 0.116421493 0.357946692 0.6744691151
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007249336 0.00134213 0.005549586 0.00920843
#> Sigma[3,2] -0.238185461 0.08669556 -0.344798771 -0.11458464
#> Sigma[3,3] 0.333398631 0.04928652 0.260656056 0.40201444
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005222222 0.001729108 0.003253952 0.007921895
#> Sigma[4,2] 0.032471403 0.063949563 -0.049955544 0.109437690
#> Sigma[4,3] 0.225437642 0.037150028 0.178859871 0.283038120
#> Sigma[4,4] 0.262041343 0.057606337 0.211406738 0.352580690
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95573354 0.01801825 0.926130535 0.97096050
#> lag1_var2 -0.05785204 0.05147756 -0.126731030 0.01177282
#> lag1_var3 -0.11554785 0.09745064 -0.249622475 0.01148627
#> lag1_var4 0.10941036 0.09017464 -0.007828975 0.23262681
#> const 1.50390775 0.23334685 1.165228396 1.76889405
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07863965 0.3352037 -0.3913105 0.5292888
#> lag1_var2 1.45364950 1.5551967 -0.8549915 2.9525621
#> lag1_var3 1.37671401 2.9703155 -3.0515483 4.0988698
#> lag1_var4 -1.42113541 2.7915605 -3.9679246 2.7522711
#> const 2.19012081 4.3633271 -4.8601351 6.0412483
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3833644 0.4327529 -0.2602737 0.810464
#> lag1_var2 -0.8323697 1.2007350 -2.1207648 1.085277
#> lag1_var3 -0.8844018 2.3153116 -3.3612474 2.837230
#> lag1_var4 1.7007555 2.1481830 -1.7567007 3.941935
#> const -1.5437463 4.6402790 -8.3529127 4.701608
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4262327 0.3875535 -0.13189759 0.8880942
#> lag1_var2 -0.5121411 0.7284939 -1.35304813 0.5206661
#> lag1_var3 -1.0128031 1.4163190 -2.54439751 1.0609071
#> lag1_var4 1.8115734 1.2946566 -0.08069738 3.2302313
#> const -0.7528006 5.7113952 -8.86709717 6.9651405
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000654449 0.0002010043 0.0003992828 0.0009735644
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002150143 0.001605959 -0.002392297 0.001672496
#> Sigma[2,2] 0.0971066446 0.021232937 0.073930766 0.128905781
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002096183 0.001592469 -0.0001665477 0.004103241
#> Sigma[3,2] -0.069559285 0.021072087 -0.0998680475 -0.041342681
#> Sigma[3,3] 0.103896942 0.022464800 0.0734493906 0.136330465
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0020048827 0.001115006 0.0003609976 0.003367444
#> Sigma[4,2] 0.0007554678 0.012989063 -0.0134330232 0.020147902
#> Sigma[4,3] 0.0547406922 0.013277550 0.0345710239 0.072500262
#> Sigma[4,4] 0.0565633543 0.015230962 0.0395558692 0.076839956
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9752110 0.02530059 0.93164268 1.00063574
#> lag1_var2 -0.1719097 0.12213823 -0.26364515 0.01696435
#> lag1_var3 -0.2662222 0.17200278 -0.39493472 -0.00654920
#> lag1_var4 0.2605406 0.16812396 0.00425275 0.38645084
#> const 0.9932744 0.22698996 0.62636305 1.23901369
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09313174 0.1608597 -0.1573632 0.2452547
#> lag1_var2 -0.08032728 1.0732196 -1.6264265 1.2643507
#> lag1_var3 -1.12266684 1.5125596 -3.3678811 0.7470982
#> lag1_var4 1.08904442 1.4832872 -0.7264105 3.3077824
#> const 0.66558280 1.8162127 -1.8950466 2.8108934
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2414780 0.1191519 0.0905204 0.3900157
#> lag1_var2 0.1881038 0.8460170 -0.8206088 1.4890879
#> lag1_var3 0.6604164 1.2665981 -0.7816105 2.6189357
#> lag1_var4 0.2816317 1.2243538 -1.6269836 1.6587770
#> const -1.7680617 2.5176366 -4.4147214 1.9535910
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3086505 0.08266257 0.2072631 0.4242699
#> lag1_var2 -0.3067811 0.60218308 -1.1686608 0.4522918
#> lag1_var3 -0.7617651 0.89017820 -1.9830864 0.4923079
#> lag1_var4 1.6852901 0.87845437 0.4602739 2.9144871
#> const -1.7050347 1.71066775 -3.5446116 1.0694941
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004097782 0.007090905 0.000574774 0.01554895
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005399406 0.009213159 -0.001364436 0.02091882
#> Sigma[2,2] 0.056518450 0.011973965 0.040350719 0.07156302
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01699113 0.04499055 -0.08616255 0.005298022
#> Sigma[3,2] -0.06047167 0.05321867 -0.14804298 -0.022183098
#> Sigma[3,3] 0.28652953 0.25524719 0.16082910 0.688421685
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01327566 0.03912957 -0.07202495 0.004648538
#> Sigma[4,2] -0.01653438 0.05280098 -0.10132840 0.022989114
#> Sigma[4,3] 0.24985546 0.22193095 0.12892067 0.596943838
#> Sigma[4,4] 0.24796074 0.18857978 0.13459892 0.538578662
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9576803 0.02744621 0.92134797 0.99844238
#> lag1_var2 -0.1625628 0.23139593 -0.49909659 0.09469722
#> lag1_var3 -0.2159963 0.26642008 -0.60984280 0.07571789
#> lag1_var4 0.2085240 0.25989174 -0.07453587 0.59322037
#> const 1.5807618 0.33597850 1.25569553 2.11018175
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16120132 0.09428254 0.08086786 0.31234695
#> lag1_var2 -0.98471196 1.08717941 -2.82349423 -0.01644899
#> lag1_var3 -2.40731970 1.33290897 -4.65162440 -1.16373077
#> lag1_var4 2.36401046 1.30753372 1.12949618 4.55789768
#> const 0.06807195 1.91813418 -2.60376845 2.60843149
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2943320 0.1679257 -0.4846544 -0.03042816
#> lag1_var2 0.5072859 0.9993178 -0.8395192 1.65612133
#> lag1_var3 1.5017065 1.2776018 -0.1208430 3.02748666
#> lag1_var4 -0.4439041 1.2599401 -1.9797247 1.15927901
#> const 1.3041818 2.2929097 -1.9746951 4.39152510
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1845267 0.1702256 -0.41364051 0.06790447
#> lag1_var2 -0.8191011 1.3889362 -2.69643918 0.96954897
#> lag1_var3 -1.0981619 1.8300708 -3.60599449 1.14307040
#> lag1_var4 2.1316441 1.8045845 -0.06128629 4.61999595
#> const 0.9471044 1.4019214 -0.92159129 3.05675753
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002611605 0.007522249 0.0001783291 0.01336283
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004300939 0.01428363 -0.0012206 0.02501582
#> Sigma[2,2] 0.211110057 0.07409065 0.1320155 0.32102595
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001409606 0.002507307 -0.002149497 0.00369699
#> Sigma[3,2] -0.1310657482 0.084391195 -0.261980850 -0.03873236
#> Sigma[3,3] 0.3335304281 0.113643039 0.202228945 0.48638005
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002425364 0.01101794 -0.002232185 0.01868513
#> Sigma[4,2] -0.006627437 0.05419917 -0.076775012 0.06853417
#> Sigma[4,3] 0.268569637 0.07631430 0.161279025 0.36557341
#> Sigma[4,4] 0.277620629 0.06784961 0.169243280 0.35618839
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0000597 0.01989580 0.9846099 1.0304742
#> lag1_var2 -0.2143709 0.06978266 -0.3202164 -0.1194363
#> lag1_var3 -0.3899507 0.12330814 -0.5776796 -0.2285598
#> lag1_var4 0.3677169 0.11565701 0.2136297 0.5416137
#> const 1.2979355 0.16499580 1.1203040 1.5658313
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21263934 0.200195 -0.08406111 0.4855551
#> lag1_var2 0.73728619 1.220804 -0.48960431 2.9085452
#> lag1_var3 -0.14867958 1.954998 -2.00764539 3.3328174
#> lag1_var4 0.03885765 1.863624 -3.29317214 1.7842045
#> const 1.65802546 2.774360 -0.47433854 6.5869393
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.139816744 0.2771068 -0.2030629 0.5247288
#> lag1_var2 0.091175455 1.5930647 -1.8825996 2.1791404
#> lag1_var3 0.920564602 2.5935824 -2.2708267 4.4215457
#> lag1_var4 0.001061505 2.4927680 -3.3528876 3.0400298
#> const 0.513769020 4.0187304 -5.2730654 5.7184239
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27093501 0.2644383 -0.08855011 0.5715806
#> lag1_var2 0.08454369 1.5527574 -2.02578791 1.9242747
#> lag1_var3 0.07792689 2.5306609 -3.47340330 3.1830458
#> lag1_var4 0.78081141 2.4290922 -2.17784726 4.2784211
#> const 1.21607326 3.3417270 -3.40642838 6.1371105
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002081782 0.000539203 0.001349429 0.002820223
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03387719 0.01297685 -0.0512724 -0.01643489
#> Sigma[2,2] 3.09288237 0.74472836 2.0070061 4.07855766
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02203434 0.008746446 0.01370715 0.03560568
#> Sigma[3,2] -1.64747823 0.391968004 -2.24608564 -1.15260026
#> Sigma[3,3] 1.45523699 0.288810015 1.10315956 1.86589510
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004945227 0.005180826 -0.002202732 0.01171178
#> Sigma[4,2] -0.043842338 0.120102335 -0.213109818 0.11804946
#> Sigma[4,3] 0.647593593 0.147673856 0.488732242 0.83979310
#> Sigma[4,4] 0.677507096 0.149031469 0.519785130 0.91532174
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92915939 0.01543011 0.91009973 0.95122428
#> lag1_var2 -0.04045377 0.03775638 -0.08454049 0.01195439
#> lag1_var3 -0.08169770 0.07259878 -0.16872136 0.01964421
#> lag1_var4 0.08678531 0.06970839 -0.01096010 0.17174705
#> const 1.47142285 0.30422511 1.08399386 1.86284119
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0264242 0.8938046 -0.9741517 1.257194
#> lag1_var2 2.2053228 1.9163996 -0.7756651 4.452201
#> lag1_var3 2.7059600 3.6286129 -3.0399282 6.973508
#> lag1_var4 -2.7824694 3.2558993 -6.6389207 2.422743
#> const 4.8896763 9.5149322 -5.6294274 18.854595
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78448304 0.6315956 -0.1718172 1.52917139
#> lag1_var2 -1.73178112 1.0588751 -3.2709569 -0.44927715
#> lag1_var3 -2.39774134 1.9488383 -5.2052869 0.01041133
#> lag1_var4 3.03422177 1.7492953 0.9029597 5.52628299
#> const 0.09260274 7.7257844 -12.3982442 7.75837614
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8608305 0.3535786 0.3919491 1.3331035
#> lag1_var2 -1.1325946 0.6343518 -1.9995898 -0.4153294
#> lag1_var3 -2.0348665 1.2071521 -3.7228154 -0.6109295
#> lag1_var4 2.6068293 1.1039406 1.2827568 4.1633798
#> const 2.4692311 5.8587516 -6.0788615 10.4102707
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008844083 0.0002010324 0.0005866217 0.001102513
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002105589 0.0005507713 -0.002769357 -0.001198346
#> Sigma[2,2] 0.013640376 0.0032174957 0.010356373 0.018641154
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01220445 0.003675647 0.008112149 0.01848014
#> Sigma[3,2] -0.04932573 0.016097914 -0.073939067 -0.02775236
#> Sigma[3,3] 0.54671178 0.074447721 0.479319412 0.65769818
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01086746 0.003404062 0.00735904 0.01677897
#> Sigma[4,2] -0.04038131 0.014333532 -0.06175512 -0.02082782
#> Sigma[4,3] 0.51855500 0.069680978 0.45745049 0.62812684
#> Sigma[4,4] 0.49634371 0.066796256 0.43458706 0.60476292
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9599796 0.0166118 0.94148797 0.98686206
#> lag1_var2 -0.1799212 0.1439360 -0.36459739 0.02162903
#> lag1_var3 -0.3087312 0.2042175 -0.58700913 -0.03512400
#> lag1_var4 0.3041585 0.2001563 0.03436877 0.57605270
#> const 1.2694658 0.3037637 0.82583487 1.65749204
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09204122 0.05694072 -0.1634855 -0.006515015
#> lag1_var2 0.74953532 0.40126673 0.3007140 1.274940693
#> lag1_var3 0.20031792 0.54329831 -0.4387187 0.920688781
#> lag1_var4 -0.17087597 0.53766695 -0.8857245 0.469068512
#> const 0.63233769 0.67804352 -0.2239579 1.471217556
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5998774 0.3631864 0.04184504 1.0363412
#> lag1_var2 -2.4117151 1.9322671 -4.73602023 0.3222068
#> lag1_var3 -2.6191160 2.9779875 -6.55318795 1.5476828
#> lag1_var4 3.4418039 2.9160059 -0.65851773 7.3140409
#> const -2.1596741 5.1550693 -7.66030676 5.6369204
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5436643 0.3504334 0.02754544 0.9906380
#> lag1_var2 -2.3543519 1.9051224 -4.69504354 0.5067459
#> lag1_var3 -3.1479751 2.9703610 -6.88853670 1.2485642
#> lag1_var4 3.9934550 2.9067389 -0.32697055 7.6687712
#> const -2.0682902 4.8520364 -7.47993024 5.3372808
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002656802 0.0005688901 0.001810709 0.003406389
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05019249 0.01763072 -0.06804976 -0.02155843
#> Sigma[2,2] 3.26449196 0.82309705 2.32767660 4.48083217
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07807194 0.02262258 0.04506744 0.1006954
#> Sigma[3,2] -2.89663253 0.88163580 -4.09829709 -1.7028728
#> Sigma[3,3] 3.56871622 1.04567720 2.13092627 4.8843934
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04634285 0.01273922 0.02802377 0.0613738
#> Sigma[4,2] -0.55308147 0.41507309 -1.08434630 0.0456554
#> Sigma[4,3] 1.61270601 0.47234042 0.99061591 2.1460436
#> Sigma[4,4] 1.35499263 0.27513053 0.96869978 1.7005254
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9142515 0.04080659 0.863663128 0.978006310
#> lag1_var2 0.1158961 0.09385507 -0.009349494 0.242711081
#> lag1_var3 0.1586164 0.12652300 -0.008535920 0.330665200
#> lag1_var4 -0.1554813 0.11132698 -0.307237552 -0.008402528
#> const 1.7661159 0.44407849 1.221537610 2.414174159
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8552535 1.630060 -1.824686 2.611541
#> lag1_var2 -0.4189004 3.687020 -4.250740 5.767849
#> lag1_var3 -1.4860439 4.964286 -6.673619 6.826583
#> lag1_var4 1.3247613 4.435002 -6.295679 5.765567
#> const -4.4027931 21.771793 -34.937634 25.592120
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.044266 1.990480 -3.527277 2.165125
#> lag1_var2 4.048025 4.312223 -2.284320 9.230217
#> lag1_var3 6.151719 5.817191 -2.463849 13.135249
#> lag1_var4 -4.988299 5.122835 -11.183392 2.750718
#> const 9.292609 20.572440 -17.318918 42.140337
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4947674 1.058386 -1.9153991 0.9988377
#> lag1_var2 3.5183842 2.076946 0.6796878 6.4436657
#> lag1_var3 4.7537757 2.768919 1.0101070 8.7069693
#> lag1_var4 -3.6884026 2.429553 -7.1653301 -0.4155672
#> const 6.3433985 9.473476 -3.2880189 22.5854663
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007019444 0.001565586 0.005409148 0.009785554
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01100237 0.02673419 -0.04694354 0.02567289
#> Sigma[2,2] 2.70052637 1.08784554 1.62599070 4.45031603
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004798717 0.01265281 -0.01446827 0.01967423
#> Sigma[3,2] -1.523865083 0.66883129 -2.65525409 -0.88043614
#> Sigma[3,3] 0.953922563 0.41827478 0.53098355 1.67618767
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008315164 0.005807643 -0.01007105 0.005135738
#> Sigma[4,2] -0.1845396309 0.178342327 -0.47311702 0.019464192
#> Sigma[4,3] 0.2165673453 0.115581507 0.07365419 0.391275452
#> Sigma[4,4] 0.1477570792 0.037928261 0.09074529 0.201812295
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94986053 0.04007717 0.8998191 1.01051291
#> lag1_var2 -0.01776584 0.07318788 -0.1259051 0.08062561
#> lag1_var3 -0.03529139 0.14332727 -0.2458091 0.15747661
#> lag1_var4 0.03166464 0.13046046 -0.1418770 0.22351993
#> const 1.39825136 0.50024784 0.6599701 2.10026255
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.45691242 0.6044659 0.649496 2.309811
#> lag1_var2 -2.95933975 1.2450193 -4.885249 -1.715106
#> lag1_var3 -7.65580715 2.4180975 -11.440986 -5.206532
#> lag1_var4 6.99748539 2.1717297 4.906077 10.458772
#> const 0.07576596 10.4564165 -16.639831 11.856856
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6734067 0.3670909 -1.170961 -0.1822703
#> lag1_var2 1.9386835 0.7254448 1.122095 3.0327755
#> lag1_var3 4.7658077 1.3957209 3.199345 6.9126215
#> lag1_var4 -3.4732319 1.2444322 -5.418960 -2.0704215
#> const 0.6470322 6.4081522 -6.891182 10.0540336
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06182262 0.1175685 -0.03873867 0.2738329
#> lag1_var2 -0.03824275 0.2354722 -0.31913840 0.2774496
#> lag1_var3 -0.04488016 0.4570602 -0.57035130 0.6057002
#> lag1_var4 1.01275307 0.4031124 0.43870828 1.4871940
#> const 0.41397681 2.4583598 -1.95431586 3.9072934
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003490865 0.001135028 0.00226881 0.005354161
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07407751 0.02741379 -0.121096 -0.05003581
#> Sigma[2,2] 4.03171715 0.58895938 3.524331 5.04201835
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0474349 0.02169045 0.02953518 0.08674063
#> Sigma[3,2] -2.3706889 0.44047600 -3.16767773 -1.97456292
#> Sigma[3,3] 1.4832215 0.40482895 1.15185517 2.21783853
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00359502 0.009539873 -0.001216127 0.01809325
#> Sigma[4,2] 0.03151022 0.177733257 -0.231253665 0.20476433
#> Sigma[4,3] 0.07785916 0.195040203 -0.034297129 0.37259005
#> Sigma[4,4] 0.10474703 0.103125422 0.047774790 0.27263710
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0006097 0.03827926 0.9456884 1.0563194
#> lag1_var2 -0.2589235 0.12517202 -0.4609296 -0.1257841
#> lag1_var3 -0.4468342 0.21471426 -0.7945584 -0.2197381
#> lag1_var4 0.4275132 0.20259896 0.2153960 0.7528577
#> const 1.0880937 0.35423528 0.6484688 1.5925652
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.027243 1.245683 -2.849952 0.4039963
#> lag1_var2 4.630908 2.356154 2.047340 8.1710151
#> lag1_var3 6.573607 4.047863 2.155398 12.6106833
#> lag1_var4 -6.401054 3.747195 -11.939118 -2.1259763
#> const 17.577234 20.812844 -3.389748 50.0740555
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.299120 0.8140027 0.2588104 2.369478
#> lag1_var2 -3.701649 1.5481451 -6.1186943 -1.846915
#> lag1_var3 -5.509961 2.6832334 -9.7478349 -2.308515
#> lag1_var4 6.133693 2.4714703 3.2233000 10.025384
#> const -10.586337 11.8078911 -28.1399538 2.480975
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7421261 0.3372678 0.4310785 1.2698300
#> lag1_var2 -1.5444526 0.8792994 -2.9319576 -0.6727733
#> lag1_var3 -2.6024607 1.5190416 -5.0116772 -1.1095918
#> lag1_var4 3.3138749 1.3947064 1.9407269 5.5255986
#> const -0.5152610 1.5110984 -2.5441682 1.5297152
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001674928 0.0001399795 0.001484731 0.001874623
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01441816 0.004893907 -0.02045382 -0.006998566
#> Sigma[2,2] 0.80988325 0.173864240 0.59304089 1.073722977
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05631923 0.009427855 0.04267756 0.06790964
#> Sigma[3,2] -0.96362294 0.349636863 -1.55799354 -0.60062002
#> Sigma[3,3] 5.51382103 0.656711527 4.72281817 6.48159748
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05307716 0.01101286 0.03655974 0.06461547
#> Sigma[4,2] -0.52607887 0.29517792 -1.00939122 -0.16637521
#> Sigma[4,3] 5.46859631 0.73161964 4.58266476 6.65403983
#> Sigma[4,4] 5.71242719 0.88257524 4.70674964 7.14994738
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0100705 0.02269697 0.98379944 1.04215105
#> lag1_var2 -0.1007951 0.04906709 -0.16068561 -0.03825069
#> lag1_var3 -0.1778706 0.07983062 -0.27510431 -0.07284466
#> lag1_var4 0.1516933 0.07030815 0.05779164 0.23787598
#> const 1.3439229 0.29936970 0.86834539 1.69113369
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.186160 0.6333612 -1.963852 -0.2570046
#> lag1_var2 3.216227 1.1627493 1.588172 4.4211692
#> lag1_var3 4.163931 1.9867492 1.413777 6.1753184
#> lag1_var4 -3.726314 1.7401707 -5.502887 -1.3077252
#> const 1.458027 5.5225287 -7.314995 7.7908562
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004018 1.820667 -1.398432 3.341540
#> lag1_var2 1.766784 3.249839 -2.283284 6.017170
#> lag1_var3 3.994331 5.544682 -2.851122 11.305359
#> lag1_var4 -3.220237 4.900289 -9.617900 2.848060
#> const -7.356074 11.021783 -21.366737 9.747286
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3401724 1.937866 -2.294795 2.959420
#> lag1_var2 3.4624174 3.635222 -1.312820 8.047107
#> lag1_var3 6.1305761 6.208980 -1.964224 14.165112
#> lag1_var4 -5.0864952 5.494634 -12.186362 2.064136
#> const -7.7814659 12.647950 -21.971304 13.146955
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007281532 0.0002064986 0.0004800518 0.0009872193
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01617112 0.004959461 -0.02259493 -0.00969441
#> Sigma[2,2] 0.75284113 0.151121580 0.54008916 0.91999657
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01962363 0.005861189 0.01305801 0.02887169
#> Sigma[3,2] -0.85620133 0.181595174 -1.10378338 -0.60862588
#> Sigma[3,3] 1.38276172 0.219758539 1.07752882 1.68523116
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008293943 0.003294093 0.004398198 0.01374137
#> Sigma[4,2] -0.327152402 0.085444924 -0.464373775 -0.22570266
#> Sigma[4,3] 0.798175135 0.098932523 0.664543754 0.92765422
#> Sigma[4,4] 0.586796331 0.054791435 0.518480322 0.66103367
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9765594 0.01090946 0.96128061 0.99105598
#> lag1_var2 -0.1398113 0.06795571 -0.21934468 -0.05600090
#> lag1_var3 -0.2070394 0.09531894 -0.31575360 -0.08482094
#> lag1_var4 0.1956869 0.09202122 0.07869209 0.30236799
#> const 1.3724323 0.15209609 1.14192872 1.56559837
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3624954 0.3541376 -0.155402 0.7939954
#> lag1_var2 -1.0011287 2.1357229 -3.493200 2.6536925
#> lag1_var3 -2.0360537 2.9427894 -5.307256 2.9914820
#> lag1_var4 1.9931700 2.8277666 -2.828882 5.1636369
#> const -3.8891512 5.2775773 -8.952956 4.2179256
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1155943 0.4203307 -0.6445572 0.4033995
#> lag1_var2 3.3603792 2.3862455 -0.5429935 5.7776617
#> lag1_var3 3.8103221 3.2972537 -1.5716604 7.1158179
#> lag1_var4 -2.8657626 3.1692796 -6.0581078 2.2909552
#> const 2.7762379 6.1035732 -6.5179737 9.5477042
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1389424 0.1921262 -0.09837172 0.3571232
#> lag1_var2 2.2994155 1.2684925 0.80400369 3.8787263
#> lag1_var3 1.8064903 1.7567360 -0.29116472 4.0102607
#> lag1_var4 -0.8854302 1.7022789 -3.01628692 1.1404853
#> const -0.5382764 4.0138913 -4.87167730 5.5307294
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009911312 0.0004938193 0.0005638715 0.00176682
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02442248 0.00938767 -0.03853919 -0.0148747
#> Sigma[2,2] 1.35046663 0.37444433 0.89347810 1.9078067
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01817189 0.006717384 0.01205057 0.02888663
#> Sigma[3,2] -1.04730879 0.289602687 -1.51403971 -0.78648057
#> Sigma[3,3] 1.44391115 0.232207632 1.11475868 1.76972172
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003026003 0.00348668 -0.002085674 0.007977816
#> Sigma[4,2] -0.207841933 0.12589721 -0.343328254 0.008530368
#> Sigma[4,3] 0.875541778 0.20853961 0.647058317 1.187617892
#> Sigma[4,4] 0.840722901 0.25883078 0.578876886 1.260638601
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95560801 0.02668483 0.9132767 0.99104242
#> lag1_var2 -0.02456785 0.07752968 -0.1311735 0.09178027
#> lag1_var3 -0.04496879 0.12282589 -0.2151681 0.13862426
#> lag1_var4 0.04262962 0.11277832 -0.1245464 0.19964014
#> const 1.37089964 0.17664572 1.1524618 1.58038129
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02275228 0.7954002 -0.9737982 1.125583
#> lag1_var2 0.38432138 1.5002335 -2.2534443 1.826646
#> lag1_var3 -0.63458539 2.3410759 -4.7253971 1.669873
#> lag1_var4 0.62461633 2.1147236 -1.5072151 4.313038
#> const 1.94194155 10.5453469 -12.6058566 17.298359
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3315011 0.7105939 -1.31993821 0.5565986
#> lag1_var2 2.0548184 1.6588433 -0.49722042 4.0325578
#> lag1_var3 3.9871194 2.6146433 -0.02237728 7.1570397
#> lag1_var4 -2.8649902 2.4401355 -5.81750836 0.8662194
#> const 0.2337405 13.5883501 -16.61727256 20.6568972
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3698793 0.6566929 -1.1022278 0.6505034
#> lag1_var2 1.9989715 1.8581298 -0.8731451 3.9022188
#> lag1_var3 3.1089707 2.8904100 -1.3503970 6.1208402
#> lag1_var4 -1.9643720 2.6332046 -4.6865753 2.0792571
#> const 1.1307536 9.1823081 -11.5143951 14.0248782
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002189582 0.0004034682 0.001657603 0.002763813
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03823144 0.009241735 -0.05095756 -0.02619254
#> Sigma[2,2] 1.77631541 0.258153158 1.47012516 2.15667217
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04581324 0.008582631 0.03458221 0.05885929
#> Sigma[3,2] -1.56516298 0.218586317 -1.87939385 -1.27675466
#> Sigma[3,3] 1.77038896 0.272048648 1.37386693 2.12242380
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02295992 0.004690637 0.01566411 0.02841467
#> Sigma[4,2] -0.40475835 0.125878163 -0.56704847 -0.23628612
#> Sigma[4,3] 0.80472196 0.177349252 0.57307581 1.03132966
#> Sigma[4,4] 0.60652142 0.107304798 0.47250511 0.74723021
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91573731 0.03136373 0.88779312 0.96360987
#> lag1_var2 0.04783695 0.05859828 -0.01428396 0.12742156
#> lag1_var3 0.07098075 0.08507076 -0.01993725 0.18646790
#> lag1_var4 -0.06685008 0.07755117 -0.17193670 0.01334672
#> const 1.61577690 0.29135263 1.15381834 1.89530415
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1308330 0.8894905 -1.2959426 1.079126
#> lag1_var2 1.3980866 1.8455456 -0.9945264 3.800156
#> lag1_var3 0.7763833 2.7525289 -2.7747006 4.386448
#> lag1_var4 -0.6335588 2.4645581 -3.8276773 2.578369
#> const -5.7101352 7.6265981 -15.3164836 4.439354
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3079309 0.8213738 -1.2643733 0.880637
#> lag1_var2 1.0493783 1.4439695 -0.9150362 2.692468
#> lag1_var3 2.3641242 2.1444146 -0.5781201 4.786634
#> lag1_var4 -1.3435977 1.8872376 -3.4204778 1.282162
#> const 4.2547354 7.2045551 -5.8876842 12.950637
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.50471109 0.6466163 -1.5449869 0.3005884
#> lag1_var2 1.70720743 1.2922491 0.1802366 3.8304960
#> lag1_var3 2.45427617 1.9093795 0.2139204 5.5887708
#> lag1_var4 -1.29570169 1.7194406 -4.0956441 0.7944288
#> const -0.06641933 3.8262193 -6.2864690 4.4881148
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008391766 0.0001868304 0.00060385 0.001107228
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003599623 0.003270494 -0.007689663 0.0007851446
#> Sigma[2,2] 0.375644340 0.054853529 0.292779804 0.4483898952
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001216321 0.002397614 -0.001886124 0.004596292
#> Sigma[3,2] -0.222080468 0.067853899 -0.324638049 -0.143107370
#> Sigma[3,3] 0.293994638 0.107159210 0.214086946 0.468710916
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001251848 0.00198624 -0.004547192 0.0006898927
#> Sigma[4,2] 0.023172761 0.06420378 -0.083355582 0.0844080391
#> Sigma[4,3] 0.161493845 0.07566165 0.097506005 0.2925198175
#> Sigma[4,4] 0.190196988 0.05719528 0.128651872 0.2818048590
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94435104 0.01914472 0.92013286 0.96722706
#> lag1_var2 -0.09695227 0.05872353 -0.17671603 -0.01838802
#> lag1_var3 -0.15235311 0.08956646 -0.27283990 -0.02809885
#> lag1_var4 0.14802122 0.08580319 0.02787098 0.26087997
#> const 1.56114102 0.21249213 1.21327365 1.78973511
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3256511 0.5874562 -0.4500507 0.9207336
#> lag1_var2 -1.0023589 1.7126928 -2.9855679 1.4640186
#> lag1_var3 -2.7267666 2.5862286 -5.6539613 0.9726669
#> lag1_var4 2.6038974 2.4051761 -0.8197374 5.3417666
#> const 1.7351832 2.9651499 -1.7814655 6.2455799
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4282263 0.2961761 -0.8249683 -0.02813665
#> lag1_var2 2.6101444 1.2591383 1.1704920 4.54196838
#> lag1_var3 4.9760258 1.8774573 2.7487422 7.81393658
#> lag1_var4 -3.8132317 1.7843952 -6.4954281 -1.63017897
#> const -0.7081047 3.2769898 -4.2811614 4.30941211
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25989501 0.3190557 -0.7727521 0.1305197
#> lag1_var2 1.60239606 1.0147934 0.2376671 3.0866806
#> lag1_var3 2.66407083 1.5299313 0.6095722 4.9004539
#> lag1_var4 -1.55906638 1.4534786 -3.6818239 0.3988211
#> const 0.03031769 4.9429372 -5.8935401 8.2600101
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008542588 0.0001997653 0.0005932992 0.001097811
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001071616 0.003312637 -0.005758145 0.002903696
#> Sigma[2,2] 0.283280903 0.051050485 0.202351215 0.348729068
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004830891 0.004423882 -0.009942589 0.001586971
#> Sigma[3,2] -0.234284228 0.086685490 -0.340825578 -0.107874040
#> Sigma[3,3] 1.755358705 0.452098116 1.176873726 2.328134125
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005711994 0.004632944 -0.01052335 0.00147096
#> Sigma[4,2] -0.049530169 0.086804858 -0.16471536 0.05704143
#> Sigma[4,3] 1.670756800 0.426636125 1.14502202 2.23643174
#> Sigma[4,4] 1.710210167 0.396878672 1.22746788 2.25281124
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95330128 0.00970621 0.9418394026 0.966516842
#> lag1_var2 -0.09999652 0.10572402 -0.2553792005 0.014521338
#> lag1_var3 -0.16765693 0.15320348 -0.3984164503 -0.004513535
#> lag1_var4 0.16013567 0.15060080 -0.0008404541 0.387932037
#> const 1.51046370 0.20627255 1.2910278879 1.860413342
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5495881 0.2882023 0.166719 0.9604754
#> lag1_var2 -3.8781659 1.8841562 -6.679077 -1.5734711
#> lag1_var3 -6.6197718 2.6938472 -10.659557 -3.4474619
#> lag1_var4 6.5201576 2.6249806 3.440397 10.4510171
#> const -3.5621369 3.4514321 -7.887963 1.7251790
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5067811 0.4726426 -1.074726 0.2415001
#> lag1_var2 7.5081728 3.3867535 3.427124 12.5974231
#> lag1_var3 11.8319912 4.9393394 6.015859 19.4368070
#> lag1_var4 -10.7505464 4.8128275 -18.162491 -5.0870741
#> const 4.1578759 7.1246987 -5.634886 13.0918346
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1618145 0.4359622 -0.5813218 0.6053111
#> lag1_var2 4.7723095 2.9808964 0.7672075 9.1569527
#> lag1_var3 7.1774540 4.3625226 1.8081880 13.7792201
#> lag1_var4 -6.1508795 4.2655363 -12.5894258 -0.8869741
#> const 1.4257416 7.6115734 -8.3060897 12.2540924
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002399684 0.0007300113 0.00153018 0.003504742
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005465353 0.01771327 -0.01924493 0.02714847
#> Sigma[2,2] 2.932003153 1.17408800 1.62198274 4.63930817
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001390424 0.008139366 -0.008563755 0.01364529
#> Sigma[3,2] -1.456099419 0.521651500 -2.357592818 -0.96713518
#> Sigma[3,3] 1.279719641 0.234537968 1.061484588 1.68609831
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006620964 0.005287862 0.0008162603 0.01496261
#> Sigma[4,2] 0.394838429 0.484215189 -0.0458619558 1.19910541
#> Sigma[4,3] 0.502651263 0.156075250 0.2523384425 0.66493628
#> Sigma[4,4] 0.932284788 0.322035340 0.6467705011 1.45263401
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96043708 0.03013980 0.91393764 0.99218705
#> lag1_var2 -0.01339244 0.03310998 -0.05458386 0.04115998
#> lag1_var3 -0.03237038 0.05508090 -0.09520533 0.05904149
#> lag1_var4 0.02092547 0.04248335 -0.04858499 0.07262707
#> const 1.52255193 0.33442205 1.11936386 2.05681586
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7286182 0.9905231 -0.5626411 2.262876
#> lag1_var2 -0.2868119 1.4592120 -2.3243719 1.710888
#> lag1_var3 -1.6265462 2.3056843 -4.9495152 1.541498
#> lag1_var4 1.3987848 1.9026750 -1.0982812 4.134211
#> const 2.7793531 14.1930524 -17.4101090 21.639278
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36085080 0.6321306 -0.5589771 1.2590634
#> lag1_var2 -0.03869676 0.5356614 -0.8682822 0.6037763
#> lag1_var3 0.59021843 0.8116144 -0.5864292 1.6688650
#> lag1_var4 0.19456516 0.6759122 -0.6426928 1.1851471
#> const 0.88761676 8.4892821 -8.7218302 15.2288592
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9804961 0.5104611 0.327299 1.68917296
#> lag1_var2 -0.9954002 0.6056923 -1.735899 -0.01638559
#> lag1_var3 -1.7053134 1.0042223 -2.907330 -0.13992485
#> lag1_var4 2.2826859 0.8162841 1.031068 3.30562503
#> const 2.5153151 5.5917225 -3.845035 11.40410023
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008936694 0.003448501 0.005343701 0.01434078
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001157745 0.003017987 -0.002921643 0.00550759
#> Sigma[2,2] 0.018870328 0.002537694 0.015458619 0.02210196
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003128794 0.006272710 -0.01323613 0.004818212
#> Sigma[3,2] -0.030224510 0.006411283 -0.03874588 -0.022200382
#> Sigma[3,3] 0.068393363 0.017220149 0.04795714 0.093279980
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002389544 0.004359038 -0.00954478 0.002875383
#> Sigma[4,2] -0.017498021 0.005317985 -0.02512612 -0.010981055
#> Sigma[4,3] 0.048965805 0.013774607 0.03137376 0.068913592
#> Sigma[4,4] 0.038210698 0.010878241 0.02371589 0.053632719
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8923032 0.1266507 0.7179218 1.0661099
#> lag1_var2 0.1087066 0.4082763 -0.3007965 0.7142817
#> lag1_var3 0.1705692 0.6383858 -0.4717252 1.1563558
#> lag1_var4 -0.1588031 0.6087377 -1.0960543 0.4383749
#> const 1.5414676 0.4036827 0.9663948 2.1076527
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005803769 0.0847674 -0.1365533 0.08628295
#> lag1_var2 -0.097430049 0.5198680 -0.9107825 0.54021492
#> lag1_var3 -1.165912740 0.6655739 -2.2172310 -0.31446705
#> lag1_var4 1.182323297 0.6819906 0.3289582 2.27405098
#> const 0.391468364 0.6385413 -0.4069724 1.39636342
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1658927 0.1856683 -0.10172791 0.3911433
#> lag1_var2 0.9628450 1.0192433 0.02154756 2.5803356
#> lag1_var3 1.8544346 1.3003498 0.60958784 3.8270216
#> lag1_var4 -0.9434805 1.3082204 -2.97813217 0.2908229
#> const 0.9664370 0.9983728 -0.72274159 2.0377916
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1608807 0.1481266 -0.06139929 0.3284594
#> lag1_var2 0.4174356 0.8328276 -0.48847119 1.6387393
#> lag1_var3 0.3360506 1.0896231 -0.84966415 1.9417961
#> lag1_var4 0.5914358 1.0757413 -0.96787051 1.7812088
#> const 0.8603341 0.8140982 -0.39120829 1.8253564
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004552723 0.0001289227 0.0003397396 0.0006818481
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01761116 0.006032558 -0.02754809 -0.01170872
#> Sigma[2,2] 0.93810246 0.293465335 0.71054807 1.41487720
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01696068 0.005620127 0.01154999 0.02670932
#> Sigma[3,2] -0.87783154 0.265532469 -1.29417387 -0.62899135
#> Sigma[3,3] 0.94279039 0.244881239 0.69236515 1.34999078
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006001924 0.002255522 0.003708661 0.009799122
#> Sigma[4,2] -0.289765925 0.099780691 -0.444168392 -0.171976512
#> Sigma[4,3] 0.402866052 0.102456910 0.305894926 0.570460133
#> Sigma[4,4] 0.232699523 0.054694604 0.190921145 0.321467693
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97093327 0.01790292 0.94882848 0.99878458
#> lag1_var2 -0.04533915 0.07342450 -0.15121235 0.05576720
#> lag1_var3 -0.07146951 0.11489753 -0.23594771 0.08682075
#> lag1_var4 0.06069476 0.10727698 -0.08914283 0.21319501
#> const 1.53063373 0.23175327 1.21997925 1.86096302
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4860719 0.8802256 -1.905943 0.4479629
#> lag1_var2 1.0011094 3.1936210 -2.615525 6.1892607
#> lag1_var3 0.4000612 5.0001292 -5.254661 8.4490001
#> lag1_var4 -0.1432914 4.6537494 -7.617331 5.1848661
#> const -1.4191839 7.2302237 -13.621405 6.3864069
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1271975 0.8810174 -0.9351108 1.421718
#> lag1_var2 1.6036175 3.2675886 -3.0998686 6.190053
#> lag1_var3 3.2323364 5.1293535 -4.1193607 10.376318
#> lag1_var4 -2.3473459 4.7858053 -9.1033949 4.467249
#> const 2.9978480 8.3240452 -6.6570035 15.898109
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2222766 0.3579779 -0.7147958 0.2846205
#> lag1_var2 1.9087814 1.5416956 0.5235396 4.3269221
#> lag1_var3 2.9695592 2.4127945 0.7629936 6.7204950
#> lag1_var4 -1.8982445 2.2601976 -5.4578723 0.1385255
#> const 1.7993680 5.1632744 -4.7135824 9.6004021
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00127409 0.0003401363 0.0008572823 0.001822269
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01118719 0.004354842 -0.01739468 -0.006399075
#> Sigma[2,2] 0.23838365 0.063073639 0.17995136 0.340483896
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009846877 0.003388916 0.00622744 0.01499125
#> Sigma[3,2] -0.164440643 0.059982557 -0.25704855 -0.09780913
#> Sigma[3,3] 0.187653147 0.052951432 0.12882772 0.26369987
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003495478 0.002342016 -0.0000457783 0.006512234
#> Sigma[4,2] -0.026235947 0.029986543 -0.0626834411 0.016544734
#> Sigma[4,3] 0.097493402 0.021412920 0.0748359572 0.127895847
#> Sigma[4,4] 0.087920678 0.009286016 0.0739438642 0.098252817
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93560135 0.03515528 0.89704883 0.9923448
#> lag1_var2 0.02941693 0.09806220 -0.09961919 0.1577740
#> lag1_var3 0.04471596 0.16646043 -0.17587507 0.2645721
#> lag1_var4 -0.04514982 0.15480484 -0.25021785 0.1633548
#> const 1.50175584 0.30633272 1.11534483 1.9554214
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1666110 0.6365157 -1.168180 0.504153
#> lag1_var2 0.9181123 1.7461434 -1.079339 3.580843
#> lag1_var3 0.1665102 3.0567136 -3.306669 4.740800
#> lag1_var4 -0.1170835 2.8157632 -4.370687 3.010877
#> const 2.1042039 5.1910351 -4.631959 9.485857
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3707998 0.5084557 -0.9008588 0.4069468
#> lag1_var2 1.5111208 1.3281313 -0.6017065 2.8288519
#> lag1_var3 3.3943855 2.3296396 -0.3070602 5.6485243
#> lag1_var4 -2.2637515 2.1505769 -4.3237448 1.1761423
#> const 0.1373440 3.5856127 -5.2110390 5.1858050
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5160887 0.3206629 -0.9279840 -0.0403938
#> lag1_var2 1.6919725 0.6648431 0.7198944 2.5034934
#> lag1_var3 2.8809666 1.1523278 1.1530668 4.2376979
#> lag1_var4 -1.6982392 1.0331669 -2.8893660 -0.1474210
#> const 1.1027480 2.5648287 -2.2171595 4.4958728
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003218029 0.0001151331 0.0001969804 0.0004964664
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002139207 0.001286445 -0.004213161 -0.0006661068
#> Sigma[2,2] 0.196708537 0.039802297 0.141491443 0.2548751510
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -3.840016e-05 0.001421816 -0.001670648 0.001933349
#> Sigma[3,2] -1.232540e-01 0.024387391 -0.161207215 -0.098744846
#> Sigma[3,3] 5.022802e-01 0.154295190 0.373809194 0.779994568
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001554860 0.001183098 -0.002952279 0.0001197301
#> Sigma[4,2] 0.007794892 0.020080691 -0.011620589 0.0426311153
#> Sigma[4,3] 0.436414755 0.150318411 0.310572942 0.7037571602
#> Sigma[4,4] 0.458730516 0.154604525 0.321989241 0.7270772449
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95202380 0.01628690 0.93424190 0.978141563
#> lag1_var2 -0.06724585 0.04276726 -0.12875633 -0.009740156
#> lag1_var3 -0.11807973 0.06124650 -0.20518860 -0.035504690
#> lag1_var4 0.11494724 0.05882473 0.03420657 0.198793521
#> const 1.48029644 0.17369741 1.17864439 1.654527257
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1589518 0.274034 -0.2564007 0.4503027
#> lag1_var2 -1.4521834 1.455665 -3.1814956 0.8646641
#> lag1_var3 -3.1290519 2.073601 -5.5335323 0.1940001
#> lag1_var4 3.0661062 2.020723 -0.1390697 5.4537896
#> const 1.3386528 3.952656 -3.8046619 6.7342066
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2100936 0.383260 -0.3922878 0.5786062
#> lag1_var2 2.1856714 2.280144 -1.3992519 4.8385835
#> lag1_var3 3.9011054 3.341562 -1.3936600 7.7633690
#> lag1_var4 -3.0519941 3.220039 -6.7874827 2.0801037
#> const 3.5703906 7.795327 -6.3951490 14.8126958
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3059858 0.3378064 -0.2103286 0.6242527
#> lag1_var2 0.8948841 1.7541002 -1.9216714 3.0736279
#> lag1_var3 1.3154340 2.6120431 -2.8986103 4.5314029
#> lag1_var4 -0.5002771 2.4905292 -3.5262573 3.5311210
#> const 4.1724383 5.8065005 -2.3254167 12.3507317
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009705031 0.0003213312 0.0006612149 0.001518389
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02636213 0.006921971 -0.03665123 -0.0183424
#> Sigma[2,2] 1.66724834 0.312230192 1.24532114 2.1411790
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0358191 0.008356852 0.02815843 0.04926442
#> Sigma[3,2] -1.8550843 0.323971303 -2.37907935 -1.53467611
#> Sigma[3,3] 2.9826819 0.473545631 2.38390865 3.64836788
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02253032 0.006265903 0.01627262 0.03128979
#> Sigma[4,2] -0.97653296 0.197555890 -1.28513942 -0.73699358
#> Sigma[4,3] 2.08800769 0.368682791 1.55711697 2.53599866
#> Sigma[4,4] 1.66421950 0.309971799 1.23249434 2.04555096
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96881367 0.02150138 0.95059254 1.00790064
#> lag1_var2 -0.05315990 0.05474551 -0.14002137 0.01885147
#> lag1_var3 -0.09512179 0.09608577 -0.24454442 0.03324606
#> lag1_var4 0.08411218 0.08679914 -0.03358532 0.21738297
#> const 1.47043582 0.23775062 1.08502076 1.68365932
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5281779 0.9390816 -1.9334398 0.5480637
#> lag1_var2 1.6927241 2.5750426 -0.9188319 5.6290577
#> lag1_var3 1.7232069 4.5432325 -2.9815997 8.6224941
#> lag1_var4 -1.4472326 4.1145338 -7.6843089 2.8490227
#> const 0.1107949 4.7358884 -6.9810725 5.4504646
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.856173896 1.258030 0.4320218 3.594206
#> lag1_var2 -3.337075364 3.536040 -8.1021032 1.430647
#> lag1_var3 -5.094145508 6.202006 -13.4684832 3.371654
#> lag1_var4 5.245633080 5.631577 -2.4873365 12.816094
#> const -0.004335362 5.788846 -6.2386076 8.868377
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6948382 0.8329558 0.6428441 2.8300803
#> lag1_var2 -3.1410192 2.5282764 -5.9629835 0.5322681
#> lag1_var3 -5.4600778 4.4097205 -10.3806616 0.9644210
#> lag1_var4 5.7156830 4.0275850 -0.1610918 10.1486209
#> const -0.4665544 4.0203056 -5.6031439 5.0192189
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003508358 6.905934e-05 0.000259457 0.000445714
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001243755 0.0006287534 -0.001930086 -0.0002341178
#> Sigma[2,2] 0.036528505 0.0045859439 0.029644352 0.0422280285
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003934966 0.001066261 0.002795849 0.005542247
#> Sigma[3,2] -0.059473941 0.011831008 -0.075821202 -0.043510919
#> Sigma[3,3] 0.236477990 0.036301349 0.201150407 0.287075189
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003208116 0.001046225 0.00186578 0.004743412
#> Sigma[4,2] -0.035741567 0.011730319 -0.05153854 -0.019540495
#> Sigma[4,3] 0.205797926 0.035327039 0.17122826 0.259861380
#> Sigma[4,4] 0.191112982 0.034513743 0.15474859 0.247628546
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95505315 0.004621524 0.94840313 0.96101734
#> lag1_var2 -0.01844813 0.058068103 -0.09112984 0.07083858
#> lag1_var3 -0.05916128 0.079885365 -0.15831576 0.06236514
#> lag1_var4 0.05635791 0.077990576 -0.06165239 0.15320183
#> const 1.50462001 0.108395214 1.33420708 1.64971550
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1985183 0.05163497 0.1229712 0.2638414
#> lag1_var2 -0.9134549 0.55486720 -1.7065412 -0.1829612
#> lag1_var3 -2.2086401 0.74358679 -3.2734914 -1.2468902
#> lag1_var4 2.1358175 0.72710590 1.1955908 3.1767268
#> const 0.8809242 0.78286622 -0.1732026 1.9229256
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3367136 0.1513684 -0.4843792 -0.07573332
#> lag1_var2 2.6512630 1.5387684 0.2468776 4.27767993
#> lag1_var3 3.9178733 2.1017607 0.7088755 6.34159330
#> lag1_var4 -2.8140266 2.0596140 -5.2133195 0.32430460
#> const -0.4145572 2.5096372 -3.9815683 2.72433607
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2252296 0.1390938 -0.3646020 0.004371901
#> lag1_var2 1.6231310 1.3668222 -0.4647294 3.033396131
#> lag1_var3 1.7688670 1.8465306 -1.0099346 3.893322730
#> lag1_var4 -0.7016999 1.8092631 -2.8099407 2.014493078
#> const -0.1497859 2.4883733 -3.5110410 3.207252303
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001343944 0.0001921142 0.001082779 0.001586314
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01153225 0.002184963 -0.01450964 -0.008575168
#> Sigma[2,2] 0.41781669 0.079539563 0.31947900 0.549761520
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007282816 0.001986456 0.004424653 0.01029152
#> Sigma[3,2] -0.248948746 0.047126233 -0.322399515 -0.19542201
#> Sigma[3,3] 0.246097126 0.031116382 0.197373438 0.27760953
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003680691 0.001877203 -0.00276934 0.002219997
#> Sigma[4,2] 0.0312491367 0.024138421 0.00230783 0.069797463
#> Sigma[4,3] 0.0819988762 0.027868567 0.04784451 0.124422215
#> Sigma[4,4] 0.1059552872 0.028986184 0.07254200 0.151128791
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9522266 0.02085222 0.9216251 0.9790208
#> lag1_var2 -0.3151852 0.18544051 -0.6052372 -0.1224062
#> lag1_var3 -0.4489648 0.28016547 -0.8915136 -0.1606046
#> lag1_var4 0.4487769 0.27650196 0.1643333 0.8826031
#> const 1.2970089 0.35585218 0.8821651 1.7834798
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08814301 0.3012558 -0.49840870 0.2143399
#> lag1_var2 2.18006190 2.6077467 0.05648218 6.8154696
#> lag1_var3 1.92249920 3.9445597 -1.28318085 8.9224964
#> lag1_var4 -1.94095205 3.8956294 -8.86904635 1.2486854
#> const 3.63692130 3.6273965 -0.72624181 8.5203157
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5241283 0.2641831 0.2105224 0.8847269
#> lag1_var2 -0.9523914 1.4455358 -3.4115105 0.3892763
#> lag1_var3 -0.6514892 2.2362833 -4.4339010 1.4432445
#> lag1_var4 1.4762834 2.1867230 -0.4759956 5.2123651
#> const -1.6621476 3.0603535 -4.8409602 3.4630644
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4798416139 0.2046207 0.1927204 0.7493126
#> lag1_var2 0.0002919598 0.6270319 -0.8517303 0.8972775
#> lag1_var3 -0.1252794812 0.9631005 -1.5131271 1.1900506
#> lag1_var4 0.9379795715 0.9363705 -0.3508713 2.2423285
#> const 0.3795553701 1.9884204 -2.2894989 3.0225067
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007258444 0.0001540597 0.0005335974 0.0009401911
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003938917 0.002557104 -0.007803384 -0.001166758
#> Sigma[2,2] 0.094208131 0.031795619 0.067518990 0.147032647
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006081749 0.005751763 -0.0005705817 0.01509525
#> Sigma[3,2] -0.181570453 0.064866081 -0.2830747638 -0.12737155
#> Sigma[3,3] 0.439270674 0.134475707 0.3231550928 0.65908440
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002991827 0.00393191 -0.001832888 0.009154685
#> Sigma[4,2] -0.109624282 0.04160188 -0.176172196 -0.073619213
#> Sigma[4,3] 0.305195191 0.08703984 0.228737384 0.448161166
#> Sigma[4,4] 0.226514252 0.05750552 0.170837401 0.319243050
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94020245 0.007540421 0.92914277 0.94946530
#> lag1_var2 0.02723028 0.079462820 -0.09222349 0.12321582
#> lag1_var3 0.04542213 0.096475568 -0.09963361 0.16233001
#> lag1_var4 -0.04492602 0.093806649 -0.15838195 0.09583697
#> const 1.46441272 0.185063053 1.22141151 1.70806783
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1564904 0.1215144 0.01078993 0.34223160
#> lag1_var2 -0.1533519 0.8613920 -1.29920718 0.99068437
#> lag1_var3 -1.4171658 1.0463443 -2.80294648 -0.05515042
#> lag1_var4 1.3521263 1.0115424 0.03263076 2.69254894
#> const 1.3565947 3.0409351 -3.36176233 4.93516155
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03983935 0.2116563 -0.346193 0.2044283
#> lag1_var2 0.86857084 1.8563640 -2.088552 3.0752362
#> lag1_var3 1.77749890 2.2426273 -1.760944 4.4429019
#> lag1_var4 -0.76514591 2.1692399 -3.347189 2.6627891
#> const -1.82317884 5.6766805 -8.485117 6.2127202
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06034351 0.1341504 -0.1263127 0.2397623
#> lag1_var2 0.30169322 1.3103163 -1.8652163 1.6829221
#> lag1_var3 0.06938707 1.5779409 -2.5342279 1.7299509
#> lag1_var4 0.90403117 1.5274184 -0.7067364 3.4251251
#> const -1.28875482 3.5447729 -5.7398597 3.3176609
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002362631 0.0003946106 0.001843578 0.002897644
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001080298 0.0009673736 -0.002287006 0.0004376605
#> Sigma[2,2] 0.036708974 0.0072477811 0.026020343 0.0452805794
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005600288 0.002999294 -0.009301476 -0.001473679
#> Sigma[3,2] -0.081584804 0.016192890 -0.103411680 -0.060989991
#> Sigma[3,3] 0.252905767 0.030764068 0.206050693 0.294636908
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006500247 0.002649617 -0.009601398 -0.002718486
#> Sigma[4,2] -0.059804840 0.012034127 -0.076279587 -0.045243315
#> Sigma[4,3] 0.205620604 0.024826711 0.166353128 0.237912588
#> Sigma[4,4] 0.171374497 0.022076166 0.138589060 0.201122548
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9449015 0.02792017 0.90596447 0.98129641
#> lag1_var2 0.1878295 0.26197751 -0.05168167 0.66598119
#> lag1_var3 0.2861767 0.44985524 -0.07816884 1.12079460
#> lag1_var4 -0.2896939 0.44264791 -1.11121691 0.06536921
#> const 1.6150221 0.38286810 0.93398207 1.90899602
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24925931 0.09212944 0.1419291 0.3969131
#> lag1_var2 -0.04734335 0.83894753 -1.4265493 0.6986550
#> lag1_var3 -0.97610452 1.41536033 -3.3584318 0.3976434
#> lag1_var4 0.89355747 1.38979023 -0.4655789 3.2336269
#> const 1.19878665 1.76917689 -0.8773805 3.6410555
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3835789 0.239773 -0.7741931 -0.1418261
#> lag1_var2 1.7924745 2.858911 -1.8190532 6.0223964
#> lag1_var3 2.8802942 4.876966 -3.4701028 10.2517763
#> lag1_var4 -1.7540464 4.795083 -9.0121645 4.5054314
#> const -1.6577966 4.309195 -7.9161106 3.7310682
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2440377 0.1872308 -0.5424233 -0.04770219
#> lag1_var2 1.4194591 2.3139247 -1.5109334 4.83733968
#> lag1_var3 1.7102713 3.9513003 -3.4396136 7.65780534
#> lag1_var4 -0.6231893 3.8858495 -6.4832255 4.45305544
#> const -1.3082451 3.3782941 -6.2965210 3.09496906
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002418926 0.0004948503 0.001675381 0.002954104
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0114250 0.003535397 -0.01551559 -0.006541147
#> Sigma[2,2] 0.2788903 0.075709941 0.17521155 0.371381853
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01162314 0.005992707 0.003935596 0.01921186
#> Sigma[3,2] -0.43066274 0.114887152 -0.582379380 -0.27394051
#> Sigma[3,3] 0.73476436 0.172198746 0.502615873 0.97310487
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004839069 0.004787086 -0.001283648 0.01088133
#> Sigma[4,2] -0.298627630 0.077092064 -0.406151548 -0.19599753
#> Sigma[4,3] 0.550365209 0.114079067 0.401774421 0.71440561
#> Sigma[4,4] 0.434843602 0.075766197 0.341915972 0.54554604
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93318220 0.01933337 0.906806682 0.95576109
#> lag1_var2 0.08969018 0.06701253 0.008553844 0.19645092
#> lag1_var3 0.17025405 0.13826402 0.007779285 0.39819506
#> lag1_var4 -0.16437230 0.12835370 -0.377943861 -0.02128229
#> const 1.67031559 0.44063663 1.072544657 2.25867810
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20232517 0.2611968 -0.1461549 0.5669674
#> lag1_var2 0.63433744 0.5584764 -0.1520998 1.3917552
#> lag1_var3 0.37269353 0.8739940 -0.9035678 1.3580330
#> lag1_var4 -0.25809798 0.7687599 -1.1923340 0.8682378
#> const -0.05782683 5.0663013 -9.1816935 3.7632351
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1810434 0.392398 -0.6901527 0.3982823
#> lag1_var2 0.9938889 1.101148 -0.4444604 2.5535005
#> lag1_var3 1.4639339 1.853775 -0.9104585 4.1537784
#> lag1_var4 -0.6085226 1.660133 -3.0112012 1.6190448
#> const 0.4190214 7.712284 -6.3670238 14.2031359
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09057034 0.2944343 -0.4527396 0.3389001
#> lag1_var2 1.13197647 0.9035824 -0.1037270 2.3439108
#> lag1_var3 1.25636905 1.5443947 -0.8509019 3.3941425
#> lag1_var4 -0.30567222 1.3898259 -2.2288584 1.5589160
#> const -0.13066552 5.3786353 -5.4631980 9.1800933
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000919979 0.0002143617 0.0006839176 0.001241068
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03686206 0.00998638 -0.05141209 -0.0246725
#> Sigma[2,2] 3.70251415 0.64878340 2.86327828 4.5995454
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02344986 0.007071011 0.01300713 0.03217637
#> Sigma[3,2] -2.56398022 0.487431827 -3.22294944 -1.90305579
#> Sigma[3,3] 2.22568832 0.429462665 1.65438841 2.89083225
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006318817 0.002289442 -0.0040182 0.001959665
#> Sigma[4,2] -0.1317623338 0.225801117 -0.4752005 0.113260883
#> Sigma[4,3] 0.6001978154 0.224589724 0.3715793 0.980065451
#> Sigma[4,4] 0.5820174537 0.124875067 0.4226123 0.757256776
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94253679 0.01534643 0.91890180 0.96357062
#> lag1_var2 0.05602554 0.04923458 -0.02162950 0.10870199
#> lag1_var3 0.08488894 0.07462649 -0.03259557 0.16579071
#> lag1_var4 -0.08393756 0.06812360 -0.15935892 0.02067505
#> const 1.47413436 0.27291885 1.08826002 1.79361411
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8337029 0.9930436 -0.2806549 2.385483
#> lag1_var2 -2.6748362 3.3830524 -6.8621008 1.784193
#> lag1_var3 -5.1402912 5.0842061 -11.5499217 1.565895
#> lag1_var4 4.8753840 4.6594260 -1.2332335 10.644745
#> const -1.1891070 9.5053904 -12.7319422 9.566717
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.086730 0.9982385 -2.505981 0.002778237
#> lag1_var2 4.233367 2.5682188 1.038652 7.173178647
#> lag1_var3 7.100997 3.8717082 2.261975 11.625482584
#> lag1_var4 -5.768682 3.5219895 -9.836654 -1.390368067
#> const 4.130018 6.8278526 -5.124927 12.466196195
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6312516 0.5234202 -1.407500 -0.05873026
#> lag1_var2 2.1833559 0.9205356 1.251984 3.62541112
#> lag1_var3 3.2686490 1.4165072 1.841790 5.51954592
#> lag1_var4 -2.0715975 1.2635702 -4.078067 -0.81083910
#> const 3.1420169 5.1001420 -3.581727 10.48467835
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001044759 0.0003247712 0.0008135118 0.001574042
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002771549 0.001289550 -0.004549884 -0.00118961
#> Sigma[2,2] 0.025148402 0.006963535 0.018389130 0.03571826
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003472338 0.006328455 -0.002541619 0.013423971
#> Sigma[3,2] -0.016535210 0.017361145 -0.039272492 0.003751359
#> Sigma[3,3] 0.304501546 0.121105118 0.171909169 0.509470331
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002304144 0.00642108 -0.003900794 0.01239270
#> Sigma[4,2] -0.004161539 0.01772050 -0.028301413 0.01497839
#> Sigma[4,3] 0.311430224 0.12252387 0.175366097 0.51619191
#> Sigma[4,4] 0.325323856 0.12396798 0.184153723 0.52873846
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93683353 0.01098496 0.9206128 0.95162835
#> lag1_var2 -0.06036306 0.04868805 -0.1177543 -0.00471481
#> lag1_var3 -0.12026759 0.09373136 -0.2436549 -0.01064805
#> lag1_var4 0.11814723 0.08973326 0.0132706 0.23748426
#> const 1.44213866 0.24582490 1.1348772 1.72738233
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05197735 0.1015115 -0.1234617 0.1566968
#> lag1_var2 0.71160190 0.4384579 0.2709904 1.4515396
#> lag1_var3 0.32493533 0.9957615 -0.7453557 1.9759534
#> lag1_var4 -0.33464852 0.9487913 -1.9102707 0.6836990
#> const 1.23160100 1.3511077 0.1063688 3.6401094
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.371337 0.2510217 0.0917374 0.7243013
#> lag1_var2 -1.530360 1.1768543 -3.3452384 -0.2117195
#> lag1_var3 -2.158557 2.5043944 -5.4862665 0.7869114
#> lag1_var4 3.062925 2.3809764 0.2480705 6.2137575
#> const -2.349802 3.0837603 -5.9663967 1.6474164
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.406771 0.2497736 0.1246406 0.78710696
#> lag1_var2 -1.633403 1.1458513 -3.3335558 -0.28110719
#> lag1_var3 -2.877417 2.4718948 -6.4393667 0.06951277
#> lag1_var4 3.783051 2.3515482 0.9900197 7.15901485
#> const -2.131517 3.2531331 -6.0295074 2.35713419
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003159689 0.0006983181 0.002268217 0.004219822
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02313961 0.005659847 -0.02851794 -0.01482564
#> Sigma[2,2] 0.55891170 0.107821306 0.38132019 0.68318007
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03613993 0.01053539 0.02176309 0.04795704
#> Sigma[3,2] -0.81706054 0.14507387 -1.02670684 -0.62829501
#> Sigma[3,3] 1.54891416 0.23450910 1.27250383 1.90507478
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02697642 0.01010018 0.01270941 0.03821899
#> Sigma[4,2] -0.57680520 0.11003606 -0.74009012 -0.46477617
#> Sigma[4,3] 1.24655229 0.19678215 0.98718464 1.53731794
#> Sigma[4,4] 1.05451998 0.17083905 0.82669435 1.29093597
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92929097 0.02529853 0.90917552 0.9712627
#> lag1_var2 0.02945622 0.06728919 -0.06074401 0.1048964
#> lag1_var3 0.02108946 0.12630532 -0.14656272 0.1605319
#> lag1_var4 -0.02133482 0.11541973 -0.14863999 0.1322634
#> const 1.32715339 0.34475324 0.91601001 1.8212062
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08446169 0.4626568 -0.7276374 0.5097756
#> lag1_var2 1.10217150 1.1371723 -0.6306888 2.6568916
#> lag1_var3 1.28061500 2.3271680 -2.1498050 4.3372017
#> lag1_var4 -1.13816879 2.1353864 -3.9181874 2.0267004
#> const 1.68990945 5.8868510 -6.7827483 9.1444648
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8809358 0.6019864 -1.676645 -0.104303
#> lag1_var2 2.9512682 1.5332465 1.456984 5.478889
#> lag1_var3 5.8085959 2.9957201 2.795943 10.630358
#> lag1_var4 -4.5749324 2.7550294 -8.989782 -1.789314
#> const 2.5128176 8.2491075 -7.653337 14.317540
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.076411 0.4241038 -1.671953 -0.5303577
#> lag1_var2 3.524601 1.2090188 2.297527 5.3625662
#> lag1_var3 6.479518 2.2813612 4.407499 10.0079254
#> lag1_var4 -5.104979 2.1036239 -8.313590 -3.1594027
#> const 3.443898 6.4576757 -3.409837 12.7566668
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005029189 0.0001175656 0.0003945668 0.0006940062
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01787401 0.007457563 -0.02799952 -0.007250299
#> Sigma[2,2] 1.96135740 0.448562047 1.30233234 2.595468256
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01435107 0.005813778 0.006281035 0.02154985
#> Sigma[3,2] -0.82240649 0.407118770 -1.438196448 -0.38550071
#> Sigma[3,3] 2.40409518 0.702434557 1.672439154 3.59548824
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003971179 0.008220799 -0.009213123 0.01206172
#> Sigma[4,2] 0.399264061 0.463421791 -0.288265095 1.06456039
#> Sigma[4,3] 2.072506421 0.546846032 1.488668209 2.95726051
#> Sigma[4,4] 2.519356638 0.517140069 1.901880840 3.33859067
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94196143 0.01845256 0.91567064 0.96565511
#> lag1_var2 0.02121341 0.03444101 -0.02584718 0.06710012
#> lag1_var3 0.02272485 0.05688753 -0.05594858 0.09789518
#> lag1_var4 -0.02363548 0.05181286 -0.09374808 0.04602258
#> const 1.45761940 0.18106037 1.21558681 1.68932754
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.017813 0.5618851 0.2160811 1.637678
#> lag1_var2 -3.161625 1.2442436 -4.7733810 -1.195132
#> lag1_var3 -6.185576 2.0998653 -8.9798287 -2.907778
#> lag1_var4 5.947339 1.8830460 3.0609608 8.458381
#> const -7.363079 8.5431111 -18.3991191 2.152788
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7385801 0.8929756 -1.962321 0.4850081
#> lag1_var2 5.9228154 2.1191679 3.281415 8.8994811
#> lag1_var3 10.2251008 3.5316287 5.801644 15.0834310
#> lag1_var4 -9.0014522 3.2020529 -13.365694 -4.9288559
#> const 2.0192274 8.5080150 -8.463567 13.0640310
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1840876 0.9934932 -1.584899 0.9686799
#> lag1_var2 3.9578259 2.2571891 0.943860 6.8651610
#> lag1_var3 6.3722088 3.6998416 1.467649 11.0293373
#> lag1_var4 -5.2587206 3.3527223 -9.465194 -0.7433169
#> const -3.0932991 6.2031460 -13.680043 3.0185554
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003067225 0.001573428 0.001741372 0.005759103
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01569948 0.01831387 -0.0446322 -0.004954017
#> Sigma[2,2] 0.33775352 0.23944462 0.1782451 0.724242491
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02866046 0.02206777 0.0126659 0.06785962
#> Sigma[3,2] -0.28194142 0.28152978 -0.7082995 -0.10775061
#> Sigma[3,3] 0.56939702 0.33895575 0.3407592 1.12203016
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0210076 0.01499031 0.007498222 0.047751440
#> Sigma[4,2] -0.1041446 0.16686222 -0.374516977 0.007085314
#> Sigma[4,3] 0.4289588 0.21056127 0.262042027 0.799178296
#> Sigma[4,4] 0.3826641 0.14665382 0.231041927 0.639426045
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93285507 0.0297458 0.8914005 0.9704969
#> lag1_var2 -0.07607425 0.1426444 -0.2761483 0.1192868
#> lag1_var3 -0.12134415 0.2767209 -0.5207135 0.2535344
#> lag1_var4 0.12261922 0.2642267 -0.2327976 0.5105323
#> const 1.65727384 0.4148961 1.1346991 2.3349337
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2300639 0.2580164 -0.62309023 0.1210055
#> lag1_var2 2.8543592 1.4894461 0.89273314 4.9308697
#> lag1_var3 3.6371097 2.8149734 -0.09811692 7.5171365
#> lag1_var4 -3.4795054 2.7467663 -7.23463255 0.1891016
#> const -2.6329534 2.9723131 -7.44823933 0.7301274
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5100496 0.3894858 -0.1221055 0.9294017
#> lag1_var2 -1.9515559 2.2850570 -5.1236045 1.1927623
#> lag1_var3 -2.7806129 4.3116464 -8.7837258 3.2379786
#> lag1_var4 3.4715405 4.1674244 -2.2517380 9.3857045
#> const 3.8102200 4.4225449 -1.1865448 11.1298990
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.387927 0.4159108 -0.2116894 0.9100284
#> lag1_var2 -0.823859 1.8914584 -3.6254068 1.7191977
#> lag1_var3 -1.579928 3.5746781 -6.8025130 3.3079551
#> lag1_var4 2.359280 3.4246328 -2.2641504 7.3353814
#> const 2.160112 3.3399635 -1.9307337 7.0702750
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002640637 0.004142439 0.001052649 0.008736069
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02894005 0.0216473 -0.04488577 0.005331265
#> Sigma[2,2] 2.03013748 0.4454008 1.39191509 2.584234939
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0288185 0.007493886 0.02118776 0.04003641
#> Sigma[3,2] -1.4032710 0.274081287 -1.71447884 -1.00177339
#> Sigma[3,3] 1.2589675 0.288796055 0.87373412 1.66538031
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01087021 0.01939256 0.0006168237 0.04036757
#> Sigma[4,2] -0.11857490 0.19032428 -0.3936107957 0.09949292
#> Sigma[4,3] 0.38947099 0.16720136 0.2474870665 0.66932203
#> Sigma[4,4] 0.33474906 0.09786500 0.2262479497 0.48717079
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93266571 0.04661842 0.85497181 0.96878987
#> lag1_var2 -0.06297000 0.10510910 -0.21372162 0.08329842
#> lag1_var3 -0.09774522 0.16409250 -0.33107593 0.13331274
#> lag1_var4 0.10081221 0.14722458 -0.09718425 0.31822468
#> const 1.43139374 0.27522105 0.94349373 1.65275583
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08754927 0.9341116 -1.335648 0.9718201
#> lag1_var2 1.77793076 3.7273272 -3.074676 7.5240126
#> lag1_var3 1.37499530 5.7816210 -6.208374 10.2925760
#> lag1_var4 -1.30168928 5.4983619 -9.724023 6.0115674
#> const -1.97621852 9.8298262 -12.683189 13.2098714
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.656723 0.6102641 -0.3291092 1.305569
#> lag1_var2 -1.642530 2.1716349 -4.9031991 1.052472
#> lag1_var3 -1.722146 3.3539087 -6.7838689 2.432500
#> lag1_var4 2.472970 3.1890741 -1.4391756 7.251659
#> const -0.225639 8.0914379 -12.3291586 10.063414
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5878265 0.4970317 -0.04664768 1.3016505
#> lag1_var2 -0.9361471 1.2960172 -2.99880998 0.4463293
#> lag1_var3 -1.5221008 2.0349725 -4.74412048 0.6786792
#> lag1_var4 2.3302538 1.9310284 0.22715338 5.4644000
#> const -1.8671123 3.8492359 -7.50991341 3.0054093
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007608438 0.0001279244 0.0006170031 0.0009514293
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01278255 0.004961395 -0.01923742 -0.00584508
#> Sigma[2,2] 0.71838462 0.139526716 0.56797753 0.90594771
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00857824 0.003635777 0.004705665 0.01408978
#> Sigma[3,2] -0.41338423 0.074066279 -0.519246991 -0.33592520
#> Sigma[3,3] 0.31947697 0.060465400 0.259187581 0.41541623
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009834296 0.00187207 -0.000240860 0.004225957
#> Sigma[4,2] 0.0172042895 0.01741456 -0.002144042 0.045046635
#> Sigma[4,3] 0.0758414911 0.03607897 0.043013915 0.140964387
#> Sigma[4,4] 0.0907212316 0.03640452 0.067193612 0.159367994
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96710629 0.01396894 0.94678345 0.981664060
#> lag1_var2 -0.08318924 0.05921227 -0.15007036 0.008750993
#> lag1_var3 -0.14403684 0.10020984 -0.25327119 0.015908223
#> lag1_var4 0.13419482 0.09700513 -0.02041855 0.239174648
#> const 1.44574514 0.22149025 1.14682117 1.748034931
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5035131 0.4660703 -1.102198 0.0997538
#> lag1_var2 1.2954846 2.0411238 -1.471808 3.8387332
#> lag1_var3 0.6650050 3.4379896 -3.952877 5.0164873
#> lag1_var4 -0.4937359 3.2851061 -4.645959 3.9392143
#> const 3.2278802 8.2079769 -8.622849 13.0590971
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40134309 0.2760486 0.05251535 0.7666129
#> lag1_var2 0.09455506 1.4636656 -1.62775769 2.0872676
#> lag1_var3 1.10368137 2.4540931 -1.73737808 4.4563617
#> lag1_var4 -0.26748544 2.3457810 -3.51801742 2.4236919
#> const -0.70733932 6.4416244 -7.79660564 8.1653556
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08462804 0.1194133 -0.03418664 0.261734
#> lag1_var2 0.48019730 0.7502589 -0.33249857 1.722706
#> lag1_var3 0.85525527 1.2624339 -0.52068627 2.937172
#> lag1_var4 0.09621820 1.2333655 -1.92955458 1.430645
#> const 0.86836345 2.4823767 -2.13816020 4.799328
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005165256 0.0001142197 0.0003578615 0.0006848066
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008020163 0.001639198 -0.01045998 -0.00628567
#> Sigma[2,2] 0.460060612 0.112916609 0.34596813 0.63876963
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008062991 0.00113094 0.006329068 0.009187874
#> Sigma[3,2] -0.353704468 0.06843094 -0.463048982 -0.282427421
#> Sigma[3,3] 0.384265263 0.05355400 0.329634947 0.477592511
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003510041 0.001154249 0.001824066 0.004777374
#> Sigma[4,2] -0.089011388 0.025743215 -0.132381894 -0.062419982
#> Sigma[4,3] 0.188628101 0.027086334 0.150373447 0.221678475
#> Sigma[4,4] 0.146050599 0.023374805 0.117261790 0.178964790
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96168834 0.01708376 0.940314777 0.983960170
#> lag1_var2 -0.08986405 0.06032780 -0.160661584 -0.002144883
#> lag1_var3 -0.15559031 0.10496971 -0.272464609 -0.001223719
#> lag1_var4 0.14904681 0.10276661 -0.002522786 0.262672991
#> const 1.49087460 0.24100241 1.158836870 1.789392057
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1677948 0.5836728 -0.4398203 1.005439
#> lag1_var2 4.9317159 1.8465609 2.4619139 7.627892
#> lag1_var3 7.0373846 3.1967766 2.8258463 11.755279
#> lag1_var4 -7.1396473 3.0904968 -11.7241278 -3.090280
#> const 2.6193902 5.7419984 -3.0861958 11.621923
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2831976 0.6285421 -0.5073345 1.0137586
#> lag1_var2 -3.4773054 1.7418026 -5.7915741 -1.0337911
#> lag1_var3 -5.0846796 3.0129098 -9.1143892 -0.9536774
#> lag1_var4 5.9430411 2.9238482 1.9817916 9.7916581
#> const -0.4007881 5.2612474 -8.7898945 4.2386193
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3723066 0.374821 -0.07859982 0.9087455
#> lag1_var2 -1.0818889 1.026108 -2.59803056 0.1033744
#> lag1_var3 -1.8082383 1.754244 -4.41167659 0.2169724
#> lag1_var4 2.6151769 1.688175 0.64990945 5.1158532
#> const 0.8842991 2.313597 -2.48172034 3.6457751
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003237386 0.001562009 0.001794183 0.005746101
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01999898 0.006215983 -0.02887386 -0.01258008
#> Sigma[2,2] 0.22536520 0.050721446 0.15492617 0.29576925
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007519972 0.002892097 0.004017169 0.01190459
#> Sigma[3,2] -0.091980673 0.023931829 -0.122928142 -0.05990407
#> Sigma[3,3] 0.045249825 0.013482487 0.028198654 0.06381664
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001376406 0.001523043 -0.0002498339 0.003775839
#> Sigma[4,2] -0.023981696 0.014030424 -0.0430316615 -0.005488903
#> Sigma[4,3] 0.019149907 0.008325321 0.0090426974 0.032427544
#> Sigma[4,4] 0.014538807 0.004995645 0.0092002389 0.022956475
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8526300 0.07552261 0.73475838 0.92431608
#> lag1_var2 0.1533569 0.08355911 0.07485334 0.27996951
#> lag1_var3 0.2283497 0.22586298 0.01361019 0.57662589
#> lag1_var4 -0.2389907 0.19290805 -0.53539041 -0.05825713
#> const 1.4836125 0.44924304 0.85503399 2.06453031
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9230373 0.2022167 0.6796956 1.213877487
#> lag1_var2 -0.2869134 0.2259959 -0.6316592 0.007519661
#> lag1_var3 -1.1366076 0.8987475 -2.3966734 -0.002031705
#> lag1_var4 1.2458979 0.7244245 0.3133446 2.263000337
#> const 0.7324190 2.5419665 -2.0977218 4.025109568
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3449991 0.05663546 -0.4347742 -0.2800065
#> lag1_var2 0.4730085 0.07817229 0.3863548 0.5867495
#> lag1_var3 1.2869810 0.32418913 0.9015617 1.7493199
#> lag1_var4 -0.3855400 0.25792991 -0.7384715 -0.0829796
#> const 0.5769584 1.28333198 -1.1142059 2.2909336
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1016162 0.05056719 -0.16224806 -0.02186266
#> lag1_var2 0.1366313 0.05101525 0.08335581 0.21611272
#> lag1_var3 0.1131066 0.19778233 -0.11741241 0.40422440
#> lag1_var4 0.8520572 0.16024711 0.61816203 1.04102138
#> const 0.6161766 0.85771207 -0.59935036 1.60943582
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004767539 0.0001041248 0.0003879671 0.000664857
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007703 0.004307948 -0.01705232 -0.006215418
#> Sigma[2,2] 0.72485678 0.241035521 0.43647889 1.067182378
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01051628 0.004766651 0.005320765 0.01888695
#> Sigma[3,2] -0.56916969 0.228435405 -0.899656454 -0.26774816
#> Sigma[3,3] 0.70742503 0.254679449 0.396274766 1.08840283
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004197377 0.002671376 0.0009387532 0.00854114
#> Sigma[4,2] -0.102265858 0.095092457 -0.2365464389 0.01853329
#> Sigma[4,3] 0.360777021 0.125437488 0.2295198728 0.56468296
#> Sigma[4,4] 0.316726500 0.074893264 0.2437725734 0.44209533
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96445873 0.01294815 0.94447742 0.97848143
#> lag1_var2 -0.05840432 0.04289104 -0.09577188 0.01170499
#> lag1_var3 -0.09129794 0.06591427 -0.15000861 0.01496380
#> lag1_var4 0.08188595 0.06289930 -0.01993463 0.13705125
#> const 1.55924795 0.15425516 1.33406104 1.74615331
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09568101 0.4630409 -0.8216292 0.3793225
#> lag1_var2 1.13480285 1.7603799 -1.0693505 3.7591596
#> lag1_var3 0.51462382 2.6923052 -2.8880709 4.5071798
#> lag1_var4 -0.43228918 2.5175947 -4.1370624 2.7594622
#> const -1.63073581 5.3886599 -9.5941787 4.3138415
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2015036 0.4245009 -0.3052717 0.8424001
#> lag1_var2 -0.4288738 1.3770223 -2.3074253 1.1715235
#> lag1_var3 0.3526038 2.1204214 -2.5751135 2.7601126
#> lag1_var4 0.5051111 1.9660371 -1.7599030 3.1915168
#> const 3.8681560 5.1282656 -1.7247831 11.2005773
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12426200 0.2357698 -0.2031198 0.4530819
#> lag1_var2 -0.16250609 0.8395982 -1.4390643 0.7139778
#> lag1_var3 -0.01903396 1.2781605 -1.9736272 1.3933994
#> lag1_var4 0.93905354 1.2035633 -0.3737269 2.7765864
#> const 2.69272219 3.8481917 -2.9705073 7.4105695
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001302521 0.0003212228 0.0009786526 0.001794719
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001620258 0.003370446 -0.003014764 0.006255904
#> Sigma[2,2] 0.383862718 0.049714405 0.299131628 0.428482416
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02686384 0.006360665 0.01823885 0.03531564
#> Sigma[3,2] -0.04487909 0.085826687 -0.16954634 0.06600379
#> Sigma[3,3] 1.10332867 0.218801438 0.83219788 1.42041008
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02992469 0.006621561 0.02070331 0.03916341
#> Sigma[4,2] 0.20294573 0.091251550 0.08269744 0.33723647
#> Sigma[4,3] 1.15173286 0.237608402 0.83259529 1.46178476
#> Sigma[4,4] 1.36600529 0.282684066 0.98652097 1.72216182
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9952488 0.02483145 0.9569483 1.02004515
#> lag1_var2 -0.1510805 0.05646583 -0.2273641 -0.07363327
#> lag1_var3 -0.2614299 0.10045965 -0.3999427 -0.12488178
#> lag1_var4 0.2420662 0.09095243 0.1205225 0.36956896
#> const 1.2883243 0.18913582 1.0910888 1.59041523
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2461043 0.3735518 -0.8484797 0.2008827
#> lag1_var2 2.0530391 1.3040939 0.3573227 4.1457459
#> lag1_var3 2.6195970 2.3142100 -0.2783307 6.4372972
#> lag1_var4 -2.4720271 2.1354564 -5.9751667 0.2167663
#> const 0.4118956 3.8110619 -5.1443805 5.9006491
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.029446 0.7569783 0.03307083 2.07221787
#> lag1_var2 -1.857060 1.5403314 -3.83760172 -0.06677387
#> lag1_var3 -2.510129 2.6092418 -5.84023634 0.63962137
#> lag1_var4 3.102533 2.3526261 0.23762518 6.05016486
#> const -2.402258 6.3829290 -11.90526040 6.41437526
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9345086 0.7153018 -0.003743075 1.8899242
#> lag1_var2 -1.1776065 1.3126954 -2.842160691 0.5023006
#> lag1_var3 -1.8482791 2.2668972 -4.690900462 0.7497717
#> lag1_var4 2.5192350 2.0731294 0.048559727 5.0259092
#> const -2.8172150 7.7933889 -13.399311298 7.6153180
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00100642 0.0006568904 0.0003736079 0.002111216
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02888419 0.02660482 -0.06364892 -0.001222992
#> Sigma[2,2] 5.06252723 1.83916779 3.29838933 8.240233005
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0254508 0.02065786 0.005545042 0.05488034
#> Sigma[3,2] -2.7883680 0.98794680 -4.403160323 -1.64009634
#> Sigma[3,3] 2.1191560 0.62518775 1.202061835 2.91014016
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01504056 0.01284857 0.003342051 0.03530284
#> Sigma[4,2] -0.63109812 0.33614592 -0.970466749 -0.11028005
#> Sigma[4,3] 1.03605999 0.34484625 0.547821120 1.46618050
#> Sigma[4,4] 0.89226477 0.25674333 0.577357687 1.26630460
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92889475 0.01442868 0.90583390 0.94370538
#> lag1_var2 0.06407406 0.04528280 0.02662684 0.13260763
#> lag1_var3 0.14246591 0.09741744 0.06181106 0.29305541
#> lag1_var4 -0.13243254 0.09134852 -0.26812928 -0.05710336
#> const 1.38911117 0.19046308 1.14339337 1.67518630
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.185434 1.616228 -0.2914546 4.013543
#> lag1_var2 -2.833406 3.840053 -8.2257171 1.794339
#> lag1_var3 -8.245503 8.543229 -20.4000255 2.051898
#> lag1_var4 7.680745 7.568652 -1.3108427 18.292818
#> const -2.604571 18.083631 -35.2448029 12.538803
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5758837 0.9689263 -2.1843206 0.4576004
#> lag1_var2 2.4059700 2.4119895 -0.6808816 5.4222832
#> lag1_var3 6.1217563 5.3655813 -0.7887570 12.9292446
#> lag1_var4 -4.9259500 4.7812416 -10.8635990 1.2035328
#> const 3.5750355 9.6803250 -4.4958657 19.8797544
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0995494 0.4947591 -0.5866612 0.7160118
#> lag1_var2 0.9270475 1.1813184 -1.0118861 2.0504275
#> lag1_var3 1.9468654 2.6257294 -2.3649231 4.4154819
#> lag1_var4 -0.9789729 2.3487135 -3.2376163 2.8901530
#> const 2.5180439 4.2944555 -3.8429781 8.3264987
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001255049 0.0002861614 0.000818725 0.00161074
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01465282 0.004287905 -0.02020665 -0.009363123
#> Sigma[2,2] 0.38476400 0.100666325 0.26480145 0.535644351
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03352358 0.01364454 0.01784476 0.05206016
#> Sigma[3,2] -0.65922360 0.22959503 -1.00248863 -0.38443106
#> Sigma[3,3] 2.84421594 0.83598409 1.81650821 4.11111194
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02553084 0.01216193 0.01139638 0.04356322
#> Sigma[4,2] -0.43404630 0.18946101 -0.71858960 -0.20287896
#> Sigma[4,3] 2.54347169 0.76020179 1.64653116 3.68831954
#> Sigma[4,4] 2.37904491 0.70047366 1.58650579 3.40385834
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9891961 0.01547453 0.96986061 1.01297963
#> lag1_var2 -0.1457165 0.09993036 -0.28815017 -0.02389164
#> lag1_var3 -0.2494720 0.16091474 -0.48031173 -0.05421110
#> lag1_var4 0.2343019 0.15364219 0.04536391 0.45355239
#> const 1.2143182 0.23385188 0.93567056 1.56101924
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3577494 0.2600076 -0.7362563 -0.08937526
#> lag1_var2 1.6277939 1.3906361 -0.5168243 3.10173046
#> lag1_var3 1.8280729 2.3911695 -1.9443615 4.45979434
#> lag1_var4 -1.7242872 2.3022950 -4.2086648 1.93893488
#> const 4.4664612 2.1971190 1.2353883 7.06446495
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8214565 0.8686333 -0.03765955 2.184610
#> lag1_var2 1.0293946 2.8255984 -3.56529794 3.481342
#> lag1_var3 0.7729477 4.4095918 -6.66233755 4.704051
#> lag1_var4 -0.1841163 4.1632685 -3.94303485 6.851931
#> const 1.2513128 11.5829565 -15.05467508 17.060489
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6154225 0.8294156 -0.2782969 1.900053
#> lag1_var2 1.7173280 3.0428267 -2.3232240 4.818426
#> lag1_var3 1.3252362 4.6978069 -5.0947661 6.311961
#> lag1_var4 -0.6759762 4.4651600 -5.4436055 5.420116
#> const 3.7638496 11.2213411 -11.5703314 18.675087
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004088264 0.0001289719 0.0002842923 0.0006316711
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01167196 0.003431817 -0.01668713 -0.007753166
#> Sigma[2,2] 1.12659395 0.183779178 0.93368859 1.435428368
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006138613 0.003417234 0.002371534 0.0114992
#> Sigma[3,2] -0.582034534 0.184246220 -0.787330133 -0.3097350
#> Sigma[3,3] 1.064433771 0.261003835 0.701427896 1.3734478
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008088776 0.003068814 -0.002793656 0.005524239
#> Sigma[4,2] -0.0571870436 0.187188115 -0.313155745 0.173705413
#> Sigma[4,3] 0.8679610399 0.235241694 0.519580260 1.110359800
#> Sigma[4,4] 0.9242544020 0.216622928 0.613431327 1.197502381
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96972312 0.007371296 0.96153041 0.98053760
#> lag1_var2 -0.03812970 0.014664764 -0.06209414 -0.02061521
#> lag1_var3 -0.08538240 0.032865730 -0.13682233 -0.04530103
#> lag1_var4 0.07376486 0.029671389 0.03789213 0.12050070
#> const 1.36070130 0.130181749 1.16281059 1.50015502
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09071271 0.3804553 -0.4699334 0.5871159
#> lag1_var2 -0.79617994 0.9607443 -2.1195218 0.5460674
#> lag1_var3 -3.08339887 2.1044756 -6.0325167 -0.2157174
#> lag1_var4 3.11097404 1.8967165 0.5306874 5.7909716
#> const -0.29079054 8.5667152 -15.6173279 7.2097388
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.184513 0.3721463 -0.6672581 0.3669815
#> lag1_var2 1.317237 1.7926024 -0.9835441 3.8650872
#> lag1_var3 3.505402 3.6164552 -1.0829816 8.6912619
#> lag1_var4 -2.540728 3.3547967 -7.3663787 1.7371511
#> const 5.010695 7.8759894 -6.0847401 15.8785870
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1690195 0.3243343 -0.6262103 0.2918219
#> lag1_var2 0.6277186 1.6978294 -1.2932305 3.0439685
#> lag1_var3 1.3911051 3.3567035 -2.6003650 6.2124913
#> lag1_var4 -0.3970459 3.1474065 -4.9246517 3.3107733
#> const 4.8300478 5.3353433 -3.8666541 10.9754369
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008167973 0.001242365 0.006670848 0.01001411
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002322345 0.001111421 -0.00398077 -0.0009216708
#> Sigma[2,2] 0.017587860 0.003319993 0.01321123 0.0226207501
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002580229 0.006455340 -0.01390166 0.004028237
#> Sigma[3,2] -0.026234637 0.005514458 -0.03290336 -0.017427494
#> Sigma[3,3] 0.086946271 0.016836453 0.06553296 0.112862507
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004705454 0.006506541 -0.01612319 0.001544918
#> Sigma[4,2] -0.013575352 0.004725508 -0.01819973 -0.006144164
#> Sigma[4,3] 0.070849230 0.017227570 0.04974540 0.095484029
#> Sigma[4,4] 0.064102481 0.018553172 0.04215977 0.090366171
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91959652 0.04831431 0.83731362 0.9571422
#> lag1_var2 0.07681299 0.21254398 -0.20804974 0.2945788
#> lag1_var3 0.04441494 0.27455228 -0.35141754 0.2706820
#> lag1_var4 -0.04621908 0.26110526 -0.26050712 0.3338186
#> const 1.64957060 1.03087428 0.01137584 2.6253741
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0470268 0.06090494 -0.04356718 0.1282876
#> lag1_var2 0.8820574 0.29122255 0.49898832 1.2735558
#> lag1_var3 0.2858702 0.43125532 -0.32951831 0.8533529
#> lag1_var4 -0.2836919 0.41603948 -0.83448133 0.3128811
#> const 0.8162959 0.65299039 0.03275338 1.8205872
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08891746 0.1953235 -0.2272955 0.3185819
#> lag1_var2 -0.43344888 1.1459188 -2.1124953 1.1144615
#> lag1_var3 -0.08345067 1.6345538 -2.4610767 2.0783503
#> lag1_var4 1.02636239 1.5866892 -1.0716422 3.3355757
#> const 0.10649128 2.2213551 -2.5189528 3.4280032
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1137559 0.1759851 -0.1645916 0.3432638
#> lag1_var2 -0.2775790 0.9557347 -1.6757895 1.0096343
#> lag1_var3 -0.5507714 1.3458250 -2.5226490 1.1933703
#> lag1_var4 1.5045420 1.3086789 -0.1900088 3.4203600
#> const 0.2572199 2.1836486 -2.1049126 3.5733282
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009008794 0.0007410198 0.0004950606 0.002070068
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004803549 0.005784762 -0.01250286 0.004412737
#> Sigma[2,2] 0.159118707 0.071436433 0.08418136 0.268618174
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007812292 0.00667319 -0.002578267 0.01683749
#> Sigma[3,2] -0.204167823 0.08821161 -0.345931908 -0.10784978
#> Sigma[3,3] 0.299042446 0.10563692 0.177180325 0.47331593
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005638194 0.003917903 -0.0002776759 0.01089271
#> Sigma[4,2] -0.126488674 0.053743792 -0.2158358322 -0.06716066
#> Sigma[4,3] 0.201971660 0.063063724 0.1269860907 0.30772551
#> Sigma[4,4] 0.143158743 0.037269593 0.0977493073 0.20541477
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9724971 0.02915929 0.93432232 1.01583945
#> lag1_var2 -0.1110973 0.04712808 -0.17337709 -0.04917837
#> lag1_var3 -0.1718155 0.07396869 -0.26688776 -0.07321746
#> lag1_var4 0.1574159 0.06360017 0.07382337 0.24075594
#> const 1.5361888 0.29137446 1.28013031 1.99342178
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2498951 0.5642252 -0.77627522 0.6561535
#> lag1_var2 0.9268432 0.6411801 -0.03597636 1.5432862
#> lag1_var3 0.1840533 1.0709585 -1.42151366 1.2113773
#> lag1_var4 -0.1089329 0.8948674 -1.00636214 1.2386136
#> const 2.4211587 2.8565943 -1.13802461 6.3093714
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6065726 0.7539696 -0.5520378 1.3342566
#> lag1_var2 -0.3364049 0.8414720 -1.1236646 0.9376763
#> lag1_var3 0.4585015 1.4743107 -1.0671408 2.7473322
#> lag1_var4 0.3524063 1.2309530 -1.5707571 1.6577534
#> const -1.4460550 2.9482411 -4.7308724 2.9416601
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5050811 0.4944067 -0.21556941 1.0075754
#> lag1_var2 -0.3472415 0.5516321 -0.88382539 0.4964171
#> lag1_var3 -0.3627898 1.0015562 -1.57366974 1.1370406
#> lag1_var4 1.2125117 0.8388880 -0.04636716 2.2446497
#> const -0.5800566 1.7587014 -2.13739669 2.0633984
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001349685 0.0003129654 0.0008755761 0.001722065
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06300449 0.01565252 -0.08611903 -0.04420813
#> Sigma[2,2] 6.02596998 1.35688434 4.50096773 8.17146670
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04246525 0.0101748 0.0285611 0.05640176
#> Sigma[3,2] -3.44073653 0.7409342 -4.5914953 -2.45441414
#> Sigma[3,3] 2.14126434 0.4419992 1.4760631 2.74347278
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008189982 0.003542471 0.003062815 0.01322842
#> Sigma[4,2] -0.109219125 0.225941622 -0.424607354 0.15551571
#> Sigma[4,3] 0.260877708 0.161849656 0.058689524 0.50354672
#> Sigma[4,4] 0.234992678 0.059884539 0.166667092 0.32958532
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96776672 0.01900010 0.939428852 0.989011069
#> lag1_var2 -0.02024240 0.01672787 -0.041843488 0.004073956
#> lag1_var3 -0.03431968 0.02961996 -0.073046621 0.008185910
#> lag1_var4 0.02625134 0.02392225 -0.009180732 0.056451989
#> const 1.37913080 0.40880267 0.834024193 1.954002177
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.955319 1.402826 -4.051568 -0.1210273
#> lag1_var2 3.041436 1.340947 1.381004 4.5222924
#> lag1_var3 3.842420 2.454715 0.842415 6.5519556
#> lag1_var4 -2.946729 1.969752 -5.167762 -0.5239528
#> const 5.521577 20.911000 -21.435874 37.2414191
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.457093 0.8267616 0.4060306 2.5094477
#> lag1_var2 -1.490708 0.8183319 -2.6550750 -0.4715504
#> lag1_var3 -1.674813 1.4837579 -3.7603896 0.1786338
#> lag1_var4 1.999786 1.1928152 0.5549901 3.7151448
#> const -2.362919 13.6087110 -22.5429265 15.2691340
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38381473 0.2960988 -0.01692779 0.7856672
#> lag1_var2 -0.30201745 0.4185213 -0.92130386 0.2144786
#> lag1_var3 -0.42883334 0.7643300 -1.55920923 0.5346270
#> lag1_var4 1.25971393 0.6279996 0.45253160 2.1810421
#> const 0.04501134 3.7175529 -6.25207755 3.7737178
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002686428 0.0008611169 0.001612884 0.004047546
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05261826 0.01995141 -0.08150854 -0.02835591
#> Sigma[2,2] 3.92781272 1.03744765 2.78432684 5.53978814
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04223811 0.01621668 0.02466209 0.06838669
#> Sigma[3,2] -2.61668957 0.69126226 -3.75040521 -1.84620149
#> Sigma[3,3] 2.11813607 0.46961237 1.61659634 2.87752986
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01089968 0.005478009 0.004291456 0.01983913
#> Sigma[4,2] -0.27167171 0.200671940 -0.524322092 0.04754707
#> Sigma[4,3] 0.58627378 0.116231473 0.465230949 0.76084152
#> Sigma[4,4] 0.45852111 0.183010064 0.301213874 0.75337767
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99160682 0.02560567 0.95280762 1.01820010
#> lag1_var2 -0.07426312 0.08703600 -0.17384556 0.05155270
#> lag1_var3 -0.13103710 0.14385461 -0.29551774 0.07747895
#> lag1_var4 0.11287967 0.13508753 -0.08349031 0.26779635
#> const 1.29246580 0.25098774 0.95638761 1.60157477
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1015681 0.5285637 -0.9246454 0.5312446
#> lag1_var2 0.4781470 1.9711705 -2.4979171 2.9418948
#> lag1_var3 -0.5646828 3.3343954 -5.6281488 3.6469728
#> lag1_var4 0.5566826 3.2367818 -3.5526416 5.4650055
#> const 4.5642884 10.5378016 -11.3164567 17.6263349
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0047536 0.3717217 0.6125324 1.6366778
#> lag1_var2 -1.0019701 1.3079326 -2.7374612 0.6868026
#> lag1_var3 -0.7089515 2.2114256 -3.6859169 2.1880507
#> lag1_var4 1.3798443 2.1433950 -1.4315607 4.2639586
#> const -3.9257652 6.4746895 -13.4250559 3.0376705
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9563816 0.2330795 0.6217442 1.2815991
#> lag1_var2 -1.1498428 0.5235795 -1.7998836 -0.4466773
#> lag1_var3 -1.7548672 0.8492190 -2.8257672 -0.6193733
#> lag1_var4 2.4312000 0.8111741 1.3553786 3.4920443
#> const -1.9870418 5.0378390 -7.4159058 5.3859590
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002197883 0.0005526493 0.00139329 0.002789621
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004467054 0.003064674 -0.009370369 -0.00130225
#> Sigma[2,2] 0.051651076 0.014752568 0.030704751 0.07170685
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004451873 0.00578764 -0.002671154 0.01297128
#> Sigma[3,2] -0.083995149 0.02989496 -0.126570086 -0.04891566
#> Sigma[3,3] 0.340449076 0.07802470 0.242240344 0.45070730
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001013176 0.00469067 -0.00461128 0.00755062
#> Sigma[4,2] -0.047748057 0.02456388 -0.08345495 -0.01556031
#> Sigma[4,3] 0.287095709 0.06123467 0.20717200 0.37704045
#> Sigma[4,4] 0.259669644 0.04759028 0.19817054 0.33007580
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95898354 0.01520209 0.93552329 0.97304933
#> lag1_var2 0.07777779 0.11328077 -0.05369950 0.26786312
#> lag1_var3 0.19545700 0.15148055 0.02235619 0.44918085
#> lag1_var4 -0.19734362 0.14814888 -0.44545689 -0.02842068
#> const 1.43393480 0.41120641 0.84141252 2.01211518
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1622611 0.1477529 0.003664794 0.3985375
#> lag1_var2 -0.9905339 1.5226210 -3.711282114 0.2418775
#> lag1_var3 -2.5131188 2.0450653 -6.180502279 -0.8626587
#> lag1_var4 2.4433159 1.9968466 0.833311275 6.0234096
#> const 1.6306230 1.8817796 -0.352071946 4.1063162
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6460586 0.3488985 -1.185918 -0.1659174
#> lag1_var2 4.8635655 2.2068761 2.121119 8.4270086
#> lag1_var3 6.9787233 2.9239688 3.320073 11.7394970
#> lag1_var4 -5.8105087 2.8560792 -10.459195 -2.2289990
#> const 1.4760999 5.5141425 -5.915750 9.5722730
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5531327 0.2801947 -0.9706563 -0.1736350
#> lag1_var2 3.7837616 1.6504294 1.6620113 6.2589081
#> lag1_var3 4.6273762 2.2148823 1.7869547 7.9115835
#> lag1_var4 -3.4969862 2.1668433 -6.6992483 -0.7107209
#> const 2.2525987 4.6977323 -3.8890327 9.4240827
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008400603 0.0002610457 0.0004560812 0.001189853
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02296848 0.007532413 -0.03297573 -0.01170093
#> Sigma[2,2] 1.57242077 0.407081627 1.00581735 2.13606530
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02061266 0.006891503 0.01030801 0.02993998
#> Sigma[3,2] -1.24517094 0.322047511 -1.64161276 -0.76567446
#> Sigma[3,3] 1.16975283 0.277166002 0.76919968 1.50611787
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007418359 0.00287552 0.003391412 0.01123768
#> Sigma[4,2] -0.318877907 0.10197066 -0.442341719 -0.16847764
#> Sigma[4,3] 0.456950092 0.10855164 0.290126311 0.57632491
#> Sigma[4,4] 0.292684403 0.06627366 0.202886380 0.35890858
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95746981 0.03043199 0.9215105 0.9946257
#> lag1_var2 -0.01007033 0.09641183 -0.1300139 0.1103540
#> lag1_var3 -0.02355410 0.16299985 -0.2255772 0.1782422
#> lag1_var4 0.01823342 0.14870831 -0.1643333 0.2043840
#> const 1.40550750 0.18196120 1.1555762 1.6209699
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.424199 0.3798264 -1.8372525 -0.8524727
#> lag1_var2 2.416827 2.4559560 -0.4693073 6.4904694
#> lag1_var3 2.689301 4.0873302 -1.9921259 9.4940034
#> lag1_var4 -2.084356 3.8384375 -8.5035161 2.2577505
#> const 2.695802 11.0700845 -10.6973115 20.3048322
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.419377 0.3860479 0.881899 1.8858109
#> lag1_var2 -1.195962 2.1332656 -4.822522 0.8928511
#> lag1_var3 -1.283546 3.5624766 -7.350194 2.1311675
#> lag1_var4 1.697732 3.3301257 -1.508252 7.3724616
#> const -3.564305 10.4896566 -18.166086 10.3276108
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52376826 0.2278660 0.2584053 0.7938626
#> lag1_var2 -0.06620806 0.8851918 -1.4236509 1.0267676
#> lag1_var3 -0.20169485 1.4901265 -2.4810717 1.6539791
#> lag1_var4 1.00645777 1.3663459 -0.7154976 3.0994832
#> const -2.51630779 5.1713535 -8.2399160 4.4496039
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002732234 0.0004333697 0.002131622 0.003336495
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002115661 0.001086488 -0.00370834 -0.0007861443
#> Sigma[2,2] 0.027930939 0.004858982 0.02262902 0.0355120356
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.022740183 0.007654242 0.01272355 0.03353809
#> Sigma[3,2] 0.003859494 0.012337375 -0.01234777 0.02151169
#> Sigma[3,3] 0.798561744 0.223794817 0.58088456 1.16524804
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02276674 0.008063343 0.01230217 0.03415628
#> Sigma[4,2] 0.02052070 0.013307339 0.00229294 0.03836516
#> Sigma[4,3] 0.83991529 0.234516499 0.61509929 1.22594569
#> Sigma[4,4] 0.89317261 0.246744075 0.66095812 1.30053711
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92621274 0.02732272 0.8825871 0.9559996
#> lag1_var2 0.02008450 0.12493927 -0.1539197 0.2083119
#> lag1_var3 -0.01620628 0.20724007 -0.2943900 0.2970063
#> lag1_var4 0.01570335 0.19918688 -0.2845171 0.2841576
#> const 1.54241464 0.39970832 1.0475989 2.0766934
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04709582 0.1004797 -0.09189391 0.1880824
#> lag1_var2 1.02370091 0.5894267 0.21195650 1.8091691
#> lag1_var3 0.29896217 1.0563502 -1.16417295 1.6565325
#> lag1_var4 -0.31464105 1.0188873 -1.62641354 1.0913922
#> const 0.60185093 1.3307921 -1.38467618 2.3261684
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.037579 0.5836183 -1.922617 -0.4168116
#> lag1_var2 5.422025 3.1578559 1.722398 10.3285823
#> lag1_var3 10.385709 5.3188103 3.825649 18.7964569
#> lag1_var4 -9.091321 5.1126676 -17.194468 -2.7595674
#> const 5.886250 6.0112187 -2.307926 14.3958265
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.071494 0.630841 -2.014480 -0.3793017
#> lag1_var2 5.834107 3.381780 1.475186 10.8557662
#> lag1_var3 10.255373 5.764111 2.523681 18.8203656
#> lag1_var4 -8.945808 5.542888 -17.200517 -1.4867951
#> const 6.202568 6.220696 -2.201544 15.3430444
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008413891 0.0008832551 0.0004615174 0.002136376
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005351767 0.003801138 -0.0104477 0.0002604422
#> Sigma[2,2] 0.548871089 0.118044807 0.4162819 0.7437702645
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006786238 0.003136414 0.002240678 0.01086834
#> Sigma[3,2] -0.293159677 0.079115103 -0.419002387 -0.20729447
#> Sigma[3,3] 0.254430814 0.066490756 0.187172879 0.36465196
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00413230 0.002782326 0.002198142 0.008440837
#> Sigma[4,2] 0.01293222 0.045786860 -0.052649649 0.069825657
#> Sigma[4,3] 0.09987299 0.040525801 0.055430572 0.164304642
#> Sigma[4,4] 0.11693839 0.027229627 0.085733416 0.157775899
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9657917 0.02206708 0.942415350 1.0032027348
#> lag1_var2 -0.0791001 0.09267603 -0.239833560 -0.0004962302
#> lag1_var3 -0.1500781 0.17366198 -0.451985579 0.0018763819
#> lag1_var4 0.1387113 0.16456052 -0.005765965 0.4242520860
#> const 1.5780900 0.27830210 1.297600028 1.9983629081
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8229079 0.9524702 -2.32027949 0.2560348
#> lag1_var2 2.3796273 2.2646674 0.07960305 6.0998446
#> lag1_var3 2.7114824 4.2521447 -1.45556670 9.7719592
#> lag1_var4 -2.2859211 3.8335409 -8.65018468 1.4151558
#> const 0.7901800 5.5709472 -7.37930719 7.3721614
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4211875 0.5353198 -0.2276823 1.251326
#> lag1_var2 0.4207511 1.3894983 -1.8636189 1.640721
#> lag1_var3 1.7112434 2.6364195 -2.6677217 3.931416
#> lag1_var4 -0.9624789 2.4008853 -2.9555488 3.016660
#> const 1.8632052 4.5130033 -2.8738370 9.403379
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.055362 0.1597180 -0.2473292 0.1590820
#> lag1_var2 1.412276 0.4666583 0.9316026 2.1008071
#> lag1_var3 2.634963 0.9267750 1.7259682 4.0342070
#> lag1_var4 -1.635610 0.9196139 -2.9427384 -0.7202452
#> const 2.132790 3.1356089 -1.4984863 7.1172109
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009854813 0.0001588917 0.0007647211 0.001173593
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003239994 0.002496569 -0.006956865 -0.000552265
#> Sigma[2,2] 0.249711170 0.048027168 0.180477146 0.311090887
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00399108 0.00461995 -0.001829682 0.01070760
#> Sigma[3,2] -0.18966924 0.07528680 -0.287792287 -0.08938204
#> Sigma[3,3] 0.47705197 0.11608895 0.349674437 0.66796293
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003105325 0.004973504 -0.003471497 0.01063922
#> Sigma[4,2] -0.086617214 0.083572245 -0.196831814 0.02523254
#> Sigma[4,3] 0.483862509 0.118281459 0.365157349 0.67639744
#> Sigma[4,4] 0.555154145 0.131845048 0.404245139 0.74897302
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9199191461 0.02669644 0.88178824 0.95917037
#> lag1_var2 0.0152610234 0.02381223 -0.02146626 0.04663105
#> lag1_var3 0.0033883899 0.04421130 -0.06618867 0.05682134
#> lag1_var4 0.0009301168 0.03274415 -0.04111031 0.05284891
#> const 1.4091083493 0.16611826 1.15790296 1.58031417
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6675037 0.4779048 0.04482254 1.3766876
#> lag1_var2 -0.8356794 0.5590597 -1.56113628 -0.1571541
#> lag1_var3 -2.9409307 1.0084387 -4.16683918 -1.5938128
#> lag1_var4 2.7696215 0.8163990 1.74059444 3.7440529
#> const 0.3547844 3.1711702 -3.43587157 5.4363491
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4059731 0.5985228 -1.029827 0.4938149
#> lag1_var2 2.0722975 0.7916155 0.811290 3.0536369
#> lag1_var3 4.1989185 1.5158677 1.747136 6.0842103
#> lag1_var4 -3.1839386 1.2460421 -4.798859 -1.2114130
#> const -0.6369772 4.6197513 -7.595239 4.2994888
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1259629 0.5712437 -0.78004410 0.7769589
#> lag1_var2 1.5354419 0.7820275 0.31676415 2.5001037
#> lag1_var3 2.3270601 1.4824324 -0.08486247 4.1455150
#> lag1_var4 -1.3922702 1.2326147 -2.94670788 0.5427836
#> const -1.0813621 4.5421661 -7.34690426 4.4381319
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009836248 0.000100281 0.0008333212 0.00110272
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01262217 0.003744411 -0.01859529 -0.008303582
#> Sigma[2,2] 0.48181660 0.095493226 0.34481907 0.612062406
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007822338 0.002919972 0.004693517 0.01247893
#> Sigma[3,2] -0.315907691 0.067876911 -0.418362186 -0.23185091
#> Sigma[3,3] 0.260669442 0.052944277 0.205911151 0.34570519
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000305231 0.001059578 -0.001305854 0.001655110
#> Sigma[4,2] -0.0211659210 0.020401658 -0.053112925 0.003733975
#> Sigma[4,3] 0.0706814195 0.015831323 0.051042979 0.094110692
#> Sigma[4,4] 0.0613084325 0.009169626 0.051128359 0.075599742
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97412451 0.01744657 0.9534632 1.00052054
#> lag1_var2 -0.06353344 0.11533446 -0.2213505 0.09625171
#> lag1_var3 -0.10725194 0.18949880 -0.3667879 0.15671265
#> lag1_var4 0.09498949 0.18028707 -0.1554654 0.34183398
#> const 1.49720070 0.23273695 1.1878675 1.72669186
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4925477 0.298967 -0.9550116 -0.132627
#> lag1_var2 0.5574193 1.412629 -1.0379741 2.593524
#> lag1_var3 -0.5619153 2.365640 -3.2205638 2.860767
#> lag1_var4 0.7595185 2.236783 -2.4103974 3.273703
#> const 2.3117952 3.723474 -2.5368301 8.112484
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69102670 0.2995508 0.2537197 1.068398
#> lag1_var2 -0.06785252 1.0521270 -1.7164032 1.207984
#> lag1_var3 0.83461065 1.7471905 -1.9566295 2.959786
#> lag1_var4 -0.15727016 1.6536141 -2.1687451 2.452941
#> const 0.09654087 3.6356159 -4.8329577 4.683343
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4120489 0.2511685 0.02367922 0.7130048
#> lag1_var2 -0.2378612 0.6456101 -1.16926689 0.4763176
#> lag1_var3 -0.3391604 1.0549788 -1.85016182 0.8355669
#> lag1_var4 1.1321162 0.9817002 0.03393291 2.5188210
#> const 1.2241291 1.8984062 -1.16866857 4.0213762
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008937347 0.00203768 0.00680828 0.01243098
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.008483435 0.02264239 -0.01961901 0.04227806
#> Sigma[2,2] 2.049451803 0.39470424 1.51349035 2.59917902
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03507937 0.02468763 -0.07441413 -0.008144156
#> Sigma[3,2] -1.44886457 0.32954067 -1.93290318 -1.085239343
#> Sigma[3,3] 1.62785786 0.42921060 1.10729481 2.256694779
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02944049 0.0150163 -0.05184134 -0.01452076
#> Sigma[4,2] 0.02199945 0.3322334 -0.41545595 0.53519360
#> Sigma[4,3] 0.63912181 0.2847808 0.19114798 0.93299494
#> Sigma[4,4] 0.71601701 0.1262038 0.55171072 0.91541619
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0322821 0.0656570 0.94915820 1.12208694
#> lag1_var2 -0.2206528 0.1075283 -0.34238716 -0.05570185
#> lag1_var3 -0.3360774 0.1547561 -0.51436943 -0.09967801
#> lag1_var4 0.3013529 0.1433726 0.08247927 0.46618206
#> const 1.5556303 1.0151425 -0.02115721 2.42686674
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6652093 0.4490703 -1.1127732 0.07579328
#> lag1_var2 2.1199027 0.8135754 0.7094541 2.96353800
#> lag1_var3 1.7893993 1.2009121 -0.3202740 2.94213072
#> lag1_var4 -1.5969704 1.1251611 -2.6486489 0.38122971
#> const 3.4899129 6.9752699 -5.2307793 13.25382084
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04881974 0.4407671 -0.6019715 0.5693335
#> lag1_var2 0.25105222 0.8822124 -0.5903254 1.6732820
#> lag1_var3 1.31143999 1.2821610 0.1251946 3.3813753
#> lag1_var4 -0.36519168 1.1940234 -2.2990560 0.7422200
#> const 1.76165216 6.1115225 -6.9297877 9.6805281
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5225722 0.3511024 -1.0439996 -0.08587712
#> lag1_var2 1.3491031 0.5866781 0.7108218 2.29383182
#> lag1_var3 2.0329544 0.8366578 1.1869704 3.39734986
#> lag1_var4 -0.9150962 0.7773599 -2.1946207 -0.15472094
#> const 4.1481657 5.2207491 -2.1319439 11.83553835
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000946133 0.0001705804 0.0007179326 0.001184599
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0149488 0.004223659 -0.02185617 -0.01071856
#> Sigma[2,2] 0.7750872 0.121037659 0.60962788 0.91010591
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01162707 0.004239536 0.006618529 0.01767309
#> Sigma[3,2] -0.64358259 0.119275932 -0.801051407 -0.46824377
#> Sigma[3,3] 0.76344859 0.199493169 0.537696748 1.06701933
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009948629 0.001929222 -0.001195136 0.004027074
#> Sigma[4,2] -0.0955575722 0.092097341 -0.238886824 -0.016955846
#> Sigma[4,3] 0.3179256174 0.133707257 0.194673406 0.517900324
#> Sigma[4,4] 0.2605745987 0.080871555 0.179794110 0.386283539
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96299457 0.01098553 0.95124620 0.98164383
#> lag1_var2 -0.02420325 0.03776840 -0.06757828 0.02809112
#> lag1_var3 -0.02943992 0.05182372 -0.08974515 0.04192696
#> lag1_var4 0.02568521 0.05090090 -0.04450756 0.08450005
#> const 1.22563983 0.25888730 0.83638794 1.51737167
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1942337 0.3571875 -0.6184685 0.3817995
#> lag1_var2 -1.9914219 2.6101218 -6.3690028 0.6462992
#> lag1_var3 -3.8564635 3.6248776 -9.9128187 -0.3024565
#> lag1_var4 3.8035165 3.5283505 0.3277921 9.6923760
#> const 9.8576845 9.6840116 -3.4261921 20.1660927
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07386913 0.3084307 -0.3086665 0.5440504
#> lag1_var2 0.83786438 3.1345886 -3.4927060 5.2003695
#> lag1_var3 1.85751340 4.3039617 -4.0987665 7.8544961
#> lag1_var4 -0.82746424 4.1946013 -6.6583219 4.9879037
#> const -5.59382672 8.3549246 -17.7726592 4.5481687
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0885667 0.2672193 -0.4047976 0.2894419
#> lag1_var2 -1.0237617 1.9075508 -3.9517299 1.1622119
#> lag1_var3 -1.5175860 2.6247273 -5.5467671 1.4797848
#> lag1_var4 2.5212901 2.5684115 -0.4190684 6.4717934
#> const 1.1702339 4.9213641 -6.6351701 6.6270161
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003733347 6.617554e-05 0.0002953865 0.00045808
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001184473 0.0004538484 -0.001845334 -0.0005802246
#> Sigma[2,2] 0.036027241 0.0076143765 0.029709038 0.0483920062
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001257095 0.0006155937 0.0005079248 0.00216722
#> Sigma[3,2] -0.029294762 0.0129419382 -0.0496589081 -0.01800666
#> Sigma[3,3] 0.112575849 0.0218356057 0.0900678186 0.14570513
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006224696 0.0007111222 -0.0004434133 1.547814e-03
#> Sigma[4,2] -0.0107278011 0.0100939644 -0.0260525112 -7.377407e-05
#> Sigma[4,3] 0.1010508531 0.0205501213 0.0793627246 1.342665e-01
#> Sigma[4,4] 0.0992916270 0.0208786754 0.0776581167 1.354744e-01
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96336728 0.008445814 0.950728324 0.975052252
#> lag1_var2 -0.05906274 0.043367056 -0.120386446 -0.002658815
#> lag1_var3 -0.11281900 0.091187221 -0.247726762 -0.002237235
#> lag1_var4 0.10211350 0.087641480 -0.004331234 0.231953050
#> const 1.47645403 0.193255203 1.203356237 1.742907914
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22179082 0.1278777 0.04627179 0.4003466
#> lag1_var2 -0.04981912 0.6495733 -0.75262157 1.0055036
#> lag1_var3 -0.95243861 1.1354809 -2.11479926 0.8483327
#> lag1_var4 0.89270309 1.0902586 -0.83835104 2.0047259
#> const 0.89879872 1.6367777 -1.91443800 2.4878740
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7013553 0.241656 -1.107912 -0.440826
#> lag1_var2 3.2822566 1.021023 1.844581 4.425102
#> lag1_var3 5.9758913 1.849890 3.183559 7.904418
#> lag1_var4 -4.7606569 1.786304 -6.617177 -2.059169
#> const 1.1137499 3.488034 -2.150451 7.117363
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6219046 0.2121926 -0.9494483 -0.378569
#> lag1_var2 2.9866788 1.0105514 1.6407815 4.320911
#> lag1_var3 4.9243967 1.8771414 2.3008471 7.283590
#> lag1_var4 -3.7212941 1.8099181 -5.9884861 -1.184547
#> const 1.3126953 2.9417296 -1.7663172 6.037338
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00361631 0.003708964 0.001011695 0.00937294
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01128402 0.01177017 -0.0266007 0.001144698
#> Sigma[2,2] 0.45609101 0.13674104 0.2602645 0.612705173
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005043182 0.00407597 0.0003587776 0.01022886
#> Sigma[3,2] -0.209631419 0.06279531 -0.2874993027 -0.11905014
#> Sigma[3,3] 0.102039593 0.02921889 0.0592202909 0.14077768
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003820064 0.002265782 -0.004307281 0.001844576
#> Sigma[4,2] 0.0094079486 0.010458621 -0.002964600 0.026377088
#> Sigma[4,3] 0.0017498642 0.004734014 -0.004428021 0.008582849
#> Sigma[4,4] 0.0067181665 0.002426408 0.004756871 0.011166990
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978914207 0.03500919 0.9338545 1.0323985
#> lag1_var2 -0.016069572 0.09048325 -0.1109481 0.1203263
#> lag1_var3 -0.024985981 0.18145610 -0.2081306 0.2467906
#> lag1_var4 0.009550426 0.17953038 -0.2597071 0.1993406
#> const 1.244323973 0.43833902 0.4700808 1.6375987
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06390521 0.6112101 -0.4924486 0.9495842
#> lag1_var2 0.13806661 1.7404482 -2.6703982 1.6699763
#> lag1_var3 -1.50392181 3.7026059 -7.4417463 1.6259820
#> lag1_var4 1.56391811 3.4934889 -1.4929332 7.2488270
#> const -0.47869635 6.5292197 -10.2763231 7.8959662
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005366687 0.270600 -0.43879959 0.1803896
#> lag1_var2 0.668497580 0.838399 -0.05097812 1.9983342
#> lag1_var3 2.251985010 1.784586 0.81151106 5.1162261
#> lag1_var4 -1.283662372 1.677585 -3.96418726 0.1188531
#> const 1.102776985 3.359152 -3.18202959 5.9511547
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05295362 0.07209918 -0.1603384 0.03667686
#> lag1_var2 0.41350370 0.14919489 0.1927102 0.58411030
#> lag1_var3 0.86133754 0.30873988 0.3871522 1.20731119
#> lag1_var4 0.14792013 0.29737477 -0.2056361 0.58821865
#> const 0.64699569 0.56590118 -0.1499282 1.35397522
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004035501 0.001380281 0.00263368 0.006457424
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004505417 0.002848623 -0.009157562 -0.001216172
#> Sigma[2,2] 0.030880198 0.005302496 0.025165962 0.039926048
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005487714 0.00575921 -0.0001808018 0.015073872
#> Sigma[3,2] -0.006454429 0.01490995 -0.0312961425 0.006161827
#> Sigma[3,3] 0.093320365 0.02587130 0.0646255648 0.136840646
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002715098 0.005232265 -0.003591689 0.01127962
#> Sigma[4,2] 0.013370765 0.013528160 -0.007930971 0.02713335
#> Sigma[4,3] 0.091840834 0.022355503 0.068019316 0.12737340
#> Sigma[4,4] 0.103184315 0.021883073 0.082042899 0.13732906
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9857815 0.05162152 0.9063884 1.0417044
#> lag1_var2 -0.1428493 0.22038240 -0.3727046 0.1622002
#> lag1_var3 -0.2762558 0.39716008 -0.7041849 0.2606189
#> lag1_var4 0.2584547 0.38305621 -0.2631963 0.6664838
#> const 1.3607001 0.32546809 0.9323428 1.8165345
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.122676 0.09085766 -0.24176181 -0.03809222
#> lag1_var2 1.205655 0.64157119 0.23913845 2.00514750
#> lag1_var3 1.191455 1.05427193 -0.36882999 2.41446450
#> lag1_var4 -1.142324 1.03455971 -2.33302315 0.38764759
#> const 1.080248 0.84473971 0.05869158 2.46839081
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1527980 0.1863722 -0.15274977 0.3686951
#> lag1_var2 0.9667135 0.8350293 0.07673003 2.3654990
#> lag1_var3 2.5381629 1.4164411 1.19993485 4.9568058
#> lag1_var4 -1.5986341 1.4173676 -4.00188406 -0.2550370
#> const 0.7529527 2.9441367 -2.91446096 5.0027752
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07381131 0.1797764 -0.2332297 0.2539422
#> lag1_var2 1.33071516 1.0422235 0.2824805 3.0570527
#> lag1_var3 2.67444079 1.8652869 1.0910422 5.8125333
#> lag1_var4 -1.69793284 1.8580418 -4.8141245 -0.1137847
#> const 1.11897419 3.0128175 -2.4364584 5.3680758
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02927918 0.008704865 0.01952368 0.04204252
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006635503 0.00570967 -0.01582983 0.0004300162
#> Sigma[2,2] 0.027428783 0.00480842 0.02079255 0.0340717336
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002018268 0.02144202 -0.02583939 0.03494114
#> Sigma[3,2] -0.107724900 0.01960114 -0.13054392 -0.07927847
#> Sigma[3,3] 0.707670470 0.13945907 0.50901302 0.89511665
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001965949 0.02077289 -0.0287810 0.02825381
#> Sigma[4,2] -0.099862846 0.01916186 -0.1222269 -0.07296965
#> Sigma[4,3] 0.701544113 0.14227236 0.5034275 0.90208204
#> Sigma[4,4] 0.699867762 0.14598200 0.5014463 0.91447261
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93412807 0.01843308 0.9083292 0.9583136
#> lag1_var2 0.03490759 0.22601831 -0.2778939 0.3369222
#> lag1_var3 0.11024293 0.33501729 -0.3783353 0.4727109
#> lag1_var4 -0.10157434 0.31525783 -0.4372728 0.3649230
#> const 1.31226133 1.52366891 -0.6296688 3.0738249
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03909756 0.02473724 0.01138608 0.07428198
#> lag1_var2 0.63194428 0.32643789 0.11941070 1.03794585
#> lag1_var3 -0.27107693 0.54901173 -1.12593432 0.47315392
#> lag1_var4 0.28009215 0.53581012 -0.44023570 1.11602389
#> const 0.19428189 0.81316477 -1.03590887 1.20277155
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2889914 0.118126 -0.4381156 -0.1383838
#> lag1_var2 3.1646120 1.480876 1.1086805 5.3060291
#> lag1_var3 5.2774792 2.687689 1.4316756 9.1751105
#> lag1_var4 -4.3116744 2.623307 -8.1380374 -0.5973019
#> const 4.0582086 5.301838 -3.0296467 10.7879134
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2903215 0.1154426 -0.4408964 -0.13962935
#> lag1_var2 3.2779977 1.4177743 1.3028199 5.28361799
#> lag1_var3 4.5983954 2.6218272 0.7506059 8.31254908
#> lag1_var4 -3.6228743 2.5563070 -7.2707867 0.09158512
#> const 4.1469971 5.4058119 -3.3770753 10.83188447
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001691279 0.0003762014 0.001278472 0.002243462
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0380297 0.01904934 -0.05874822 -0.007239679
#> Sigma[2,2] 3.3976880 0.82917739 2.41048490 4.626867085
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02666995 0.009325986 0.01554632 0.04050748
#> Sigma[3,2] -1.72587290 0.333780084 -2.24731747 -1.34042549
#> Sigma[3,3] 1.04157404 0.224955129 0.85922824 1.38513544
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00792642 0.00530124 0.002181392 0.01611838
#> Sigma[4,2] 0.02921327 0.26274981 -0.271740062 0.43915092
#> Sigma[4,3] 0.17135623 0.12788404 0.023463402 0.35627783
#> Sigma[4,4] 0.21113665 0.06235075 0.138061757 0.30693340
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91975180 0.02909090 0.881715447 0.96080190
#> lag1_var2 0.07371955 0.06200158 -0.007169344 0.16901776
#> lag1_var3 0.14567409 0.12156666 -0.014607545 0.33100243
#> lag1_var4 -0.13526938 0.11082022 -0.305857907 0.01379293
#> const 1.57721489 0.36713763 1.102028365 2.02894565
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9562922 1.630359 -1.107562 3.2308752
#> lag1_var2 -5.1854363 2.877101 -8.774142 -0.6128964
#> lag1_var3 -11.9320862 5.608725 -18.942932 -2.9924531
#> lag1_var4 11.4620882 4.983194 3.424184 17.5843636
#> const 0.1111486 12.469897 -21.269483 12.2779942
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3124187 0.8755816 -1.379278 0.7845787
#> lag1_var2 3.4410740 1.4064457 1.152296 5.1619219
#> lag1_var3 7.6850553 2.7264816 3.248623 11.0463887
#> lag1_var4 -6.5679195 2.4154470 -9.463397 -2.6268312
#> const 1.9949083 7.5379525 -4.044878 15.8292133
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1668346 0.2184406 -0.20796293 0.3699039
#> lag1_var2 0.3970380 0.3803588 -0.03176673 0.9557502
#> lag1_var3 0.8228319 0.7431272 -0.03828372 1.8956389
#> lag1_var4 0.0635757 0.6709627 -0.87494640 0.9102806
#> const 1.8665768 3.7157040 -3.90236052 5.5772759
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003275457 7.255739e-05 0.0002486928 0.0004466826
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002388312 0.0009645934 -0.003589456 -0.0008971915
#> Sigma[2,2] 0.092019549 0.0117552199 0.075389962 0.1077919429
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001420193 0.005460277 -0.006899949 0.00805325
#> Sigma[3,2] -0.226151517 0.070777464 -0.346367318 -0.16298417
#> Sigma[3,3] 2.113916019 0.439380497 1.646638696 2.84351059
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.007247e-05 0.005107266 -0.007634386 0.006350921
#> Sigma[4,2] -1.741366e-01 0.070118577 -0.294378244 -0.117719962
#> Sigma[4,3] 2.028925e+00 0.420539626 1.569463801 2.727915786
#> Sigma[4,4] 1.974662e+00 0.404468742 1.520824817 2.640974831
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95643025 0.007790152 0.94551074 0.96549452
#> lag1_var2 -0.03894497 0.056987531 -0.10793379 0.04599469
#> lag1_var3 -0.06396827 0.100847789 -0.18149611 0.08887313
#> lag1_var4 0.05785381 0.099792290 -0.09336463 0.17358823
#> const 1.49093450 0.198813938 1.18357055 1.70522740
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1362459 0.07368115 0.04458365 0.2412560
#> lag1_var2 -0.4490206 0.77312141 -1.77151091 0.2531389
#> lag1_var3 -1.6708807 1.29307395 -3.85299384 -0.3594585
#> lag1_var4 1.6496212 1.27518450 0.35767643 3.8017268
#> const -0.9825754 1.51675349 -3.12061959 0.8687845
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8488735 0.466444 -1.502599 -0.2302046
#> lag1_var2 10.5036915 7.439721 2.337030 22.6846196
#> lag1_var3 17.2906407 12.356134 3.675057 37.1665074
#> lag1_var4 -16.1063219 12.161112 -35.632225 -2.6833604
#> const 8.3913890 5.706522 1.663407 16.8456687
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7897393 0.4451856 -1.4010312 -0.1950407
#> lag1_var2 10.0736357 7.2157272 2.0326871 21.7162170
#> lag1_var3 15.9977554 11.9618324 2.7097560 34.9817539
#> lag1_var4 -14.8141082 11.7715118 -33.4591219 -1.7165428
#> const 7.6076608 5.5887088 0.1843107 15.4608950
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005010773 0.0001025002 0.0003699575 0.0006052818
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00344446 0.005407048 -0.01222074 0.003172364
#> Sigma[2,2] 3.09269630 0.761774006 2.10871400 4.210351599
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008237624 0.005271194 0.002002387 0.01624051
#> Sigma[3,2] -1.738892127 0.638187713 -2.761572146 -1.21021705
#> Sigma[3,3] 2.235796132 0.650424777 1.716561888 3.26328512
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006770033 0.004237551 0.0007815361 0.01214946
#> Sigma[4,2] 0.311509164 0.455959288 -0.2553532656 1.04160088
#> Sigma[4,3] 1.195340097 0.362929711 0.8175983103 1.75904233
#> Sigma[4,4] 1.528150906 0.406348859 1.1016084244 2.15214912
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93623676 0.01296228 0.91981760 0.95442832
#> lag1_var2 -0.01458510 0.02297010 -0.04531529 0.01364531
#> lag1_var3 -0.02640667 0.03447862 -0.07176666 0.01440357
#> lag1_var4 0.02456787 0.03208342 -0.01294423 0.06701375
#> const 1.53606722 0.18843333 1.29825073 1.76042182
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0674481 1.020574 -1.07150507 1.64038772
#> lag1_var2 -0.8367373 1.230197 -2.49605179 0.88534758
#> lag1_var3 -2.4736430 1.804473 -4.89565157 0.09970015
#> lag1_var4 2.4230971 1.703299 0.02911566 4.70146600
#> const 3.6919929 17.615673 -21.11464346 30.04573185
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07720561 0.5741609 -0.6001068 0.8704482
#> lag1_var2 1.80964947 1.3507403 -0.3792165 3.4721186
#> lag1_var3 3.66281198 1.9680091 0.4783842 6.0623355
#> lag1_var4 -2.67016096 1.8442735 -4.9010942 0.3025068
#> const -2.28911561 10.5491392 -20.1012043 9.1209678
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09021338 0.6185043 -0.8060822 0.8566596
#> lag1_var2 0.81825924 1.3659718 -0.9450081 2.7636740
#> lag1_var3 1.38848293 2.0267659 -1.2340770 4.2136173
#> lag1_var4 -0.41169181 1.8964409 -3.0769601 2.0248072
#> const -0.20134533 8.8827584 -9.8829782 13.7789843
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006980457 0.002619254 0.004333494 0.01091773
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007145248 0.009227972 -0.02114803 0.004959252
#> Sigma[2,2] 0.391375875 0.086971582 0.26206972 0.502124325
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02143038 0.01865176 0.005856235 0.05228678
#> Sigma[3,2] -0.44586452 0.09159244 -0.576732922 -0.34681217
#> Sigma[3,3] 0.86057878 0.14657932 0.611328658 0.99616346
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01977629 0.01715948 0.005276841 0.04641156
#> Sigma[4,2] -0.27564098 0.06774821 -0.361923427 -0.18302545
#> Sigma[4,3] 0.71989111 0.14820998 0.479619671 0.89427194
#> Sigma[4,4] 0.66185586 0.15103902 0.441866295 0.85955389
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0518411 0.03920669 1.00924001 1.11756349
#> lag1_var2 -0.1212203 0.08567903 -0.25029056 -0.02746774
#> lag1_var3 -0.2614586 0.16554450 -0.50579801 -0.09212937
#> lag1_var4 0.2128515 0.15364195 0.05621189 0.43916704
#> const 1.3707557 0.73084231 0.35969181 2.36948417
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0353299 0.3455424 -0.5223341 0.4495172
#> lag1_var2 0.9512731 0.6686739 0.2431807 1.9353487
#> lag1_var3 0.4166671 1.1568179 -0.8074781 2.0371784
#> lag1_var4 -0.4131995 1.0440185 -1.8661526 0.7290455
#> const 2.4183694 2.6685949 -1.6451397 5.0422222
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08357209 0.5924438 -0.7278627 0.8297625
#> lag1_var2 0.39261326 1.3620377 -1.3225421 2.2804186
#> lag1_var3 1.65451521 2.2992874 -1.0739301 4.8555168
#> lag1_var4 -0.64312556 2.0703978 -3.4979195 1.7970058
#> const -2.83383442 6.8039381 -12.6961725 5.9292531
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11740801 0.5057728 -0.6182075 0.7086859
#> lag1_var2 0.48030816 1.3189721 -1.1099604 2.3531580
#> lag1_var3 1.11807083 2.2427428 -1.4163564 4.3609451
#> lag1_var4 -0.09134425 2.0199114 -2.9858246 2.2442656
#> const -2.37812524 7.4699856 -13.6323558 5.8002550
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009614321 0.0002988301 0.0007441787 0.001458218
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01997316 0.008476166 -0.03480299 -0.01250962
#> Sigma[2,2] 0.80339064 0.214659109 0.56984025 1.17691605
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01368467 0.004843783 0.008577032 0.02126705
#> Sigma[3,2] -0.50025724 0.124190458 -0.689229746 -0.33338296
#> Sigma[3,3] 0.49679768 0.070497359 0.389796558 0.59409073
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001686968 0.001343727 -0.0003709183 0.003385265
#> Sigma[4,2] -0.016311439 0.049312842 -0.0835610581 0.050921662
#> Sigma[4,3] 0.203449911 0.037758414 0.1685836482 0.265487919
#> Sigma[4,4] 0.202077608 0.033171259 0.1557492499 0.242539058
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94543600 0.01213041 0.9305681 0.9631281
#> lag1_var2 0.02435427 0.11954898 -0.1102350 0.1807886
#> lag1_var3 0.02943414 0.19527965 -0.1872873 0.2838259
#> lag1_var4 -0.02993138 0.19195927 -0.2788638 0.1837257
#> const 1.46217667 0.24802462 1.0248599 1.6946758
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.149810 0.3077811 -0.2164968 0.6463588
#> lag1_var2 -2.605460 3.0898907 -7.0362575 1.2176786
#> lag1_var3 -5.558195 5.1105162 -12.8791677 0.6483965
#> lag1_var4 5.486798 4.9811043 -0.5039907 12.5787281
#> const 1.379978 6.7413945 -7.2903413 10.1321667
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03212464 0.2865548 -0.4707306 0.2192798
#> lag1_var2 1.86867926 2.4382402 -0.6891297 5.7494410
#> lag1_var3 3.88245766 4.0371656 -0.3914807 10.2119913
#> lag1_var4 -2.87033879 3.9440477 -9.0469279 1.3086440
#> const -0.60218454 6.0595868 -7.5894085 8.2089717
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04979792 0.2055962 -0.2365222 0.323068
#> lag1_var2 -0.09878061 1.3580740 -1.7576315 1.617732
#> lag1_var3 -0.12531027 2.2125648 -2.7577961 2.641716
#> lag1_var4 1.10297893 2.1465177 -1.5712464 3.642588
#> const -0.07267776 2.6329916 -2.7778843 3.971838
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007992477 0.0001600988 0.000637833 0.001040768
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01695661 0.005871785 -0.02492655 -0.008710164
#> Sigma[2,2] 1.35530247 0.266156601 1.01676317 1.711923540
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01604935 0.008568375 0.007794792 0.02910494
#> Sigma[3,2] -0.86320431 0.401009617 -1.514298491 -0.38043045
#> Sigma[3,3] 2.51717516 0.643499360 1.766047426 3.53660394
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006451516 0.007129125 -0.002591707 0.01685241
#> Sigma[4,2] -0.045086676 0.410669470 -0.646300244 0.48790689
#> Sigma[4,3] 2.103897317 0.495480103 1.485116539 2.84211624
#> Sigma[4,4] 2.191558114 0.381500106 1.777968887 2.78381859
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93554024 0.009524856 0.927441427 0.95113372
#> lag1_var2 0.03491047 0.027084399 -0.008547465 0.06650439
#> lag1_var3 0.03810110 0.044652049 -0.033050527 0.09143737
#> lag1_var4 -0.04030016 0.043405838 -0.092367084 0.02852694
#> const 1.63395457 0.198552855 1.307881454 1.83836134
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.812926 0.276727 0.4154464 1.1597056
#> lag1_var2 -3.271579 1.693871 -5.6285810 -1.0140172
#> lag1_var3 -6.267944 2.816384 -10.2297619 -2.5268523
#> lag1_var4 6.076985 2.742262 2.4476370 9.9357136
#> const -5.264056 5.094705 -13.1630958 0.6772769
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5045714 0.5583201 -1.3936772 0.08008963
#> lag1_var2 4.2074316 2.9844152 0.5043294 8.35234623
#> lag1_var3 7.5870437 4.9596175 1.5354749 14.40561629
#> lag1_var4 -6.4920955 4.7715485 -13.0251431 -0.63049089
#> const 5.1680632 8.7323403 -2.3769616 19.01169784
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02417488 0.5306314 -0.8340677 0.6103339
#> lag1_var2 1.91649623 2.9100299 -2.4388642 5.5403174
#> lag1_var3 3.28679746 4.7985081 -3.8334338 9.2431486
#> lag1_var4 -2.29734974 4.6048242 -8.0081479 4.5707132
#> const 1.68197499 6.9768604 -5.9847397 12.0044966
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002144025 0.0007361583 0.001430925 0.003277427
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0257442 0.009780197 -0.03751054 -0.01056856
#> Sigma[2,2] 2.0402767 0.490286825 1.66523794 2.88531114
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01223389 0.009960032 -0.003382422 0.0206763
#> Sigma[3,2] -1.11135780 0.273080328 -1.575822815 -0.9040043
#> Sigma[3,3] 0.83662809 0.225642211 0.654833792 1.2234553
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001584222 0.01278972 -0.02090998 0.003619675
#> Sigma[4,2] -0.054127172 0.07272458 -0.15697877 0.040089707
#> Sigma[4,3] 0.291441729 0.16006401 0.19340266 0.536930815
#> Sigma[4,4] 0.298947814 0.20493722 0.19472628 0.613944659
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97272138 0.02510112 0.93467698 1.00785942
#> lag1_var2 -0.01737805 0.06130810 -0.09020982 0.07787847
#> lag1_var3 -0.03089943 0.11714624 -0.16718294 0.14745526
#> lag1_var4 0.01715086 0.10653363 -0.14335688 0.14285786
#> const 1.42930375 0.26638842 1.10019953 1.79525237
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.058378 0.5804707 -2.867014 -1.320878
#> lag1_var2 6.118292 1.6623138 3.394990 7.754522
#> lag1_var3 10.010119 3.2930366 4.577703 13.187775
#> lag1_var4 -9.107858 2.9650514 -11.954861 -4.218297
#> const 4.552619 8.3504788 -8.852636 15.467771
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7844695 0.3816067 0.2373444 1.3100357
#> lag1_var2 -1.2716356 1.0523350 -2.3767827 0.3804212
#> lag1_var3 -1.4913513 2.0563485 -3.6538589 1.7787897
#> lag1_var4 2.1382504 1.8636667 -0.8131951 4.0678685
#> const -1.1274888 3.5506804 -5.9795530 3.3968822
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.394184 0.1732480 -0.6462540 -0.1954935
#> lag1_var2 1.806850 0.6655976 0.9573299 2.8189975
#> lag1_var3 3.524184 1.2942113 1.8809628 5.4979482
#> lag1_var4 -2.352460 1.1887618 -4.2018848 -0.8629038
#> const 1.065175 2.5531591 -2.7579724 4.3069856
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001876844 0.0006273534 0.001274117 0.002793011
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009008687 0.007641101 -0.02226638 -0.00249565
#> Sigma[2,2] 0.334948557 0.078013220 0.24303263 0.44754333
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006981583 0.004782293 0.00233849 0.01492858
#> Sigma[3,2] -0.212750938 0.046721626 -0.27359264 -0.14774112
#> Sigma[3,3] 0.202740807 0.030237564 0.16375734 0.24299288
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001506185 0.002549197 -0.001913774 0.004678857
#> Sigma[4,2] 0.001107664 0.028209833 -0.024804412 0.047151954
#> Sigma[4,3] 0.075636645 0.015129663 0.055761368 0.097523616
#> Sigma[4,4] 0.086537064 0.015570125 0.063426144 0.105342530
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95354486 0.03299959 0.8977422 0.98588862
#> lag1_var2 -0.03691623 0.07785306 -0.1170734 0.09668793
#> lag1_var3 -0.06159767 0.11896262 -0.1848790 0.14253971
#> lag1_var4 0.05248142 0.10773220 -0.1304012 0.16517770
#> const 1.64318146 0.24282640 1.2974653 1.98373320
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5103934 0.4901814 -0.1282799 1.1986538
#> lag1_var2 2.2144541 0.7898118 1.1567392 3.3417976
#> lag1_var3 1.9221406 1.1881895 0.3460954 3.6459775
#> lag1_var4 -2.1279490 1.0393372 -3.6096359 -0.7575664
#> const 2.0767369 4.9426217 -4.1794117 9.5009626
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3925841 0.2559127 -0.7857112 -0.05342253
#> lag1_var2 -0.1624769 0.4082976 -0.7644745 0.37401318
#> lag1_var3 0.6310398 0.6105415 -0.2639706 1.45572341
#> lag1_var4 0.4986465 0.5246833 -0.2058235 1.25831225
#> const -0.3940337 3.1771397 -4.8261981 3.76373659
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10270435 0.2267259 -0.4465871 0.1687202
#> lag1_var2 0.78322355 0.4651324 0.3464186 1.5423872
#> lag1_var3 1.11031996 0.7213981 0.4142686 2.2959304
#> lag1_var4 -0.09507816 0.6567574 -1.1746611 0.5786860
#> const 0.58482530 2.3664290 -3.2058507 2.8421027
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001451356 0.001398222 0.0006254218 0.004107147
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01297313 0.006370734 -0.02065939 -0.004307024
#> Sigma[2,2] 0.91618964 0.135185842 0.73276524 1.084040643
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01407195 0.007323814 0.007639955 0.0258158
#> Sigma[3,2] -0.63321059 0.104480972 -0.759168639 -0.4962973
#> Sigma[3,3] 0.55363333 0.130768119 0.409986226 0.7523435
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007726162 0.007294949 0.002926432 0.01919267
#> Sigma[4,2] -0.164314753 0.059824003 -0.264012246 -0.09971074
#> Sigma[4,3] 0.236932950 0.106665656 0.137131980 0.41811088
#> Sigma[4,4] 0.161487350 0.098516005 0.082499545 0.32209320
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95709851 0.01693240 0.93493062 0.975607421
#> lag1_var2 -0.09328713 0.09052901 -0.23504886 0.004142363
#> lag1_var3 -0.16990688 0.17398272 -0.44437001 0.013269716
#> lag1_var4 0.16217547 0.16621152 -0.01053849 0.425957853
#> const 1.55069793 0.17422406 1.28048241 1.783428375
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2030851 0.4138156 -0.1890970 0.8825866
#> lag1_var2 1.4101080 1.7317137 -0.5015592 4.0040549
#> lag1_var3 1.1711052 3.3461430 -2.5316460 6.1920602
#> lag1_var4 -1.2459088 3.1628916 -5.9475675 2.3225971
#> const 0.2692457 7.2164731 -8.8195867 11.0165650
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05672522 0.3496735 -0.4234032 0.54097752
#> lag1_var2 -1.53187405 1.6086000 -3.9048977 0.09479623
#> lag1_var3 -2.22281972 3.1006825 -6.7707036 0.87639824
#> lag1_var4 3.20585314 2.9379516 0.2231579 7.51494179
#> const -1.45216775 5.1758656 -8.5903643 5.29231707
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1665441 0.2285391 -0.03055511 0.5092774
#> lag1_var2 -1.2618874 1.0321798 -2.84631045 -0.3673102
#> lag1_var3 -2.5119850 1.9849882 -5.59112743 -0.7783485
#> lag1_var4 3.4635931 1.8825199 1.82060327 6.4035840
#> const -1.8256266 2.4983940 -5.39876999 1.9608147
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001517032 0.0002890021 0.001061859 0.001855768
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006597696 0.003057313 -0.01102228 -0.002719467
#> Sigma[2,2] 0.221859531 0.040246789 0.16824866 0.274452412
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004845327 0.004479068 -0.001358293 0.01101700
#> Sigma[3,2] -0.095949517 0.050936006 -0.159907039 -0.02809519
#> Sigma[3,3] 0.485086497 0.087665491 0.396784428 0.62920336
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000452932 0.004523041 -0.005736174 0.005748881
#> Sigma[4,2] 0.052650327 0.049366532 -0.010588120 0.118063313
#> Sigma[4,3] 0.445014825 0.064935902 0.376380252 0.550568302
#> Sigma[4,4] 0.506031201 0.051883404 0.434552820 0.574723210
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9983165 0.0140556 0.97890229 1.019519888
#> lag1_var2 -0.1564776 0.1027692 -0.27966472 -0.007642677
#> lag1_var3 -0.2352338 0.1573231 -0.42209799 -0.006154457
#> lag1_var4 0.2151985 0.1541678 -0.01407422 0.394589574
#> const 1.4252807 0.1849577 1.19520631 1.706234526
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5599062 0.2027679 -0.8407013 -0.3150330
#> lag1_var2 2.9327622 1.0404143 1.3093516 4.1648571
#> lag1_var3 3.1203782 1.5816655 0.6418683 4.9853148
#> lag1_var4 -2.9324893 1.5223387 -4.7830995 -0.5723455
#> const 3.3754730 3.5278982 -1.9192214 7.3363159
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75699185 0.3295613 0.2200552 1.166996
#> lag1_var2 0.55995589 1.2964010 -1.3161645 2.375483
#> lag1_var3 1.91170493 1.9613818 -0.8490501 4.704556
#> lag1_var4 -1.21694621 1.8565943 -3.7738600 1.483569
#> const 0.05209695 5.5712913 -5.8903601 7.880819
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3936891 0.3363803 -0.11571271 0.7969970
#> lag1_var2 2.1392619 1.5726921 0.09536435 4.1015303
#> lag1_var3 3.4455868 2.3685078 0.44310756 6.4951144
#> lag1_var4 -2.6242793 2.2376885 -5.40483081 0.3007885
#> const 1.9997111 5.7581098 -4.88613112 11.0771584
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009052353 0.0001701148 0.0006580578 0.001129216
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008579003 0.002431106 -0.01221927 -0.005770565
#> Sigma[2,2] 0.230909559 0.052728937 0.16947522 0.309909116
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009007142 0.002717351 0.005613838 0.01261364
#> Sigma[3,2] -0.286985261 0.077448415 -0.411740963 -0.21360475
#> Sigma[3,3] 0.480956775 0.137176529 0.373492793 0.72320862
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004803732 0.001658992 0.002427499 0.006840185
#> Sigma[4,2] -0.176944309 0.055509070 -0.272683268 -0.132155396
#> Sigma[4,3] 0.353028959 0.103731774 0.277442418 0.539996092
#> Sigma[4,4] 0.278247558 0.080131666 0.214803098 0.423049453
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9860585 0.01381249 0.97337283 1.01054870
#> lag1_var2 -0.1359946 0.09270501 -0.29767992 -0.05449099
#> lag1_var3 -0.2536721 0.17585987 -0.55908912 -0.10051341
#> lag1_var4 0.2323984 0.16537279 0.08689397 0.51909996
#> const 1.5946476 0.21855486 1.32156406 1.91450555
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1189303 0.2074599 -0.3899344 0.1760245
#> lag1_var2 1.4314387 1.1751364 -0.2643203 3.0573205
#> lag1_var3 0.9487409 2.2836159 -2.2841315 4.1974120
#> lag1_var4 -0.8418159 2.1442478 -3.8906376 2.2023453
#> const -2.0758005 3.5678839 -6.8260804 2.7775228
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2491594 0.2868633 -0.6666683 0.139622
#> lag1_var2 0.7032750 1.7226221 -1.6254943 3.076757
#> lag1_var3 2.8242586 3.3572039 -1.8627962 7.328818
#> lag1_var4 -1.7597067 3.1407166 -5.9803255 2.618083
#> const 5.7360636 5.3118431 -1.4027518 13.819768
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3488805 0.2198031 -0.6406086 -0.07213279
#> lag1_var2 1.1103896 1.3277827 -0.5843620 2.92576359
#> lag1_var3 2.6900081 2.5842734 -0.7274076 6.14117568
#> lag1_var4 -1.5476815 2.4180420 -4.7766611 1.65126128
#> const 4.6567206 4.1905995 -1.6631992 10.74322688
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002273398 0.0004368021 0.001754608 0.002857297
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0272416 0.01087892 -0.04276719 -0.01320404
#> Sigma[2,2] 1.8066517 0.58840653 1.25493642 2.84891377
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02520067 0.0152047 0.006362042 0.04759639
#> Sigma[3,2] -1.55088339 0.6763857 -2.796044208 -1.06966581
#> Sigma[3,3] 1.77599131 0.7943523 1.153666808 3.22988509
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008493529 0.01027701 -0.003957422 0.023373064
#> Sigma[4,2] -0.430329223 0.36735434 -1.054509846 -0.002468848
#> Sigma[4,3] 0.843751848 0.40236044 0.462792063 1.558745700
#> Sigma[4,4] 0.609835969 0.19832453 0.401032374 0.944418581
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986165553 0.01032761 0.9736808 1.0013642
#> lag1_var2 -0.006705254 0.07880621 -0.1145512 0.1081106
#> lag1_var3 -0.002547443 0.12707110 -0.1770533 0.1798282
#> lag1_var4 -0.017206248 0.12359344 -0.1936868 0.1511381
#> const 1.707582402 0.30649928 1.1843582 2.0000863
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1700595 0.3376031 -0.6087727 0.3235604
#> lag1_var2 -1.5526582 2.0507861 -3.9514167 1.7378443
#> lag1_var3 -4.0826603 3.4221336 -8.0890827 1.4171051
#> lag1_var4 4.2134712 3.3978689 -1.2195402 8.2214785
#> const -4.2176720 12.5600641 -23.9060654 10.8635212
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1565129 0.3711154 -0.294506 0.7011116
#> lag1_var2 3.6573223 1.6169667 1.339345 5.3861636
#> lag1_var3 7.0311336 2.6606586 3.190578 9.8091690
#> lag1_var4 -6.1753575 2.5747215 -8.753852 -2.3730187
#> const 6.3950522 15.1313781 -12.163586 31.0635998
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04184913 0.2897391 -0.3618952 0.387374
#> lag1_var2 2.35227516 0.7087661 1.5484190 3.278930
#> lag1_var3 3.96072701 1.1340576 2.7110205 5.435525
#> lag1_var4 -3.01306032 1.0124446 -4.2864288 -1.827261
#> const 3.44001469 8.3915936 -7.1496986 16.483718
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001290404 0.0004393634 0.0008936092 0.001976913
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01229287 0.006559548 0.004238899 0.0211057
#> Sigma[2,2] 0.86580169 0.102168293 0.717106741 0.9939392
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002678181 0.003023557 -0.006081914 0.002012434
#> Sigma[3,2] -0.130503184 0.053057604 -0.209751633 -0.074140467
#> Sigma[3,3] 0.467028319 0.106790405 0.339285254 0.624054840
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00298091 0.003983415 -0.001887079 0.008781823
#> Sigma[4,2] 0.27656789 0.085701868 0.147293047 0.381685573
#> Sigma[4,3] 0.45766919 0.121860143 0.313560562 0.642654961
#> Sigma[4,4] 0.64610970 0.147023233 0.484523354 0.866268955
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97617557 0.02240247 0.94895967 1.01213353
#> lag1_var2 -0.05550031 0.04973777 -0.12268316 0.01474812
#> lag1_var3 -0.11958023 0.11041657 -0.27290673 0.03133924
#> lag1_var4 0.10235837 0.10245600 -0.03968681 0.24415273
#> const 1.44556567 0.42098985 0.74984386 1.75109873
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3693589 0.5338763 -1.110489 0.3981318
#> lag1_var2 2.4946020 1.0202324 1.171531 4.0413863
#> lag1_var3 4.3853485 2.6398184 1.047819 8.3358544
#> lag1_var4 -4.0745574 2.4040361 -7.630895 -1.0094098
#> const 0.6280462 6.2092195 -9.830127 6.3662568
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04846428 0.2949190 -0.3357106 0.4271057
#> lag1_var2 -0.09133525 0.7874749 -1.2319049 1.0693791
#> lag1_var3 0.42137874 1.8112577 -2.1947955 3.0220730
#> lag1_var4 0.42983639 1.6711694 -2.0006604 2.8183496
#> const 3.34820234 4.4175984 -2.1944981 9.8358635
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1433370 0.3129226 -0.5813991 0.2488634
#> lag1_var2 0.7134569 0.9314010 -0.4110299 2.1414390
#> lag1_var3 1.7034041 2.1448540 -0.7554614 5.0236241
#> lag1_var4 -0.7001254 1.9843557 -3.7880887 1.5971792
#> const 3.7862307 4.6337947 -0.5072375 11.1293592
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01967701 0.006759192 0.01210589 0.03011732
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01208621 0.01265195 -0.02912825 0.003815192
#> Sigma[2,2] 0.34072533 0.04613284 0.27873519 0.404636472
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0101120 0.01311772 -0.003807746 0.03028602
#> Sigma[3,2] -0.2388125 0.04499708 -0.308635111 -0.19538015
#> Sigma[3,3] 0.3252829 0.05083905 0.254448029 0.39447765
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005480019 0.01311310 -0.01041392 0.02504640
#> Sigma[4,2] -0.114742440 0.03700347 -0.17196641 -0.08196201
#> Sigma[4,3] 0.260583294 0.04557172 0.19054653 0.30933984
#> Sigma[4,4] 0.244764834 0.04476378 0.17484621 0.29246733
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89897832 0.02490608 0.8676659 0.9377229
#> lag1_var2 0.03367218 0.12741103 -0.1286519 0.2143858
#> lag1_var3 0.07038618 0.32851323 -0.3483658 0.5206844
#> lag1_var4 -0.04555826 0.31840271 -0.4939332 0.3509020
#> const 1.54050514 0.70513199 0.6690693 2.6099862
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6669972 0.1203723 0.5107271 0.8364057
#> lag1_var2 -0.6257898 0.4831632 -1.3726933 -0.1731644
#> lag1_var3 -3.7971990 1.1832684 -5.6087801 -2.5056123
#> lag1_var4 3.4767240 1.1397608 2.1952284 5.2160122
#> const -2.9056406 3.1848535 -7.5548183 1.0155941
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.384856 0.191425 -0.6941200 -0.1719214
#> lag1_var2 1.718248 0.533521 0.9864406 2.4024052
#> lag1_var3 5.144163 1.274042 3.3608691 6.7648392
#> lag1_var4 -3.963915 1.200236 -5.4973685 -2.2795393
#> const 2.228040 1.857962 -0.3943348 4.5761450
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1396498 0.1868898 -0.4181741 0.08964754
#> lag1_var2 1.3027379 0.4631815 0.5634915 1.81116797
#> lag1_var3 3.1971546 1.0831727 1.5000205 4.38355491
#> lag1_var4 -2.1234613 1.0021285 -3.2571085 -0.60092119
#> const 0.7476941 2.2177179 -2.5070322 3.75805190
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001632633 0.0003843709 0.001226527 0.002256818
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03005309 0.009447678 -0.04401227 -0.01761938
#> Sigma[2,2] 1.00289898 0.318163389 0.56266644 1.40859396
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03446695 0.01417111 0.01168621 0.05047514
#> Sigma[3,2] -1.23505290 0.42119538 -1.78963807 -0.62833835
#> Sigma[3,3] 2.10455453 0.65642461 1.10928656 3.02129105
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01248121 0.008793822 -0.003525941 0.02035922
#> Sigma[4,2] -0.50474743 0.233392743 -0.826872017 -0.15370607
#> Sigma[4,3] 1.22590215 0.379455624 0.656466275 1.74863997
#> Sigma[4,4] 0.88046448 0.221973048 0.560350632 1.17943484
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9666820 0.01492445 0.9460798 0.9892760
#> lag1_var2 -0.1023973 0.14990842 -0.2989344 0.1097215
#> lag1_var3 -0.1344700 0.19733323 -0.3956800 0.1373383
#> lag1_var4 0.1284528 0.19039854 -0.1270861 0.3820092
#> const 1.2701135 0.52134278 0.4335745 1.9062833
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3894980 0.2612186 0.01179366 0.708503
#> lag1_var2 0.8496724 3.1459525 -3.81736930 4.248447
#> lag1_var3 0.2533839 4.1988794 -5.87418262 4.808465
#> lag1_var4 -0.3833171 4.1171731 -4.81172867 5.603182
#> const 1.9833114 8.1612000 -7.22194307 13.964168
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1096889 0.6168513 -1.048083 0.7072043
#> lag1_var2 2.9213898 4.3190067 -2.355428 9.5321169
#> lag1_var3 4.6250053 5.6749137 -2.208212 13.2099153
#> lag1_var4 -3.6154493 5.5256624 -11.940245 2.9928359
#> const 1.2033059 10.4851808 -17.062835 9.1391113
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1792033 0.5262724 -0.5718579 0.9275991
#> lag1_var2 3.1749951 2.8987246 -1.4079518 6.5881420
#> lag1_var3 4.3041173 3.7754306 -1.7232128 8.6858812
#> lag1_var4 -3.3853128 3.6428475 -7.5986756 2.4194785
#> const 2.2689682 6.2257178 -7.6233504 9.5829232
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005494667 0.0001920958 0.0004341275 0.0008709243
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008468984 0.002354984 -0.01140971 -0.004938273
#> Sigma[2,2] 0.800553293 0.189735294 0.52664668 1.020962713
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00838796 0.003242535 0.004257862 0.01335269
#> Sigma[3,2] -0.71641255 0.188756913 -0.979481245 -0.48769219
#> Sigma[3,3] 0.97719374 0.262757776 0.738181533 1.40329873
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003394245 0.002967999 0.0004951711 0.007953246
#> Sigma[4,2] -0.243398104 0.121441098 -0.4291567871 -0.129533190
#> Sigma[4,3] 0.578246231 0.179446226 0.4304623770 0.870412983
#> Sigma[4,4] 0.461253747 0.130034298 0.3212876667 0.659031215
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96985968 0.01560498 0.954448934 0.992325311
#> lag1_var2 -0.06281135 0.03584080 -0.101740200 -0.007581596
#> lag1_var3 -0.09686834 0.06120891 -0.164121917 -0.002837804
#> lag1_var4 0.08670265 0.05838213 -0.002352152 0.148840685
#> const 1.48739907 0.19942201 1.255422276 1.789060742
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.558462 0.5794037 -0.32308498 1.2207518
#> lag1_var2 1.594522 1.3342150 -0.03147139 3.8240545
#> lag1_var3 1.252607 2.1655440 -1.29753992 4.9449678
#> lag1_var4 -1.561666 1.9404904 -4.88630352 0.6747505
#> const 6.018608 4.1280829 -0.32603910 9.9040758
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1386511 0.371393 -0.3744922 0.6611328
#> lag1_var2 -1.0682063 1.524699 -3.4315863 0.8555953
#> lag1_var3 -0.9547422 2.511018 -4.8829481 2.2456328
#> lag1_var4 1.9541625 2.324954 -1.0642422 5.5954337
#> const -4.4930698 6.940228 -13.9323732 5.6736165
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4817928 0.1591486 0.2624757 0.7040345
#> lag1_var2 -0.5451981 0.8730233 -1.6726038 0.7716885
#> lag1_var3 -0.9339227 1.4690281 -2.7865619 1.3132843
#> lag1_var4 1.7514156 1.3949312 -0.3855018 3.5027377
#> const -1.2999257 5.5816142 -8.9050435 5.6721997
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007243287 0.0001879652 0.0004952581 0.0009969419
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007013019 0.003549495 -0.01103442 -0.001854316
#> Sigma[2,2] 0.567421901 0.106113196 0.44111725 0.698109816
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005771485 0.002250053 0.003423249 0.009566596
#> Sigma[3,2] -0.314942321 0.071296408 -0.406673859 -0.208428054
#> Sigma[3,3] 0.371390185 0.068723849 0.286008964 0.465051170
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002575185 0.002145256 -6.555477e-05 0.005926694
#> Sigma[4,2] -0.041740406 0.049498695 -9.208494e-02 0.028362285
#> Sigma[4,3] 0.239652027 0.056804363 1.639829e-01 0.320407210
#> Sigma[4,4] 0.241831816 0.053609691 1.761174e-01 0.318123122
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.959316239 0.02269215 0.93360756 0.99764863
#> lag1_var2 0.002327410 0.05654390 -0.07542441 0.07523638
#> lag1_var3 0.001507681 0.11607995 -0.16486940 0.14906770
#> lag1_var4 -0.010221678 0.10385576 -0.14728391 0.13450489
#> const 1.563054489 0.25968331 1.20070496 1.94714649
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2208661 0.4852616 -0.5092595 0.8292703
#> lag1_var2 1.6935785 1.2104230 0.3976530 3.7324043
#> lag1_var3 1.7320503 2.6094239 -1.0179561 6.1687161
#> lag1_var4 -1.8783931 2.3965799 -5.9886690 0.6749264
#> const 2.1744334 6.1776042 -7.0176950 10.3985124
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6660143 0.6492974 -0.05454614 1.6121278
#> lag1_var2 -1.1809747 1.5586395 -3.19169403 0.8197547
#> lag1_var3 -1.5334307 3.3582313 -5.91584223 2.7058434
#> lag1_var4 2.1470339 3.0019493 -1.68240742 6.0135589
#> const -0.5111558 4.6549506 -6.70840211 6.2412087
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8372175 0.6140713 0.2696805 1.8512454
#> lag1_var2 -0.8179089 1.3658234 -2.8615319 0.6965284
#> lag1_var3 -1.6315249 2.9006632 -5.9720750 1.5742229
#> lag1_var4 2.1446429 2.5780532 -0.7127781 5.9843945
#> const 0.1911891 4.4867040 -5.3299254 6.0498877
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009069548 0.0001442635 0.0007164281 0.001120648
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01056342 0.00330712 -0.01435009 -0.006057938
#> Sigma[2,2] 0.38521954 0.04557930 0.33040510 0.446115167
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02150191 0.007852654 0.01196944 0.03281312
#> Sigma[3,2] -0.55110445 0.107762241 -0.67879874 -0.40485631
#> Sigma[3,3] 1.41887740 0.251020594 1.06303218 1.74614617
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01545858 0.007102628 0.006558837 0.02545577
#> Sigma[4,2] -0.31831972 0.107047848 -0.454423862 -0.16661872
#> Sigma[4,3] 1.13117271 0.217388078 0.855333909 1.42515762
#> Sigma[4,4] 0.98802580 0.184281047 0.758484001 1.23670851
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93711698 0.01890513 0.91817518 0.96688594
#> lag1_var2 -0.02427816 0.07972150 -0.15316977 0.05236833
#> lag1_var3 -0.04237255 0.12189006 -0.23805017 0.07838993
#> lag1_var4 0.04153352 0.11377399 -0.07203193 0.22367169
#> const 1.50865598 0.15768327 1.29658981 1.71990350
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2588916 0.503849 -1.0573953 0.2874897
#> lag1_var2 2.1612182 1.909235 0.1051193 5.0886364
#> lag1_var3 1.8785845 2.979033 -1.3424265 6.4088176
#> lag1_var4 -1.8067823 2.790837 -6.0461692 1.2113280
#> const 1.6661960 4.862276 -5.3829107 8.3834043
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25007867 1.051320 -1.198628 1.637553
#> lag1_var2 1.60526984 3.992370 -5.254170 5.468873
#> lag1_var3 3.49878999 6.165522 -7.083059 9.287191
#> lag1_var4 -2.40468241 5.771024 -7.818993 7.476659
#> const -0.07367589 7.716843 -10.085887 11.218822
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4740317 0.8381154 -1.272774 1.019536
#> lag1_var2 2.6551300 3.1585477 -2.633664 6.393177
#> lag1_var3 4.1590252 4.8454853 -3.988117 9.792399
#> lag1_var4 -2.9935413 4.5321341 -8.264618 4.608701
#> const 0.6271681 6.5782279 -8.244976 10.443612
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006754065 0.00012467 0.0005435823 0.0008656828
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00165911 0.003554804 -0.006749436 0.002966946
#> Sigma[2,2] 1.26679300 0.234675436 0.963262470 1.604685564
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001508512 0.003164327 -0.00367379 0.004960725
#> Sigma[3,2] -0.3970251953 0.140578351 -0.65435249 -0.280176206
#> Sigma[3,3] 0.5239584877 0.128741886 0.37540734 0.710586530
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007928629 0.002663113 -0.003748532 0.003556121
#> Sigma[4,2] 0.1098400657 0.151796087 -0.080763123 0.332357412
#> Sigma[4,3] 0.4332905997 0.120993347 0.304847110 0.621120277
#> Sigma[4,4] 0.5584886755 0.159947869 0.410353242 0.797160655
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96925745 0.008041233 0.96070395 0.98285234
#> lag1_var2 -0.03675437 0.016014650 -0.06033718 -0.01901671
#> lag1_var3 -0.09227188 0.040345553 -0.15287222 -0.04690096
#> lag1_var4 0.07629990 0.039000903 0.02841431 0.13341851
#> const 1.41261643 0.149508468 1.16836330 1.58023256
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8686923 0.3350931 0.4467512 1.3685964
#> lag1_var2 -1.2847451 1.2793699 -3.0125734 0.4833235
#> lag1_var3 -5.0040169 3.2759074 -9.4670047 -0.4898450
#> lag1_var4 4.6550335 3.0770442 0.3501218 8.7580381
#> const -2.3896950 5.9302054 -9.7387190 6.4383921
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2301395 0.1778325 -0.4592926 0.04290275
#> lag1_var2 1.6215310 0.5575238 0.9252226 2.45830013
#> lag1_var3 4.6272693 1.4576680 2.7849563 6.80636861
#> lag1_var4 -3.5972803 1.3845440 -5.5788505 -1.82390103
#> const 1.3165296 3.8302788 -3.2985262 7.09061134
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1108934 0.2046715 -0.08460613 0.4380828
#> lag1_var2 0.9727275 0.5048036 0.52192362 1.7766010
#> lag1_var3 2.2561190 1.3338566 1.05336150 4.3278070
#> lag1_var4 -1.3560168 1.2125026 -3.24068584 -0.2601704
#> const -0.1502757 3.8102617 -5.75843933 4.4675321
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003583598 5.989562e-05 0.0002858245 0.0004488003
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003861689 0.0008292948 -0.005044204 -0.002852863
#> Sigma[2,2] 0.101673365 0.0217119224 0.080255010 0.136291508
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004222638 0.0009860289 0.002965343 0.005638991
#> Sigma[3,2] -0.108405954 0.0249607409 -0.150065863 -0.085331095
#> Sigma[3,3] 0.153074206 0.0359968173 0.122447472 0.210349900
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00194861 0.0006228847 0.001047813 0.002750772
#> Sigma[4,2] -0.04809076 0.0144224978 -0.070458311 -0.035665817
#> Sigma[4,3] 0.08988020 0.0229986961 0.068650035 0.129504123
#> Sigma[4,4] 0.06256917 0.0151633582 0.048284463 0.089555363
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95259483 0.01054693 0.9361704 0.96517021
#> lag1_var2 -0.04108736 0.08115129 -0.1370777 0.08605362
#> lag1_var3 -0.07103285 0.13047012 -0.2268855 0.13123194
#> lag1_var4 0.06672467 0.12647322 -0.1290515 0.21678812
#> const 1.64039784 0.09139406 1.4948209 1.72926302
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1322477 0.1315155 -0.3098605 0.03382155
#> lag1_var2 0.4877942 1.1612538 -1.2904753 1.91868770
#> lag1_var3 -0.8049969 1.8703236 -3.6185798 1.56298906
#> lag1_var4 0.8985803 1.8035753 -1.3784633 3.61773075
#> const -1.8249779 2.2760920 -4.7571211 1.34387631
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4545684 0.160680 0.2193931 0.6619120
#> lag1_var2 -0.6400083 1.262392 -2.4853850 0.9842054
#> lag1_var3 0.4402213 2.089797 -2.7021745 3.0682517
#> lag1_var4 0.3306142 2.019112 -2.2038393 3.3795954
#> const 1.9455489 2.885623 -2.2266233 5.9643380
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3739149 0.1248424 0.2197744 0.55282763
#> lag1_var2 -0.8002276 0.8383459 -2.1608178 0.02048556
#> lag1_var3 -0.7844975 1.3903102 -3.0696480 0.59175506
#> lag1_var4 1.6182846 1.3434506 0.3031448 3.83699390
#> const 0.5114798 1.6946472 -1.8178168 3.00971332
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001592592 0.0003495622 0.001075929 0.001983434
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02512469 0.009952867 -0.03933052 -0.01377234
#> Sigma[2,2] 1.31686546 0.244706025 1.05397139 1.69766361
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01472335 0.006455402 0.007719094 0.02422974
#> Sigma[3,2] -0.85002538 0.165263635 -1.123493227 -0.67233264
#> Sigma[3,3] 0.64183054 0.116854426 0.499228823 0.82329868
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003538538 0.002555499 -0.007779104 -0.000919645
#> Sigma[4,2] 0.097970035 0.060848174 0.024480618 0.168678757
#> Sigma[4,3] 0.035994666 0.039008717 -0.007895802 0.090757817
#> Sigma[4,4] 0.113496971 0.017453380 0.090422744 0.137934902
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.042140069 0.01525791 1.0239091 1.0650591
#> lag1_var2 0.004806153 0.11388100 -0.1637010 0.1411933
#> lag1_var3 -0.016380707 0.15805442 -0.2535375 0.1689045
#> lag1_var4 -0.021701790 0.15513023 -0.2076261 0.2063457
#> const 1.535903031 0.29069028 1.0433579 1.8200065
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.36528334 0.5053602 -1.979085 -0.5526937
#> lag1_var2 0.65976942 3.2238563 -3.691529 5.3595573
#> lag1_var3 -0.02102453 4.5714357 -6.140730 6.6375913
#> lag1_var4 0.54347419 4.4105251 -5.827277 6.5010214
#> const 0.27172191 8.8594557 -9.887577 15.0585279
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8304242 0.2871664 0.4137417 1.203036
#> lag1_var2 0.9324391 2.4910063 -2.2139961 4.666593
#> lag1_var3 2.0530077 3.5159891 -2.4296027 7.297478
#> lag1_var4 -1.4006667 3.4109494 -6.5388631 2.866559
#> const 1.9995103 6.1827765 -7.6297716 9.659957
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1630229 0.1056465 -0.2984345 -0.001452682
#> lag1_var2 0.9338663 0.9045583 -0.3004279 2.148184618
#> lag1_var3 1.3873206 1.2662426 -0.3433018 3.054390833
#> lag1_var4 -0.3500794 1.2610188 -2.0276889 1.348591781
#> const 1.8494525 2.2571521 -1.6043817 4.753925297
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002321613 0.004284767 0.0006589233 0.009067162
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00109784 0.005815828 -0.002569046 0.01062110
#> Sigma[2,2] 0.04998292 0.011633867 0.035069032 0.06450503
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004636648 0.01579951 -0.03252153 0.005932695
#> Sigma[3,2] -0.161621121 0.03884084 -0.22273153 -0.116828835
#> Sigma[3,3] 0.588481749 0.13420192 0.47293217 0.827494343
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00393735 0.01221537 -0.02589026 0.004308719
#> Sigma[4,2] -0.13094237 0.03206416 -0.18341165 -0.095293117
#> Sigma[4,3] 0.49090305 0.11171344 0.40209123 0.693267710
#> Sigma[4,4] 0.41229406 0.09321642 0.34361032 0.583117797
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9795323 0.02294317 0.93999614 1.00147752
#> lag1_var2 -0.2733684 0.17208337 -0.50182716 -0.06521547
#> lag1_var3 -0.4266177 0.29110775 -0.83619696 -0.08485501
#> lag1_var4 0.4165082 0.29209839 0.07501063 0.83155277
#> const 1.1659938 0.31967050 0.87058007 1.69819824
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3578339 0.1653211 0.1677625 0.6137077
#> lag1_var2 -0.6383389 0.7346084 -1.6844239 0.2867200
#> lag1_var3 -2.1618329 1.1464897 -3.6356843 -0.7573729
#> lag1_var4 2.0434278 1.1475248 0.6333356 3.4930287
#> const 0.1189914 1.4903589 -2.2322455 1.9139226
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.649905 0.6106194 -1.502975 0.1493628
#> lag1_var2 4.617948 2.4547220 1.244154 7.6430929
#> lag1_var3 7.720005 4.0535302 2.067402 12.5372835
#> lag1_var4 -6.529242 4.0922593 -11.546534 -0.8695392
#> const 2.622542 4.3057917 -2.104397 9.4867145
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.426548 0.5204186 -1.1342891 0.2824732
#> lag1_var2 3.824992 2.0442909 0.9043659 6.2574725
#> lag1_var3 5.726718 3.4058653 0.8166290 9.7284064
#> lag1_var4 -4.603978 3.4410920 -8.7773448 0.3140086
#> const 2.354281 3.5026824 -1.3527372 7.8363176
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003436744 0.0006980943 0.002394868 0.004297386
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004682213 0.004283328 -0.01124024 0.0001256313
#> Sigma[2,2] 0.120870328 0.025545948 0.08499940 0.1518366984
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02915241 0.01158476 -0.04674214 -0.01376652
#> Sigma[3,2] -0.04547972 0.04294836 -0.10430986 0.01621568
#> Sigma[3,3] 1.12173288 0.24774578 0.85060689 1.50092628
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03224659 0.01159883 -0.04970898 -0.01677977
#> Sigma[4,2] 0.02565626 0.04304063 -0.03354805 0.08712319
#> Sigma[4,3] 1.13307661 0.26994717 0.83630807 1.54723744
#> Sigma[4,4] 1.18802540 0.28896299 0.87480838 1.62920056
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9330632 0.02169811 0.908130243 0.965175054
#> lag1_var2 -0.1099209 0.09467962 -0.218693078 0.041657076
#> lag1_var3 -0.2632526 0.16936287 -0.464624813 0.005554448
#> lag1_var4 0.2630523 0.16772841 -0.003715117 0.461798020
#> const 1.3681406 0.53378666 0.478370305 1.873522677
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1271144 0.1343542 -0.09200522 0.2677515
#> lag1_var2 -0.2601664 0.4409164 -0.85230562 0.3967011
#> lag1_var3 -1.9138094 0.7418204 -2.99233901 -0.8600671
#> lag1_var4 1.8615876 0.7238861 0.83684639 2.9248924
#> const 0.7577816 3.5171899 -2.70028716 6.4589795
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.132448 0.3917082 -0.6591648 0.4147897
#> lag1_var2 5.883690 2.9254306 1.7616141 10.2113400
#> lag1_var3 12.046383 4.8240062 5.2147629 19.0898870
#> lag1_var4 -11.013380 4.7362951 -17.9500570 -4.3429403
#> const 3.655736 7.6139391 -4.5295916 16.2198065
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06652508 0.4071431 -0.6636335 0.4361263
#> lag1_var2 5.42505351 3.0218724 1.2054454 10.0452815
#> lag1_var3 10.41635632 4.9819674 3.4492079 17.9619325
#> lag1_var4 -9.40592262 4.8942717 -16.8467377 -2.6067971
#> const 3.85689213 8.5030890 -5.2693473 18.3967298
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008356393 0.002569827 0.005293641 0.01207574
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001814653 0.002385703 -0.004985791 0.001089691
#> Sigma[2,2] 0.030745126 0.005057198 0.025616343 0.039446524
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003464682 0.02053723 -0.02470419 0.03485353
#> Sigma[3,2] 0.017541354 0.04076559 -0.04453868 0.07065388
#> Sigma[3,3] 1.527962905 0.50870221 1.02818405 2.39072861
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002100638 0.02124623 -0.02853773 0.03340608
#> Sigma[4,2] 0.042878484 0.03944489 -0.01482108 0.09527659
#> Sigma[4,3] 1.553962250 0.53430107 1.02406174 2.47023988
#> Sigma[4,4] 1.601074956 0.56182363 1.03922183 2.57066672
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0038662 0.03654618 0.9430867 1.0348653
#> lag1_var2 -0.1178151 0.30874442 -0.5440793 0.2323217
#> lag1_var3 -0.1884375 0.38126692 -0.7311534 0.2067563
#> lag1_var4 0.1795666 0.38457496 -0.2229562 0.7252563
#> const 0.6555127 0.77301119 -0.4164186 1.7713251
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1321277 0.03160955 -0.17784259 -0.08904084
#> lag1_var2 0.9245108 0.40466729 0.46886298 1.54554748
#> lag1_var3 0.3953530 0.39633735 -0.01066144 1.04903953
#> lag1_var4 -0.3842448 0.38719578 -1.02021526 0.01385849
#> const 2.4246518 1.56556065 -0.18229509 4.20550242
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7181203 0.3207779 0.2130282 1.099547
#> lag1_var2 -0.9286771 2.9152852 -5.7333844 2.325984
#> lag1_var3 -0.7509455 3.6280239 -7.1453547 2.603438
#> lag1_var4 1.3922999 3.6707063 -2.0000957 7.848733
#> const 12.0723690 6.0615213 5.3363072 21.444877
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6122843 0.322844 0.125064 1.008047
#> lag1_var2 -0.5826240 3.048382 -5.630600 2.958201
#> lag1_var3 -0.9217362 3.760306 -7.647011 2.620069
#> lag1_var4 1.5747521 3.798118 -1.994219 8.356310
#> const 13.7968830 6.473621 7.233008 23.732980
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000645 0.0001085573 0.0005171294 0.0007934239
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01552126 0.003551812 -0.02046288 -0.01223604
#> Sigma[2,2] 0.61980587 0.098661861 0.51867102 0.76475941
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0185338 0.004888238 0.01416476 0.0258008
#> Sigma[3,2] -0.6821811 0.137229597 -0.88293069 -0.5374467
#> Sigma[3,3] 0.8816812 0.214838049 0.63785044 1.1932320
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009431564 0.003005969 0.006450804 0.01419765
#> Sigma[4,2] -0.316847698 0.083731234 -0.433799802 -0.22181263
#> Sigma[4,3] 0.483453226 0.138652390 0.322199079 0.68035180
#> Sigma[4,4] 0.300731007 0.092027532 0.193505156 0.43147837
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96582164 0.01478236 0.9456093 0.98623814
#> lag1_var2 -0.04393039 0.07471392 -0.1155086 0.07903358
#> lag1_var3 -0.09295641 0.12196690 -0.2068118 0.10730428
#> lag1_var4 0.08345350 0.12135045 -0.1149617 0.20240800
#> const 1.52879487 0.16283190 1.2865648 1.73092919
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3835977 0.3421752 -0.8395958 0.111305
#> lag1_var2 -0.1827381 2.3615143 -3.6092901 2.519237
#> lag1_var3 -1.1897655 3.7509278 -6.6392294 3.003480
#> lag1_var4 1.3836936 3.6500121 -2.7616964 6.683080
#> const 0.1878823 5.2226114 -6.6601056 6.687984
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6136122 0.3848333 0.0479129 1.084317
#> lag1_var2 1.0543713 3.2324321 -2.4227045 6.173033
#> lag1_var3 2.2033446 5.1939347 -3.3511737 10.444489
#> lag1_var4 -1.4876736 5.0616844 -9.4766579 4.034731
#> const -0.4176874 5.5871701 -7.5737473 7.582823
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39577795 0.2373875 0.08354318 0.762041
#> lag1_var2 0.49709359 1.9555887 -1.56367684 3.639357
#> lag1_var3 0.74120622 3.1787359 -2.57240799 5.843216
#> lag1_var4 0.09140579 3.0905340 -4.84555906 3.317625
#> const -0.67114257 2.8573639 -4.02773277 3.273539
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007415201 0.001469447 0.005830432 0.009583969
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00439834 0.003541226 -0.009559459 4.136167e-05
#> Sigma[2,2] 0.10028913 0.021294463 0.074476020 1.308802e-01
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005287177 0.01399457 -0.01074767 0.02632615
#> Sigma[3,2] -0.237839458 0.08304232 -0.36910453 -0.16721344
#> Sigma[3,3] 1.171531302 0.35966952 0.84205450 1.78688551
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002439247 0.01322481 -0.01367572 0.02312967
#> Sigma[4,2] -0.172257475 0.07480820 -0.29398169 -0.10509868
#> Sigma[4,3] 1.026819750 0.31179993 0.72981554 1.56151601
#> Sigma[4,4] 0.925260116 0.26989900 0.65672209 1.38907189
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8725722 0.0365480 0.8196745 0.9100433
#> lag1_var2 0.2985195 0.3856830 -0.1756629 0.8024159
#> lag1_var3 0.3943849 0.5700455 -0.3013233 1.1475757
#> lag1_var4 -0.3923803 0.5590953 -1.1240324 0.2950259
#> const 3.0886081 0.6552143 2.2309646 3.9501695
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0709106 0.1867945 -0.3646454 0.1123574
#> lag1_var2 0.2308768 1.0141729 -0.7765543 1.8992900
#> lag1_var3 -0.7114102 1.4536992 -2.1173317 1.7031903
#> lag1_var4 0.7605685 1.4361232 -1.6388203 2.1374844
#> const -1.1452457 2.9499445 -4.6426812 3.1478542
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999216 0.2528415 0.6902818 1.357961
#> lag1_var2 -1.560245 3.3635837 -6.0045594 2.684446
#> lag1_var3 -2.775769 4.9624666 -9.6087229 3.399808
#> lag1_var4 3.325792 4.8794682 -2.7692740 9.967106
#> const 4.453020 6.3268865 -3.3212368 13.626155
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9584599 0.165793 0.7196187 1.167482
#> lag1_var2 -1.8411273 2.977103 -5.9147986 2.123371
#> lag1_var3 -3.9288948 4.399617 -9.8972764 1.844136
#> lag1_var4 4.5131218 4.326250 -1.1955430 10.404183
#> const 3.4215058 5.411665 -4.0407831 10.492598
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000283829 5.274376e-05 0.0002140074 0.0003598123
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002997275 0.0006464157 -0.001234338 0.0005287184
#> Sigma[2,2] 0.0786957304 0.0175579748 0.055496252 0.1044736283
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002289441 0.001257234 -0.001892245 0.00156752
#> Sigma[3,2] -0.1259315033 0.027460528 -0.163407521 -0.08891144
#> Sigma[3,3] 0.2904158248 0.052805032 0.214173512 0.36435251
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004298383 0.0009695798 -0.001690463 0.0008720311
#> Sigma[4,2] -0.0792126086 0.0181266410 -0.100510361 -0.0533439960
#> Sigma[4,3] 0.2173477352 0.0435464725 0.162295653 0.2803381695
#> Sigma[4,4] 0.1721380417 0.0383372633 0.128048727 0.2316060463
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9812138 0.004789637 0.97485449 0.98755959
#> lag1_var2 -0.1584342 0.074887513 -0.28492159 -0.07290362
#> lag1_var3 -0.2380952 0.123244945 -0.44298767 -0.09419959
#> lag1_var4 0.2241171 0.121587562 0.08062215 0.42571059
#> const 1.3756884 0.136253382 1.18057317 1.53285789
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02838543 0.09381794 -0.1366453 0.0887083
#> lag1_var2 1.66360289 0.81333673 0.6360322 2.7349080
#> lag1_var3 1.23727042 1.34480771 -0.3288377 3.1473588
#> lag1_var4 -1.28531748 1.31515259 -3.1535603 0.2518226
#> const 2.47517766 1.45859240 0.3253276 4.1945300
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3032184 0.1596401 0.1681543 0.56195109
#> lag1_var2 -2.0175725 1.3453166 -3.7777609 -0.23126346
#> lag1_var3 -2.9192606 2.3016867 -6.0765071 -0.01457468
#> lag1_var4 3.8958656 2.2446786 1.0660907 6.93865523
#> const -6.1342542 3.2968772 -11.2603673 -2.38877602
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3243601 0.1167046 0.2119891 0.50329450
#> lag1_var2 -1.4113914 1.0246227 -2.5392837 -0.01999692
#> lag1_var3 -2.8477542 1.7510674 -4.8775767 -0.44948960
#> lag1_var4 3.7990057 1.7132463 1.4305946 5.73867200
#> const -4.9671910 2.9619808 -9.7109520 -1.92662303
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004208826 0.001119504 0.002988583 0.005985948
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03932857 0.01954197 -0.07240952 -0.02138717
#> Sigma[2,2] 0.56112495 0.33062971 0.31120718 1.10016556
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01849365 0.007910265 0.01011193 0.03082821
#> Sigma[3,2] -0.23708127 0.131684344 -0.44567360 -0.10532524
#> Sigma[3,3] 0.26662096 0.057850789 0.20593300 0.36533099
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002652295 0.00599678 -0.009057488 0.00672466
#> Sigma[4,2] 0.0227071053 0.07894579 -0.072521377 0.14849024
#> Sigma[4,3] 0.1780690821 0.03220535 0.137681536 0.22398715
#> Sigma[4,4] 0.2128198802 0.03865909 0.162922834 0.25994468
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9212741 0.02936711 0.886987113 0.969062008
#> lag1_var2 0.1010646 0.09284507 -0.018040831 0.228780602
#> lag1_var3 0.2290450 0.19069612 -0.007894048 0.487309247
#> lag1_var4 -0.2202617 0.17577315 -0.457383415 0.004833316
#> const 1.5574322 0.40946656 1.032356840 2.100204776
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4846162 0.4105491 -0.06231193 1.0859383
#> lag1_var2 -1.3492173 1.2438062 -2.81178892 0.5776556
#> lag1_var3 -4.3417930 2.5826284 -7.47920877 -0.3741034
#> lag1_var4 4.1798121 2.3500998 0.53657891 7.0080543
#> const -0.8738731 5.1286031 -8.89772319 5.1198807
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01492945 0.3491358 -0.4743459 0.3569313
#> lag1_var2 0.59639358 0.7534745 -0.3976031 1.6965101
#> lag1_var3 2.46164592 1.5739624 0.4569058 4.8395232
#> lag1_var4 -1.42582189 1.4032587 -3.5216476 0.4006222
#> const -1.44770303 3.1074142 -5.4215273 2.5763251
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2380836 0.2661852 -0.1108696 0.5734827
#> lag1_var2 -0.4464540 0.5681162 -1.2191198 0.1585628
#> lag1_var3 -0.3903820 1.1564855 -1.8908603 0.9034937
#> lag1_var4 1.3707168 1.0483442 0.2515787 2.7326871
#> const -2.4666549 2.0535131 -4.6507284 0.9315547
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03254357 0.005410808 0.02509506 0.04037433
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007959645 0.00514411 -0.01403954 -0.001235649
#> Sigma[2,2] 0.069819273 0.02171108 0.04123639 0.099700160
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00624859 0.007146828 -0.002165226 0.01628230
#> Sigma[3,2] -0.08207882 0.025648411 -0.118350859 -0.04837242
#> Sigma[3,3] 0.10640542 0.029181470 0.071162574 0.14847527
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 6.965655e-05 0.004173303 -0.004484587 0.006086856
#> Sigma[4,2] -2.962347e-02 0.009698772 -0.043990727 -0.017403559
#> Sigma[4,3] 4.510116e-02 0.010560217 0.032973324 0.060464392
#> Sigma[4,4] 2.324908e-02 0.004405327 0.017594249 0.030019512
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95818002 0.06378409 0.8773537 1.0457710
#> lag1_var2 0.05891679 0.52287108 -0.7070633 0.6732856
#> lag1_var3 0.15572044 0.72259529 -0.8734719 1.0255970
#> lag1_var4 -0.17156224 0.73189422 -1.0481043 0.8657229
#> const 2.29985219 1.21592056 0.6738561 3.9655057
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05191126 0.09982374 -0.08694879 0.1942297
#> lag1_var2 0.02081104 0.99991715 -1.27067317 1.3730855
#> lag1_var3 -1.02659651 1.42640119 -2.83267399 0.9425684
#> lag1_var4 1.00947194 1.40197752 -0.93152226 2.7682650
#> const 0.71623146 2.43255895 -2.42561280 4.0613180
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007997265 0.1188549 -0.17262702 0.1501752
#> lag1_var2 1.072215814 1.1721862 -0.41039698 2.7716306
#> lag1_var3 2.189111754 1.6709984 0.06336089 4.5501760
#> lag1_var4 -1.201496683 1.6478273 -3.50783540 0.9101024
#> const 0.682034777 3.1205003 -3.84196798 4.7042496
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03171323 0.04804456 -0.03182641 0.1021013
#> lag1_var2 0.63218790 0.50830047 0.05702005 1.4132179
#> lag1_var3 0.80571554 0.70507208 -0.01162428 1.8770366
#> lag1_var4 0.17417127 0.69980356 -0.88059277 0.9891909
#> const 0.81646724 1.35354644 -1.17149214 2.4934285
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03027591 0.007563945 0.0236284 0.04360605
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0106706 0.01349936 -0.02975823 0.007180826
#> Sigma[2,2] 0.1137726 0.02960424 0.07362518 0.155314774
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02356509 0.02434550 -0.01107513 0.05672198
#> Sigma[3,2] -0.13784546 0.06549922 -0.21261733 -0.04151809
#> Sigma[3,3] 0.57512073 0.12911157 0.42505835 0.77188432
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02207977 0.02547988 -0.01881499 0.05141617
#> Sigma[4,2] -0.10559467 0.07723496 -0.19150751 0.01376330
#> Sigma[4,3] 0.63591290 0.14243973 0.47393026 0.85061389
#> Sigma[4,4] 0.73051759 0.15959351 0.55119396 0.95684913
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6429570 0.1211374 0.4592538 0.7523133
#> lag1_var2 0.3653811 0.1451926 0.2020543 0.5955477
#> lag1_var3 0.8683470 0.3934637 0.4421850 1.5011551
#> lag1_var4 -0.7072213 0.3097327 -1.2017510 -0.3739246
#> const 2.1062411 1.4151518 0.1307445 3.9462208
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004469818 0.2081984 -0.32828547 0.23650152
#> lag1_var2 0.668456672 0.3745884 0.25519386 1.22591093
#> lag1_var3 1.051388682 0.9479144 0.07801551 2.46979180
#> lag1_var4 -0.753481361 0.7830083 -1.91441161 0.07844849
#> const 1.877208849 3.2758888 -1.25501937 7.08627121
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73298282 0.4310407 0.09839155 1.32839948
#> lag1_var2 -0.08964272 0.5464305 -1.04463592 0.38925448
#> lag1_var3 -1.40705099 1.5315148 -3.99363856 -0.01451502
#> lag1_var4 1.66174316 1.2338106 0.62212663 3.77703376
#> const -2.92354469 4.5622466 -9.31186073 3.14364132
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9033187 0.4862040 0.1991913 1.4975858
#> lag1_var2 -0.2697995 0.5641244 -1.1704765 0.3231054
#> lag1_var3 -2.2940309 1.6755704 -4.9857349 -0.4942392
#> lag1_var4 2.5558223 1.3283060 1.1987350 4.6877564
#> const -2.9985904 4.6217930 -8.0811371 4.2181777
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004043761 0.00224541 0.00197392 0.007839208
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1292448 0.08366035 -0.2733155 -0.05681291
#> Sigma[2,2] 7.3440932 3.21463761 4.5541548 13.01795295
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.195934 0.1247193 0.09708489 0.4098395
#> Sigma[3,2] -8.595657 4.8091678 -16.96246558 -5.1968569
#> Sigma[3,3] 12.607106 7.1580621 7.17605269 24.7253401
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.1431475 0.09166332 0.07534489 0.298636
#> Sigma[4,2] -4.8796779 3.64709418 -10.93607033 -1.767581
#> Sigma[4,3] 9.0276573 5.24475792 4.87234096 17.663811
#> Sigma[4,4] 7.5662508 3.73009656 4.43809080 13.635913
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94695086 0.05316974 0.87457627 1.00674125
#> lag1_var2 -0.01544853 0.03416984 -0.06698686 0.03003718
#> lag1_var3 -0.03479591 0.05174140 -0.10969649 0.03602352
#> lag1_var4 0.02417947 0.03949157 -0.02902207 0.08201403
#> const 1.70616228 0.39232951 1.10157667 2.12359129
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2582280 2.196130 -2.5042362 3.248885
#> lag1_var2 1.3495390 1.544660 -0.6305005 3.525001
#> lag1_var3 1.0677607 2.437427 -2.0372568 4.647266
#> lag1_var4 -0.7736812 1.884312 -3.6643211 1.565939
#> const -7.6467007 21.338734 -36.2161541 22.434874
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89658780 3.382636 -4.188322 5.110758
#> lag1_var2 0.21786977 2.194293 -3.091692 2.922426
#> lag1_var3 0.54113376 3.407337 -4.466745 4.694715
#> lag1_var4 -0.07856325 2.609900 -3.269853 3.799872
#> const 7.22791338 25.850414 -29.952276 43.635236
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86443871 2.851120 -2.753317 4.496052
#> lag1_var2 0.73890920 1.832349 -1.924129 2.713348
#> lag1_var3 0.55015590 2.759145 -3.429910 3.534062
#> lag1_var4 0.04098562 2.101493 -2.243966 3.109306
#> const 1.95897172 21.253328 -27.829124 30.176534
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001212123 0.0002753375 0.0009836258 0.001720949
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.014220 0.00529257 -0.02130293 -0.006537455
#> Sigma[2,2] 0.507237 0.14556102 0.31330122 0.702630228
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01781924 0.007254878 0.007516711 0.02719233
#> Sigma[3,2] -0.54172907 0.165067593 -0.738512167 -0.29851336
#> Sigma[3,3] 1.24125634 0.328255976 0.890644032 1.73532953
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01091709 0.006276444 0.002996933 0.02013277
#> Sigma[4,2] -0.29120288 0.108158021 -0.416580847 -0.12123728
#> Sigma[4,3] 1.02348491 0.299215937 0.741247528 1.48165158
#> Sigma[4,4] 0.93413527 0.290079852 0.692360540 1.38910023
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94917859 0.007237735 0.93977661 0.95803073
#> lag1_var2 -0.03326686 0.037339094 -0.07803678 0.02817598
#> lag1_var3 -0.05442453 0.068440921 -0.13574111 0.05800297
#> lag1_var4 0.05165592 0.063978940 -0.05401057 0.12770301
#> const 1.47174832 0.260207757 1.04557073 1.75344293
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3396335 0.1984675 -0.61899453 -0.11066085
#> lag1_var2 1.8266148 0.7631220 0.83860304 2.81439578
#> lag1_var3 1.8659439 1.4030816 0.04011082 3.64350196
#> lag1_var4 -1.6837058 1.3020896 -3.35899581 0.04842937
#> const -0.3423151 5.0536702 -7.61137895 6.60838620
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3179664 0.3716774 -0.2311852 0.77653753
#> lag1_var2 1.2606603 0.8707852 0.1298217 2.64106528
#> lag1_var3 2.6229204 1.5787805 0.5149025 5.09552798
#> lag1_var4 -1.8855555 1.4784516 -4.2304523 0.02705714
#> const 3.5698091 7.0501971 -5.1387803 12.68576729
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1188534 0.3621909 -0.3366405 0.5400077
#> lag1_var2 2.0380030 0.8689251 1.1517065 3.4480192
#> lag1_var3 3.2042436 1.5380723 1.5839510 5.7307899
#> lag1_var4 -2.3634183 1.4570295 -4.7407367 -0.8585100
#> const 3.3541468 5.1777816 -3.0915918 9.8044012
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008228568 0.0002632339 0.0005111892 0.001205575
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007711075 0.003166858 -0.0124765 -0.003955673
#> Sigma[2,2] 0.160208336 0.040447517 0.1182811 0.226258627
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004922872 0.002719738 0.001809148 0.009230073
#> Sigma[3,2] -0.117726086 0.034371508 -0.166452382 -0.075928425
#> Sigma[3,3] 0.175318515 0.044206970 0.130933305 0.239812057
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003522483 0.001988987 -0.001933349 0.003341127
#> Sigma[4,2] -0.0293249777 0.024548136 -0.066996649 -0.003282323
#> Sigma[4,3] 0.1276663928 0.037919737 0.088830378 0.189347098
#> Sigma[4,4] 0.1325114435 0.031535828 0.099580521 0.187413866
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93985426 0.01904658 0.91130097 0.96519477
#> lag1_var2 -0.01748798 0.02902080 -0.05985272 0.02145700
#> lag1_var3 -0.04394091 0.07027395 -0.14298293 0.05288905
#> lag1_var4 0.03803709 0.06025478 -0.04523651 0.12209908
#> const 1.50822288 0.19837732 1.18774396 1.72259349
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2616405 0.3053686 -0.2602388 0.588365
#> lag1_var2 0.7178529 0.4401886 0.1811177 1.462287
#> lag1_var3 0.3698998 0.9924042 -0.8111429 1.885870
#> lag1_var4 -0.3382386 0.8532269 -1.6319015 0.683509
#> const 0.8959451 1.6425128 -1.7610179 2.717089
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7410522 0.3255219 -1.10208808 -0.2291255
#> lag1_var2 0.8622691 0.5681673 0.05840032 1.5777933
#> lag1_var3 1.7611307 1.1048272 0.19943371 3.1578672
#> lag1_var4 -0.6274218 0.9444982 -1.82827914 0.7083643
#> const 0.6412458 1.5948106 -2.08980028 2.2831590
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71002022 0.2761240 -1.00029003 -0.292053
#> lag1_var2 0.87376837 0.5100688 0.17241764 1.502364
#> lag1_var3 1.23440461 0.9471790 0.05991871 2.419567
#> lag1_var4 -0.04192817 0.8099447 -1.05186574 0.965912
#> const 0.90629687 1.8876696 -1.81461939 3.094871
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003619615 0.0009784982 0.002350656 0.004826326
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07964304 0.03301353 -0.1288365 -0.04382728
#> Sigma[2,2] 6.95776964 2.47931660 4.5540016 10.43806001
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04883387 0.01916154 0.02366183 0.07484455
#> Sigma[3,2] -4.19092235 1.61951569 -6.67857716 -2.67695334
#> Sigma[3,3] 3.02442285 1.02968729 1.99995789 4.68368606
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002882336 0.00840683 -0.007861575 0.01335188
#> Sigma[4,2] 0.019482935 0.41202340 -0.481706841 0.62492630
#> Sigma[4,3] 0.532243477 0.19040996 0.285903683 0.76935673
#> Sigma[4,4] 0.604759098 0.12335526 0.497664004 0.80904596
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00702592 0.01619852 0.97970173 1.02480583
#> lag1_var2 -0.08245793 0.02545168 -0.11611389 -0.04405680
#> lag1_var3 -0.14698001 0.04082189 -0.19928757 -0.08587284
#> lag1_var4 0.12326597 0.03572612 0.06967038 0.16927370
#> const 1.21864488 0.54586584 0.31668896 1.81815978
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9495467 0.6090415 -1.744303 -0.2264645
#> lag1_var2 1.1410407 1.1645471 -0.880617 2.1818006
#> lag1_var3 0.7452441 1.9539499 -2.588328 2.4072837
#> lag1_var4 -0.4515597 1.9373600 -2.095060 2.8716728
#> const 8.6037098 14.2911461 -12.745288 25.8616964
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0961847 0.5009396 0.3758534 1.7851026
#> lag1_var2 -0.6369653 0.9424730 -1.8280510 0.7693517
#> lag1_var3 -0.3146679 1.5415902 -2.1947320 1.9985125
#> lag1_var4 0.9398388 1.4736576 -1.2961858 2.7286211
#> const -5.6677823 12.8452053 -20.9261946 13.7786451
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4733304 0.2839712 0.1215898 0.8204858
#> lag1_var2 -0.3267691 0.5431682 -1.1528018 0.3594456
#> lag1_var3 -0.4783865 0.8680364 -1.7926066 0.6117026
#> lag1_var4 1.3055239 0.7996089 0.3451437 2.5367678
#> const -0.6896853 7.3665110 -10.3216878 9.6384895
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001602771 0.002530239 0.0005655395 0.005555283
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003726793 0.01186237 -0.006374374 0.01850495
#> Sigma[2,2] 0.3833269117 0.10732264 0.286662376 0.55403820
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008045134 0.01110357 2.641978e-06 0.02789956
#> Sigma[3,2] -0.134246417 0.05520158 -1.990452e-01 -0.04635651
#> Sigma[3,3] 0.590620255 0.18442192 4.351236e-01 0.87104573
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008355673 0.01729087 -0.0007789056 0.03764229
#> Sigma[4,2] 0.087175926 0.10674833 -0.0198913064 0.26072983
#> Sigma[4,3] 0.534887224 0.19790789 0.3555206466 0.85302386
#> Sigma[4,4] 0.608866109 0.23005605 0.3846736010 0.98479207
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9794896 0.02785178 0.9483019 1.02253850
#> lag1_var2 -0.1726044 0.11155144 -0.3713294 -0.06646748
#> lag1_var3 -0.3207981 0.19993754 -0.6780568 -0.13418108
#> lag1_var4 0.3020167 0.18879646 0.1262972 0.63922015
#> const 1.5389829 0.25752295 1.2440356 1.86883118
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.784349 0.3213464 -1.252869 -0.4246406
#> lag1_var2 2.549072 0.8187982 1.326371 3.4916827
#> lag1_var3 3.426726 1.3549840 1.293289 4.9773534
#> lag1_var4 -3.095168 1.2865630 -4.537309 -1.0807889
#> const 2.612662 4.2014971 -3.009180 9.0012300
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.106915 0.5209195 0.404150 1.8571541
#> lag1_var2 -2.127436 2.0558682 -4.376103 0.9756741
#> lag1_var3 -3.413896 3.7710977 -7.513647 2.4365243
#> lag1_var4 3.999408 3.5528417 -1.502083 7.8336619
#> const -5.482596 5.9362212 -13.679149 2.8231138
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6610215 0.6291415 -0.1766856 1.499706
#> lag1_var2 -1.1065875 2.1163678 -3.2103271 2.089498
#> lag1_var3 -2.2322297 3.8672260 -6.0266914 3.625308
#> lag1_var4 3.0144537 3.6309916 -2.4813862 6.565420
#> const -4.4750700 6.3319134 -13.8777351 3.720600
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005414671 0.001476814 0.00369873 0.007858732
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06494273 0.01843862 -0.08673309 -0.0406427
#> Sigma[2,2] 4.86928781 0.66757575 4.06447038 5.7759756
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03245658 0.0132325 0.01774049 0.04917183
#> Sigma[3,2] -3.27054224 0.4626554 -3.86790896 -2.55635299
#> Sigma[3,3] 2.62506884 0.5085861 1.89474904 3.32739124
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006588151 0.005064166 -0.01520101 -0.002340974
#> Sigma[4,2] -0.369109873 0.342692592 -0.88412081 0.039025892
#> Sigma[4,3] 0.726077990 0.324853050 0.37527616 1.225463811
#> Sigma[4,4] 0.563497139 0.157861380 0.36400499 0.777537512
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0441029 0.02499812 1.01790035 1.08232313
#> lag1_var2 -0.1155583 0.07308102 -0.23020174 -0.03270839
#> lag1_var3 -0.2023454 0.12203534 -0.39345089 -0.06352004
#> lag1_var4 0.1569305 0.11187464 0.03068292 0.32859749
#> const 1.6211068 0.51038696 0.85567187 2.10307402
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.495084 1.457448 -5.7900218 -1.984030
#> lag1_var2 3.956086 3.279430 -0.7898638 8.446470
#> lag1_var3 5.407813 5.588514 -2.6273244 13.064688
#> lag1_var4 -4.028242 5.014772 -10.7755580 3.442712
#> const 3.833092 9.265872 -5.0998852 18.502460
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.6152508 1.058216 1.407437 4.074862
#> lag1_var2 -2.0498802 2.566663 -5.273834 1.748634
#> lag1_var3 -2.6269701 4.349262 -8.175950 3.726933
#> lag1_var4 2.5625309 3.877804 -3.123575 7.365464
#> const 0.1063286 9.487021 -14.879712 10.073877
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5359443 0.3901713 -0.01287173 1.043700
#> lag1_var2 -0.1655155 1.1091887 -1.45108084 1.536293
#> lag1_var3 -0.1804845 1.8527147 -2.36215052 2.633513
#> lag1_var4 0.9417319 1.6328128 -1.48599794 2.894624
#> const 2.2201494 6.9755641 -8.08448510 11.702987
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03980493 0.01635082 0.02752751 0.06781987
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05649509 0.02370505 -0.0950442 -0.03045593
#> Sigma[2,2] 0.32188183 0.07442020 0.2414799 0.43796167
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1211141 0.05359591 0.07820226 0.2165592
#> Sigma[3,2] -0.3111790 0.08837278 -0.43502205 -0.2068086
#> Sigma[3,3] 1.0532703 0.20571913 0.79127194 1.3080370
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.08511595 0.04045420 0.05111663 0.15581032
#> Sigma[4,2] -0.10285556 0.06379381 -0.19091665 -0.02773698
#> Sigma[4,3] 0.87639819 0.16207260 0.67909848 1.09937192
#> Sigma[4,4] 0.83579490 0.14357201 0.67147247 1.04256471
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9769657 0.1544765 0.7604312 1.1806314
#> lag1_var2 -0.3550681 0.7110827 -1.4315325 0.4646733
#> lag1_var3 -0.5879186 1.1084926 -2.2793287 0.6677274
#> lag1_var4 0.5660681 1.0645501 -0.6328950 2.1955033
#> const 1.9402259 1.1534072 0.7073862 3.4699554
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3478206 0.2961479 -0.7741805 0.07283074
#> lag1_var2 1.4412955 1.8337151 -1.1127651 3.76205363
#> lag1_var3 0.8197703 2.8543364 -3.1593543 4.43638411
#> lag1_var4 -0.7461075 2.7665652 -4.2453186 3.10113167
#> const 3.7546817 2.4588850 0.3275261 6.85748134
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.644364 0.6007882 0.6652437 2.1931454
#> lag1_var2 -5.150590 3.9369654 -9.6595488 0.6714611
#> lag1_var3 -7.084283 6.0749611 -14.0558556 1.9747883
#> lag1_var4 7.547647 5.8845996 -1.2586026 14.3577435
#> const -3.960407 5.6988879 -10.8132637 4.1906901
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.451785 0.6120521 0.43308025 2.1515888
#> lag1_var2 -4.757869 3.5503355 -8.63488249 0.5216057
#> lag1_var3 -7.383193 5.4810465 -13.34082433 0.8315949
#> lag1_var4 7.888681 5.2954834 -0.08700525 13.6389834
#> const -1.915071 5.2381616 -7.59714058 6.1533942
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003526127 0.002490653 0.002080716 0.007602839
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03565276 0.008748609 -0.04954718 -0.02568976
#> Sigma[2,2] 0.66925608 0.131087132 0.51574839 0.87210984
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01956159 0.008895418 0.005593236 0.02800985
#> Sigma[3,2] -0.37065291 0.114006030 -0.499206042 -0.19794189
#> Sigma[3,3] 0.36103665 0.096189261 0.237428415 0.49859678
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002308245 0.01230813 -0.01675317 0.01325494
#> Sigma[4,2] -0.050202404 0.08553658 -0.17415798 0.06371385
#> Sigma[4,3] 0.202742562 0.06683126 0.11657025 0.29164478
#> Sigma[4,4] 0.200650358 0.05932121 0.13218053 0.28901472
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8751552 0.05074598 0.80413516 0.9331784
#> lag1_var2 0.2263382 0.14042164 0.05965702 0.4322935
#> lag1_var3 0.4473703 0.28138524 0.11075330 0.8564343
#> lag1_var4 -0.4148022 0.25976457 -0.79291598 -0.1040157
#> const 1.5039717 0.25441679 1.19096365 1.8765347
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2180889 0.7559215 0.2684521 2.3826711
#> lag1_var2 -2.8173561 2.1403463 -6.2875739 -0.2878426
#> lag1_var3 -7.2963155 4.3128391 -14.2263171 -2.1020132
#> lag1_var4 6.7258709 3.9699007 1.9575067 13.1217385
#> const -0.2911339 3.3151264 -4.8995103 4.4000349
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9983068 0.5296085 -1.862047 -0.4024508
#> lag1_var2 3.0911330 1.3594354 1.408503 5.3338637
#> lag1_var3 6.8261705 2.7625712 3.234399 11.2891619
#> lag1_var4 -5.3895432 2.5326066 -9.509231 -2.1320713
#> const 1.1208508 4.2065872 -4.134868 7.5466554
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4896505 0.2610919 -0.8432391 -0.16019037
#> lag1_var2 1.5382638 0.6735525 0.6166243 2.46947343
#> lag1_var3 2.8629458 1.4034350 1.0122781 4.77801111
#> lag1_var4 -1.6596564 1.2733889 -3.4192716 0.02630212
#> const 0.7330614 3.4203129 -3.2967751 6.19763035
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01026929 0.005890539 0.006555854 0.02024191
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0689987 0.03282766 -0.1254194 -0.04051292
#> Sigma[2,2] 1.0981157 0.34944470 0.7916056 1.64919018
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07650672 0.03025324 0.05030147 0.1284645
#> Sigma[3,2] -0.96701234 0.41028265 -1.64315674 -0.5424509
#> Sigma[3,3] 2.31089540 0.55416638 1.61913857 3.1577246
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0349656 0.01765832 0.01787983 0.06567645
#> Sigma[4,2] -0.3120480 0.24769886 -0.67704248 -0.03690041
#> Sigma[4,3] 1.7711040 0.41155970 1.25267080 2.31173072
#> Sigma[4,4] 1.6247271 0.36861139 1.20567229 2.16898144
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8528421 0.07516301 0.7220239 0.9181956
#> lag1_var2 0.2421480 0.07722261 0.1376075 0.3418986
#> lag1_var3 0.4002151 0.13579341 0.2134165 0.5757121
#> lag1_var4 -0.3815740 0.13844926 -0.5583861 -0.1864479
#> const 2.1467727 1.26513533 1.0675824 4.2557050
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10999933 0.5100418 -0.4363497 0.975691
#> lag1_var2 0.01054701 1.3063347 -1.6796345 1.929231
#> lag1_var3 -1.49298875 2.2220224 -4.4297221 1.771238
#> lag1_var4 1.42025199 2.1754232 -1.7739468 4.314604
#> const 2.40915446 7.7510839 -10.4635522 10.027461
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3507845 0.6599977 -0.4055391 1.470552
#> lag1_var2 -2.1400146 2.2452238 -5.5384148 0.720721
#> lag1_var3 -2.3565538 3.6896981 -7.9137290 2.320406
#> lag1_var4 3.2377376 3.5742041 -1.3281656 8.593350
#> const 0.4733408 9.6227638 -10.6401070 14.205050
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.439142 0.5297936 -0.1171374 1.2715898
#> lag1_var2 -2.613549 1.5725451 -5.0430237 -0.4400901
#> lag1_var3 -4.037037 2.5417070 -7.9674977 -0.5098437
#> lag1_var4 4.873274 2.4491185 1.4357071 8.6493112
#> const 1.540074 10.0057315 -11.2810144 16.0354402
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002552366 0.002142154 0.001483436 0.005919817
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01180351 0.01194241 -0.03017336 -0.003112439
#> Sigma[2,2] 0.33667206 0.05824339 0.25494760 0.408278835
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01269361 0.009587693 0.005272495 0.02762659
#> Sigma[3,2] -0.30628781 0.053000025 -0.375650253 -0.22960436
#> Sigma[3,3] 0.31217891 0.064740278 0.234810876 0.40472183
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002648709 0.001338934 0.0005432142 0.004314161
#> Sigma[4,2] -0.016650649 0.027683019 -0.0514016622 0.024238597
#> Sigma[4,3] 0.050021787 0.028966922 0.0177777441 0.096435033
#> Sigma[4,4] 0.037152241 0.011461110 0.0275806152 0.056285432
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94934041 0.03063632 0.9055948 0.9846880
#> lag1_var2 0.01407588 0.15736274 -0.1637257 0.2481598
#> lag1_var3 0.02392847 0.18626621 -0.1859030 0.3009731
#> lag1_var4 -0.02656914 0.18662970 -0.3088119 0.1837467
#> const 1.43835803 0.40243397 0.8400193 1.9884575
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06600754 0.2294396 -0.2447122 0.381967
#> lag1_var2 -0.08079670 1.3496328 -1.7494600 1.860305
#> lag1_var3 -1.16624444 1.5986079 -3.1567497 1.071248
#> lag1_var4 1.12846404 1.5854401 -1.0999967 3.111777
#> const 1.95254990 3.9574075 -2.3982476 8.184126
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1114074 0.2255653 -0.1595185 0.4482446
#> lag1_var2 0.3256036 1.3885788 -1.5168184 2.1524825
#> lag1_var3 1.2529075 1.6416561 -0.9656140 3.4140492
#> lag1_var4 -0.2830655 1.6263002 -2.4053554 1.9006320
#> const -0.3501348 3.1636508 -5.1820215 3.1741511
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1665812 0.1086705 -0.01033656 0.3015563
#> lag1_var2 -0.2927442 0.5554585 -1.06377563 0.4630142
#> lag1_var3 -0.3891997 0.6417759 -1.28805213 0.4956960
#> lag1_var4 1.3324483 0.6343702 0.47490235 2.2209431
#> const 0.8547987 0.7335244 0.07901545 1.9469497
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009873373 0.001864342 0.007760538 0.01292604
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01928805 0.01056606 -0.03426707 -0.00453182
#> Sigma[2,2] 0.35684226 0.06826485 0.28821949 0.46120212
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1010532 0.02952154 0.05962464 0.1447639
#> Sigma[3,2] -0.5244401 0.20368007 -0.82503154 -0.3205769
#> Sigma[3,3] 1.9356024 0.54049678 1.21295961 2.7381437
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.09434973 0.02667617 0.05763359 0.1330342
#> Sigma[4,2] -0.35420191 0.17926598 -0.61431988 -0.1660877
#> Sigma[4,3] 1.72503803 0.46936592 1.07726541 2.4265732
#> Sigma[4,4] 1.59737752 0.40878268 1.02116936 2.2035833
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9729670 0.05700096 0.8920582 1.0431695
#> lag1_var2 -0.1344887 0.18273445 -0.3864806 0.1171996
#> lag1_var3 -0.2553138 0.34272260 -0.7344171 0.2163150
#> lag1_var4 0.2398381 0.32158340 -0.2011617 0.6929143
#> const 1.4606975 0.56869592 0.4313804 1.9551851
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7557534 0.3467364 -1.126989 -0.2599103
#> lag1_var2 3.5565792 1.0390346 1.995739 4.9105577
#> lag1_var3 4.8928085 1.9776586 1.909224 7.4249509
#> lag1_var4 -4.6444106 1.8889669 -7.044082 -1.8081090
#> const 3.5681532 5.8862428 -5.524928 10.0778601
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.640175 0.7117954 0.5480673 2.3676706
#> lag1_var2 -4.108379 3.0842919 -8.6012162 -0.2921385
#> lag1_var3 -6.633287 5.8157369 -15.1396287 0.5146174
#> lag1_var4 7.109070 5.5217135 0.3754589 15.2022070
#> const -6.970457 9.8074110 -21.4451227 5.9778017
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.286415 0.6790737 0.2787484 2.0899612
#> lag1_var2 -2.765188 2.8353074 -6.9171260 0.5152146
#> lag1_var3 -5.061392 5.3409630 -12.8928433 1.0811566
#> lag1_var4 5.661236 5.0624257 -0.1431767 13.0739607
#> const -5.663764 8.1378090 -17.8050426 4.6666504
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002043485 0.002735397 0.0006895183 0.006192354
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0157019 0.01515864 -0.03428269 0.007192037
#> Sigma[2,2] 0.5949873 0.19833725 0.40852187 0.935130919
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03015752 0.01005697 0.01769886 0.04356635
#> Sigma[3,2] -0.48390807 0.26268157 -0.93424279 -0.23843926
#> Sigma[3,3] 1.09844379 0.32958507 0.75228731 1.61682830
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02160465 0.0139352 0.01188457 0.04379477
#> Sigma[4,2] -0.13408261 0.1749867 -0.39068582 0.09588935
#> Sigma[4,3] 0.84353836 0.2083989 0.59152711 1.15756964
#> Sigma[4,4] 0.79568589 0.1530841 0.59602651 1.00180394
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95785519 0.04323208 0.8850498 1.0019425
#> lag1_var2 0.01577317 0.17052316 -0.1315548 0.3227200
#> lag1_var3 0.01743479 0.29566993 -0.2399864 0.5453367
#> lag1_var4 -0.02410740 0.27857839 -0.5214826 0.2149540
#> const 1.56862346 0.19522980 1.3120804 1.8429227
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09224982 0.6541928 -0.9226714 0.8269044
#> lag1_var2 0.76660549 2.5138668 -2.9145405 3.7300534
#> lag1_var3 0.13979374 4.2564013 -6.0641772 5.1744678
#> lag1_var4 -0.09496696 4.0349141 -4.8818302 5.7925584
#> const 1.13899350 5.3778939 -7.5569097 6.5346234
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.023387 0.784107 0.01883299 2.137520
#> lag1_var2 2.411326 3.016408 -2.64461637 5.420503
#> lag1_var3 4.319951 5.171767 -4.31387216 9.392174
#> lag1_var4 -3.841080 4.898154 -8.48677572 4.327754
#> const 1.449178 4.417871 -3.52314555 8.212326
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9999897 0.5717166 0.2658756 1.848188
#> lag1_var2 2.5535408 3.0658729 -1.7630875 6.689611
#> lag1_var3 3.8553350 5.2573765 -3.4725801 10.957548
#> lag1_var4 -3.3605053 5.0502298 -10.2526062 3.586022
#> const 1.8653081 3.6008783 -1.8553471 7.422685
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008768873 0.0002150848 0.0005900728 0.001147595
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006462454 0.007801565 -0.01937374 0.001824253
#> Sigma[2,2] 3.325038208 0.956526578 2.26210539 4.884425459
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002321434 0.004459817 -0.003459442 0.009343646
#> Sigma[3,2] -1.745229332 0.506673147 -2.606961091 -1.262459966
#> Sigma[3,3] 1.080584621 0.254106038 0.868647136 1.533170918
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001781802 0.002015334 -0.003570455 0.001422233
#> Sigma[4,2] 0.042302420 0.140470562 -0.155017912 0.229046904
#> Sigma[4,3] 0.193721521 0.079696830 0.072031733 0.298001674
#> Sigma[4,4] 0.289338506 0.083258022 0.184744812 0.416035678
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00359998 0.01714526 0.97499181 1.019463376
#> lag1_var2 -0.02427867 0.01959014 -0.05114476 0.001434251
#> lag1_var3 -0.05014716 0.03718782 -0.10066191 -0.000950310
#> lag1_var4 0.01917171 0.02939757 -0.02028711 0.059688560
#> const 1.51838315 0.22362147 1.17571876 1.801212989
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0436494 1.165900 -4.028548 -0.8100506
#> lag1_var2 1.1666125 1.879771 -1.459635 3.6904881
#> lag1_var3 0.3817736 3.565373 -4.561668 5.2010157
#> lag1_var4 0.2263957 2.875552 -3.564591 4.1689083
#> const 14.6663246 18.867375 -9.471946 44.5330969
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1039331 0.7352876 0.3406425 2.333266
#> lag1_var2 0.1591581 1.1107854 -1.3933111 1.695908
#> lag1_var3 1.2346879 2.1083131 -1.7168975 4.124531
#> lag1_var4 -0.6125925 1.7435024 -2.9718544 1.782632
#> const -5.7055257 8.7290498 -20.7326639 2.812231
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07383242 0.2509244 -0.31137003 0.3248580
#> lag1_var2 0.44175716 0.3238320 -0.02382035 0.8901656
#> lag1_var3 0.80057477 0.6048576 -0.07401831 1.6303115
#> lag1_var4 0.17832934 0.4973532 -0.50722422 0.8626269
#> const 2.39036211 4.2462011 -3.89193495 7.6377551
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003040492 0.005912669 0.0008170737 0.0117379
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003683116 0.00284058 -0.007365052 0.0002222541
#> Sigma[2,2] 0.145019828 0.02627596 0.111553940 0.1841390397
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -4.243617e-05 0.01227457 -0.01913881 0.008546191
#> Sigma[3,2] -1.487708e-01 0.05910759 -0.23328715 -0.076045588
#> Sigma[3,3] 2.797703e-01 0.09207238 0.17497648 0.426741264
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002601761 0.01131714 -0.01953587 4.019402e-03
#> Sigma[4,2] -0.052538757 0.04346344 -0.11276797 -7.996152e-05
#> Sigma[4,3] 0.184177633 0.05915897 0.11467260 2.764995e-01
#> Sigma[4,4] 0.152556841 0.04050446 0.10337066 2.093925e-01
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9808856 0.008010469 0.9678264649 0.98897909
#> lag1_var2 -0.1698605 0.114245380 -0.3448546034 -0.02437570
#> lag1_var3 -0.2251636 0.175069702 -0.4964187239 -0.01301589
#> lag1_var4 0.2119166 0.173934195 -0.0001232741 0.48102909
#> const 1.4325179 0.188525191 1.1460800673 1.67482210
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3597871 0.08730258 0.2700964 0.496332
#> lag1_var2 0.6724631 1.37426934 -0.9995501 2.808589
#> lag1_var3 0.3042866 1.98655888 -2.1643736 3.385056
#> lag1_var4 -0.4420173 1.97064761 -3.4837912 2.007527
#> const 2.3010875 0.97985639 0.9210236 3.692751
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5851801 0.1428315 -0.7733911 -0.3932582
#> lag1_var2 1.6280413 1.7142020 -0.7268342 3.7432681
#> lag1_var3 2.4823169 2.4471131 -0.8250170 5.5773893
#> lag1_var4 -1.2801248 2.4056305 -4.3379341 1.9736747
#> const -1.8378012 1.9247018 -4.1460663 1.1819049
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3497475 0.1180919 -0.509545045 -0.1870881
#> lag1_var2 1.6747557 1.1458809 -0.004971588 3.0665115
#> lag1_var3 2.0763978 1.6998266 -0.249657880 4.1995593
#> lag1_var4 -0.9590704 1.6760490 -3.051246868 1.2990428
#> const -0.6791061 1.8725536 -2.707838690 2.3358516
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001418909 0.0003896143 0.001005571 0.002090157
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007844985 0.003781624 -0.01403168 -0.004330144
#> Sigma[2,2] 0.164041862 0.037661734 0.12365292 0.230550171
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001714838 0.004084108 -0.003923849 0.007034756
#> Sigma[3,2] -0.124004798 0.039585491 -0.180383896 -0.072581059
#> Sigma[3,3] 0.292209130 0.062611473 0.197413047 0.375020962
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002792714 0.003083991 -0.007752596 0.0006453091
#> Sigma[4,2] -0.037611482 0.026059271 -0.071032236 -0.0043200179
#> Sigma[4,3] 0.241618139 0.053044828 0.159534060 0.3107650540
#> Sigma[4,4] 0.238078994 0.048411487 0.165469191 0.2986496781
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9576072 0.01528179 0.9351499 0.97729827
#> lag1_var2 -0.1499236 0.07308767 -0.2697515 -0.06163007
#> lag1_var3 -0.2909089 0.14057516 -0.5123866 -0.11166306
#> lag1_var4 0.2840172 0.13405217 0.1115189 0.49241676
#> const 1.3726458 0.32727875 0.9976907 1.82488899
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1782431 0.1527633 -0.0002838351 0.40544326
#> lag1_var2 1.3319269 0.6864725 0.3546240006 2.17509638
#> lag1_var3 1.5075983 1.3181947 -0.2185463428 3.20405087
#> lag1_var4 -1.5748646 1.2579796 -3.2028257525 0.05037533
#> const 2.0619790 0.8882992 0.8744765984 3.11229363
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8541582 0.2321084 0.6062194 1.222898
#> lag1_var2 -3.3144645 1.0905892 -4.8126680 -1.916210
#> lag1_var3 -4.8565075 2.1337928 -7.8785695 -2.262376
#> lag1_var4 5.5405456 2.0430027 3.0674153 8.436387
#> const -0.7017153 3.1948651 -5.3029025 3.451549
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0146383 0.2619539 0.7348759 1.434401
#> lag1_var2 -3.2325827 0.9539685 -4.5744929 -2.265551
#> lag1_var3 -5.1579697 1.8336692 -7.9221646 -3.379325
#> lag1_var4 5.7879878 1.7460915 4.0881379 8.438795
#> const 0.1213297 3.2606235 -4.5472401 4.344331
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002704062 0.0006930078 0.001674982 0.003489084
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01971332 0.007524736 -0.02798367 -0.008041498
#> Sigma[2,2] 0.26702181 0.075698839 0.16640349 0.365433954
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03046045 0.01340021 0.009159295 0.04558774
#> Sigma[3,2] -0.47836898 0.13778622 -0.661644917 -0.30097320
#> Sigma[3,3] 1.09303269 0.29092125 0.794800189 1.50011319
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01950595 0.009590959 0.004525033 0.0302217
#> Sigma[4,2] -0.33237346 0.100713996 -0.471129211 -0.2082330
#> Sigma[4,3] 0.83544796 0.224628196 0.604949208 1.1479780
#> Sigma[4,4] 0.65791093 0.176440750 0.465481336 0.9104565
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9660122 0.009423814 0.95566938 0.98120285
#> lag1_var2 -0.1025686 0.098014517 -0.24262473 0.02428038
#> lag1_var3 -0.1786894 0.179030224 -0.43775449 0.03752732
#> lag1_var4 0.1778122 0.177861246 -0.03616375 0.43608776
#> const 0.9275317 0.343689947 0.43080083 1.36604876
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05941958 0.08617583 -0.09358344 0.1305722
#> lag1_var2 -0.42427154 0.73332722 -1.49384323 0.4956239
#> lag1_var3 -1.73465947 1.25738962 -3.53130770 -0.1851518
#> lag1_var4 1.65824428 1.24393788 0.12284523 3.4430454
#> const 3.97557347 2.69249666 0.19181238 6.9043584
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2548566 0.212049 -0.4599904 0.1265968
#> lag1_var2 4.8941652 1.803757 2.4725894 7.7259901
#> lag1_var3 8.8405844 3.243643 4.7054460 13.5868887
#> lag1_var4 -7.7030510 3.228558 -12.3765479 -3.5985975
#> const -3.3347517 5.604486 -10.1321811 4.5644868
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2179891 0.1775628 -0.4093878 0.08544397
#> lag1_var2 4.3303423 1.4790449 2.3677064 6.62957816
#> lag1_var3 7.2882374 2.6823548 3.7557257 11.24799252
#> lag1_var4 -6.1893470 2.6732766 -10.0981806 -2.63919795
#> const -1.4396027 4.5557955 -6.7766159 4.51184102
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002897712 0.000430179 0.002361749 0.00348831
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07432704 0.01529493 -0.09166077 -0.05318186
#> Sigma[2,2] 3.74478834 0.69019306 2.69382799 4.45482965
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06924842 0.01894587 0.04139778 0.09514528
#> Sigma[3,2] -3.27939264 1.04790544 -4.98867900 -2.06405891
#> Sigma[3,3] 4.92874064 1.49197512 3.64804171 7.34272270
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03772735 0.0167034 0.01234708 0.05885897
#> Sigma[4,2] -1.69687020 1.0001284 -3.37759297 -0.59275573
#> Sigma[4,3] 3.89235068 1.2178451 2.67179608 5.75409360
#> Sigma[4,4] 3.58639034 0.9571727 2.47598133 5.02977492
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96139847 0.02041437 0.93111976 0.98367123
#> lag1_var2 -0.01674382 0.03258563 -0.06831321 0.01504361
#> lag1_var3 -0.02968301 0.06774329 -0.13702150 0.03914056
#> lag1_var4 0.01889494 0.05713276 -0.03783895 0.10957170
#> const 1.46431995 0.34729555 0.88277115 1.80319592
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.95374878 1.087972 -2.2660346 0.6109436
#> lag1_var2 1.13377894 1.100122 -0.4885884 2.6019215
#> lag1_var3 0.33045095 2.284995 -3.0233021 3.3851879
#> lag1_var4 0.03587576 1.909006 -2.4971861 2.9132354
#> const 2.40612483 13.902084 -18.9592566 17.5118745
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.819034 1.969990 0.2906463 5.6453132
#> lag1_var2 -2.435013 1.800256 -4.9774808 0.1437019
#> lag1_var3 -3.882434 3.727765 -9.1517512 1.4425436
#> lag1_var4 3.605967 3.017554 -0.6785600 7.7145840
#> const 3.080766 15.422987 -17.6128634 24.4694873
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.753737 1.892885 0.4536773 5.6618561
#> lag1_var2 -2.726856 1.706691 -5.3247101 -0.5579583
#> lag1_var3 -5.426069 3.510995 -10.7738263 -0.9297070
#> lag1_var4 5.149643 2.832681 1.4838089 9.4781417
#> const 4.637788 13.451071 -13.9399164 21.9800806
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002706055 0.0003226794 0.002272218 0.003143813
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004880681 0.006456853 -0.0152583 0.001236431
#> Sigma[2,2] 0.861747440 0.195133956 0.6173033 1.166208887
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00670217 0.008284598 -0.002521244 0.01999746
#> Sigma[3,2] -0.14372943 0.144569970 -0.286264455 0.09386076
#> Sigma[3,3] 0.93362318 0.206911989 0.670792371 1.17439897
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00452129 0.007122358 -0.001422542 0.01596973
#> Sigma[4,2] 0.41627721 0.240397719 0.178347066 0.78879282
#> Sigma[4,3] 0.91636915 0.282529572 0.555773237 1.24021633
#> Sigma[4,4] 1.26983522 0.416137818 0.799855764 1.86822720
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0232114 0.01653202 1.00270562 1.04152891
#> lag1_var2 -0.1289972 0.06459841 -0.21544640 -0.03057769
#> lag1_var3 -0.2116195 0.11377513 -0.36361727 -0.03810058
#> lag1_var4 0.1831906 0.10872145 0.01979478 0.33013508
#> const 1.2322778 0.26498445 0.79570347 1.55412269
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.148390 0.3160919 -0.51684101 0.30749370
#> lag1_var2 1.414390 0.8570710 0.40598567 2.62556656
#> lag1_var3 1.722100 1.3945682 0.06410351 3.74722303
#> lag1_var4 -1.578894 1.3286318 -3.58313709 -0.09597361
#> const -1.571728 5.6789801 -8.87309571 7.38646964
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8977926 0.1258839 0.7372770 1.0731597
#> lag1_var2 1.4317928 1.1594155 0.0229824 3.0863938
#> lag1_var3 2.4063239 1.7413106 0.3160044 4.9979464
#> lag1_var4 -1.8293051 1.6938908 -4.3427802 0.2058002
#> const 1.5620419 4.0080398 -2.5861217 7.1404103
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8755959 0.1782391 0.6424716 1.10876897
#> lag1_var2 1.9309149 1.2163094 0.3748207 3.64813056
#> lag1_var3 2.8448568 1.8417431 0.5449133 5.47900153
#> lag1_var4 -2.2006574 1.7902746 -4.7558353 0.04752019
#> const 0.1860573 5.3662421 -6.0251801 8.29305493
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002763678 0.002321818 0.001242264 0.007102574
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003793957 0.00122587 -0.005262344 -0.001977125
#> Sigma[2,2] 0.056041496 0.01409737 0.037383834 0.075493782
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004529767 0.005509368 -1.497987e-06 0.0140153113
#> Sigma[3,2] -0.015883043 0.013759618 -3.670909e-02 0.0006259789
#> Sigma[3,3] 0.105193561 0.029999125 6.936114e-02 0.1503502506
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001593043 0.005189513 -0.003487768 0.01038246
#> Sigma[4,2] 0.029266680 0.015798947 0.012758190 0.05089605
#> Sigma[4,3] 0.095057359 0.032263895 0.062284708 0.14445998
#> Sigma[4,4] 0.121460831 0.033309671 0.091636253 0.18051953
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9834709 0.008405726 0.971748148 0.995729171
#> lag1_var2 -0.1804891 0.129062568 -0.326677447 -0.011217236
#> lag1_var3 -0.2177135 0.163098539 -0.407554865 -0.004866305
#> lag1_var4 0.2077243 0.159511498 -0.001533139 0.395305004
#> const 1.2653465 0.391920960 0.721096324 1.825359134
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1258109 0.06021587 0.059901188 0.21916363
#> lag1_var2 0.4678792 0.41815367 -0.251260779 0.92230332
#> lag1_var3 -0.6629227 0.56012966 -1.599359672 -0.03467799
#> lag1_var4 0.6170115 0.54702321 -0.004797388 1.52360807
#> const 0.9653267 1.68704297 -0.949885402 3.32143912
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3141083 0.07790838 -0.4194404 -0.20995209
#> lag1_var2 1.3334603 0.93416327 0.1026209 2.65707579
#> lag1_var3 2.4906519 1.22319609 0.9954333 4.25075915
#> lag1_var4 -1.4167610 1.21307574 -3.1515168 0.05079773
#> const 0.4499750 2.38963207 -3.6547871 2.70356699
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2257827 0.06310857 -0.30207062 -0.1326934
#> lag1_var2 1.2016034 0.87028854 0.15503617 2.3578868
#> lag1_var3 1.3285844 1.13059610 -0.01555244 2.8195093
#> lag1_var4 -0.2815612 1.12752161 -1.76280151 1.0634702
#> const 0.7107141 1.85490909 -2.02150805 2.4806164
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001785613 0.0002122675 0.001427186 0.002009288
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007034201 0.001630915 -0.008633053 -0.00473142
#> Sigma[2,2] 0.063266140 0.011300750 0.052100642 0.08271010
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004246303 0.001851027 0.001888426 0.006640225
#> Sigma[3,2] -0.046944993 0.007991179 -0.058462825 -0.038828774
#> Sigma[3,3] 0.056577163 0.009612666 0.045788579 0.071018433
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001372552 0.001538763 -0.0004410737 0.003589675
#> Sigma[4,2] -0.023133539 0.007913859 -0.0341396665 -0.013377069
#> Sigma[4,3] 0.041688209 0.007696090 0.0321541083 0.053544825
#> Sigma[4,4] 0.036222321 0.005474401 0.0294071169 0.044751063
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92616068 0.02279312 0.89920689 0.9597700
#> lag1_var2 0.05932270 0.06917681 -0.05247596 0.1385936
#> lag1_var3 0.06972870 0.13972874 -0.14974518 0.2234333
#> lag1_var4 -0.07132644 0.12962133 -0.21410870 0.1320400
#> const 1.45492539 0.28130533 1.11735004 1.8560488
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4866163 0.1423120 0.2809967 0.6581360
#> lag1_var2 -0.1388031 0.4827946 -0.6544272 0.6301217
#> lag1_var3 -1.0849986 0.9912565 -2.1902249 0.4467159
#> lag1_var4 0.9682628 0.9091953 -0.4454260 1.9812214
#> const 0.9870640 1.7970057 -1.4906496 3.1444792
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6853389 0.1775923 -0.8443794 -0.3756776
#> lag1_var2 1.5669388 0.4840857 0.7841871 2.0795212
#> lag1_var3 3.1132428 0.9902725 1.6451447 4.2613954
#> lag1_var4 -1.9199990 0.9076134 -2.9683530 -0.5826233
#> const 0.1804481 1.5383871 -2.1439114 2.0468635
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5651481 0.1400723 -0.6961016 -0.3156412
#> lag1_var2 1.3315307 0.3260393 0.7665027 1.6670976
#> lag1_var3 2.1278697 0.6602464 1.0626441 2.9038178
#> lag1_var4 -0.9442131 0.6035528 -1.6515968 0.0261895
#> const 0.3546317 1.5538641 -1.9051449 2.1404057
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001300936 0.0002163183 0.0009630451 0.001538419
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01463056 0.003577066 -0.01934246 -0.009826344
#> Sigma[2,2] 0.29548650 0.071422990 0.19573120 0.399231694
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03023904 0.009323862 0.01838469 0.04487728
#> Sigma[3,2] -0.38347094 0.097766715 -0.53277454 -0.27113380
#> Sigma[3,3] 1.81575432 0.561284232 1.37763019 2.73288679
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02354098 0.009089789 0.0134017 0.03711868
#> Sigma[4,2] -0.22809541 0.071342886 -0.3264264 -0.13978597
#> Sigma[4,3] 1.72065352 0.599673678 1.3054549 2.70255355
#> Sigma[4,4] 1.71603239 0.640381024 1.2892327 2.76754508
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98231402 0.02180623 0.95264687 1.01267097
#> lag1_var2 -0.09552422 0.11921040 -0.27258515 0.05298902
#> lag1_var3 -0.18055829 0.20813022 -0.49339262 0.07426645
#> lag1_var4 0.16075955 0.19524026 -0.07705003 0.45492051
#> const 1.52134549 0.33571606 1.05334073 1.92520052
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6926709 0.5625772 -1.6316153 -0.08470511
#> lag1_var2 1.6421821 2.0974905 -0.8487892 5.11993514
#> lag1_var3 1.8571751 3.7618898 -2.4320223 8.10740086
#> lag1_var4 -1.5108208 3.5243720 -7.3621926 2.51940107
#> const -1.0034380 5.9135436 -8.1948394 7.97947608
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09698212 0.8452487 -0.8755722 1.316294
#> lag1_var2 3.09049980 2.8198564 -1.5455546 5.883145
#> lag1_var3 6.04534365 4.9963114 -2.4833196 10.683748
#> lag1_var4 -5.10041050 4.7108790 -9.4423675 2.909490
#> const 4.58387506 10.4270208 -12.9755989 14.447481
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5647996 0.6394268 -1.248787 0.3475008
#> lag1_var2 3.9153203 2.0849281 1.139067 6.4940152
#> lag1_var3 6.9191355 3.6520302 1.720859 11.3259035
#> lag1_var4 -5.7435138 3.4699244 -9.943346 -0.8428545
#> const 3.8948331 9.0949140 -10.315710 13.2223510
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002729879 0.0009826777 0.001901666 0.004325601
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006283957 0.002084236 -0.009784467 -0.004110148
#> Sigma[2,2] 0.039173172 0.009685546 0.028644268 0.053842105
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01241681 0.01004431 -0.02341856 0.002621378
#> Sigma[3,2] 0.07917092 0.03661083 0.03628897 0.136509105
#> Sigma[3,3] 1.59536777 0.47787522 1.11284310 2.320343638
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01816478 0.01077767 -0.02962348 -0.001490391
#> Sigma[4,2] 0.11293371 0.04337497 0.06547552 0.183996596
#> Sigma[4,3] 1.73865939 0.52498593 1.19919684 2.525075513
#> Sigma[4,4] 1.91522830 0.57820859 1.31256518 2.767419707
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9898518 0.0240901 0.956900484 1.02064423
#> lag1_var2 -0.2054694 0.1501961 -0.423939003 0.01920835
#> lag1_var3 -0.3280321 0.2274385 -0.663145156 -0.01068932
#> lag1_var4 0.3114263 0.2176209 0.007538603 0.63195309
#> const 1.3094538 0.4072080 0.725514487 1.81754140
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04739495 0.1039420 -0.09580758 0.1484605
#> lag1_var2 0.54321963 0.4956171 -0.07642229 1.1874221
#> lag1_var3 0.01564522 0.7319608 -0.95167545 0.9933166
#> lag1_var4 -0.01670117 0.6987233 -0.94897435 0.9086544
#> const 1.37278905 1.6983808 -1.60281446 3.0292040
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8606031 0.726348 -1.9253482 0.1629620
#> lag1_var2 4.3532388 3.896641 -0.5846275 9.6611174
#> lag1_var3 8.4706594 5.442865 2.0436662 15.8676560
#> lag1_var4 -7.1464877 5.193720 -14.2032850 -0.9911269
#> const 0.7655920 7.254437 -9.9777737 9.4861981
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9121531 0.7634435 -1.9646893 0.1858447
#> lag1_var2 4.5406136 4.0974852 -0.6375699 9.9917223
#> lag1_var3 8.3156910 5.7274994 1.6265471 16.0575249
#> lag1_var4 -6.9552902 5.4649457 -14.3341348 -0.5506839
#> const 1.4257868 8.4147862 -10.4640621 11.5570362
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001007417 0.0001680721 0.0008207569 0.001256336
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007875965 0.002233474 -0.01070577 -0.004688669
#> Sigma[2,2] 0.117670043 0.018931666 0.09305718 0.146625075
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008304647 0.002316189 0.005370177 0.01168318
#> Sigma[3,2] -0.114433964 0.028187102 -0.162011851 -0.09254274
#> Sigma[3,3] 0.178097434 0.052809512 0.125792377 0.25867126
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003554524 0.001757487 0.001612138 0.006406954
#> Sigma[4,2] -0.043500564 0.022738043 -0.076773032 -0.018860713
#> Sigma[4,3] 0.109986168 0.038996845 0.069327357 0.169717540
#> Sigma[4,4] 0.084791587 0.030123301 0.050184499 0.132838224
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.930648732 0.02694754 0.8963163 0.9725739
#> lag1_var2 0.024749441 0.10283878 -0.1289459 0.1439787
#> lag1_var3 -0.006084956 0.16606383 -0.2577369 0.1879729
#> lag1_var4 0.011451352 0.15681347 -0.1736931 0.2482469
#> const 1.426054847 0.19491239 1.1944616 1.7295729
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1461023 0.2914473 -0.4797532 0.3165675
#> lag1_var2 0.7146418 0.9879134 -0.7372203 1.9852703
#> lag1_var3 0.1890913 1.6347505 -2.2216176 2.3422874
#> lag1_var4 -0.1344054 1.5350619 -2.1666297 2.1181660
#> const 1.8295873 1.7760580 -0.2987055 4.5879392
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3360629 0.3266208 -0.1324134 0.7731744
#> lag1_var2 -0.2816513 1.3214220 -2.2645813 1.3949909
#> lag1_var3 0.2313929 2.2301463 -3.1401762 3.0285580
#> lag1_var4 0.6640738 2.1111466 -1.9609953 3.8713837
#> const -2.7101321 2.7194105 -6.7531649 0.5044627
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2273788 0.1989128 -0.04412518 0.4608024
#> lag1_var2 -0.2555221 0.8608971 -1.43635131 0.9560096
#> lag1_var3 -0.3263023 1.4351716 -2.33422509 1.6313155
#> lag1_var4 1.2690612 1.3659443 -0.57691747 3.1899107
#> const -1.9249575 2.0951717 -5.04481865 0.6096305
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002883637 0.002709467 0.001168262 0.007484298
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03782021 0.03191229 -0.08835026 -0.006166458
#> Sigma[2,2] 2.13067493 0.39674219 1.58976811 2.748305042
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05121126 0.0405339 0.0180794 0.1174445
#> Sigma[3,2] -1.55203769 0.4042253 -2.1799592 -1.0794070
#> Sigma[3,3] 1.72795352 0.5192690 1.2831530 2.5903849
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0390677 0.0320504 0.01874837 0.09321087
#> Sigma[4,2] -0.4463713 0.3262656 -1.02188510 -0.17384829
#> Sigma[4,3] 1.0894442 0.4456614 0.72527426 1.79969392
#> Sigma[4,4] 1.0747714 0.4146706 0.76432518 1.74120071
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.924266372 0.07412880 0.81127214 1.00219518
#> lag1_var2 0.008659204 0.05509522 -0.04630077 0.09587806
#> lag1_var3 -0.005273687 0.08182118 -0.09125588 0.12141210
#> lag1_var4 0.009786409 0.05644847 -0.07520291 0.07502962
#> const 1.258929287 0.34753721 0.92030258 1.80574646
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1076407 1.235735 -1.3588223 1.797115
#> lag1_var2 1.1951575 1.358806 -0.6971797 2.884499
#> lag1_var3 1.4592090 2.230477 -1.7763503 4.193669
#> lag1_var4 -1.2488974 1.674192 -3.3348060 1.181461
#> const -1.2795110 10.900573 -14.2129914 13.796248
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69713971 0.9928717 -0.7776629 1.984789
#> lag1_var2 -0.28377037 0.9383283 -1.0750992 1.103688
#> lag1_var3 0.04256523 1.4794129 -1.2904328 2.336877
#> lag1_var4 0.56871382 1.0750609 -1.1777006 1.608395
#> const 0.92686699 8.4482410 -9.4402954 12.232869
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.853608312 0.6222432 0.09790827 1.7519979
#> lag1_var2 -0.115303529 0.5728029 -0.84681178 0.6396287
#> lag1_var3 -0.008566586 1.0426065 -1.40441235 1.3998105
#> lag1_var4 0.719742168 0.7971334 -0.39832206 1.8266334
#> const -0.617785904 5.6354875 -8.54644058 6.8793394
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004935984 9.690934e-05 0.0003547729 0.0006371095
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004862332 0.002970872 -0.008755879 -0.0006883226
#> Sigma[2,2] 0.551099364 0.181901246 0.339935392 0.8282537789
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002818051 0.001291565 0.0009606187 0.004313128
#> Sigma[3,2] -0.180830187 0.059192409 -0.2532793274 -0.102841828
#> Sigma[3,3] 0.158907415 0.045836951 0.0971811288 0.228716947
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001167663 0.001420908 -0.002078662 0.001659592
#> Sigma[4,2] 0.1667364964 0.097749793 0.054904238 0.311839110
#> Sigma[4,3] 0.0584840239 0.035028868 0.010778525 0.103823110
#> Sigma[4,4] 0.1798496897 0.059260175 0.111711339 0.253396746
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92967088 0.01814604 0.909924313 0.960889365
#> lag1_var2 -0.03159450 0.03308490 -0.082917233 0.002813824
#> lag1_var3 -0.03574645 0.05342387 -0.119781214 0.018709551
#> lag1_var4 0.03881188 0.04708322 -0.009959847 0.111821402
#> const 1.54974626 0.15668484 1.303961938 1.756474407
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.807561 0.6269600 0.9745866 2.665616
#> lag1_var2 -3.632207 0.8479918 -4.7643533 -2.423315
#> lag1_var3 -7.032558 1.4590724 -8.9469647 -4.957665
#> lag1_var4 6.339545 1.2276329 4.5651944 7.909118
#> const 4.949259 4.2342454 -0.9775042 10.958628
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3997241 0.3643784 -0.9013998 0.0897980
#> lag1_var2 1.2705090 0.6410315 0.3931282 2.1464764
#> lag1_var3 2.7198801 1.0631497 1.2558320 4.1186484
#> lag1_var4 -1.5978911 0.9312622 -2.8397308 -0.3081689
#> const -1.4204438 3.0797740 -5.1535301 2.3015181
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6999284 0.2398934 0.4159971 1.0149648
#> lag1_var2 -1.4641861 0.4021831 -1.9422133 -0.8663715
#> lag1_var3 -2.4631870 0.6774056 -3.2965846 -1.4456387
#> lag1_var4 3.1622515 0.5752085 2.2962642 3.8550064
#> const 1.2893099 2.5651420 -1.5939172 5.1151164
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001964307 0.00068197 0.001233747 0.003120693
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007818071 0.003681857 -0.004477574 0.00536432
#> Sigma[2,2] 0.1739069119 0.022879920 0.151923320 0.21452649
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005111869 0.008393648 -0.0186562 0.00309884
#> Sigma[3,2] -0.185548270 0.051263593 -0.2602633 -0.12488531
#> Sigma[3,3] 0.985387847 0.163750966 0.7701916 1.19680445
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004605649 0.006445487 -0.0149141 0.002018725
#> Sigma[4,2] -0.049432363 0.057116113 -0.1306106 0.020446668
#> Sigma[4,3] 0.844389309 0.143491752 0.6519538 1.023344852
#> Sigma[4,4] 0.810026286 0.128585993 0.6372803 0.971796354
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96689272 0.01587339 0.94094460 0.98345794
#> lag1_var2 0.02581309 0.08627588 -0.04578993 0.17697024
#> lag1_var3 0.05029211 0.11022520 -0.03931884 0.23039840
#> lag1_var4 -0.05474420 0.10877630 -0.23453976 0.03204481
#> const 1.16012305 0.24863955 0.75648394 1.43694456
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2984462 0.1505163 -0.4701606 -0.08390642
#> lag1_var2 0.8995507 1.3283539 -0.9556193 2.67695165
#> lag1_var3 0.4516365 1.6662243 -1.7554817 2.75418571
#> lag1_var4 -0.3957352 1.6580120 -2.6632567 1.80821992
#> const 2.9858085 2.4150299 -0.4421866 6.18361384
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 5.348163e-01 0.2105056 0.244847 0.8071921
#> lag1_var2 -2.444720e-01 2.6922936 -3.300168 3.5218122
#> lag1_var3 8.400412e-06 3.4978676 -3.793321 5.0117942
#> lag1_var4 8.519153e-01 3.4694959 -4.117799 4.6390598
#> const -1.301970e+00 6.5041631 -10.290075 7.2147739
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30755074 0.2227111 0.05378732 0.6453349
#> lag1_var2 -0.02055982 2.8792668 -3.92081271 4.2067686
#> lag1_var3 -0.26319900 3.6534604 -4.96468942 5.3929384
#> lag1_var4 1.16151907 3.6447040 -4.46123615 5.8984787
#> const 0.68389206 5.9819113 -6.90309467 9.1419904
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002744257 0.004296668 0.001041504 0.009147656
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004033399 0.001670513 -0.005957969 -0.001641975
#> Sigma[2,2] 0.103812335 0.023320075 0.071315176 0.135424973
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002435818 0.005516518 -0.009119252 0.006037749
#> Sigma[3,2] -0.1645405842 0.045581914 -0.217868041 -0.091945622
#> Sigma[3,3] 0.4181326374 0.111160657 0.281190210 0.569143041
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003658065 0.005273576 -0.01240812 0.00282877
#> Sigma[4,2] -0.084502122 0.030557644 -0.11424026 -0.03614818
#> Sigma[4,3] 0.298508185 0.085534638 0.20180857 0.42247904
#> Sigma[4,4] 0.240998262 0.070628101 0.15961747 0.34602679
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98372229 0.01373551 0.9683328 1.00565751
#> lag1_var2 -0.08463737 0.30856157 -0.5902924 0.08150153
#> lag1_var3 -0.07860738 0.40527431 -0.7427282 0.15893515
#> lag1_var4 0.06764903 0.40246298 -0.1706039 0.72479000
#> const 1.44627016 0.28134724 1.0368620 1.73732923
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01525064 0.1184932 -0.1371909 0.1784194
#> lag1_var2 0.13812244 0.9394461 -1.0578652 1.3062514
#> lag1_var3 -0.90097192 1.1572879 -2.3844574 0.5411523
#> lag1_var4 0.89477001 1.1372388 -0.5298275 2.3517362
#> const 0.58575384 1.9142027 -1.9501508 3.1361857
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02472734 0.3124197 -0.3438334 0.4680894
#> lag1_var2 1.04635944 1.5692470 -0.9690423 3.0182964
#> lag1_var3 2.07992785 1.8415690 -0.3374436 4.5341931
#> lag1_var4 -1.12288407 1.7962849 -3.5141067 1.2449510
#> const 2.19674253 4.8334701 -3.5911725 9.9269997
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02337401 0.2358620 -0.2407811 0.3649273
#> lag1_var2 0.69990811 0.9500904 -0.5647399 1.8784155
#> lag1_var3 0.78241051 1.0892167 -0.6600188 2.1587644
#> lag1_var4 0.17884072 1.0513222 -1.1574611 1.5960900
#> const 2.28474900 3.9155498 -2.8348585 8.4332748
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007809407 0.0001487475 0.0005637266 0.0009582353
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0119937 0.002969554 -0.0170969 -0.009021649
#> Sigma[2,2] 0.4508701 0.085725104 0.3646750 0.575179998
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01130544 0.002535873 0.00861754 0.01518576
#> Sigma[3,2] -0.31058182 0.068693423 -0.42258896 -0.23944392
#> Sigma[3,3] 0.27635310 0.067082940 0.20864555 0.38682840
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003884075 0.001257542 0.002533913 0.005782267
#> Sigma[4,2] -0.024516249 0.035661263 -0.071364833 0.028675935
#> Sigma[4,3] 0.083250362 0.034285733 0.042100001 0.137397181
#> Sigma[4,4] 0.072131607 0.018130309 0.053190008 0.102595445
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9608084 0.02242242 0.93386167 0.99436994
#> lag1_var2 -0.1166964 0.06013970 -0.20656277 -0.03922107
#> lag1_var3 -0.1894913 0.09367327 -0.32933163 -0.06671443
#> lag1_var4 0.1811180 0.08495350 0.06877341 0.30770810
#> const 1.4516507 0.12910322 1.25262852 1.59628554
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4473050 0.6715172 -0.4009014 1.342417
#> lag1_var2 0.2862008 1.7723527 -2.1071494 2.695050
#> lag1_var3 -0.5616657 2.8046199 -4.3093454 3.260026
#> lag1_var4 0.3645626 2.5690177 -3.1639453 3.750671
#> const 4.1859597 3.1386980 -0.5320235 8.056583
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1413802 0.6112513 -0.7761625 0.9177422
#> lag1_var2 -0.7202029 1.6188881 -2.8610738 1.4598612
#> lag1_var3 -0.5626286 2.6015360 -3.9924679 3.0063089
#> lag1_var4 1.5108469 2.3786992 -1.7377896 4.6354723
#> const -1.2521460 3.0412108 -4.6554986 3.3308398
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4402243 0.2478480 0.05918888 0.7568603
#> lag1_var2 -1.1518074 0.7331765 -2.21173240 -0.1545662
#> lag1_var3 -1.8912029 1.2409174 -3.67223345 -0.1782926
#> lag1_var4 2.7135214 1.1493989 1.13631585 4.3775823
#> const 1.1022167 1.7024024 -0.86812355 3.7141513
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004515418 7.675352e-05 0.0003308178 0.0005315538
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007246246 0.00288405 -0.0112921 -0.003604419
#> Sigma[2,2] 0.614282815 0.11008115 0.4684343 0.759881190
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006404056 0.002672333 0.003237485 0.01025231
#> Sigma[3,2] -0.503203994 0.091964859 -0.621928252 -0.37663854
#> Sigma[3,3] 0.477080985 0.089970160 0.370117710 0.59522107
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001641687 0.001258908 0.0001866183 0.00339888
#> Sigma[4,2] -0.097421240 0.036975569 -0.1483496583 -0.05253121
#> Sigma[4,3] 0.147699457 0.044525152 0.0921601591 0.20716562
#> Sigma[4,4] 0.086700177 0.024602469 0.0532880185 0.11936437
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96268270 0.01193632 0.94423403 0.977522936
#> lag1_var2 -0.05852339 0.05371722 -0.13522387 0.005426686
#> lag1_var3 -0.08715327 0.07977289 -0.20041716 0.009740643
#> lag1_var4 0.08085562 0.07827873 -0.01561368 0.192089081
#> const 1.46049900 0.24451134 1.18874114 1.786605996
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1254097 0.5675446 -0.6239229 0.8671286
#> lag1_var2 -1.8268067 3.0627100 -7.0230147 0.8186609
#> lag1_var3 -4.0751234 4.6170742 -11.9122620 -0.2077656
#> lag1_var4 4.0043802 4.4270788 0.2832838 11.5444605
#> const 1.7397050 3.9733938 -3.0694536 8.0341533
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08833346 0.5549496 -0.8632743 0.6557550
#> lag1_var2 2.99882684 3.2317764 -0.3149905 8.4690125
#> lag1_var3 5.39081251 4.9177999 0.3224272 13.6935009
#> lag1_var4 -4.36695154 4.7240967 -12.3750025 0.4005792
#> const 0.56171219 3.8459200 -5.0517190 5.0097005
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01505398 0.2033185 -0.3165053 0.2545839
#> lag1_var2 1.39274294 1.6682964 -0.7340517 4.0573675
#> lag1_var3 2.09276328 2.5413839 -1.1280431 6.1530521
#> lag1_var4 -1.10731498 2.4702371 -5.0689120 2.0007497
#> const 1.42391904 2.0011755 -1.8316031 3.5771595
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002098221 5.926027e-05 0.0001544263 0.0003130244
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001988948 0.0005169614 -0.002799918 -0.001523005
#> Sigma[2,2] 0.242365868 0.0485581790 0.185005795 0.310058403
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001583581 0.0008474049 0.0006140864 0.00271045
#> Sigma[3,2] -0.186690661 0.0418486680 -0.2272346227 -0.11828938
#> Sigma[3,3] 0.228838332 0.0494044896 0.1456489508 0.28215445
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002997626 0.0009738947 -0.0008801361 0.001566494
#> Sigma[4,2] -0.0293350201 0.0229702707 -0.0557196521 0.003793597
#> Sigma[4,3] 0.1105899506 0.0289698610 0.0685481430 0.141805028
#> Sigma[4,4] 0.0948283833 0.0221598656 0.0664404619 0.122794796
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95844971 0.01281264 0.9387745 0.97424914
#> lag1_var2 -0.08950516 0.02890699 -0.1227705 -0.04736032
#> lag1_var3 -0.14793757 0.04614011 -0.2024074 -0.07967098
#> lag1_var4 0.14159654 0.04455259 0.0739715 0.19446593
#> const 1.51085463 0.17621675 1.3520604 1.80139172
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1997805 0.331213 -0.3214307 0.5358489
#> lag1_var2 1.9417635 1.157434 0.3095473 3.4100279
#> lag1_var3 2.1019148 1.840049 -0.5534575 4.3189589
#> lag1_var4 -2.2042385 1.762750 -4.3720757 0.3839749
#> const 3.1966539 3.733460 -2.2899754 6.8465054
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3119531 0.3027832 -0.6266358 0.1215882
#> lag1_var2 0.4155141 0.6536591 -0.5450465 1.3345764
#> lag1_var3 0.9761277 1.1088840 -0.4926129 2.6161041
#> lag1_var4 0.1302945 1.0590101 -1.4420398 1.4587293
#> const -0.3469001 4.4191128 -5.2968666 6.2844506
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1913863 0.1348262 -0.3886228 -0.05443681
#> lag1_var2 1.2173480 0.4838396 0.6985856 1.91392555
#> lag1_var3 1.6293440 0.7917553 0.7708660 2.77519009
#> lag1_var4 -0.5803187 0.7690056 -1.6984932 0.25591396
#> const 1.3767538 2.7934880 -2.5324000 5.03190633
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004943989 5.74884e-05 0.0004284643 0.0005898099
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004908725 0.00200764 -0.007864223 -0.002380827
#> Sigma[2,2] 0.212638304 0.02332360 0.186874154 0.247802048
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001708792 0.0009053707 0.0004902721 0.002899114
#> Sigma[3,2] -0.102017554 0.0134596545 -0.1240842668 -0.088771802
#> Sigma[3,3] 0.064311125 0.0124046436 0.0494039698 0.084294521
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000227453 0.000663102 -0.001063901 0.0008010144
#> Sigma[4,2] -0.019487812 0.012552170 -0.037099734 -0.0014345630
#> Sigma[4,3] 0.025734494 0.008179883 0.015506014 0.0377950350
#> Sigma[4,4] 0.019406731 0.004271344 0.013772935 0.0247645492
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96507766 0.009807621 0.95510458 0.98108819
#> lag1_var2 -0.01659937 0.036011108 -0.08060729 0.01702765
#> lag1_var3 -0.05193135 0.087188322 -0.20488466 0.03448346
#> lag1_var4 0.03544013 0.081155658 -0.04664806 0.17718333
#> const 1.48893311 0.182650994 1.27202282 1.75888695
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5591340 0.1230318 0.45593927 0.755598014
#> lag1_var2 -0.5645279 0.5062835 -1.27724465 0.078613995
#> lag1_var3 -1.7383349 1.2697175 -3.40798876 -0.003153577
#> lag1_var4 1.6063896 1.1990428 -0.04596913 3.176558478
#> const 1.3198651 1.9180051 -1.45702152 3.599903137
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2904596 0.08087115 -0.4155869 -0.1916430
#> lag1_var2 0.8193246 0.25711143 0.4896831 1.2114942
#> lag1_var3 2.0104552 0.62194970 1.1522438 2.9903428
#> lag1_var4 -0.9398312 0.58145434 -1.8416967 -0.1145766
#> const -0.4279718 0.82959818 -1.4953878 0.6172254
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09686328 0.05434721 -0.17799814 -0.02873682
#> lag1_var2 0.32902680 0.20725011 0.09321055 0.63711345
#> lag1_var3 0.63887536 0.48704425 0.09867252 1.36668040
#> lag1_var4 0.40027261 0.45369619 -0.27470248 0.91052737
#> const -0.10429177 0.62373137 -0.91211003 0.68232007
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001273444 0.002786758 0.0003209106 0.005325142
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01768183 0.02825024 -0.05958062 -0.004530468
#> Sigma[2,2] 0.53334884 0.29201878 0.30763785 0.984145516
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02413819 0.04215012 0.006689508 0.08613668
#> Sigma[3,2] -0.60438963 0.41872014 -1.233683708 -0.34919941
#> Sigma[3,3] 0.82303676 0.63207851 0.504319657 1.76702327
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01322271 0.02535417 0.003071677 0.05016429
#> Sigma[4,2] -0.26623951 0.24782026 -0.629743495 -0.13724495
#> Sigma[4,3] 0.44699324 0.38624322 0.280304391 1.02535584
#> Sigma[4,4] 0.28637190 0.24092319 0.187578863 0.65288157
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95776712 0.01687249 0.9322388 0.97651362
#> lag1_var2 -0.07761397 0.07432137 -0.1301301 0.05837988
#> lag1_var3 -0.11952222 0.12455003 -0.2010968 0.10831752
#> lag1_var4 0.11372649 0.12077249 -0.1064116 0.19083889
#> const 1.49092312 0.20914075 1.2470267 1.79524194
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3712688 0.4990972 -0.9532193 0.2296924
#> lag1_var2 1.2658517 1.9684481 -2.1699527 3.2973908
#> lag1_var3 0.6431296 3.2522275 -5.0430263 3.9780866
#> lag1_var4 -0.5078162 3.1364015 -3.6738401 4.9916136
#> const 1.1983367 5.1878056 -4.7597703 8.4199062
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9355874 0.5384388 0.1902893 1.671092
#> lag1_var2 -1.2621975 2.2416687 -3.3145318 2.718989
#> lag1_var3 -0.9872735 3.7136529 -4.3410906 5.637921
#> lag1_var4 1.6462723 3.6077983 -4.7964303 4.823832
#> const -1.1469982 6.1287935 -10.4218136 4.596348
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7069627 0.3051057 0.3054777 1.1083905
#> lag1_var2 -0.9659871 1.2513698 -2.5664790 0.9358775
#> lag1_var3 -1.3700000 2.0554036 -3.9373345 1.8111909
#> lag1_var4 2.1185864 1.9943254 -0.9925585 4.5652759
#> const -0.7394868 3.6400486 -5.4852641 3.9806242
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009481924 0.0001760551 0.0006896178 0.001170447
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006935661 0.001808671 -0.00325917 0.001183939
#> Sigma[2,2] 0.1117292588 0.031106423 0.07641931 0.155946101
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0163224 0.006544873 0.01016964 0.027122253
#> Sigma[3,2] -0.0767499 0.065274994 -0.17721118 -0.003553462
#> Sigma[3,3] 1.1027665 0.362669174 0.68727388 1.668618940
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.016580688 0.00635013 0.01029084 0.02716056
#> Sigma[4,2] -0.002146873 0.06037535 -0.08782464 0.06981122
#> Sigma[4,3] 1.090320405 0.34036485 0.70165768 1.62040517
#> Sigma[4,4] 1.129469013 0.31718773 0.77362026 1.62364139
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9744010 0.0135759 0.9577726 0.99189683
#> lag1_var2 -0.1821845 0.0791037 -0.3155566 -0.09456508
#> lag1_var3 -0.2780860 0.1184987 -0.4749251 -0.15015597
#> lag1_var4 0.2668248 0.1133165 0.1438638 0.45447525
#> const 1.4082711 0.1946392 1.1453912 1.67274354
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2770999 0.2096035 0.04323855 0.6274542
#> lag1_var2 0.0371511 0.9869400 -1.41531949 1.2128039
#> lag1_var3 -0.7317108 1.5058961 -2.82327635 1.2853431
#> lag1_var4 0.6237700 1.4356901 -1.31072577 2.6240585
#> const 1.7080739 1.7844338 -1.11202698 3.6638714
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.450368 0.6140289 0.7319215 2.236802
#> lag1_var2 -8.090585 2.9157636 -12.5727101 -4.538240
#> lag1_var3 -12.488726 4.6600097 -19.1299786 -6.560272
#> lag1_var4 12.961817 4.4541989 7.2696644 19.276344
#> const -3.558652 5.8874537 -13.6027264 2.295479
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.692813 0.6626874 0.9017279 2.586886
#> lag1_var2 -8.907503 3.0603399 -13.3763723 -5.142648
#> lag1_var3 -14.260649 4.7725329 -20.7802047 -8.117444
#> lag1_var4 14.648030 4.5577630 8.7602692 20.894553
#> const -2.983142 6.3421023 -13.5125813 2.720143
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001999724 0.004457829 0.0004304873 0.008417124
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.006517074 0.0125328 -0.0007651039 0.02615434
#> Sigma[2,2] 0.551498117 0.1264162 0.3719905035 0.72261132
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002018927 0.001175665 -0.003640153 -0.0005039845
#> Sigma[3,2] -0.191961691 0.058032427 -0.265903600 -0.1135498980
#> Sigma[3,3] 0.219088002 0.054920156 0.166781215 0.3093035515
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001373046 0.005811106 -0.001754361 0.01023161
#> Sigma[4,2] 0.093024472 0.047485684 0.036382127 0.15927752
#> Sigma[4,3] 0.123582629 0.035070462 0.083718498 0.17572794
#> Sigma[4,4] 0.175575362 0.040489989 0.138343897 0.22956042
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95897520 0.05311893 0.9206255 1.03940919
#> lag1_var2 -0.06076415 0.13898339 -0.2728711 0.06933053
#> lag1_var3 -0.12667308 0.26773460 -0.5350929 0.12293927
#> lag1_var4 0.12323520 0.24699363 -0.1177987 0.49775321
#> const 1.27836257 0.23110656 0.9072238 1.53823951
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80195663 0.2901281 0.5100104 1.2564570
#> lag1_var2 0.87061120 1.9721043 -1.9312577 3.4840457
#> lag1_var3 -0.24292164 3.8848233 -5.7337911 4.7986211
#> lag1_var4 -0.08625935 3.8174079 -5.1358465 5.1688213
#> const -4.07859794 3.8744650 -9.2199555 0.5507697
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.418192691 0.277841 0.01655536 0.7012345
#> lag1_var2 -0.083305333 1.468122 -1.60245378 2.2884570
#> lag1_var3 0.749855448 2.859629 -2.26726558 5.3385843
#> lag1_var4 -0.001701344 2.761089 -4.45574263 2.8727809
#> const 1.729368883 2.289137 -1.66965640 4.1100004
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84480761 0.2722792 0.4153805 1.186192
#> lag1_var2 0.02169891 1.1350796 -1.0108721 1.798063
#> lag1_var3 -0.04792665 2.1673857 -1.9889196 3.359194
#> lag1_var4 0.62416279 2.1220267 -2.7488710 2.567662
#> const -0.61065999 3.2657507 -4.7479241 4.113294
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003057235 0.0004902724 0.002533396 0.003782276
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06663795 0.01616803 -0.0931042 -0.05167332
#> Sigma[2,2] 2.20112129 0.49873807 1.7348604 2.93712239
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05892487 0.01558187 0.03759846 0.07975835
#> Sigma[3,2] -1.56951231 0.39379652 -2.13833198 -1.07940289
#> Sigma[3,3] 1.96585224 0.52172055 1.54435004 2.90822708
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01603824 0.0130208 0.001876745 0.03837784
#> Sigma[4,2] -0.11358086 0.2673262 -0.537791866 0.21289813
#> Sigma[4,3] 0.99658350 0.4220646 0.606024774 1.73646715
#> Sigma[4,4] 0.99711392 0.3458875 0.589020607 1.49753908
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0151852 0.02672876 0.9878276 1.0621266
#> lag1_var2 -0.2027377 0.07159093 -0.3129536 -0.1139998
#> lag1_var3 -0.3147893 0.10811793 -0.4829892 -0.1783535
#> lag1_var4 0.2880836 0.09919378 0.1624764 0.4419523
#> const 1.4032267 0.36779373 0.9237202 1.9475719
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2886324 0.7819208 -1.610728 0.5204958
#> lag1_var2 0.9374706 1.7851913 -1.868960 2.8537920
#> lag1_var3 0.4282058 2.7080251 -3.782029 3.4304766
#> lag1_var4 -0.2517272 2.5271844 -3.221268 3.7002005
#> const -2.2675898 7.2941209 -13.474518 5.4689808
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.49732055 0.718333 0.4998776 2.422935
#> lag1_var2 -0.37727468 2.279370 -2.7857309 3.421443
#> lag1_var3 0.47237680 3.516805 -3.3090656 6.246811
#> lag1_var4 -0.07815071 3.240628 -5.4450712 3.510229
#> const 2.91099909 7.543706 -6.3218940 12.925492
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.39272848 0.4447677 0.6448558 1.855588
#> lag1_var2 -0.29923448 1.4873755 -2.3396138 1.786317
#> lag1_var3 -0.02550792 2.2822245 -3.0976161 3.185702
#> lag1_var4 0.51549539 2.0880983 -2.4397072 3.378797
#> const 0.79794764 5.2183977 -5.2593146 8.149686
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001326872 0.0002520075 0.0009454824 0.001635397
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01571176 0.003674654 -0.02059131 -0.01021684
#> Sigma[2,2] 0.39712103 0.068677350 0.30297867 0.48978193
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04108529 0.007477651 0.0300572 0.05066668
#> Sigma[3,2] -1.02438919 0.182727750 -1.2824266 -0.79946060
#> Sigma[3,3] 3.90541721 0.803264493 2.9621340 5.06676564
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03155381 0.006456596 0.02371483 0.04135274
#> Sigma[4,2] -0.77672319 0.162369980 -1.00128199 -0.57435755
#> Sigma[4,3] 3.31956602 0.721026924 2.48474584 4.34532646
#> Sigma[4,4] 2.89090364 0.644825656 2.15199267 3.79997879
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94099414 0.01961075 0.90868490 0.96443856
#> lag1_var2 -0.05607727 0.09654886 -0.19577372 0.06372123
#> lag1_var3 -0.11018758 0.14073146 -0.31815507 0.06104157
#> lag1_var4 0.10939520 0.13375924 -0.05291382 0.30790060
#> const 1.51046149 0.27600419 1.15708745 1.91485971
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4557920 0.3638091 -0.01894073 0.8950582
#> lag1_var2 -0.3498521 1.7750131 -2.40194887 2.3290671
#> lag1_var3 -0.9247515 2.6438221 -4.13426943 2.9442695
#> lag1_var4 0.8280344 2.5152722 -2.84947718 3.8720851
#> const -1.7082034 3.8899131 -6.76418799 3.8593828
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7079761 1.027607 -2.162717 0.6469287
#> lag1_var2 1.5643560 4.203377 -3.172206 8.6466280
#> lag1_var3 1.1762688 6.344888 -5.711398 11.9368918
#> lag1_var4 -0.1462640 6.034825 -10.378785 6.3904536
#> const 10.1245752 11.363300 -6.108903 24.6626839
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4099006 0.8633795 -1.612199 0.6824932
#> lag1_var2 0.7991887 3.4609547 -2.262611 6.9079460
#> lag1_var3 -0.2862403 5.2253765 -4.772935 9.0481415
#> lag1_var4 1.2558920 4.9711860 -7.629766 5.5044236
#> const 8.7475725 9.5569066 -4.074605 22.3355617
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001177973 0.0003198041 0.0008714402 0.001687289
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004069378 0.002321836 -0.006812097 -0.001023184
#> Sigma[2,2] 0.093308518 0.034243834 0.056306628 0.150729903
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02114389 0.007845297 0.01395547 0.03349443
#> Sigma[3,2] -0.12859833 0.063559695 -0.21845314 -0.05111853
#> Sigma[3,3] 1.07552272 0.305768518 0.75893524 1.58149191
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01921826 0.007450753 0.01197998 0.030513212
#> Sigma[4,2] -0.07544884 0.053953846 -0.14700061 -0.005065182
#> Sigma[4,3] 1.02745717 0.287546580 0.72945266 1.496939302
#> Sigma[4,4] 1.01045229 0.273579718 0.71984414 1.451037249
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9918754 0.008220257 0.9815132 1.0040487
#> lag1_var2 -0.2319284 0.081218949 -0.3457583 -0.1252409
#> lag1_var3 -0.3886496 0.140982300 -0.5964825 -0.2209025
#> lag1_var4 0.3724058 0.137687997 0.2075870 0.5746123
#> const 1.2292137 0.299160234 0.8207578 1.6396149
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1247080 0.09548892 -0.2308104 0.01533791
#> lag1_var2 0.9359746 0.80713205 -0.1949172 1.99436838
#> lag1_var3 0.2117370 1.30206099 -1.5341243 2.04647964
#> lag1_var4 -0.1955326 1.26132632 -1.9596464 1.50105878
#> const 2.8462095 2.21432331 0.1842218 5.40699547
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6386572 0.4206753 0.1901268 1.2965958
#> lag1_var2 4.7078990 2.9520295 1.1802118 8.6771937
#> lag1_var3 6.1785825 5.1423813 -0.1003007 13.3543915
#> lag1_var4 -5.5013360 5.0373099 -12.4952364 0.5952555
#> const -2.2294204 7.8478867 -11.9430841 8.1864112
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5721301 0.4096734 0.1776549 1.240454
#> lag1_var2 5.0095229 3.1127237 0.9341469 9.351410
#> lag1_var3 5.8028869 5.3550278 -0.5278619 13.581379
#> lag1_var4 -5.1144750 5.2494486 -12.6996733 1.160946
#> const -0.9520407 7.1796807 -9.3952205 8.438057
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003580464 0.003554041 0.001874959 0.008963484
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004928525 0.002325386 -0.008796182 -0.002707277
#> Sigma[2,2] 0.024587765 0.007008666 0.017053259 0.035970377
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002405822 0.005297334 -0.0006357097 0.010801693
#> Sigma[3,2] -0.001763784 0.004572090 -0.0074149979 0.004737804
#> Sigma[3,3] 0.041684570 0.010468527 0.0287512577 0.056234533
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.833249e-05 0.004433845 -0.002490038 0.006806345
#> Sigma[4,2] 1.070055e-02 0.005169722 0.005936935 0.020161392
#> Sigma[4,3] 4.199551e-02 0.010965627 0.028984416 0.056954559
#> Sigma[4,4] 4.870973e-02 0.013049086 0.034102224 0.066987300
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9324657 0.04740641 0.8614465 0.97279476
#> lag1_var2 -0.2187262 0.30917208 -0.7011830 0.06877567
#> lag1_var3 -0.3122168 0.50901093 -1.0786348 0.22787864
#> lag1_var4 0.3187488 0.49309721 -0.1887100 1.06699824
#> const 1.4633322 0.34196063 1.1117851 2.01026365
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10453149 0.1769979 -0.1153210 0.3526500
#> lag1_var2 0.71924307 0.6590809 -0.2746838 1.5826579
#> lag1_var3 -0.07114615 1.2741044 -2.0509716 1.5857308
#> lag1_var4 0.03050512 1.2019664 -1.5475799 1.8885516
#> const 0.18551816 0.5536952 -0.5149569 0.9863581
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2259500 0.1062428 0.08988001 0.3859743
#> lag1_var2 -0.1786001 0.5846052 -0.95221393 0.6916302
#> lag1_var3 0.1911862 1.0794838 -1.08073404 1.8007236
#> lag1_var4 0.7305657 1.0414430 -0.80948642 2.0012537
#> const -1.8968553 1.6753057 -4.35194802 0.5019764
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2794106 0.1756967 0.07177316 0.5079120
#> lag1_var2 -0.1957937 0.6093154 -0.81449317 0.8596618
#> lag1_var3 -0.5972315 1.1547950 -1.95380940 1.3468899
#> lag1_var4 1.5048452 1.0859469 -0.32712962 2.7554812
#> const -2.1371983 1.8703459 -4.91655356 0.4084992
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006353882 0.0002427619 0.0004076496 0.001046917
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02246451 0.01143835 -0.04000155 -0.01109638
#> Sigma[2,2] 2.75445306 0.93880021 1.93879713 4.11631884
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01364037 0.006444468 0.006387625 0.02272886
#> Sigma[3,2] -1.50785050 0.541991488 -2.330241184 -1.01512475
#> Sigma[3,3] 0.96937528 0.316282677 0.646293094 1.47021038
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008603332 0.001742517 -0.0009578428 0.00389839
#> Sigma[4,2] 0.0343438811 0.090522162 -0.0864327475 0.14908156
#> Sigma[4,3] 0.1403606899 0.072340717 0.0506326847 0.24022198
#> Sigma[4,4] 0.1777902952 0.045771189 0.1234040196 0.24489873
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9513703870 0.01786698 0.92246539 0.97017619
#> lag1_var2 -0.0003161579 0.04249835 -0.05683418 0.05560784
#> lag1_var3 0.0032117098 0.07629385 -0.09816252 0.10388664
#> lag1_var4 -0.0051037724 0.06960173 -0.09377543 0.08760091
#> const 1.4630888788 0.23508991 1.13987403 1.78995933
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1445403 1.258998 -1.337891 1.986503
#> lag1_var2 0.2440528 2.357101 -3.329678 3.549676
#> lag1_var3 -1.3550416 4.236057 -7.773499 4.609914
#> lag1_var4 1.2105288 3.814910 -4.096375 7.020490
#> const 3.9019592 16.998150 -16.536909 30.315975
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5017700 0.5984745 -0.2924734 1.283536
#> lag1_var2 -0.4985067 1.3871695 -2.5053997 1.035354
#> lag1_var3 0.1641720 2.4817820 -3.4505009 2.904348
#> lag1_var4 0.6475525 2.2358869 -1.8379349 3.855150
#> const -2.2013083 8.7272649 -15.4242068 8.737656
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6290279 0.2751237 0.1715758 0.9130407
#> lag1_var2 -0.9227178 0.7807121 -1.8554030 0.2876495
#> lag1_var3 -1.5907706 1.3770540 -3.2255502 0.5426208
#> lag1_var4 2.3072023 1.2483951 0.3872575 3.8046158
#> const -0.4130439 2.6862108 -3.9945715 2.9569261
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005391104 0.0001002841 0.0004050523 0.0006658363
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009454548 0.00341825 -0.01382951 -0.004903083
#> Sigma[2,2] 1.468889055 0.27923726 1.02862511 1.855857027
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007494456 0.002571606 0.003645234 0.01079236
#> Sigma[3,2] -0.766694849 0.209281881 -1.075732912 -0.48655643
#> Sigma[3,3] 0.799641366 0.200529685 0.572997681 1.08874326
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003602442 0.002253312 -0.0001844944 0.005802163
#> Sigma[4,2] -0.129309109 0.159769739 -0.3722721664 0.066338673
#> Sigma[4,3] 0.528796025 0.132449983 0.3737684046 0.721403613
#> Sigma[4,4] 0.546553690 0.095571792 0.4283811439 0.688304521
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94137684 0.01465567 0.92214155 0.96256192
#> lag1_var2 -0.01925255 0.02389442 -0.05579736 0.01304067
#> lag1_var3 -0.04543354 0.05542857 -0.12964876 0.03194335
#> lag1_var4 0.04431616 0.04915651 -0.02407050 0.11890171
#> const 1.53498780 0.22821915 1.16813131 1.76636545
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.060408 0.5960167 -1.950566 -0.4010045
#> lag1_var2 3.117820 1.0130935 1.936716 4.5793036
#> lag1_var3 5.317624 2.3303734 2.618687 8.7595161
#> lag1_var4 -4.609913 2.0406958 -7.617243 -2.2434582
#> const -1.941971 6.7742626 -9.941003 7.7725214
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.125085 0.4150537 0.6118461 1.701109
#> lag1_var2 -2.328210 0.5581334 -3.1713119 -1.685758
#> lag1_var3 -4.472857 1.3043649 -6.3780288 -2.902065
#> lag1_var4 4.766615 1.1677158 3.3539250 6.483804
#> const 1.645793 5.8557561 -5.8863079 9.267471
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6916614 0.3598354 0.1784161 1.133570
#> lag1_var2 -1.4233995 0.4215999 -2.0063513 -0.933819
#> lag1_var3 -3.1754574 0.9687249 -4.4749033 -2.009383
#> lag1_var4 3.7684963 0.8683583 2.7584456 4.937524
#> const 0.5742755 5.8649847 -6.4054132 9.343679
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006257348 0.0002629232 0.0004015568 0.00107134
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -9.539398e-05 0.001115761 -0.002010051 0.0006691198
#> Sigma[2,2] 9.577338e-03 0.006734995 0.004488353 0.0221111905
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000703907 0.001351215 -0.001693767 0.001891243
#> Sigma[3,2] -0.021238117 0.012043090 -0.039489185 -0.008033182
#> Sigma[3,3] 0.160337600 0.026270637 0.124322643 0.194113856
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006631224 0.001453166 -0.001345217 0.002109595
#> Sigma[4,2] -0.0141801801 0.008482861 -0.027422934 -0.004797337
#> Sigma[4,3] 0.1477307526 0.019112400 0.121492026 0.173363630
#> Sigma[4,4] 0.1404802303 0.016399160 0.121158215 0.165648900
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9483268 0.01992262 0.9287950 0.98083957
#> lag1_var2 -0.1728133 0.09474004 -0.2956475 -0.05627063
#> lag1_var3 -0.3045495 0.11185963 -0.4455038 -0.15467366
#> lag1_var4 0.2965491 0.10845770 0.1505636 0.43209705
#> const 1.6053731 0.20003635 1.3294278 1.89417949
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06298124 0.08457875 -0.16559073 0.06636432
#> lag1_var2 0.12013291 0.42258485 -0.52745628 0.65858408
#> lag1_var3 -0.81411714 0.49079007 -1.55892344 -0.19995578
#> lag1_var4 0.83078920 0.47553058 0.23595334 1.54909358
#> const 0.83799678 0.59578898 0.01605538 1.77946401
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5251453 0.2822032 0.1339388 0.9348068
#> lag1_var2 1.0585988 1.6363643 -0.6102063 3.4410308
#> lag1_var3 1.9937966 2.1355327 -0.2206383 5.2417468
#> lag1_var4 -1.1381732 2.1016825 -4.3410237 1.0345829
#> const -1.3089007 2.4556177 -4.8002637 1.7298734
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4755344 0.2466322 0.117279 0.8175085
#> lag1_var2 0.7002549 1.4522959 -0.775915 2.7674877
#> lag1_var3 0.7677866 1.9418674 -1.350234 3.6599371
#> lag1_var4 0.1065194 1.9127920 -2.753700 2.1864874
#> const -1.0841845 2.3445702 -4.224753 1.7013362
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009499195 0.0001730749 0.000740156 0.001238699
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01768499 0.00568465 -0.02582033 -0.01043231
#> Sigma[2,2] 1.04691229 0.29983418 0.72751884 1.55542525
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01938881 0.005512953 0.01221334 0.02692938
#> Sigma[3,2] -0.77724968 0.214770667 -1.09213632 -0.52896760
#> Sigma[3,3] 0.95959748 0.226155932 0.73587934 1.33141127
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009530546 0.004357108 0.003169405 0.01471008
#> Sigma[4,2] -0.163188786 0.105043297 -0.331547084 -0.04286844
#> Sigma[4,3] 0.530407999 0.149553541 0.323318864 0.74391670
#> Sigma[4,4] 0.463735367 0.149703602 0.295249096 0.69397505
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93859451 0.02306636 0.91306495 0.9717340
#> lag1_var2 0.05254933 0.07404923 -0.05051456 0.1503575
#> lag1_var3 0.09191689 0.12449987 -0.08313129 0.2553121
#> lag1_var4 -0.09181159 0.11656533 -0.24525861 0.0713268
#> const 1.62114163 0.29364663 1.17944209 2.0280151
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9588884 0.7057759 0.06469106 2.002176
#> lag1_var2 -5.3190539 2.4860487 -9.32826689 -2.889097
#> lag1_var3 -10.4558354 4.2084458 -17.16552928 -6.332732
#> lag1_var4 10.0591804 3.9126588 6.21830378 16.261658
#> const -0.5755156 6.5653159 -10.79637064 6.400921
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06314595 0.8057796 -1.2445093 1.0051051
#> lag1_var2 3.02587608 2.4725398 0.1636836 6.8841793
#> lag1_var3 6.08851204 4.1149395 1.2732347 12.4730301
#> lag1_var4 -5.05100169 3.8102981 -10.9129617 -0.6646266
#> const -0.57922743 4.0805472 -5.3074211 6.1790074
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5219390 0.5178016 -0.1799358 1.229487
#> lag1_var2 -0.6557187 1.7846153 -3.1003600 2.002714
#> lag1_var3 -0.9908290 2.9668833 -5.1290862 3.392943
#> lag1_var4 1.7955856 2.7727695 -2.2818225 5.636924
#> const -1.4472551 4.3591704 -7.5887875 4.503606
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001007735 0.0002076057 0.0007790992 0.001267105
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01196415 0.004592852 -0.01761652 -0.004977316
#> Sigma[2,2] 1.24049495 0.216449602 1.02190643 1.603266029
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001743736 0.007975035 -0.009064121 0.01297495
#> Sigma[3,2] -0.707133835 0.247176894 -1.079608353 -0.43979360
#> Sigma[3,3] 1.621668420 0.397405612 1.162901217 2.21368628
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006693413 0.008316026 -0.01749008 0.004915326
#> Sigma[4,2] 0.167285331 0.199969864 -0.13834643 0.381139544
#> Sigma[4,3] 1.196806570 0.287718627 0.81188887 1.555915421
#> Sigma[4,4] 1.393302631 0.265330615 0.98623712 1.755866888
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9762915 0.01913840 0.94773421 0.99920510
#> lag1_var2 -0.0965164 0.06923870 -0.20840012 -0.03558180
#> lag1_var3 -0.1363987 0.10101868 -0.30014753 -0.05107013
#> lag1_var4 0.1238185 0.09482451 0.03858738 0.27825755
#> const 1.4859045 0.28276858 1.07594108 1.83386409
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23544797 0.4185871 -0.2707283 0.8868293
#> lag1_var2 -1.26326051 1.9685825 -4.4048993 0.8577021
#> lag1_var3 -2.32866464 2.9551867 -6.9482216 1.0130654
#> lag1_var4 2.29936199 2.8692539 -0.9847621 6.7704846
#> const -0.07434287 6.1615735 -7.7255094 8.4303377
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.789882 0.7487821 -0.2686531 1.764260
#> lag1_var2 3.950746 2.8175370 1.0925530 8.103909
#> lag1_var3 5.824166 3.9723001 1.7104467 11.681119
#> lag1_var4 -5.126235 3.7328423 -10.6146546 -1.257136
#> const -1.250743 7.3551924 -9.0941090 8.602791
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9956927 0.6889859 0.2120164 2.078589
#> lag1_var2 2.7015255 3.1729185 -1.0555911 7.612085
#> lag1_var3 3.6580021 4.3914116 -1.5501425 10.382755
#> lag1_var4 -2.9861448 4.1701964 -9.4468864 1.899426
#> const -1.9690633 7.5252699 -11.1981773 7.742949
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007453795 0.001405091 0.005891226 0.009564226
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1503757 0.0493777 -0.2283822 -0.09251774
#> Sigma[2,2] 8.2005862 2.1971646 5.4229659 11.62879642
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0828035 0.03234884 0.04946948 0.136173
#> Sigma[3,2] -4.6024599 1.38692330 -6.78619003 -2.874903
#> Sigma[3,3] 3.0782298 0.85407646 2.03482244 4.408880
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02660859 0.01699078 0.01136254 0.05357953
#> Sigma[4,2] -1.57863158 0.66632699 -2.58990335 -0.76225808
#> Sigma[4,3] 1.55152349 0.41290396 1.00594059 2.11335491
#> Sigma[4,4] 1.21082380 0.24702092 0.82784677 1.50480001
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92688400 0.03278260 0.89173539 0.97624050
#> lag1_var2 0.02338534 0.03020280 -0.01789164 0.06212216
#> lag1_var3 0.04874272 0.06952536 -0.04542874 0.14271738
#> lag1_var4 -0.04643082 0.05316247 -0.11858173 0.02483332
#> const 1.53796716 0.64595768 0.72905858 2.30216937
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9876596 2.417048 -2.423949 4.279176
#> lag1_var2 -0.3454639 2.215678 -3.147462 3.222355
#> lag1_var3 -2.9594640 5.127603 -9.419105 5.255280
#> lag1_var4 2.7049494 3.919905 -3.430083 7.783297
#> const -9.0724744 33.943790 -53.580582 34.601847
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1981089 1.415961 -1.932873 1.919707
#> lag1_var2 0.6019056 1.174392 -1.384034 1.993107
#> lag1_var3 2.2225391 2.709714 -2.322004 5.430490
#> lag1_var4 -1.3365331 2.046624 -3.953886 1.971444
#> const 7.0740172 18.194717 -16.622171 33.618834
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1077008 0.6003112 -0.5747587 0.9511235
#> lag1_var2 0.1977757 0.3567477 -0.4027378 0.5886716
#> lag1_var3 0.3107312 0.8281413 -1.0441849 1.2641376
#> lag1_var4 0.5047946 0.6279609 -0.2474188 1.4197921
#> const 3.8225339 7.9583626 -7.1969566 14.6387047
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006187547 0.0001498654 0.0003878531 0.0007785393
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005708754 0.001599476 -0.007699918 -0.00353659
#> Sigma[2,2] 0.093821208 0.021412799 0.071086804 0.12609359
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003070976 0.0009786107 0.001922332 0.004508584
#> Sigma[3,2] -0.065845983 0.0146163330 -0.086841656 -0.049037480
#> Sigma[3,3] 0.087402369 0.0159328249 0.073517383 0.115076328
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.681626e-05 0.0006484033 -0.0009328907 0.0008897285
#> Sigma[4,2] -1.668051e-02 0.0109466674 -0.0331057031 -0.0026985052
#> Sigma[4,3] 5.791207e-02 0.0128411014 0.0449281614 0.0779984475
#> Sigma[4,4] 5.491032e-02 0.0102561299 0.0419392946 0.0693698297
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95223025 0.02169368 0.92691036 0.98628774
#> lag1_var2 -0.03826812 0.05340347 -0.11951667 0.01130330
#> lag1_var3 -0.11823403 0.09815748 -0.27636011 -0.02192235
#> lag1_var4 0.10488970 0.08682844 0.02108898 0.24517909
#> const 1.48695571 0.21416802 1.20137041 1.78709997
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1569341 0.2809909 -0.23967705 0.5624729
#> lag1_var2 0.6532814 0.6189364 -0.06143685 1.5956712
#> lag1_var3 0.8302573 1.0614677 -0.39795850 2.1692151
#> lag1_var4 -0.7394292 0.9419456 -1.91247902 0.3410630
#> const 1.0207058 2.1382999 -1.34707182 4.3678636
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09601048 0.3325000 -0.4626596 0.4589478
#> lag1_var2 -0.33892928 0.6725809 -1.2386342 0.5860604
#> lag1_var3 -0.67830251 1.2829374 -2.2790624 1.1057868
#> lag1_var4 1.52214199 1.1470808 -0.0693758 2.9679744
#> const -0.74754392 2.4816337 -3.6834457 2.5078674
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1739791 0.2274825 -0.1937479 0.43744023
#> lag1_var2 -0.5035851 0.4711926 -1.0940362 0.10190447
#> lag1_var3 -1.2010926 0.9496217 -2.3753078 0.04372092
#> lag1_var4 2.1014021 0.8519711 0.9734170 3.16075369
#> const -0.5623864 2.3193625 -3.4888463 2.38721641
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003684239 0.001094304 0.002373452 0.005233862
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008490575 0.0009060182 -0.001927243 0.0002983653
#> Sigma[2,2] 0.0081687267 0.0015634789 0.006266815 0.0102547458
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001591639 0.004879977 -0.003646581 0.009446292
#> Sigma[3,2] -0.018324796 0.010146472 -0.034793741 -0.006375207
#> Sigma[3,3] 0.259466638 0.044697926 0.209980826 0.329148644
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008773508 0.004751182 -0.003576655 0.0090049604
#> Sigma[4,2] -0.0115177379 0.009724930 -0.026558305 0.0003147416
#> Sigma[4,3] 0.2458455183 0.038144266 0.198916461 0.3020680350
#> Sigma[4,4] 0.2379796867 0.033054077 0.193460670 0.2820025051
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0104427 0.01982475 0.9815853 1.0346469
#> lag1_var2 -0.1529290 0.15854214 -0.3252381 0.1041433
#> lag1_var3 -0.2226474 0.21484762 -0.4435918 0.1342120
#> lag1_var4 0.2063248 0.21203809 -0.1461054 0.4277964
#> const 1.1841997 0.54518462 0.4091413 1.9130112
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07154916 0.04637582 -0.13723745 -0.01750133
#> lag1_var2 0.34745789 0.34550270 -0.04422994 0.88054716
#> lag1_var3 -0.56526762 0.43077995 -1.04170555 0.10383701
#> lag1_var4 0.57314327 0.42402810 -0.08116822 1.04897792
#> const 1.18355077 0.54365800 0.36239903 1.86030989
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71552924 0.1046414 0.578968 0.8556795
#> lag1_var2 0.14096661 1.4633566 -1.206972 2.6284698
#> lag1_var3 0.68212560 1.9781840 -1.186094 4.0313533
#> lag1_var4 0.07449114 1.9758795 -3.257372 1.9821956
#> const 2.74592814 3.8101787 -2.554743 7.5754446
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6601248 0.09181231 0.5310992 0.7770998
#> lag1_var2 -0.1012385 1.34042464 -1.1007124 2.1530563
#> lag1_var3 -0.4473428 1.81032883 -1.8741863 2.6221555
#> lag1_var4 1.2135030 1.80863634 -1.8391535 2.6861190
#> const 3.3656745 3.53407275 -1.6081881 7.8509306
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002140354 0.0005947517 0.001541875 0.003111649
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005624955 0.007378088 -0.01693129 0.001475828
#> Sigma[2,2] 0.402291612 0.084268396 0.28671554 0.516719124
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01013584 0.008661396 0.0009197485 0.02306881
#> Sigma[3,2] -0.35703708 0.130852734 -0.5306597176 -0.21827716
#> Sigma[3,3] 0.81641859 0.236514596 0.5053444870 1.18579496
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007776301 0.006865086 -0.0008246827 0.01661132
#> Sigma[4,2] -0.161682829 0.111533966 -0.3032115999 -0.01899551
#> Sigma[4,3] 0.678870787 0.207401594 0.4181491406 0.99549732
#> Sigma[4,4] 0.638920200 0.189253398 0.4219550661 0.92817707
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9956195 0.02792765 0.9612825 1.0371374
#> lag1_var2 -0.2134720 0.08021753 -0.3346860 -0.1322180
#> lag1_var3 -0.4278304 0.16341003 -0.6649474 -0.2652357
#> lag1_var4 0.4069413 0.16110231 0.2476195 0.6374207
#> const 1.1740700 0.28114870 0.8110518 1.5391256
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4267493 0.3639918 -1.0038755 -0.0454989
#> lag1_var2 2.0928831 1.9720364 0.1691289 5.1777675
#> lag1_var3 2.8064262 4.0731878 -1.1635083 9.3829400
#> lag1_var4 -2.6091206 3.8826784 -8.9077941 1.1971140
#> const 2.9997634 2.5391542 -0.6485988 6.3783310
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8644497 0.5242877 0.1446029 1.605406
#> lag1_var2 0.1161836 2.6799209 -3.4927956 4.141702
#> lag1_var3 0.8406122 5.6007042 -7.1516069 8.950424
#> lag1_var4 -0.3175028 5.3652793 -8.0473884 7.392872
#> const 0.8798120 4.4690906 -4.6402918 7.037037
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6801086 0.3896743 0.115529 1.155034
#> lag1_var2 0.8385327 1.9594323 -1.296488 4.153569
#> lag1_var3 1.5979955 4.0580481 -3.268553 8.293721
#> lag1_var4 -0.9883762 3.8847868 -7.377324 3.731075
#> const 2.2822753 4.7760833 -3.448065 8.944435
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00204007 0.0003483391 0.001686124 0.002605552
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02875439 0.006778289 -0.03895006 -0.02123187
#> Sigma[2,2] 0.86904254 0.191479155 0.66130030 1.12257001
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03272219 0.007551263 0.0226937 0.04309893
#> Sigma[3,2] -0.77016444 0.107562892 -0.9029766 -0.62619116
#> Sigma[3,3] 1.04420126 0.164092268 0.8281808 1.26867117
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01663714 0.006250962 0.008983375 0.02647885
#> Sigma[4,2] -0.26432069 0.083190509 -0.384212490 -0.15165421
#> Sigma[4,3] 0.63707341 0.154425070 0.475201818 0.88965441
#> Sigma[4,4] 0.53008092 0.127204260 0.396633357 0.73287993
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0408180 0.01641963 1.01746162 1.06063381
#> lag1_var2 -0.1907426 0.07757737 -0.26129594 -0.06856286
#> lag1_var3 -0.3147625 0.13247559 -0.43596612 -0.10928808
#> lag1_var4 0.2717218 0.12845817 0.07507932 0.39104357
#> const 1.5235385 0.45544379 0.89447900 2.13894714
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.022590 0.3060662 -1.337893 -0.5708672
#> lag1_var2 4.264847 1.7061219 1.783247 6.5102815
#> lag1_var3 5.602496 2.8555568 1.526525 9.3730512
#> lag1_var4 -5.219627 2.7105856 -8.825058 -1.4291573
#> const 5.835484 9.6943006 -6.146306 20.4780667
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1644949 0.4653674 0.5586395 1.752922
#> lag1_var2 -0.8343328 1.8916683 -2.7093543 2.162080
#> lag1_var3 -0.4839644 3.1984363 -3.6857104 4.604343
#> lag1_var4 1.0386689 3.0575281 -3.8212642 4.153005
#> const -5.3191971 9.1360243 -17.3852072 6.672738
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5210741 0.372369 0.002903321 1.010499
#> lag1_var2 1.5918720 1.502251 -0.456492719 3.591528
#> lag1_var3 2.6621261 2.555596 -0.822316266 6.096883
#> lag1_var4 -1.8535686 2.449326 -5.156706079 1.485841
#> const -2.3790364 4.973340 -8.895784843 5.145728
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0237101 0.003395755 0.01903104 0.02896592
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0220010 0.02628426 -0.05827532 0.0136312
#> Sigma[2,2] 0.6084641 0.13199975 0.44641873 0.8123781
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01526205 0.03574391 -0.06300166 0.03714865
#> Sigma[3,2] -0.71046627 0.20299565 -0.95546306 -0.37952397
#> Sigma[3,3] 1.54399458 0.33496661 1.09914924 1.93736246
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03218623 0.0261305 -0.07016576 0.005649527
#> Sigma[4,2] -0.39702078 0.1707312 -0.58349161 -0.129421508
#> Sigma[4,3] 1.26886830 0.2654620 0.95770984 1.629600616
#> Sigma[4,4] 1.16690030 0.2068055 0.89858541 1.457436075
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98339360 0.0321883 0.9392011 1.0285377
#> lag1_var2 -0.09227659 0.1775878 -0.2994818 0.2046242
#> lag1_var3 -0.19783040 0.3099871 -0.5678617 0.3189941
#> lag1_var4 0.16980017 0.2922355 -0.3199727 0.5120967
#> const 1.78234420 0.8750211 0.8547862 3.2374240
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4989282 0.1850348 0.2705082 0.7472224
#> lag1_var2 -0.5085211 0.8784893 -1.5622443 0.6110089
#> lag1_var3 -1.4924294 1.3726531 -3.0319143 0.1866622
#> lag1_var4 1.4067181 1.2487865 -0.1637475 2.8571890
#> const 1.1955995 8.2704441 -8.0534510 14.5709446
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7906677 0.3782759 -1.2429461 -0.2260117
#> lag1_var2 4.0742591 2.2688855 0.6509684 6.8498952
#> lag1_var3 6.7330104 3.8031261 0.8832840 11.1015350
#> lag1_var4 -5.5334459 3.4948558 -9.5210052 -0.1685605
#> const -1.2101050 12.4447381 -20.2270475 15.4923078
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.583494 0.3533006 -0.9499650 -0.01383462
#> lag1_var2 3.760582 2.0734682 0.3579932 6.17176584
#> lag1_var3 5.744157 3.5412638 -0.1019027 9.69761025
#> lag1_var4 -4.560394 3.2736687 -8.1974368 0.84754023
#> const -1.036286 9.4669933 -14.0756898 12.20864575
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001340706 0.0003598077 0.0008885261 0.001862344
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004814819 0.00452036 -0.01139212 0.0009971223
#> Sigma[2,2] 0.431950568 0.20439316 0.23503898 0.7830077226
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01389701 0.00430503 0.008391466 0.01998579
#> Sigma[3,2] -0.31750010 0.21221112 -0.682585806 -0.13228992
#> Sigma[3,3] 0.88894817 0.30721345 0.583323903 1.37964126
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01133209 0.003100005 0.007270985 0.01610265
#> Sigma[4,2] -0.06353456 0.130851994 -0.256115168 0.09282923
#> Sigma[4,3] 0.73447295 0.225154986 0.486784856 1.10110049
#> Sigma[4,4] 0.73222949 0.195426022 0.503327441 1.05890583
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96110651 0.01963473 0.9345481 0.99169631
#> lag1_var2 -0.07262342 0.07234880 -0.1738970 0.02207573
#> lag1_var3 -0.14600303 0.13473073 -0.3351517 0.02672184
#> lag1_var4 0.13780161 0.12614396 -0.0239179 0.31503879
#> const 1.48406392 0.26019807 1.1717573 1.87911608
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19107727 0.3046733 -0.199002 0.6449862
#> lag1_var2 0.62828410 1.0672286 -1.100251 1.6553064
#> lag1_var3 0.01651488 1.9571341 -3.167327 1.9449866
#> lag1_var4 -0.04553591 1.8245811 -1.818490 2.9201590
#> const -1.52770787 4.8067891 -8.217168 3.8690025
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3250142 0.3739444 -0.05955294 0.9681672
#> lag1_var2 -1.7652225 1.1983769 -3.62389782 -0.5480971
#> lag1_var3 -2.8994344 2.1917311 -6.36726362 -0.4833934
#> lag1_var4 3.7072744 2.0536325 1.41402678 6.9460963
#> const 0.1613540 7.3595385 -6.47373655 12.3801689
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4583431 0.3308816 0.08784737 1.0361995
#> lag1_var2 -1.9729727 1.1560605 -3.39101115 -0.4464591
#> lag1_var3 -3.9077253 2.1507293 -6.65234265 -1.1609428
#> lag1_var4 4.6961637 2.0211002 2.09534193 7.2617103
#> const -1.2701899 6.9578549 -10.46709164 7.6432206
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00377364 0.001109164 0.00262046 0.00536329
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03183233 0.01143922 -0.05093308 -0.02033797
#> Sigma[2,2] 1.33716375 0.20089578 1.09832443 1.59444664
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001900523 0.002923178 -0.002673116 0.005709979
#> Sigma[3,2] -0.460883442 0.104385445 -0.605661295 -0.320109867
#> Sigma[3,3] 0.275498208 0.059067669 0.191618410 0.356573999
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01134681 0.005509387 -0.019468259 -0.005819247
#> Sigma[4,2] 0.10592695 0.104169608 0.006379721 0.280044010
#> Sigma[4,3] 0.08697755 0.027183457 0.052333533 0.119466604
#> Sigma[4,4] 0.14375580 0.038115662 0.094722054 0.199746404
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89706479 0.03196363 0.85395288 0.945735254
#> lag1_var2 0.08881276 0.05739000 0.01228134 0.169013305
#> lag1_var3 0.19760364 0.13129500 0.01556800 0.372612896
#> lag1_var4 -0.16422270 0.11357822 -0.31754940 -0.008272939
#> const 1.03150020 0.42946905 0.46712017 1.658861150
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4213078 0.6508427 -0.5672703 1.121545
#> lag1_var2 -0.5974945 1.5719875 -2.6550391 1.454279
#> lag1_var3 -1.5986268 3.5235586 -6.0204311 2.972342
#> lag1_var4 1.7176790 3.0664265 -2.2466780 5.572127
#> const -3.8028837 12.0217980 -20.6051798 13.140509
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19505000 0.2446995 -0.4576568 0.2053302
#> lag1_var2 -0.01577929 0.6125530 -0.8108867 0.8000292
#> lag1_var3 0.57059338 1.3985828 -1.2355879 2.4526082
#> lag1_var4 0.35457096 1.2144815 -1.2704162 1.9389138
#> const 5.25854317 6.4109010 -3.5459600 13.1734456
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07668954 0.2044174 -0.3876239 0.1613202
#> lag1_var2 -0.66583235 0.3051590 -0.9666382 -0.2093428
#> lag1_var3 -0.91646455 0.7039761 -1.6011720 0.1377290
#> lag1_var4 1.94524700 0.6089321 1.0330847 2.5333027
#> const 3.48757247 2.8876555 -0.4661880 7.6336165
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001723358 0.002951572 0.0005455056 0.006315997
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005737878 0.01047776 -0.01038525 0.01530273
#> Sigma[2,2] 0.2796352364 0.07697795 0.20620827 0.40079994
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002896785 0.02332827 -0.03755162 0.01057954
#> Sigma[3,2] -0.458257325 0.12139075 -0.65706537 -0.33581954
#> Sigma[3,3] 1.374211262 0.40668663 0.90910480 2.03302775
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003312562 0.01931582 -0.03183015 0.006733779
#> Sigma[4,2] -0.342818593 0.09976137 -0.50286479 -0.221834303
#> Sigma[4,3] 1.211581194 0.36845259 0.78556281 1.802023399
#> Sigma[4,4] 1.097928103 0.33755575 0.71275689 1.635781322
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9838793 0.01203894 0.9709741 1.00207229
#> lag1_var2 -0.1204857 0.08194973 -0.2521467 -0.02909418
#> lag1_var3 -0.2606654 0.16301739 -0.5215769 -0.07219966
#> lag1_var4 0.2464515 0.15729429 0.0629516 0.49776987
#> const 1.0911706 0.19456447 0.8050835 1.37133604
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2531142 0.2239949 -0.02504624 0.5519216
#> lag1_var2 0.7307948 1.2235007 -1.15250270 2.1316297
#> lag1_var3 0.1609795 2.5391607 -3.69397327 3.2303421
#> lag1_var4 -0.2764089 2.4780239 -3.32325019 3.4575144
#> const 0.9732404 3.5757877 -3.41221650 6.2052040
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3064588 0.3483247 -0.7610258 0.1643438
#> lag1_var2 2.5578780 1.4810811 0.6474235 4.7226955
#> lag1_var3 5.7996915 2.8187757 2.1500700 9.5473842
#> lag1_var4 -4.7423528 2.7206965 -8.3020661 -1.1812403
#> const 3.6481341 5.8509158 -3.4879536 11.9224082
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2017642 0.2797423 -0.5385971 0.1549216
#> lag1_var2 2.6732686 1.2810200 0.8504931 4.1784008
#> lag1_var3 5.3768819 2.5260265 1.7397273 8.3571817
#> lag1_var4 -4.3655811 2.4559586 -7.2254677 -0.8429180
#> const 4.0460362 5.4140145 -3.0985366 11.2354026
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008409739 0.0001950093 0.0005882143 0.001083653
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01039345 0.004930831 -0.01823316 -0.005681416
#> Sigma[2,2] 0.54862478 0.210785205 0.36348992 0.899082500
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01060172 0.004762819 0.006332779 0.0182516
#> Sigma[3,2] -0.39225741 0.196429281 -0.724537213 -0.2365346
#> Sigma[3,3] 0.55124583 0.182961947 0.389996657 0.8697566
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003934244 0.002261246 0.001324555 0.007289135
#> Sigma[4,2] -0.029170270 0.098609233 -0.171442680 0.104502758
#> Sigma[4,3] 0.306006307 0.075944525 0.201527529 0.412490355
#> Sigma[4,4] 0.302043097 0.064478900 0.227483255 0.401063279
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9623387 0.02163274 0.9344986 0.98776433
#> lag1_var2 -0.1607778 0.07445717 -0.2652002 -0.05924523
#> lag1_var3 -0.2764978 0.11532051 -0.4336407 -0.11415556
#> lag1_var4 0.2664690 0.10989993 0.1128461 0.41901724
#> const 1.6028396 0.18407102 1.3468408 1.81623745
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4304074 0.657670 -1.2003448 0.5199294
#> lag1_var2 3.2443329 2.604518 0.4571001 7.7112289
#> lag1_var3 3.9791236 4.010937 -0.3454867 10.8441730
#> lag1_var4 -3.7757041 3.800682 -10.2663853 0.3237409
#> const -0.6840029 4.622849 -7.2024521 6.2895007
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1211736 0.7834139 -0.01418825 2.1265075
#> lag1_var2 -2.7449539 3.0526894 -7.44048414 0.8623486
#> lag1_var3 -3.5866389 4.6857463 -10.82801075 1.8864870
#> lag1_var4 4.1239917 4.4270651 -1.04312460 10.9779499
#> const 0.5468946 5.5212862 -6.34602694 8.3186947
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8497066 0.4279126 0.2440743 1.426272
#> lag1_var2 -1.1139420 1.5429186 -2.9391176 1.059728
#> lag1_var3 -1.7376711 2.3871742 -4.5245768 1.663900
#> lag1_var4 2.4107653 2.2492076 -0.7530044 5.036527
#> const -0.3312404 3.4600827 -4.3123879 5.216720
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003480595 0.003097911 0.001742176 0.008111563
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006640189 0.004142096 -0.01361520 -0.003308637
#> Sigma[2,2] 0.043840929 0.011248344 0.02630635 0.057105257
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001296949 0.005095323 -0.008439615 0.0058701352
#> Sigma[3,2] -0.015106183 0.009678023 -0.026766583 0.0006144841
#> Sigma[3,3] 0.066077616 0.015512790 0.050772009 0.0906880459
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007072393 0.003120371 -0.012406305 -0.00423927
#> Sigma[4,2] 0.021734782 0.009008555 0.009808251 0.03389100
#> Sigma[4,3] 0.054787808 0.017216593 0.036432861 0.08306077
#> Sigma[4,4] 0.074590423 0.022789828 0.050802031 0.11295509
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.913679101 0.05074206 0.8561047 0.9791475
#> lag1_var2 -0.018466237 0.13254461 -0.2112330 0.1580153
#> lag1_var3 0.012591506 0.18201460 -0.2500292 0.2458305
#> lag1_var4 -0.006248248 0.17892251 -0.2382971 0.2579258
#> const 1.325642706 0.22286135 1.0500594 1.6270442
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1043433 0.2177597 -0.2504345 0.3159133
#> lag1_var2 0.1747183 0.7894596 -1.0210846 1.2791322
#> lag1_var3 -0.9321102 0.9728467 -2.3443094 0.5133823
#> lag1_var4 0.8816480 0.9467039 -0.4791205 2.2930662
#> const 2.1509466 0.9456482 0.9848380 3.4003212
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34272400 0.2056502 0.05229906 0.6044932
#> lag1_var2 0.21958186 1.3708344 -1.42916541 2.0591276
#> lag1_var3 0.95526990 1.7244987 -1.13006338 3.3114461
#> lag1_var4 -0.03606189 1.6846916 -2.32893819 2.0110859
#> const -0.70397960 1.0026829 -2.05059428 0.4505372
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4338711 0.206522 0.1324597 0.657544
#> lag1_var2 -0.1259470 1.110489 -1.7367250 1.323527
#> lag1_var3 -0.4178466 1.376311 -2.3911812 1.344613
#> lag1_var4 1.2990141 1.356325 -0.4319900 3.229255
#> const 0.6602110 1.264545 -0.6360515 2.477876
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007403428 0.001143599 0.006264533 0.009244454
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004051562 0.002765995 -0.008284907 -0.0007510834
#> Sigma[2,2] 0.042354143 0.009472544 0.032150885 0.0567322975
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003461835 0.009641218 -0.01679018 0.01099947
#> Sigma[3,2] -0.079178247 0.017762284 -0.10628132 -0.05714974
#> Sigma[3,3] 0.310757103 0.078513224 0.19635808 0.41653713
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006225031 0.008728252 -0.01811926 0.006951517
#> Sigma[4,2] -0.056528951 0.013986223 -0.07689978 -0.037793409
#> Sigma[4,3] 0.273211167 0.072986418 0.16837616 0.376412318
#> Sigma[4,4] 0.248024732 0.068455227 0.15106174 0.347723874
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9617803 0.05395307 0.8892495 1.0398482
#> lag1_var2 -0.1062036 0.35331338 -0.5775538 0.3874415
#> lag1_var3 -0.1383695 0.61649487 -0.9482966 0.7386213
#> lag1_var4 0.1295989 0.59712869 -0.7201753 0.9134848
#> const 1.4973321 0.34679195 1.0481408 2.0233832
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1272477 0.07115893 0.01684336 0.2094833
#> lag1_var2 0.1245570 0.57410694 -0.51047083 1.0698033
#> lag1_var3 -1.2312552 1.02600189 -2.38281197 0.4668498
#> lag1_var4 1.2123588 0.99489853 -0.43617992 2.3274135
#> const -1.2132821 1.35713931 -3.33145301 0.3717822
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2876128 0.2619535 -0.6917368 0.02158797
#> lag1_var2 0.5162521 1.4318381 -0.9695691 2.90176975
#> lag1_var3 2.3816293 2.5808001 -0.3123282 6.56201954
#> lag1_var4 -1.3285062 2.4984796 -5.3759076 1.28540031
#> const 4.2202885 3.5892336 1.2026356 10.34106697
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23412668 0.2595051 -0.6218475 0.09222038
#> lag1_var2 0.18324854 1.3969885 -1.3677354 2.56690030
#> lag1_var3 0.99899581 2.5136523 -1.7032766 5.22571016
#> lag1_var4 0.05544766 2.4336483 -4.0341419 2.67556772
#> const 3.32198795 3.1665693 0.3350750 8.33765340
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007010258 0.0001418683 0.0005086303 0.0008776064
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005935007 0.002188579 -0.008534745 -0.002735076
#> Sigma[2,2] 0.658973677 0.135740183 0.490193343 0.841427895
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02003712 0.005029121 0.0119087 0.0257100
#> Sigma[3,2] -0.50137599 0.134521475 -0.6974007 -0.3479773
#> Sigma[3,3] 1.28587388 0.222510805 0.9845684 1.6091523
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01736738 0.005613451 0.008538303 0.02265298
#> Sigma[4,2] -0.10356962 0.106747329 -0.290110309 -0.01668569
#> Sigma[4,3] 1.03608244 0.209886995 0.706824946 1.29058978
#> Sigma[4,4] 1.02980062 0.194909630 0.708059853 1.25293938
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98026840 0.02114919 0.945439935 1.0040861556
#> lag1_var2 -0.08191041 0.06689315 -0.185590135 -0.0005716305
#> lag1_var3 -0.14436010 0.10979371 -0.309165696 -0.0051770278
#> lag1_var4 0.12666080 0.10543308 -0.002488127 0.2874599288
#> const 1.53081288 0.30120882 1.067789899 1.9056537472
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.262181 0.4393447 -1.8539002 -0.7051848
#> lag1_var2 3.256079 1.9173662 1.2732896 6.5000383
#> lag1_var3 4.347353 3.1637613 0.9376745 9.6395217
#> lag1_var4 -3.869237 3.0665509 -9.0022075 -0.6206844
#> const 3.123831 6.2707052 -5.4190061 11.4210148
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6489761 0.7655553 0.5259705 2.508897
#> lag1_var2 -0.7494023 2.4947283 -4.2954336 2.497617
#> lag1_var3 -1.0716954 4.1063246 -6.7200648 4.428665
#> lag1_var4 1.4029494 3.9423949 -3.7091951 6.937343
#> const -1.5020735 9.1377375 -10.0721434 12.984368
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91303728 0.7737817 -0.2924213 1.796720
#> lag1_var2 0.87099214 2.6245008 -1.8272552 5.249486
#> lag1_var3 0.94971561 4.3463122 -3.2655992 8.300192
#> lag1_var4 -0.33661697 4.1245846 -7.2612148 3.803695
#> const 0.07759304 7.4590915 -8.0536974 10.820995
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003630861 0.0009799066 0.002539861 0.00516719
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01573207 0.003561238 -0.02099155 -0.01096895
#> Sigma[2,2] 0.12479595 0.026114075 0.09730014 0.16641755
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008168004 0.001958717 0.005852709 0.01109690
#> Sigma[3,2] -0.071115435 0.017829803 -0.099313746 -0.04913254
#> Sigma[3,3] 0.047387049 0.012846092 0.031075174 0.06661915
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003236127 0.001092344 0.001825244 0.004843974
#> Sigma[4,2] -0.031137372 0.010941272 -0.046846503 -0.016503034
#> Sigma[4,3] 0.025412144 0.007569389 0.015488600 0.036104580
#> Sigma[4,4] 0.016617468 0.004237281 0.010593028 0.022484773
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0074521 0.01620036 0.98685365 1.02965717
#> lag1_var2 -0.1181840 0.06755061 -0.21409552 -0.02110362
#> lag1_var3 -0.3773948 0.20474368 -0.67338511 -0.08885975
#> lag1_var4 0.3305690 0.19695949 0.04877349 0.61258588
#> const 1.2826470 0.41102831 0.81020481 1.90487839
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008900659 0.08151694 -0.1425176 0.08500258
#> lag1_var2 0.646281466 0.33486203 0.1515432 0.97803175
#> lag1_var3 1.417055721 1.07040986 -0.1547941 2.54733773
#> lag1_var4 -1.013228903 1.04439169 -2.1377876 0.50758953
#> const 2.239903559 2.38685659 -1.2696229 4.97661462
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01038571 0.04553416 -0.07326636 0.04953835
#> lag1_var2 0.30424137 0.20474192 0.08325756 0.61387465
#> lag1_var3 0.48544991 0.59764407 -0.13966834 1.42056717
#> lag1_var4 0.26345044 0.59270473 -0.65670785 0.90545033
#> const -0.27564133 1.67071080 -1.90933584 2.34676731
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02477452 0.02866947 -0.06344453 0.01633353
#> lag1_var2 0.26523099 0.10750920 0.13520152 0.39933675
#> lag1_var3 0.21865573 0.28284836 -0.14352772 0.59066595
#> lag1_var4 0.68171658 0.27784281 0.30637357 1.02717154
#> const 0.33596777 1.17649487 -0.75861041 2.29458216
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001670507 0.0003745431 0.001118555 0.002133186
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005039127 0.01196895 -0.0209548 0.01276746
#> Sigma[2,2] 3.184264588 0.40699296 2.5482540 3.60087374
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00589085 0.01018751 -0.009770443 0.01834587
#> Sigma[3,2] -2.08406267 0.25376307 -2.331549071 -1.70224953
#> Sigma[3,3] 1.78664677 0.23951800 1.470995527 2.15371122
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003527273 0.00691864 -0.00632184 0.01141646
#> Sigma[4,2] -0.493268185 0.14917446 -0.72631615 -0.33512695
#> Sigma[4,3] 0.808889126 0.17073517 0.62573768 1.08443609
#> Sigma[4,4] 0.638209442 0.13807976 0.46129929 0.85130611
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97829389 0.02410168 0.95089897 1.01441647
#> lag1_var2 -0.04788131 0.04241364 -0.10393105 0.01385837
#> lag1_var3 -0.08515951 0.08349896 -0.19353395 0.03606121
#> lag1_var4 0.06930767 0.07527310 -0.03960202 0.16582763
#> const 1.44579658 0.19154582 1.26844892 1.74735356
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.276440 1.001138 -2.9010273 -0.2013865
#> lag1_var2 2.625785 1.584528 0.5930877 4.5361386
#> lag1_var3 3.354233 2.970452 -0.4264388 6.8293291
#> lag1_var4 -3.042365 2.668251 -6.2412378 0.3115076
#> const 16.648443 17.149607 -8.5230234 38.6195397
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6478127 0.6528976 -0.2963103 1.570466
#> lag1_var2 -0.1644722 1.0908914 -1.6850182 1.189169
#> lag1_var3 0.6755463 2.0340178 -2.0898459 3.361877
#> lag1_var4 0.2246922 1.8460645 -2.2642702 2.732174
#> const -10.3728261 11.8728062 -22.9140599 8.802932
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05677178 0.3035159 -0.5049842 0.2531336
#> lag1_var2 0.85387924 0.4878684 0.1001347 1.4432891
#> lag1_var3 1.75410635 0.9162977 0.3700014 2.9220127
#> lag1_var4 -0.66298553 0.8316148 -1.7416653 0.5927373
#> const -2.18848574 7.3529943 -14.4767797 6.9888013
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005797377 0.0007984619 0.00479015 0.006982149
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005760375 0.005592803 -0.01356538 0.001536556
#> Sigma[2,2] 0.155417398 0.036033471 0.11690608 0.211473752
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007440062 0.004467186 0.001407756 0.01382174
#> Sigma[3,2] -0.143201746 0.032865955 -0.188602916 -0.09813001
#> Sigma[3,3] 0.149807217 0.030838268 0.102121061 0.18852906
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003870525 0.001437059 0.001578413 0.005170749
#> Sigma[4,2] -0.034024656 0.011128972 -0.045632383 -0.014561383
#> Sigma[4,3] 0.051539651 0.010713376 0.034567344 0.063517830
#> Sigma[4,4] 0.030374082 0.005039543 0.025203988 0.038250438
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9687983 0.0466355 0.8902046 1.0129101
#> lag1_var2 -0.4938254 0.2539484 -0.7633949 -0.0839075
#> lag1_var3 -0.7042272 0.3707335 -1.1025720 -0.1122238
#> lag1_var4 0.6905132 0.3556438 0.1198357 1.0703902
#> const 1.3919224 0.6043036 0.5332591 2.2093328
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1944718 0.3183739 -0.3404461 0.5016695
#> lag1_var2 1.1067444 1.4623930 -0.4377469 3.4924676
#> lag1_var3 0.8364772 2.1288406 -1.3737058 4.2080619
#> lag1_var4 -0.8239010 2.0197593 -4.0045925 1.2968339
#> const 1.0625117 2.6184904 -2.3925662 4.8046273
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1648763 0.2849588 -0.4045698 0.3215567
#> lag1_var2 0.1725984 1.5400938 -2.2436541 1.6005665
#> lag1_var3 0.6640951 2.2395663 -2.7925340 2.7867666
#> lag1_var4 0.3161731 2.1403895 -1.7262540 3.6516681
#> const -0.1017492 2.3887330 -3.8337726 2.5691112
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04181849 0.07063876 -0.1254559 0.06809444
#> lag1_var2 0.47881081 0.62121542 -0.5917903 1.09129238
#> lag1_var3 0.58472886 0.89675856 -0.9456685 1.52368019
#> lag1_var4 0.41657762 0.87082093 -0.4943191 1.90216474
#> const 0.24157038 1.14682618 -1.1062927 2.05056855
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001690975 0.001243768 0.0005626823 0.003548658
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02652037 0.02114485 -0.05551786 -0.004542231
#> Sigma[2,2] 1.04157800 0.25121588 0.63372471 1.281551826
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006434267 0.005333987 0.001005919 0.01381769
#> Sigma[3,2] -0.299261229 0.057131817 -0.356047157 -0.20526925
#> Sigma[3,3] 0.097859804 0.015910292 0.075127584 0.11924474
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005958564 0.001006927 -0.000457741 0.002090904
#> Sigma[4,2] -0.0643268735 0.018314611 -0.087074435 -0.036456760
#> Sigma[4,3] 0.0310365854 0.007371619 0.022044863 0.041390515
#> Sigma[4,4] 0.0176268004 0.004362434 0.013324289 0.024440809
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95535682 0.01934082 0.924654253 0.97579130
#> lag1_var2 0.04513631 0.06794799 -0.009275456 0.15194870
#> lag1_var3 0.15946150 0.26915578 -0.053513284 0.58272785
#> lag1_var4 -0.18734078 0.26486805 -0.600211021 0.02089503
#> const 1.46629619 0.24051325 1.120191699 1.77097601
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0817143 0.4370925 -0.6491506 0.4927813
#> lag1_var2 0.1005338 1.1792960 -1.7215220 1.1326448
#> lag1_var3 -3.1483473 4.8351979 -10.5537932 1.1215904
#> lag1_var4 3.2060013 4.6870806 -1.0941720 10.2702965
#> const 1.7676608 8.1427920 -9.7652708 11.1643552
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06496999 0.1254487 -0.11389917 0.2105903
#> lag1_var2 0.24170850 0.2894039 -0.04207913 0.6736050
#> lag1_var3 1.76360765 1.1801952 0.59970040 3.5453415
#> lag1_var4 -0.85747916 1.1524241 -2.59592356 0.3291843
#> const 0.29538423 2.5654366 -2.82818343 3.8668769
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01904028 0.04258195 -0.04420913 0.06488773
#> lag1_var2 0.13485285 0.08861073 0.01264036 0.24493176
#> lag1_var3 0.45338703 0.34877515 -0.01328576 0.89519579
#> lag1_var4 0.48913928 0.33964876 0.06462425 0.94568128
#> const 0.65425571 0.82034738 -0.46973658 1.73176629
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002032406 0.0006763775 0.001296723 0.002945465
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02309666 0.01191551 -0.03783893 -0.007067455
#> Sigma[2,2] 1.30751705 0.26031306 1.07250646 1.739077234
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03712266 0.01448925 0.02275696 0.05460776
#> Sigma[3,2] -0.97406144 0.21802827 -1.33234805 -0.76218860
#> Sigma[3,3] 1.17786942 0.33418099 0.83940529 1.67094668
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02776533 0.01018464 0.01707151 0.04074712
#> Sigma[4,2] -0.36065537 0.18532801 -0.59647041 -0.10454720
#> Sigma[4,3] 0.75460360 0.25938441 0.48932966 1.15159552
#> Sigma[4,4] 0.62308501 0.20147907 0.37879443 0.93747301
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0027599 0.02847358 0.9708485 1.04663242
#> lag1_var2 -0.1477197 0.05868359 -0.2355605 -0.08257252
#> lag1_var3 -0.2980078 0.12793203 -0.4924750 -0.15527171
#> lag1_var4 0.2661105 0.11484790 0.1394110 0.44052999
#> const 1.5614831 0.33760949 1.1020646 2.03702780
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8085262 0.8283329 -2.128779 0.222864
#> lag1_var2 3.4753169 1.6069745 2.165259 6.146412
#> lag1_var3 6.0015518 3.2589925 3.441988 11.474052
#> lag1_var4 -5.6248194 2.9629904 -10.617113 -3.292530
#> const 3.6526112 10.9316907 -10.330247 20.422349
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.154866 0.639606 0.2815416 1.997319
#> lag1_var2 -2.526751 1.229811 -4.5269547 -1.160357
#> lag1_var3 -4.609195 2.607823 -8.7977413 -1.495934
#> lag1_var4 5.088297 2.365234 2.2460188 8.844105
#> const -1.466954 9.976214 -18.5337161 8.386756
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7776199 0.5276361 0.02176338 1.5453698
#> lag1_var2 -1.2630865 0.9337116 -2.66737683 -0.2035131
#> lag1_var3 -2.5585510 1.9884478 -5.47579364 -0.2949376
#> lag1_var4 3.2235747 1.7676993 1.26694024 5.7959533
#> const -0.1030807 5.9138227 -9.84871483 5.4650986
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001119413 0.0004301733 0.0006297488 0.001819856
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02612851 0.01106078 -0.04495402 -0.01644233
#> Sigma[2,2] 1.99161416 0.47780283 1.49319232 2.72116745
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01678475 0.0082270 0.009658237 0.03116347
#> Sigma[3,2] -1.26046950 0.3138077 -1.745560074 -0.91731437
#> Sigma[3,3] 0.99707420 0.2125878 0.719749663 1.28987405
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001156033 0.00359376 -0.002853074 0.006467004
#> Sigma[4,2] -0.081890467 0.10965045 -0.226572366 0.066423595
#> Sigma[4,3] 0.273070620 0.09005244 0.154185916 0.386417521
#> Sigma[4,4] 0.249440708 0.07455023 0.156137828 0.361505078
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96524370 0.01854889 0.93639994 0.98492873
#> lag1_var2 -0.01246062 0.03713511 -0.06000504 0.03669016
#> lag1_var3 -0.02246970 0.06379022 -0.10374701 0.06321238
#> lag1_var4 0.01068267 0.05779323 -0.06623582 0.08599065
#> const 1.59185029 0.14755515 1.38199136 1.78039104
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.554688 0.7558931 -2.468737 -0.5860701
#> lag1_var2 4.379742 2.0249365 1.607600 6.7644819
#> lag1_var3 5.778912 3.4641755 1.060114 9.8974563
#> lag1_var4 -5.239473 3.1617286 -9.006807 -0.9928592
#> const 7.080779 8.7413597 -6.564664 16.7366181
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.262749 0.5002045 0.6556575 1.9249051
#> lag1_var2 -1.357895 1.3391836 -3.2975857 0.5386873
#> lag1_var3 -1.355556 2.2988746 -4.6964820 1.8783570
#> lag1_var4 1.890724 2.0996741 -1.1078599 4.9348507
#> const -4.124200 6.2338649 -11.6060988 5.6688704
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3697111 0.1614026 0.1685886 0.6089586
#> lag1_var2 0.8220206 0.6351126 -0.2589152 1.4743674
#> lag1_var3 1.3635198 1.0666319 -0.4711046 2.4510634
#> lag1_var4 -0.5125180 0.9976396 -1.5398339 1.1883911
#> const -0.4241003 3.8151609 -5.3511875 5.2652777
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001033963 0.00020027 0.0007943586 0.001333035
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01359155 0.003700758 -0.0191428 -0.00964849
#> Sigma[2,2] 0.49842170 0.095538432 0.4017032 0.65041052
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01241362 0.005245798 0.006080194 0.01948838
#> Sigma[3,2] -0.38136273 0.126174055 -0.585637580 -0.24257708
#> Sigma[3,3] 0.71127415 0.206169646 0.505621146 1.02279058
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004736454 0.004364988 -0.000147568 0.011387992
#> Sigma[4,2] -0.095819729 0.099855964 -0.260061259 -0.003103195
#> Sigma[4,3] 0.520617501 0.160887739 0.374442745 0.790564088
#> Sigma[4,4] 0.495535566 0.131549916 0.387517007 0.730667594
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97585934 0.01711307 0.9499578 0.99619547
#> lag1_var2 -0.06298920 0.09304771 -0.1835530 0.06742418
#> lag1_var3 -0.10852866 0.16131538 -0.3157530 0.12021429
#> lag1_var4 0.09448858 0.15326384 -0.1204677 0.29209486
#> const 1.42991085 0.27905905 0.9681658 1.67290419
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4373849 0.2856069 -0.7397678 -0.04876092
#> lag1_var2 -0.4013678 1.7244130 -2.6500097 1.85498044
#> lag1_var3 -2.3709491 2.9833305 -6.2054367 1.58143696
#> lag1_var4 2.5468210 2.8800780 -1.2134519 6.30039893
#> const 0.3927702 5.1431339 -7.1302517 6.28167579
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4745634 0.4820399 0.03212052 1.280156
#> lag1_var2 3.2043271 2.4448960 -0.91084938 5.524154
#> lag1_var3 6.5702748 4.2457557 -0.63104727 10.533765
#> lag1_var4 -5.8006501 4.0696411 -9.68810946 1.094685
#> const 2.2456682 5.3659268 -6.80465207 6.783562
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2204358 0.527702 -0.3712087 1.133730
#> lag1_var2 2.6991703 2.384547 -0.7447753 5.624640
#> lag1_var3 4.7350118 4.162803 -1.2723295 9.832850
#> lag1_var4 -3.8590902 3.969407 -8.7624498 1.732422
#> const 2.2806850 4.147372 -4.3125197 7.312815
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005385942 0.0001533151 0.0003652659 0.0007731649
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01123747 0.00278183 -0.01540998 -0.007769186
#> Sigma[2,2] 0.87653921 0.15158779 0.68379151 1.083757424
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009318021 0.002777893 0.005403885 0.01313077
#> Sigma[3,2] -0.669671852 0.126719281 -0.823951378 -0.50788249
#> Sigma[3,3] 0.635817914 0.127681648 0.466233965 0.79483574
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002429854 0.001490418 0.0006326948 0.004608007
#> Sigma[4,2] -0.126270270 0.052447603 -0.2171809813 -0.071500469
#> Sigma[4,3] 0.229864575 0.058535402 0.1473878059 0.300016026
#> Sigma[4,4] 0.161702841 0.038732763 0.1070465223 0.211627548
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97288160 0.01386782 0.9583459 0.99463515
#> lag1_var2 -0.03260279 0.05903668 -0.1263004 0.03198360
#> lag1_var3 -0.06029221 0.09493861 -0.2082019 0.04601147
#> lag1_var4 0.04878711 0.09065685 -0.0518184 0.18953256
#> const 1.43780234 0.16215668 1.2555840 1.65991529
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5099004 0.4664728 -1.235524 0.02164098
#> lag1_var2 -1.7143727 1.5011816 -3.536694 0.66419363
#> lag1_var3 -3.9062639 2.3867642 -6.822476 -0.08590878
#> lag1_var4 4.1289340 2.4110120 0.296764 7.12142202
#> const 1.2312311 3.7221623 -4.153995 5.36385905
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1666343 0.3116513 0.7663160 1.6589697
#> lag1_var2 1.0584631 1.5736947 -0.6209372 3.2116220
#> lag1_var3 2.3991120 2.5124752 -0.3954610 5.8902295
#> lag1_var4 -1.8998691 2.5340705 -5.5021821 0.9057879
#> const -0.6977696 2.6344681 -3.9392070 3.0618765
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8656600 0.1957461 0.6098682 1.129232
#> lag1_var2 -0.5254655 0.9169229 -1.5972977 0.801790
#> lag1_var3 -0.8552102 1.4441636 -2.4476242 1.296215
#> lag1_var4 1.4942186 1.4288133 -0.6445341 3.039094
#> const -0.3926939 2.4656557 -3.9484548 2.541876
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001211429 0.0005301522 0.0006084755 0.001928448
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03917658 0.01673483 -0.06138054 -0.01517539
#> Sigma[2,2] 2.38647432 0.74348506 1.36183609 3.27254840
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02196403 0.009743036 0.008385877 0.03535602
#> Sigma[3,2] -1.35523277 0.411930922 -1.799377561 -0.76766676
#> Sigma[3,3] 0.78989029 0.229297759 0.457210479 1.01588160
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003587273 0.002279114 0.0007861547 0.006989715
#> Sigma[4,2] -0.233616168 0.079059315 -0.3420183954 -0.123429515
#> Sigma[4,3] 0.160806506 0.043378805 0.1038419214 0.218604249
#> Sigma[4,4] 0.063109579 0.011174039 0.0451825193 0.074906845
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86983515 0.05923010 0.797268873 0.94240135
#> lag1_var2 0.08715018 0.08086392 -0.008234647 0.19744090
#> lag1_var3 0.16067299 0.15943437 -0.025992859 0.37823434
#> lag1_var4 -0.13710595 0.13580201 -0.325506444 0.01840762
#> const 1.55478192 0.16816458 1.263503235 1.72242434
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4424620 1.371690 0.6740147 4.290337
#> lag1_var2 -0.8890970 1.941879 -3.7023636 1.535379
#> lag1_var3 -3.3399288 3.850453 -8.8563740 1.482121
#> lag1_var4 2.3828217 3.301354 -1.6586734 7.162076
#> const 0.9445109 7.156749 -7.7923731 10.843999
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5558294 0.8578764 -2.72383637 -0.4644905
#> lag1_var2 1.3022628 1.1841106 -0.06741403 3.0210066
#> lag1_var3 3.3004120 2.3353546 0.58868618 6.6517549
#> lag1_var4 -1.7122444 2.0061282 -4.61824238 0.6239339
#> const 0.2823722 4.1858086 -5.33672692 5.3011560
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5409614 0.2906562 -0.9352929 -0.1811203
#> lag1_var2 0.6090540 0.3892151 0.1356428 1.1245725
#> lag1_var3 1.0903175 0.7610884 0.1400378 2.0978004
#> lag1_var4 0.1060516 0.6565072 -0.7952597 0.9274434
#> const 0.4150612 1.1165700 -1.1902062 2.0738761
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006363066 0.002263479 0.004109161 0.009713739
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05412275 0.01887593 -0.08635211 -0.03309162
#> Sigma[2,2] 1.42541146 0.36929059 0.95829571 1.96239846
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05137958 0.01632876 0.03626669 0.07943825
#> Sigma[3,2] -1.16008744 0.30677546 -1.60927409 -0.79628761
#> Sigma[3,3] 1.26123677 0.29238847 0.90979531 1.66783566
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03323659 0.0118478 0.02071636 0.0505834
#> Sigma[4,2] -0.62588695 0.1861644 -0.88966801 -0.4121771
#> Sigma[4,3] 0.87871667 0.1987384 0.62729134 1.1604941
#> Sigma[4,4] 0.70830487 0.1462005 0.50941852 0.9057145
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9021989400 0.01993051 0.87300375 0.92609839
#> lag1_var2 -0.0004185763 0.04339694 -0.05407193 0.06266492
#> lag1_var3 0.0075456520 0.09628398 -0.10338461 0.14830386
#> lag1_var4 -0.0008439830 0.08505498 -0.12503964 0.09484728
#> const 2.0744965681 0.61058971 1.21240178 2.80307312
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6270826 0.2353218 0.2925026 0.9641949
#> lag1_var2 0.2162132 0.4177063 -0.3297797 0.7714604
#> lag1_var3 -1.1342069 1.0331205 -2.4223228 0.3777578
#> lag1_var4 0.8991267 0.9544873 -0.5043693 2.0843446
#> const -1.2404199 5.2864142 -9.4371104 5.2423648
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8666075 0.2337829 -1.1860376 -0.5581159
#> lag1_var2 1.4205617 0.3438995 0.9293241 1.8433144
#> lag1_var3 4.0445972 0.8954521 2.8086997 5.1516366
#> lag1_var4 -2.6830334 0.8122317 -3.6533667 -1.5473486
#> const 2.9743587 5.3632607 -4.8608800 9.5851200
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.699389 0.1903470 -0.9306007 -0.4608823
#> lag1_var2 1.302466 0.2857895 0.8969263 1.6598275
#> lag1_var3 3.068517 0.7190419 2.1599471 4.0679168
#> lag1_var4 -1.751845 0.6347606 -2.6363528 -0.9621297
#> const 2.353646 4.6712478 -3.9896924 7.8295678
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004818506 0.001288268 0.003555085 0.006981832
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002198562 0.002120509 -0.005402189 0.0003965164
#> Sigma[2,2] 0.015905940 0.002513909 0.013531893 0.0202789407
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002402443 0.001788357 -0.00481023 -0.0003156074
#> Sigma[3,2] -0.019796597 0.005167508 -0.02527025 -0.0122662056
#> Sigma[3,3] 0.067259599 0.019598622 0.04164949 0.0950390520
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003803863 0.001443977 -0.005608737 -0.001854963
#> Sigma[4,2] -0.010349588 0.004567124 -0.016079954 -0.003477361
#> Sigma[4,3] 0.055843310 0.017879579 0.032953664 0.081088510
#> Sigma[4,4] 0.050071692 0.016636014 0.029508836 0.074176060
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95750834 0.02163441 0.9289259 0.9895075
#> lag1_var2 -0.06285716 0.18855271 -0.2699639 0.2352392
#> lag1_var3 -0.05037396 0.37070746 -0.4167037 0.5598554
#> lag1_var4 0.04697712 0.36933024 -0.5613881 0.4115066
#> const 1.25414583 0.63258346 0.2165524 1.9408960
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04073578 0.01606262 0.01963060 0.06222695
#> lag1_var2 0.31985562 0.38484908 -0.04550326 0.88326107
#> lag1_var3 -0.54951617 0.50293934 -1.01901015 0.18464811
#> lag1_var4 0.53453515 0.49591499 -0.19318316 0.99843881
#> const 0.37458598 0.74311642 -0.62825582 1.41632981
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1421444 0.06627633 -0.2336968 -0.05069043
#> lag1_var2 1.7255317 1.05000842 0.1278310 3.03305482
#> lag1_var3 3.0575899 1.53588687 0.7079992 4.96377592
#> lag1_var4 -2.0481935 1.52730629 -3.9450574 0.28800024
#> const 1.8172667 1.85472749 -0.2439799 4.36392325
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.113014 0.06248432 -0.19299542 -0.02432829
#> lag1_var2 1.518708 0.89439265 0.19259835 2.65666687
#> lag1_var3 2.053435 1.35930923 0.06142715 3.75376621
#> lag1_var4 -1.049766 1.35425699 -2.74758334 0.93413834
#> const 1.727310 1.78703304 -0.25163700 4.22173752
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002675759 0.0007441249 0.001872134 0.003912662
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007539118 0.002323949 -0.01090427 -0.004580968
#> Sigma[2,2] 0.121710577 0.030580936 0.08301417 0.161956789
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005563334 0.001959585 0.003682945 0.008796346
#> Sigma[3,2] -0.070965151 0.018747994 -0.096967273 -0.049375047
#> Sigma[3,3] 0.058179347 0.012249233 0.045327598 0.077726887
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0011863191 0.001084443 4.924928e-05 0.002785131
#> Sigma[4,2] -0.0003488458 0.007412436 -8.168208e-03 0.012017654
#> Sigma[4,3] 0.0174160769 0.003416023 1.464472e-02 0.022814898
#> Sigma[4,4] 0.0176597411 0.004127481 1.292890e-02 0.023864481
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9845873 0.02408046 0.94842773 1.013809533
#> lag1_var2 -0.1716058 0.11829602 -0.32813904 -0.002712397
#> lag1_var3 -0.2663514 0.19325591 -0.52134228 0.004150165
#> lag1_var4 0.2441898 0.19518387 -0.03510233 0.505409337
#> const 1.7192989 0.61054400 0.88439384 2.433545661
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2524300 0.1722192 -0.49022059 -0.05590911
#> lag1_var2 1.5637225 1.0611207 -0.02789289 2.69987353
#> lag1_var3 1.3190852 1.7776103 -1.38065051 3.17381918
#> lag1_var4 -1.2254405 1.7634728 -3.09143690 1.45786377
#> const 0.7229596 2.0114705 -2.69979531 2.93041950
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1770344 0.1313543 -0.01091412 0.3547325
#> lag1_var2 0.3489640 0.6602426 -0.31810149 1.3445961
#> lag1_var3 1.3718278 1.1122485 0.13677140 3.0778397
#> lag1_var4 -0.4634479 1.0959450 -2.11195159 0.7893624
#> const 0.9929505 2.0979099 -1.22699826 4.3186580
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02543728 0.1003484 -0.08299229 0.1821152
#> lag1_var2 0.86905506 0.6174013 0.18281178 1.9005746
#> lag1_var3 1.47059788 1.1001497 0.20625934 3.2862474
#> lag1_var4 -0.50056373 1.0626313 -2.26721705 0.6783328
#> const 1.10322564 1.2500059 -0.50286201 2.5163395
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001202838 0.0003394266 0.0008387718 0.001738678
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009710173 0.003252881 -0.0147996 -0.006569999
#> Sigma[2,2] 0.225371913 0.038407413 0.1665412 0.272377429
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005405008 0.004291989 0.001066744 0.01186433
#> Sigma[3,2] -0.163532498 0.088497733 -0.285322969 -0.04833035
#> Sigma[3,3] 0.652839625 0.189035470 0.441871033 0.94204536
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001699244 0.002654504 -0.005052071 0.002375085
#> Sigma[4,2] 0.002594066 0.077818229 -0.114956573 0.106287505
#> Sigma[4,3] 0.534599722 0.153235004 0.350473751 0.763963323
#> Sigma[4,4] 0.538928180 0.138951571 0.371736388 0.754709621
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95487197 0.01142588 0.94163574 0.97324330
#> lag1_var2 -0.06314581 0.07354842 -0.14059141 0.05834016
#> lag1_var3 -0.10074447 0.10910616 -0.21049375 0.07959777
#> lag1_var4 0.09640734 0.10835703 -0.08353185 0.20374565
#> const 1.52314480 0.32145084 1.00648792 1.86894043
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16813820 0.1125988 -0.3319407 -0.0458898
#> lag1_var2 -0.06940011 1.4742095 -2.5292833 1.1771204
#> lag1_var3 -0.76217743 2.0146991 -4.1276548 0.9437897
#> lag1_var4 0.80383680 1.9986223 -0.8925225 4.1535513
#> const 2.08101648 3.6311140 -2.7537935 7.1039005
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06696139 0.3059234 -0.2170967 0.5975336
#> lag1_var2 1.58394225 3.8345976 -4.1383673 6.1473512
#> lag1_var3 2.44872383 5.2829706 -5.5944980 8.5020461
#> lag1_var4 -1.50198227 5.2533920 -7.5171347 6.5024791
#> const 1.14810504 6.9541433 -9.9688727 8.9039154
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05610757 0.2629682 -0.2664314 0.3694027
#> lag1_var2 1.13692078 3.1601391 -3.7957635 4.4821800
#> lag1_var3 1.35817099 4.4031246 -5.6324829 5.8629318
#> lag1_var4 -0.37600758 4.3774569 -4.8696230 6.5805445
#> const 2.31793483 5.1123438 -5.4230046 6.8023029
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005390416 0.001581775 0.003374319 0.007857895
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007198062 0.006124489 -0.01525733 0.000874058
#> Sigma[2,2] 0.255925534 0.035744739 0.22489215 0.311018505
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01110998 0.005350064 -0.01781215 -0.004114538
#> Sigma[3,2] -0.10299500 0.056361277 -0.16830565 -0.023065797
#> Sigma[3,3] 0.33696622 0.085523527 0.23842191 0.458822058
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01508441 0.004832005 -0.02214805 -0.009036466
#> Sigma[4,2] 0.01480799 0.054449337 -0.05355996 0.089549547
#> Sigma[4,3] 0.30450553 0.076801160 0.22620469 0.426601018
#> Sigma[4,4] 0.32813932 0.070834895 0.25836376 0.445667029
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9922555 0.0369942 0.9391796 1.0411307
#> lag1_var2 -0.2550161 0.1173746 -0.4285856 -0.1289711
#> lag1_var3 -0.6097340 0.2446809 -0.9599125 -0.3427089
#> lag1_var4 0.5776331 0.2332443 0.3227612 0.9095863
#> const 1.6269885 0.5858572 0.8167540 2.4926527
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17602821 0.1478954 -0.02567333 0.3683772
#> lag1_var2 -0.04096276 0.4752089 -0.68980847 0.6519373
#> lag1_var3 -1.45466922 0.9020738 -2.80161324 -0.3286657
#> lag1_var4 1.30495771 0.8524332 0.26318940 2.5871071
#> const 5.28378502 2.7252742 2.12242758 9.2904474
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.050924 0.2630799 -1.462393 -0.7494338
#> lag1_var2 4.188741 0.6923414 3.348976 5.2516278
#> lag1_var3 8.636938 1.5255563 6.619920 10.7676758
#> lag1_var4 -7.169791 1.4692127 -9.187332 -5.2039253
#> const -3.082271 5.9684206 -9.029225 5.8838701
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0458453 0.2690955 -1.398495 -0.6642251
#> lag1_var2 4.0333472 0.8775705 2.915832 5.2257503
#> lag1_var3 7.6206701 1.9201808 5.034641 10.0133329
#> lag1_var4 -6.1879853 1.8407196 -8.452385 -3.6846211
#> const -0.7595645 5.7645413 -7.052956 8.0300248
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005724116 0.001458802 0.004100694 0.008143572
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01975439 0.01584301 -0.03280389 0.008051363
#> Sigma[2,2] 0.70250335 0.12578373 0.57399048 0.901099317
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.05235464 0.0139686 -0.07437991 -0.03669701
#> Sigma[3,2] -0.16115140 0.2655428 -0.62269489 0.04436758
#> Sigma[3,3] 0.85257402 0.3266109 0.55350743 1.36551458
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.06664579 0.01164304 -0.08215543 -0.04984289
#> Sigma[4,2] 0.23365517 0.24309444 -0.16741031 0.46538873
#> Sigma[4,3] 0.81461868 0.21710124 0.59647638 1.16621509
#> Sigma[4,4] 1.00377668 0.15892541 0.77929449 1.21362823
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94401155 0.02674292 0.9106489 0.9755133
#> lag1_var2 0.05474702 0.11649017 -0.1395886 0.1757999
#> lag1_var3 0.07668362 0.21913420 -0.2875023 0.3074815
#> lag1_var4 -0.08806636 0.21094260 -0.3085567 0.2633890
#> const 1.82435151 0.60371678 1.0687727 2.6759356
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3586708 0.2475615 0.05653075 0.7147780
#> lag1_var2 -1.7573494 0.9546352 -2.90338777 -0.3966919
#> lag1_var3 -4.7726160 1.7295869 -6.90130407 -2.3310339
#> lag1_var4 4.7189954 1.7007694 2.29625046 6.8028635
#> const -3.6370596 6.8421207 -13.88616975 3.5043614
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1945610 0.3455565 -0.7105017 0.1963533
#> lag1_var2 0.7449131 1.6290874 -1.1440193 3.3882338
#> lag1_var3 2.5033779 3.0168708 -1.0005711 7.3978049
#> lag1_var4 -1.4426025 2.9164373 -6.1926730 1.9215021
#> const 1.4859067 6.4792987 -7.5829068 10.1437076
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02138287 0.3480429 -0.4132341 0.453576
#> lag1_var2 -0.61092438 1.8193455 -3.0156601 2.198436
#> lag1_var3 -0.80873336 3.4379122 -5.3005574 4.491413
#> lag1_var4 1.85387643 3.3024194 -3.2404251 6.177798
#> const -0.64757238 6.9417971 -10.1354771 9.775083
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01916648 0.005203408 0.01377396 0.02820799
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005085514 0.007204709 -0.01764032 0.001715173
#> Sigma[2,2] 0.087740828 0.016555457 0.06817901 0.113942147
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.07578464 0.02960777 -0.12260561 -0.04299153
#> Sigma[3,2] -0.04350676 0.03499967 -0.08757824 0.01087138
#> Sigma[3,3] 0.44933745 0.17534194 0.24704285 0.70094998
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.08248133 0.02850371 -0.12716223 -0.04949632
#> Sigma[4,2] 0.01562227 0.04032274 -0.02396048 0.08493817
#> Sigma[4,3] 0.43672136 0.16297569 0.24912735 0.67180673
#> Sigma[4,4] 0.46464489 0.15217133 0.28981179 0.68892684
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91562329 0.05858769 0.8195618 0.9785940
#> lag1_var2 0.05515976 0.44103875 -0.4367098 0.7481193
#> lag1_var3 0.10585425 0.66969327 -0.6463259 1.1277053
#> lag1_var4 -0.10779205 0.65456455 -1.1085513 0.6273336
#> const 1.99267655 0.74083361 0.8204246 2.8124176
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06062728 0.155437 -0.2259472 0.1998596
#> lag1_var2 0.70335043 1.139580 -0.8292601 2.3160790
#> lag1_var3 -0.33942223 1.682197 -2.6643703 2.0911760
#> lag1_var4 0.36116691 1.648765 -2.0178582 2.6256971
#> const -0.06150871 2.006466 -1.9500168 3.2872557
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2151038 0.3795952 -0.2028052 0.8227477
#> lag1_var2 0.3258734 3.2650459 -4.6434848 3.7539420
#> lag1_var3 1.4951283 4.7801693 -5.9144664 6.4074379
#> lag1_var4 -0.5437503 4.6884181 -5.4020567 6.7226392
#> const -1.2571466 4.8661921 -7.2386502 5.6248774
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1669521 0.3464354 -0.2699698 0.7035347
#> lag1_var2 0.3855503 2.8585105 -4.0228892 3.6466969
#> lag1_var3 0.6561010 4.2207483 -5.9123014 5.4864260
#> lag1_var4 0.3187983 4.1393916 -4.4459644 6.7578210
#> const -1.7340156 4.9002677 -7.5163325 5.4400796
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007389868 0.0001746055 0.0005898844 0.001049435
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004749322 0.002574635 0.002173745 0.008678006
#> Sigma[2,2] 0.242872728 0.051671697 0.187187580 0.323466025
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003036676 0.002514933 -0.006774161 4.242033e-05
#> Sigma[3,2] -0.165732391 0.044793541 -0.220258935 -1.047186e-01
#> Sigma[3,3] 0.255515425 0.077141746 0.155316043 3.587205e-01
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003482065 0.002055922 -0.003213521 0.002398114
#> Sigma[4,2] -0.0272621256 0.033750464 -0.081506841 0.014389949
#> Sigma[4,3] 0.1636405299 0.056892627 0.096753745 0.239227804
#> Sigma[4,4] 0.1508648927 0.042543479 0.096601639 0.208655829
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9366208 0.01312251 0.92215399 0.95641657
#> lag1_var2 -0.0656410 0.07044082 -0.18014306 0.01522131
#> lag1_var3 -0.1112013 0.11945435 -0.30874488 0.02228035
#> lag1_var4 0.1065927 0.11731519 -0.02462404 0.30037611
#> const 1.5377527 0.29448309 1.02724276 1.78339203
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07835823 0.2372548 -0.2576226 0.4257945
#> lag1_var2 0.28071924 0.9573287 -0.7398537 1.8329892
#> lag1_var3 -1.02344987 1.5360617 -2.6815538 1.4878623
#> lag1_var4 1.02283877 1.5040594 -1.4320242 2.6483746
#> const -1.19826369 6.0882735 -8.5251829 8.6691748
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4828229 0.2296746 -0.8507677 -0.2496883
#> lag1_var2 1.7765172 1.5795702 -0.1993692 4.3906851
#> lag1_var3 4.0564711 2.7007696 0.4955505 8.3951949
#> lag1_var4 -2.9276937 2.6442221 -7.1886059 0.5529473
#> const 2.0242505 3.8676190 -3.2935993 7.6613277
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4495825 0.1969185 -0.6653018 -0.1293541
#> lag1_var2 1.5696100 1.4351960 -0.3595876 3.6478673
#> lag1_var3 2.8279011 2.4716510 -0.5944293 6.3431523
#> lag1_var4 -1.6903366 2.4185333 -5.1333815 1.6580362
#> const 1.0449126 1.8124564 -1.1109415 3.1121170
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001367666 0.000217558 0.001126987 0.001706711
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003404808 0.003089167 -0.008592915 -0.0003617178
#> Sigma[2,2] 0.357622683 0.079689360 0.276208197 0.4784121729
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01649301 0.004148059 0.01234469 0.02347958
#> Sigma[3,2] -0.32241933 0.080476440 -0.43103992 -0.21259559
#> Sigma[3,3] 0.67729214 0.113060645 0.55873817 0.83232832
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01490997 0.003457258 0.01000104 0.01902749
#> Sigma[4,2] -0.10810149 0.073224602 -0.22275816 -0.01846479
#> Sigma[4,3] 0.50902870 0.108670213 0.34657210 0.64527134
#> Sigma[4,4] 0.47239419 0.096691756 0.30595058 0.57623169
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9481253 0.01890781 0.92401641 0.9729278
#> lag1_var2 -0.0888529 0.05103991 -0.15867141 -0.0292741
#> lag1_var3 -0.1478505 0.08496351 -0.26355112 -0.0471986
#> lag1_var4 0.1440999 0.07966839 0.04993896 0.2520577
#> const 1.4658104 0.31494938 0.91973096 1.7864752
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4132913 0.2699121 -0.7957929 -0.043305
#> lag1_var2 2.6650003 0.3838238 2.0501476 3.150518
#> lag1_var3 2.8530498 0.6350554 1.8387430 3.671305
#> lag1_var4 -2.7489365 0.6175379 -3.5545494 -1.778648
#> const 3.7207853 5.0268289 -2.8869060 10.463883
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4064889 0.3461943 -0.03564462 0.85537513
#> lag1_var2 -1.5643268 0.7155238 -2.57806730 -0.53579265
#> lag1_var3 -1.7751551 1.1905537 -3.45521486 -0.07822353
#> lag1_var4 2.6236972 1.1230559 1.05707536 4.25995573
#> const -1.2497716 5.0414572 -9.21545564 4.87489927
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1534494 0.3065961 -0.1945477 0.5638074
#> lag1_var2 -0.4463651 0.6752248 -1.3307969 0.5170158
#> lag1_var3 -0.8795146 1.1365615 -2.3770372 0.7125036
#> lag1_var4 1.7937234 1.0669297 0.3113475 3.2097192
#> const 0.8659249 3.7971117 -4.9442009 5.6693772
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006230878 0.0001807003 0.0004665959 0.0009193053
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009544831 0.005291574 -0.01803286 -0.003598641
#> Sigma[2,2] 1.033204775 0.192837509 0.70747552 1.231607242
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0133752 0.00497997 0.008888067 0.02184942
#> Sigma[3,2] -0.4310316 0.13723574 -0.644704719 -0.28285823
#> Sigma[3,3] 0.5887562 0.14244091 0.426849229 0.82735859
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01068692 0.00442996 0.006144126 0.0180400
#> Sigma[4,2] 0.06741804 0.14830669 -0.145847583 0.2618638
#> Sigma[4,3] 0.46236786 0.13365770 0.323350653 0.6594286
#> Sigma[4,4] 0.59320282 0.15359742 0.385469470 0.7874318
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91659377 0.01891626 0.89949579 0.94783849
#> lag1_var2 0.08012229 0.03752200 0.01955978 0.11904164
#> lag1_var3 0.16035358 0.08013405 0.03325729 0.24654348
#> lag1_var4 -0.15052902 0.07203148 -0.22861858 -0.03649153
#> const 1.52880212 0.21448199 1.21577602 1.82824761
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.176742 0.4611187 0.608177 1.7931550
#> lag1_var2 -2.321589 0.9098203 -3.479982 -0.8969443
#> lag1_var3 -5.713938 1.8259296 -7.752718 -2.6815580
#> lag1_var4 5.352892 1.5963493 2.707157 7.1430317
#> const -2.329931 6.5145501 -11.105687 6.2164930
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.124769 0.3006459 -1.561215 -0.7561774
#> lag1_var2 3.054046 0.4464603 2.518455 3.6434869
#> lag1_var3 6.958060 0.9821668 5.766103 8.2562585
#> lag1_var4 -5.520747 0.9021967 -6.710414 -4.4551183
#> const 3.101485 6.4391631 -4.910519 10.7533956
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7326491 0.2942709 -1.136226 -0.359806
#> lag1_var2 1.9310860 0.6227401 1.067922 2.824628
#> lag1_var3 4.2064034 1.3347094 2.469868 6.043051
#> lag1_var4 -2.8534569 1.2294837 -4.543159 -1.224961
#> const 1.9266555 5.4070596 -6.262889 8.487912
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001869976 0.0005222316 0.001284905 0.002650281
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02085443 0.006275001 -0.03113529 -0.01437388
#> Sigma[2,2] 1.00493838 0.200738478 0.76561697 1.24820029
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003704681 0.008158576 -0.006609591 0.01540037
#> Sigma[3,2] -0.612032456 0.342235470 -1.083906400 -0.24258975
#> Sigma[3,3] 1.577748165 0.396631819 1.063571541 2.10587541
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006704172 0.008761516 -0.01677628 0.007049372
#> Sigma[4,2] -0.120714583 0.319638350 -0.55492069 0.213148367
#> Sigma[4,3] 1.414680571 0.304538359 0.96675591 1.798322104
#> Sigma[4,4] 1.508900579 0.268059789 1.17537082 1.850973684
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95650930 0.01981120 0.93093998 0.97889951
#> lag1_var2 -0.02971427 0.04313624 -0.08787676 0.02497071
#> lag1_var3 -0.08152760 0.08348351 -0.19362138 0.02284360
#> lag1_var4 0.07536210 0.07566985 -0.01798264 0.17690510
#> const 1.42512724 0.30661188 1.06254794 1.83408238
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6281200 0.4015685 0.08428177 1.1830713
#> lag1_var2 -0.2574005 0.9266267 -1.52232237 0.8197605
#> lag1_var3 -1.8214836 1.9051252 -4.47028568 0.4933013
#> lag1_var4 1.5369179 1.7381758 -0.64250113 3.9214197
#> const 0.7728567 7.1090586 -9.57233302 9.6291976
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2580220 0.3579513 -0.2243661 0.7590008
#> lag1_var2 0.1973613 0.9908415 -1.0545811 1.6990493
#> lag1_var3 1.1115137 1.8985515 -1.2692821 3.8385035
#> lag1_var4 -0.2236217 1.7128926 -2.6594593 1.9302711
#> const -2.7562481 7.5683050 -13.4624864 7.0699674
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6157636 0.3514903 0.03901694 0.9939238
#> lag1_var2 -0.3820183 1.3291540 -2.13121273 1.5617496
#> lag1_var3 -0.6970499 2.4783416 -4.10694556 2.8445488
#> lag1_var4 1.4338592 2.2421879 -1.77089599 4.5083577
#> const -3.0863967 8.1759257 -14.29995920 8.5022655
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00237249 0.005568032 0.0003760101 0.01042301
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002471079 0.01346168 -0.00966092 0.01762262
#> Sigma[2,2] 0.214063025 0.04406917 0.16178958 0.28180460
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002382639 0.01160474 -0.01485776 0.008893093
#> Sigma[3,2] -0.177655187 0.04268137 -0.23926338 -0.128125074
#> Sigma[3,3] 0.176563558 0.04924830 0.12285968 0.245262469
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001034022 0.003903345 -0.004981398 0.003503686
#> Sigma[4,2] -0.055880997 0.021792285 -0.090580471 -0.035670315
#> Sigma[4,3] 0.076318066 0.026268204 0.050289712 0.117833704
#> Sigma[4,4] 0.045407260 0.014429063 0.028913002 0.067764683
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9498082 0.01711024 0.92971192 0.971815392
#> lag1_var2 -0.1214455 0.20981095 -0.43925912 -0.002433913
#> lag1_var3 -0.2256497 0.36643494 -0.78169687 -0.010986463
#> lag1_var4 0.2247701 0.35912232 0.01034756 0.768957359
#> const 1.4093547 0.29296416 1.08223352 1.866867145
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4635241 0.2543848 0.1467650 0.8095439
#> lag1_var2 -0.1373283 1.4385154 -2.4750716 0.9178320
#> lag1_var3 -1.4623715 2.4666546 -5.4227028 0.4195258
#> lag1_var4 1.2126572 2.4812159 -0.7634944 5.2093047
#> const 3.2014223 3.3569740 -1.2432997 7.6714566
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1375262 0.2036199 -0.41938007 0.1540669
#> lag1_var2 0.6852985 1.2016540 -0.57965126 2.6107663
#> lag1_var3 1.8589751 2.0069189 -0.09317868 5.0817072
#> lag1_var4 -0.7663783 2.0201781 -4.02479437 1.1458403
#> const -2.4221133 2.6368380 -6.43204906 0.7814387
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1350342 0.08425588 0.04843186 0.2578350
#> lag1_var2 0.1714320 0.56397284 -0.78710343 0.7751899
#> lag1_var3 0.2599980 0.93343088 -1.32553156 1.2660568
#> lag1_var4 0.6926879 0.93644139 -0.33170833 2.2745751
#> const -0.9541803 1.25071302 -2.55402512 0.6369855
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006389796 0.0001501694 0.0004549869 0.0008630465
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007175164 0.0005724628 -0.001544749 0.0001213446
#> Sigma[2,2] 0.0398162296 0.0068642176 0.033526559 0.0508303997
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001087589 0.00157081 -0.001979934 0.002385203
#> Sigma[3,2] -0.0253220949 0.01460882 -0.045704266 -0.005026542
#> Sigma[3,3] 0.1403426617 0.02773037 0.105321838 0.183521015
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007254612 0.001641916 -0.003133191 0.001463215
#> Sigma[4,2] 0.0089486465 0.011320738 -0.002582583 0.026786228
#> Sigma[4,3] 0.1214571756 0.025221062 0.090482936 0.160058393
#> Sigma[4,4] 0.1322089121 0.025291755 0.095361058 0.166271747
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97419738 0.01872726 0.9450750 0.99710242
#> lag1_var2 -0.06043559 0.09064680 -0.1758878 0.08244384
#> lag1_var3 -0.05265790 0.11950564 -0.1964610 0.14350132
#> lag1_var4 0.04637586 0.11573063 -0.1448740 0.18460058
#> const 1.25539476 0.28428323 0.8610936 1.65249834
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3035822 0.1002098 -0.4493458 -0.1882237
#> lag1_var2 1.1092265 0.5879719 0.2800407 1.8921648
#> lag1_var3 0.5375133 0.7435578 -0.5349658 1.5225258
#> lag1_var4 -0.4533627 0.7286813 -1.4225356 0.5884763
#> const 1.0521867 0.8161409 -0.1735041 1.9790092
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04433535 0.2394941 -0.2741008 0.3340315
#> lag1_var2 0.39761672 0.7703667 -0.3155466 1.6058442
#> lag1_var3 1.32290037 1.0623525 0.1839362 2.9560276
#> lag1_var4 -0.36310198 1.0045431 -1.9018225 0.6948385
#> const 1.98800821 2.2702645 -1.2861614 4.8273778
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2298448 0.2214906 -0.55080858 0.00601899
#> lag1_var2 0.8384915 0.6948395 -0.02084409 1.90349871
#> lag1_var3 1.2017339 1.0428821 -0.15547049 2.75651402
#> lag1_var4 -0.1600205 0.9779291 -1.61361902 1.10229001
#> const 2.4215631 2.3430880 -1.00225435 5.69107056
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007503088 0.000183432 0.0005136046 0.001039772
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002764101 0.002906226 -0.006111697 0.001794997
#> Sigma[2,2] 0.154028497 0.036757472 0.118538892 0.212329263
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01300034 0.0129917 -0.005227843 0.02968655
#> Sigma[3,2] -0.49831393 0.1295951 -0.660613549 -0.32673900
#> Sigma[3,3] 5.74603538 1.3884347 4.408065852 7.88711654
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01143638 0.01207896 -0.004296976 0.02824505
#> Sigma[4,2] -0.39205923 0.11798302 -0.535988017 -0.23942691
#> Sigma[4,3] 5.53354958 1.39999608 4.197616512 7.62729285
#> Sigma[4,4] 5.39891661 1.41187473 4.021776390 7.50583041
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9744991 0.01058902 0.9574551 0.98609452
#> lag1_var2 -0.1597806 0.06507567 -0.2611721 -0.09791173
#> lag1_var3 -0.1882364 0.08533208 -0.3288605 -0.10809635
#> lag1_var4 0.1818558 0.08375222 0.1031482 0.31958383
#> const 1.2058440 0.21529647 0.8961041 1.49932997
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10357012 0.0955117 -0.2065397 0.03457558
#> lag1_var2 0.71416074 0.6358398 -0.4112959 1.26111624
#> lag1_var3 0.10136143 0.8187903 -1.3258487 0.80158780
#> lag1_var4 -0.07925165 0.8106055 -0.7574826 1.33966563
#> const 1.87602145 2.7303962 -2.1065084 5.29852253
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.447594 0.7619304 1.567344 3.550300
#> lag1_var2 5.132929 6.0698199 -3.977644 11.737121
#> lag1_var3 6.171930 8.1752640 -6.955947 14.743636
#> lag1_var4 -5.940359 7.9030552 -14.337501 6.633206
#> const -3.954858 24.0794954 -36.910645 29.197425
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.426229 0.7520311 1.570906 3.510178
#> lag1_var2 5.357665 6.1528524 -3.935190 12.473617
#> lag1_var3 5.817051 8.3143280 -7.563159 14.690130
#> lag1_var4 -5.578323 8.0360163 -14.219262 7.249540
#> const -3.206272 23.1104426 -34.808880 29.760846
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006258859 0.0008653918 0.005310223 0.007571103
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02734949 0.01193109 -0.04454909 -0.01240259
#> Sigma[2,2] 0.99997762 0.23834653 0.73748274 1.40925965
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03617014 0.007379947 0.02774606 0.04695167
#> Sigma[3,2] -0.55958322 0.136170606 -0.74557471 -0.40497765
#> Sigma[3,3] 0.55274714 0.091064081 0.43588270 0.66726551
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02279764 0.005910376 0.01530675 0.03149992
#> Sigma[4,2] 0.01260390 0.084680440 -0.12217722 0.11499479
#> Sigma[4,3] 0.25575017 0.061200168 0.16962663 0.33112147
#> Sigma[4,4] 0.28865044 0.040931294 0.23033938 0.34074671
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9715121 0.03089517 0.9315595 1.01206624
#> lag1_var2 -0.1261896 0.15962497 -0.4047474 0.01964584
#> lag1_var3 -0.2495687 0.28136125 -0.7376471 0.01699160
#> lag1_var4 0.2318711 0.26375777 -0.0186075 0.68991243
#> const 1.5862615 0.64861812 0.9139575 2.56706441
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52758845 0.4670733 -1.220588 0.01653395
#> lag1_var2 0.99354263 2.1458117 -1.159423 4.80653643
#> lag1_var3 0.18892486 3.7963733 -3.644135 6.91140485
#> lag1_var4 -0.02675367 3.5498025 -6.338331 3.45902507
#> const 5.29664241 8.0616783 -4.730535 18.61844317
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2971927 0.3030643 -0.06754839 0.7524335
#> lag1_var2 0.4707087 1.4026292 -1.89620834 1.7010347
#> lag1_var3 1.7083506 2.4982221 -2.51392676 3.8267651
#> lag1_var4 -0.8250176 2.3750176 -2.85539491 3.1779618
#> const -1.7468427 4.2758046 -7.64547588 3.8148156
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03641905 0.2557137 -0.3457770 0.3564579
#> lag1_var2 0.64799508 0.7856931 -0.2918667 1.7612329
#> lag1_var3 1.13842650 1.3759362 -0.4969262 3.1130317
#> lag1_var4 -0.14403672 1.3023852 -2.0203279 1.3683281
#> const 1.04817393 4.1821199 -4.5728745 6.4009442
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001599773 0.0003496117 0.001126072 0.002068243
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0393408 0.01048981 -0.0542368 -0.02685032
#> Sigma[2,2] 1.5686660 0.34381646 1.1513534 2.05180354
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04421483 0.0120564 0.03146384 0.06267437
#> Sigma[3,2] -1.41856693 0.3902960 -1.99467265 -0.93804009
#> Sigma[3,3] 2.07837087 0.5132277 1.44331439 2.81961972
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02227759 0.008229668 0.01385526 0.03482713
#> Sigma[4,2] -0.51018786 0.258148419 -0.87221694 -0.21250780
#> Sigma[4,3] 1.33563883 0.357882725 0.80328704 1.76447276
#> Sigma[4,4] 1.12845214 0.262303816 0.70318788 1.41407649
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92105345 0.01768628 0.89916902 0.94773269
#> lag1_var2 0.02961078 0.05232304 -0.04485259 0.09921539
#> lag1_var3 0.05811441 0.08537458 -0.06456136 0.16982842
#> lag1_var4 -0.05337980 0.07871216 -0.15791412 0.06013954
#> const 1.72302493 0.32016521 1.30891020 2.20001605
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6429549 0.7544658 -0.6749777 1.316105
#> lag1_var2 -0.1194418 1.6758660 -2.1408487 2.018835
#> lag1_var3 -1.6393025 2.8365130 -5.1034358 1.932180
#> lag1_var4 1.4451585 2.5903329 -1.8030718 4.640013
#> const -2.5631703 9.1911240 -17.4285887 9.209168
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1285833 0.8089479 -1.045671 1.227926
#> lag1_var2 0.7218261 1.6062497 -1.339841 2.686751
#> lag1_var3 2.1718385 2.6822072 -1.335443 5.427153
#> lag1_var4 -1.2624289 2.4551963 -4.247266 2.052094
#> const 2.5395660 9.2268822 -8.574933 16.755999
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5499695 0.6475386 -0.4492445 1.332291
#> lag1_var2 0.2021080 1.4135971 -1.6352779 2.175133
#> lag1_var3 0.4579172 2.3365405 -2.5747282 3.638406
#> lag1_var4 0.3323084 2.1416216 -2.5067286 3.125740
#> const 0.4458573 7.0989125 -8.8382783 11.504471
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003322673 6.646122e-05 0.0002539213 0.0004444208
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01440204 0.003690503 -0.01933899 -0.009784921
#> Sigma[2,2] 1.22927914 0.189078562 1.02128477 1.560875610
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01188027 0.003206307 0.007569351 0.01599077
#> Sigma[3,2] -1.04267597 0.157290762 -1.311304047 -0.85254867
#> Sigma[3,3] 0.93909111 0.145286690 0.763836311 1.17904670
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002972838 0.00113940 0.00148073 0.004744044
#> Sigma[4,2] -0.283867603 0.04803873 -0.35148236 -0.218044974
#> Sigma[4,3] 0.300152745 0.05666912 0.23673124 0.380644422
#> Sigma[4,4] 0.130394213 0.03182726 0.09676656 0.176052517
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95306106 0.01268632 0.93788309 0.97090174
#> lag1_var2 0.03039983 0.05551757 -0.05308905 0.10229087
#> lag1_var3 0.04773517 0.08792173 -0.08391222 0.16114769
#> lag1_var4 -0.04945292 0.08370549 -0.15544090 0.07675452
#> const 1.56319932 0.18046943 1.30623120 1.78295743
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9021232 0.6871565 -0.133078 1.669543
#> lag1_var2 -6.5562923 3.2694388 -11.120107 -1.979300
#> lag1_var3 -11.4288778 5.2028594 -18.811692 -4.143282
#> lag1_var4 11.0549083 5.0076021 4.061184 18.201947
#> const -2.1427006 12.4112422 -18.024980 17.122263
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.821932 0.6059234 -1.512945 0.07535772
#> lag1_var2 6.003765 2.8879237 2.123363 10.14501551
#> lag1_var3 10.205011 4.6049833 4.005576 16.92257619
#> lag1_var4 -8.879409 4.4304421 -15.402421 -2.95464033
#> const 3.414862 10.6943171 -12.596210 17.93751468
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2927037 0.2453751 -0.5983360 0.08714356
#> lag1_var2 1.5679909 1.2188153 -0.2155884 3.21699822
#> lag1_var3 2.5244902 1.9381637 -0.2977232 5.10370426
#> lag1_var4 -1.4109448 1.8547205 -3.8898472 1.26164259
#> const 1.7838281 3.2159051 -2.3172018 6.67205824
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007956391 0.0001927182 0.0006614321 0.001149989
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003449968 0.002912927 -0.007939361 -0.0002672964
#> Sigma[2,2] 0.586389204 0.155006450 0.408130961 0.7841064359
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -1.698839e-05 0.001985694 -0.002280398 0.003101819
#> Sigma[3,2] -3.022299e-01 0.052864924 -0.393343649 -0.240147059
#> Sigma[3,3] 3.030590e-01 0.054784900 0.236450694 0.388525570
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002055672 0.001720895 -0.004815963 -0.0003324445
#> Sigma[4,2] 0.036496502 0.063840130 -0.032682332 0.1386427982
#> Sigma[4,3] 0.136598206 0.049600990 0.070949770 0.2076474251
#> Sigma[4,4] 0.166355222 0.054309411 0.102300122 0.2469724100
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0359724 0.01117754 1.02161763 1.05308389
#> lag1_var2 -0.1575231 0.06178006 -0.22796740 -0.06513769
#> lag1_var3 -0.2911428 0.10731660 -0.41094560 -0.12761199
#> lag1_var4 0.2493215 0.10386171 0.09098589 0.36427322
#> const 1.4677192 0.32272197 1.01586719 1.87055205
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5216493 0.1927912 -0.8132185 -0.2677701
#> lag1_var2 -1.7682347 1.8875326 -4.6612868 0.2310251
#> lag1_var3 -4.5358618 3.3310329 -9.6380080 -1.0465526
#> lag1_var4 4.8168830 3.2173589 1.3921723 9.7422893
#> const -1.5622657 6.0901642 -11.0792201 5.8368856
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.417210 0.1393296 0.2771072 0.6216049
#> lag1_var2 1.148587 1.1387463 -0.5676914 2.4810138
#> lag1_var3 2.888746 1.9815019 -0.1148551 5.2063353
#> lag1_var4 -2.128974 1.9041119 -4.3235973 0.7304185
#> const 2.734525 3.5888605 -1.4576871 6.8103679
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1180201 0.06044601 0.04132706 0.2076520
#> lag1_var2 -0.3451144 0.73727190 -1.23301590 0.6471574
#> lag1_var3 -0.5421896 1.32270696 -2.11140474 1.2444046
#> lag1_var4 1.4673049 1.25991718 -0.24154917 2.9585574
#> const 1.6228825 2.85560320 -1.46860460 5.8377178
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007355326 0.0001829504 0.0005681567 0.001043826
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008211011 0.003015559 -0.01319906 -0.005198772
#> Sigma[2,2] 0.173422517 0.056397956 0.10395722 0.256212172
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008443194 0.003042526 0.00563167 0.0134168
#> Sigma[3,2] -0.173009825 0.056345882 -0.25333217 -0.1041135
#> Sigma[3,3] 0.202121552 0.060756742 0.12468512 0.2872414
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003721049 0.001336486 0.00228685 0.005735613
#> Sigma[4,2] -0.072322096 0.024054461 -0.10353799 -0.044070768
#> Sigma[4,3] 0.105365385 0.029544008 0.06762805 0.143597359
#> Sigma[4,4] 0.067810556 0.017542680 0.04510603 0.091456227
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95354218 0.03154073 0.90278725 0.993824669
#> lag1_var2 -0.03961784 0.02952431 -0.08580888 -0.002579766
#> lag1_var3 -0.06863791 0.05130927 -0.15052908 -0.010747985
#> lag1_var4 0.05786222 0.04104828 0.01590013 0.123729315
#> const 1.56861662 0.19808037 1.23973291 1.789538863
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06940706 0.3622888 -0.4984687 0.4293746
#> lag1_var2 1.29420230 0.3268257 0.8955383 1.7813730
#> lag1_var3 0.79450144 0.5776512 0.1852704 1.7265155
#> lag1_var4 -0.69975639 0.4796953 -1.4903823 -0.2402648
#> const -0.37242432 2.6511712 -3.6210973 3.6290129
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2609572 0.3236253 -0.1175484 0.65076152
#> lag1_var2 -0.2269554 0.2884795 -0.7239942 0.03114014
#> lag1_var3 0.3800926 0.5392176 -0.5818077 0.81239835
#> lag1_var4 0.4714237 0.4614730 0.1443830 1.30262713
#> const 1.0581620 2.4484130 -2.6151733 4.19435721
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.237126159 0.1814936 -0.02627033 0.4676015
#> lag1_var2 0.006653438 0.1381741 -0.20006689 0.1808717
#> lag1_var3 -0.045948684 0.2578496 -0.46428784 0.2518595
#> lag1_var4 0.956863857 0.2178230 0.74765095 1.3265193
#> const 0.465949186 0.9892093 -0.93722013 1.6628446
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01134391 0.002194319 0.009184748 0.01486447
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06151091 0.01520894 -0.08634359 -0.04657712
#> Sigma[2,2] 2.27534503 0.55428929 1.63798755 3.06176566
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1526386 0.03125721 0.1216297 0.2019187
#> Sigma[3,2] -1.9946421 0.45672059 -2.5937681 -1.3735592
#> Sigma[3,3] 3.2133859 0.61533310 2.3556916 4.1306004
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.1252885 0.02862249 0.09788935 0.1715549
#> Sigma[4,2] -0.6176419 0.22804870 -0.95388931 -0.3396823
#> Sigma[4,3] 2.1592379 0.49040789 1.61654655 2.9379035
#> Sigma[4,4] 1.9552572 0.42413200 1.46222007 2.5869408
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91314440 0.05314095 0.85200825 0.9941978
#> lag1_var2 0.09038307 0.21522915 -0.27087177 0.3281137
#> lag1_var3 0.12411249 0.34643141 -0.45309628 0.5106555
#> lag1_var4 -0.10955921 0.32044376 -0.46926479 0.4248140
#> const 1.24385107 0.90623103 -0.01974101 2.2394916
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3309375 1.223029 -1.910478 1.423260
#> lag1_var2 0.3793441 2.885257 -3.223798 4.584831
#> lag1_var3 -0.7549971 4.616830 -6.632157 5.916798
#> lag1_var4 0.7751246 4.202624 -5.338464 6.098434
#> const 8.7286664 12.467206 -8.302545 26.967953
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3393261 0.8649894 -1.651340 0.8373408
#> lag1_var2 2.2101795 2.6422035 -2.574474 4.3675963
#> lag1_var3 4.1769090 4.2293342 -3.484095 7.5773568
#> lag1_var4 -2.9925463 3.8744815 -6.099411 4.0303919
#> const -4.8540134 14.4746769 -25.891162 10.9685098
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6287749 0.584616 -1.272095 0.3039929
#> lag1_var2 2.1992816 2.563490 -1.537853 4.9994268
#> lag1_var3 3.2887652 4.115409 -2.637219 7.7286977
#> lag1_var4 -2.0525175 3.803203 -6.111949 3.4494450
#> const 0.2010531 12.292353 -14.542070 16.5847674
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002850068 0.0007383315 0.001908403 0.003999925
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02256193 0.009850103 -0.03948399 -0.01300005
#> Sigma[2,2] 0.36917484 0.128967569 0.23935296 0.59401414
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01841481 0.01937343 -0.009330905 0.04407653
#> Sigma[3,2] -0.35036846 0.21544936 -0.712690684 -0.11065885
#> Sigma[3,3] 2.12458035 0.36726677 1.644336963 2.68227133
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006649973 0.01759429 -0.02140713 0.02717285
#> Sigma[4,2] -0.164461732 0.17861359 -0.43242771 0.06738571
#> Sigma[4,3] 2.172634598 0.39444594 1.69380310 2.76412593
#> Sigma[4,4] 2.343645912 0.45707137 1.83071495 3.08262732
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90106572 0.06061832 0.80886950 0.9704614
#> lag1_var2 0.03680715 0.10224508 -0.08289552 0.1838324
#> lag1_var3 0.07599162 0.19276478 -0.14573928 0.3598143
#> lag1_var4 -0.06347108 0.17113399 -0.31699565 0.1330383
#> const 1.52451686 0.42285605 0.96605568 2.1174299
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3473427 0.5112843 -0.4344195 0.9625006
#> lag1_var2 0.4200001 0.7164765 -0.4324254 1.5059385
#> lag1_var3 -0.5117119 1.3145544 -2.1587739 1.3579095
#> lag1_var4 0.4145428 1.1622354 -1.2280345 1.8772352
#> const 1.1593622 4.6156428 -4.3820774 7.9228036
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4477213 1.010839 -1.7234416 1.086088
#> lag1_var2 1.5443990 1.572521 -0.9410009 3.524254
#> lag1_var3 3.6165526 3.101252 -1.4650988 7.404351
#> lag1_var4 -2.4137421 2.752947 -5.7287247 2.107974
#> const -2.3254714 9.137708 -14.1025315 12.693448
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3250434 1.143356 -1.716285 1.332321
#> lag1_var2 1.4948175 1.877220 -1.262138 3.858258
#> lag1_var3 2.8265763 3.612758 -2.724410 7.322195
#> lag1_var4 -1.6356082 3.201202 -5.564262 3.305134
#> const -2.4358689 8.584453 -12.500291 11.387325
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003685764 8.663985e-05 0.000248824 0.0004866809
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001449389 0.001126574 -0.003148634 6.046430e-06
#> Sigma[2,2] 0.116247807 0.029918139 0.070621311 1.518903e-01
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001579607 0.001843169 -0.0006370584 0.004336685
#> Sigma[3,2] -0.148451899 0.035529931 -0.1887901265 -0.094525891
#> Sigma[3,3] 0.620458649 0.125246737 0.5027166992 0.827152629
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005492487 0.001415562 -0.001197766 0.002358388
#> Sigma[4,2] -0.0613417023 0.030578285 -0.096552860 -0.021716567
#> Sigma[4,3] 0.5166030399 0.122527980 0.412271191 0.715881502
#> Sigma[4,4] 0.4782310918 0.114921766 0.381853803 0.660672931
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9749919 0.004735003 0.96854823 0.98118405
#> lag1_var2 -0.1088945 0.030335966 -0.15588339 -0.07002989
#> lag1_var3 -0.1281029 0.047937528 -0.19931129 -0.06428783
#> lag1_var4 0.1209077 0.047989610 0.05669148 0.19205547
#> const 1.2765432 0.131869191 1.12456750 1.49005606
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1100763 0.1011869 -0.21166808 0.05642958
#> lag1_var2 1.1477482 0.8616151 0.08851315 2.47161450
#> lag1_var3 0.7605602 1.1699336 -0.68500713 2.54598614
#> lag1_var4 -0.7303473 1.1586600 -2.48739288 0.70588956
#> const 1.3270290 3.3739947 -4.01777640 5.89232301
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.102923 0.2488206 -0.19131041 0.4996469
#> lag1_var2 1.960960 1.9360557 -0.05949714 4.7930143
#> lag1_var3 3.543162 2.6106438 0.64195547 7.1316681
#> lag1_var4 -2.607928 2.6017772 -6.16179084 0.2483861
#> const 2.066598 6.9064481 -9.31668115 9.7782972
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01740357 0.2699547 -0.34944014 0.4085966
#> lag1_var2 2.41869331 1.8984859 0.06940438 5.3139924
#> lag1_var3 3.58772761 2.5564653 0.13552243 7.3606701
#> lag1_var4 -2.62380982 2.5353120 -6.37938357 0.7606965
#> const 2.70095933 6.5125310 -8.57771580 8.5378028
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00120832 0.0002162766 0.0009733738 0.001552062
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001450611 0.002770003 -0.005299934 0.002028113
#> Sigma[2,2] 0.185569998 0.046129798 0.126526235 0.250220704
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005236288 0.003337749 -0.009698714 -0.0005803033
#> Sigma[3,2] 0.116491429 0.058287374 0.046279162 0.2062419645
#> Sigma[3,3] 0.274258487 0.087707499 0.179345959 0.4030050985
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007293949 0.00506151 -0.01305441 -0.001090321
#> Sigma[4,2] 0.260181784 0.08826818 0.15551118 0.385433590
#> Sigma[4,3] 0.384169580 0.13101342 0.23857512 0.587104591
#> Sigma[4,4] 0.608540569 0.19745553 0.38897489 0.909047522
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92865148 0.02280196 0.8928162 0.95231554
#> lag1_var2 -0.01354460 0.06825201 -0.1013061 0.08909347
#> lag1_var3 -0.01564045 0.09169219 -0.1334597 0.12428383
#> lag1_var4 0.01401829 0.08723278 -0.1188742 0.12625078
#> const 1.59698830 0.23728826 1.3523635 1.96054608
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5073194 0.2661048 0.1624021 0.8712435
#> lag1_var2 -1.5279757 1.0357112 -3.0093958 -0.1065145
#> lag1_var3 -3.3108694 1.3355938 -5.1855128 -1.4851580
#> lag1_var4 3.1472833 1.2745693 1.4021232 4.9436907
#> const 2.1412592 2.8689418 -2.1880851 5.6486498
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8312723 0.2482589 0.5352759 1.2355407
#> lag1_var2 -1.5597182 0.7490041 -2.5261967 -0.6148443
#> lag1_var3 -2.5120269 0.9403927 -3.7637787 -1.2823352
#> lag1_var4 3.1535836 0.9019743 1.9748582 4.3435412
#> const 1.3145406 3.1020129 -3.4013944 4.7779893
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.198797 0.399817 0.6681167 1.777208
#> lag1_var2 -3.140526 1.229817 -4.6297980 -1.321007
#> lag1_var3 -5.677536 1.542882 -7.5268960 -3.412334
#> lag1_var4 6.198059 1.481431 4.0164058 7.978101
#> const 2.445830 5.115775 -5.4149300 8.531668
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001247431 0.0003131731 0.0008813373 0.00170722
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003773313 0.003379938 -0.008516477 6.244543e-05
#> Sigma[2,2] 0.358330520 0.080161383 0.245418788 4.521425e-01
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00220062 0.002772304 -0.001100365 0.00632170
#> Sigma[3,2] -0.10725845 0.069252067 -0.224875141 -0.03484451
#> Sigma[3,3] 0.21632195 0.068743263 0.141522859 0.32481031
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.019522e-06 0.003800579 -0.003657762 0.006536638
#> Sigma[4,2] 9.283471e-02 0.068484724 -0.004827511 0.169873579
#> Sigma[4,3] 1.718288e-01 0.052828871 0.104553571 0.244496024
#> Sigma[4,4] 2.409405e-01 0.065120843 0.170539670 0.348421360
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9798506 0.01392419 0.9599282 0.9975173
#> lag1_var2 -0.2100232 0.05576716 -0.2852553 -0.1253153
#> lag1_var3 -0.3779895 0.10428285 -0.5160561 -0.2196089
#> lag1_var4 0.3564819 0.09982127 0.2053050 0.4879060
#> const 1.6375810 0.25781395 1.3320686 1.9760570
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.611293 0.3312382 0.1573627 1.0624388
#> lag1_var2 -1.644322 1.0978389 -3.2852172 -0.3786251
#> lag1_var3 -4.652248 1.9481963 -7.6333235 -2.5197266
#> lag1_var4 4.490788 1.8586260 2.4769891 7.3565944
#> const -2.761468 2.1506209 -5.4241521 0.2279641
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2939906 0.2130296 -0.01604818 0.5877435
#> lag1_var2 -2.1908411 0.7098621 -3.08534826 -1.1033870
#> lag1_var3 -2.7633087 1.1902783 -4.22456312 -0.9587951
#> lag1_var4 3.6099834 1.1167285 1.92330348 4.9804434
#> const 2.8246991 2.0520821 1.29808725 6.0392046
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6589035 0.2379831 0.292340 0.9112019
#> lag1_var2 -3.7334410 1.0135028 -4.958276 -2.2045237
#> lag1_var3 -6.4562696 1.7921607 -8.652091 -3.8313600
#> lag1_var4 7.2083374 1.7003587 4.730431 9.2987024
#> const 1.1090633 2.5296026 -1.103802 5.3998250
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005875578 0.003267468 0.004027726 0.01151719
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04369537 0.03034774 -0.07681885 0.005578124
#> Sigma[2,2] 0.81102537 0.25872098 0.60585305 1.265438239
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04633495 0.03426461 -0.008506919 0.08648291
#> Sigma[3,2] -0.82019438 0.30547769 -1.337378534 -0.57657537
#> Sigma[3,3] 0.98835708 0.36926840 0.672149849 1.57584476
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03784938 0.02617602 -0.003022771 0.07075909
#> Sigma[4,2] -0.63080060 0.24276128 -1.019428255 -0.42575827
#> Sigma[4,3] 0.82411410 0.29593444 0.548016399 1.28236115
#> Sigma[4,4] 0.71051731 0.24120409 0.465355371 1.07925715
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90363995 0.02201682 0.86640754 0.92857301
#> lag1_var2 0.04338204 0.03706453 -0.01841457 0.08381335
#> lag1_var3 0.08703220 0.10172558 -0.07752752 0.20063895
#> lag1_var4 -0.06041634 0.09097899 -0.16426075 0.08226344
#> const 1.17208091 0.73496275 0.07693925 1.96666880
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59656825 0.3478639 0.2784467 1.1949648
#> lag1_var2 -0.04046942 0.3507899 -0.5041695 0.4427561
#> lag1_var3 -2.22994442 0.9423723 -3.5683777 -1.0424006
#> lag1_var4 1.81412379 0.8375600 0.8285347 3.0297251
#> const 4.59350471 8.9465858 -3.9279294 19.0631644
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7984358 0.3831184 -1.4628520 -0.4186092
#> lag1_var2 1.5038944 0.4673472 0.8563533 2.1071071
#> lag1_var3 4.6762586 1.1588333 3.1981380 6.2098057
#> lag1_var4 -3.1120318 1.0056100 -4.5087703 -1.9104619
#> const -4.4381303 10.3921701 -20.7404866 6.0218326
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7042055 0.3336977 -1.2491343 -0.3304974
#> lag1_var2 1.3779912 0.4176620 0.8090198 1.9427584
#> lag1_var3 3.4872983 1.0123617 2.2118212 4.7834063
#> lag1_var4 -1.9771275 0.8732158 -3.1834972 -0.9002097
#> const -3.8312762 9.0060730 -17.3594542 4.9157431
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006383517 0.0002127253 0.0004289321 0.0009695199
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01410056 0.01318305 -0.03203874 0.004200704
#> Sigma[2,2] 2.17877688 0.57358875 1.34116935 2.930740378
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01217164 0.00575507 0.005123534 0.02051968
#> Sigma[3,2] -1.08098889 0.28386485 -1.489936334 -0.73295844
#> Sigma[3,3] 1.02274275 0.18379370 0.768018681 1.25010768
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00673334 0.003360069 0.00247729 0.01190925
#> Sigma[4,2] 0.07956971 0.219541104 -0.14627275 0.41366039
#> Sigma[4,3] 0.63034859 0.108126822 0.48207286 0.76430847
#> Sigma[4,4] 0.92745916 0.215485690 0.73638780 1.29394097
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92410417 0.02611174 0.882505069 0.95099769
#> lag1_var2 0.04070422 0.02777589 0.007181366 0.07741936
#> lag1_var3 0.07684738 0.04914289 0.016578595 0.14316404
#> lag1_var4 -0.06628924 0.03883468 -0.119440939 -0.01864987
#> const 1.47991198 0.23444676 1.054278597 1.69787684
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0841246 1.574123 0.08927993 4.510272
#> lag1_var2 -0.6398896 1.746443 -3.31425896 1.484872
#> lag1_var3 -2.4512045 3.031305 -7.03145132 1.298001
#> lag1_var4 1.5991945 2.386452 -1.36214333 5.178301
#> const -0.4197829 11.133766 -17.45377916 11.733720
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.614709 0.8896351 -2.965105 -0.4830805
#> lag1_var2 1.778697 0.9670374 0.707208 3.2316100
#> lag1_var3 3.934920 1.7153440 2.033801 6.5142025
#> lag1_var4 -2.218710 1.3317074 -4.207114 -0.7253327
#> const -1.176525 8.5447373 -8.445123 13.3572651
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7489765 0.4246598 -1.1756028 -0.05844914
#> lag1_var2 1.3315754 0.6088280 0.4272682 2.04104201
#> lag1_var3 2.3846007 1.2110947 0.5941500 3.84662540
#> lag1_var4 -0.9884835 0.9845449 -2.1413959 0.51739623
#> const -2.5972717 6.7168393 -9.6599479 8.29888841
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001599941 0.0004499256 0.001063547 0.002213238
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002649637 0.008909128 -0.01429664 0.01052925
#> Sigma[2,2] 2.538307906 0.918660336 1.58516926 3.93910356
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001999986 0.006771685 -0.0109701 0.007535806
#> Sigma[3,2] -1.580449982 0.757171388 -2.6975695 -0.810107000
#> Sigma[3,3] 1.240574033 0.607592132 0.7068782 2.180873339
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003855833 0.00507147 -0.01191488 0.002591404
#> Sigma[4,2] -0.076808853 0.27755748 -0.56372032 0.180408736
#> Sigma[4,3] 0.320112549 0.20279822 0.16452771 0.683946334
#> Sigma[4,4] 0.291411750 0.08053537 0.19302717 0.421097276
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968066168 0.01760364 0.9381584 0.9850839
#> lag1_var2 0.005827698 0.09621391 -0.1071640 0.1349603
#> lag1_var3 0.016108153 0.16331565 -0.1758830 0.2336172
#> lag1_var4 -0.025269666 0.15586683 -0.2358102 0.1544201
#> const 1.371404648 0.29158579 0.9851307 1.7665797
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.061573 0.7246336 -4.118730 -2.034035
#> lag1_var2 6.322723 2.7125014 3.655771 10.328549
#> lag1_var3 9.673772 4.6868074 5.065066 16.627831
#> lag1_var4 -8.550580 4.3873987 -15.103289 -4.281759
#> const 8.796274 11.5881540 -6.393622 25.669043
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.414710 0.7892569 1.374352 3.372218
#> lag1_var2 -4.439940 2.8439936 -9.438165 -2.087697
#> lag1_var3 -6.968557 4.9187599 -15.592150 -2.979085
#> lag1_var4 7.047664 4.6391262 3.239397 15.253127
#> const -4.458253 8.9012422 -16.674635 7.703573
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6239398 0.5376708 0.05626697 1.4127869
#> lag1_var2 -1.2395338 1.9373468 -4.17278849 0.9061415
#> lag1_var3 -2.1599767 3.3302027 -7.23642579 1.5202300
#> lag1_var4 2.9018093 3.1405271 -0.52566642 7.6435648
#> const 0.3671821 3.7314198 -4.30920784 5.8599395
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007243449 0.001708804 0.005644186 0.009929256
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001543121 0.008104986 -0.01229755 0.0106027
#> Sigma[2,2] 0.216746701 0.051210971 0.15098722 0.2891877
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005177379 0.008473438 -0.005804719 0.0164343
#> Sigma[3,2] -0.202740111 0.051795341 -0.268932983 -0.1239954
#> Sigma[3,3] 0.317114668 0.074125650 0.221766066 0.4272731
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004605249 0.004597453 -0.0004638084 0.01174857
#> Sigma[4,2] -0.066431266 0.040538951 -0.1231161991 -0.01518494
#> Sigma[4,3] 0.201648320 0.051023967 0.1540791076 0.28554772
#> Sigma[4,4] 0.173135823 0.034455053 0.1310184714 0.22392702
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88133624 0.07715667 0.7979088 0.9959236
#> lag1_var2 -0.01050470 0.30884596 -0.4544208 0.4261561
#> lag1_var3 -0.04752871 0.46258373 -0.7047882 0.6165162
#> lag1_var4 0.06060461 0.43324978 -0.5624845 0.6720585
#> const 1.82399582 0.74317221 0.9893519 2.8139353
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1384831 0.3190069 -0.3061799 0.4935406
#> lag1_var2 0.4710940 1.4777206 -1.7766996 2.1161379
#> lag1_var3 -0.7945246 2.2773797 -4.2892929 1.6713454
#> lag1_var4 0.7123992 2.2288989 -1.5925561 4.1630235
#> const 2.2809804 2.7421088 -2.0463754 5.6767706
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32690550 0.2846353 -0.6576513 0.1226743
#> lag1_var2 2.78718066 1.3820818 0.8236701 4.4346623
#> lag1_var3 5.08093230 2.1307090 2.0185220 7.7131051
#> lag1_var4 -3.97240721 2.0916188 -6.6544664 -0.9971284
#> const -0.07532706 2.8808653 -4.4779318 2.9373888
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2615516 0.2003176 -0.4550272 0.06732555
#> lag1_var2 2.7868909 1.1449829 1.4867808 4.63135542
#> lag1_var3 4.0707582 1.7163685 2.1318493 6.83468761
#> lag1_var4 -3.0030691 1.6791402 -5.7276251 -1.14725125
#> const 1.1073648 2.0997685 -1.8774982 3.83174397
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarGroupPriorPANEL$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] 0.003176099 0.0007573681 0.002222471 0.004041747
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008426819 0.005438228 -0.01690255 -0.002221393
#> Sigma[2,2] 0.220468737 0.040164764 0.16053386 0.266451641
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008691073 0.006990936 0.001385606 0.01947271
#> Sigma[3,2] -0.198293851 0.062286628 -0.288531424 -0.10990834
#> Sigma[3,3] 0.339475821 0.096488268 0.215321125 0.47656867
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005890041 0.005874774 -0.0003339535 0.01494681
#> Sigma[4,2] -0.121141464 0.060673269 -0.2123199941 -0.04057334
#> Sigma[4,3] 0.298486074 0.097996882 0.1889307056 0.44809580
#> Sigma[4,4] 0.290005684 0.107361516 0.1779704816 0.45234394
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98035919 0.02774835 0.93708895 1.01348927
#> lag1_var2 -0.05724170 0.06756260 -0.12978312 0.04400104
#> lag1_var3 -0.10814813 0.13909512 -0.26369242 0.09038280
#> lag1_var4 0.09466945 0.12068184 -0.07650841 0.23405958
#> const 1.19918018 0.62814712 0.34948638 2.00670137
#> exo1 -0.04353301 0.03404075 -0.08362344 0.01016792
#> exo2 -0.04520552 0.06000354 -0.14267245 0.02603562
#> exo3 -0.17743778 0.03517790 -0.22618835 -0.12860247
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44502398 0.1184503 0.2848836 0.6162275
#> lag1_var2 0.29612597 0.5325386 -0.5074957 0.8861007
#> lag1_var3 -1.34145076 1.1708460 -2.9980656 0.1693273
#> lag1_var4 1.12971577 1.0505851 -0.2540314 2.6214482
#> const 0.49842631 6.3786450 -6.8566416 10.5208412
#> exo1 -0.04614813 0.5384098 -0.8711984 0.6200373
#> exo2 0.17177290 0.6490883 -0.4069485 1.1248949
#> exo3 -0.11477444 0.6132793 -0.7109233 0.9660182
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30768231 0.1984917 -0.5952482 -0.06804626
#> lag1_var2 1.10632580 0.7229703 0.1293372 2.19541169
#> lag1_var3 3.85424034 1.5079548 1.7717345 6.13882159
#> lag1_var4 -2.58004200 1.3417878 -4.6193374 -0.72751659
#> const -4.12357721 7.4882308 -15.6297091 5.64604864
#> exo1 0.08859053 0.4819500 -0.4792494 0.88377072
#> exo2 -1.16224883 0.6105897 -2.1143952 -0.58707535
#> exo3 -0.09942451 0.5378705 -0.8861940 0.57200570
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14319583 0.1904111 -0.39444087 0.1108347
#> lag1_var2 1.00668498 0.6260841 0.07719607 1.9117489
#> lag1_var3 2.77329204 1.2831612 0.81788441 4.6256476
#> lag1_var4 -1.53395862 1.1351753 -3.17087960 0.2056790
#> const -5.69962918 5.9113588 -14.22065784 2.9890647
#> exo1 0.06130958 0.3716141 -0.43996038 0.5917569
#> exo2 -1.21499097 0.4090586 -1.85397610 -0.8019803
#> exo3 -0.13730133 0.5662465 -0.84299804 0.6745908
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008812372 0.002294765 0.006348515 0.01205587
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03985457 0.009469848 -0.05167348 -0.03037436
#> Sigma[2,2] 0.38023949 0.105748472 0.24891123 0.54450355
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01610331 0.006078561 0.009675091 0.02417541
#> Sigma[3,2] -0.12045255 0.033950625 -0.159526529 -0.06849519
#> Sigma[3,3] 0.08411082 0.015959768 0.062023219 0.10091061
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.016697851 0.002823015 -0.02168860 -0.01387892
#> Sigma[4,2] 0.198747362 0.062405645 0.13112981 0.30125451
#> Sigma[4,3] -0.008101146 0.014905209 -0.02746135 0.01275653
#> Sigma[4,4] 0.169521290 0.042390801 0.12441036 0.23798712
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00609358 0.03034210 0.95706679 1.04494736
#> lag1_var2 -0.25426185 0.09007858 -0.39823082 -0.15085504
#> lag1_var3 -0.38021992 0.12778174 -0.57475372 -0.22467962
#> lag1_var4 0.35450701 0.11444118 0.22867679 0.54074833
#> const 1.25750733 1.85953458 -1.24626479 3.76260656
#> exo1 0.02719086 0.09087006 -0.07849398 0.17183349
#> exo2 -0.05536100 0.07105219 -0.13039337 0.04329346
#> exo3 0.11106821 0.09576008 -0.01540615 0.23165598
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07217098 0.1994859 -0.33095460 0.1663508
#> lag1_var2 1.03310316 0.6532760 0.02669059 1.8282354
#> lag1_var3 0.77852962 0.7966805 -0.29518420 1.8207368
#> lag1_var4 -0.64775083 0.7522045 -1.61361527 0.3606259
#> const 0.77754843 5.3814385 -5.84919956 7.7797078
#> exo1 0.19187876 0.4566776 -0.54861655 0.7017824
#> exo2 0.48430910 0.3981660 -0.10374034 0.9424498
#> exo3 -0.37648949 0.6018025 -1.06721851 0.6136095
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23755023 0.09207814 -0.3684909 -0.1182879
#> lag1_var2 0.84178872 0.34658502 0.3604385 1.3198769
#> lag1_var3 1.85255263 0.40795341 1.3929264 2.4851029
#> lag1_var4 -0.84225815 0.37789507 -1.4253891 -0.4067421
#> const 1.99741833 3.57572536 -1.6745221 7.4528732
#> exo1 0.01864365 0.37719883 -0.3806498 0.6205208
#> exo2 -1.65068182 0.23018662 -1.9778281 -1.3144783
#> exo3 2.57810868 0.35095275 2.0676336 2.9406714
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3555812 0.1667864 -0.5900126 -0.1353307
#> lag1_var2 1.1582853 0.6642379 0.3222549 2.0152175
#> lag1_var3 1.8811643 0.8615796 0.7679646 3.0498406
#> lag1_var4 -0.7332471 0.7852898 -1.7659057 0.2727603
#> const 1.9048804 5.1592934 -5.0065235 9.1597020
#> exo1 0.2044898 0.3511962 -0.3801019 0.6170996
#> exo2 -1.5588080 0.3642802 -2.0697462 -1.1336954
#> exo3 2.7188570 0.3930351 2.2149796 3.2895827
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001707476 0.0002490822 0.001413056 0.002104215
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08214397 0.01976901 -0.1095869 -0.05796208
#> Sigma[2,2] 10.21409536 1.57089778 8.2906191 12.46869937
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03773688 0.0148675 0.01987096 0.0587882
#> Sigma[3,2] -6.07571372 0.8679111 -7.16242515 -4.9101942
#> Sigma[3,3] 5.21151245 0.6983261 4.30090649 6.2549335
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02059955 0.009399414 -0.03269048 -0.007690399
#> Sigma[4,2] 0.90038703 0.443571484 0.22883010 1.411154949
#> Sigma[4,3] 1.38677905 0.675058814 0.76821333 2.558763136
#> Sigma[4,4] 2.41018782 0.690562422 1.61341302 3.425088461
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97766410 0.01472066 0.95715563 1.000084579
#> lag1_var2 -0.01144678 0.02240116 -0.04272178 0.021104578
#> lag1_var3 -0.02439598 0.03370213 -0.07409108 0.022078820
#> lag1_var4 0.01899172 0.02778048 -0.01888902 0.059662989
#> const 0.82797611 0.64338271 -0.11119754 1.629961214
#> exo1 0.01678709 0.03485480 -0.02800837 0.070914760
#> exo2 -0.05764768 0.04202500 -0.11606474 -0.004128833
#> exo3 0.05931472 0.02644999 0.03249287 0.098170118
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.0203966 1.525148 -5.3921014 -1.36512998
#> lag1_var2 2.2577142 1.138697 0.4639729 3.50797516
#> lag1_var3 2.8522194 1.814076 -0.1115404 4.84605800
#> lag1_var4 -2.3718723 1.490373 -4.0301789 0.01172999
#> const 46.7481533 32.636696 15.3464678 94.73714217
#> exo1 -1.2345260 1.914865 -2.9764666 2.17753148
#> exo2 0.5121884 2.992373 -3.9091431 4.22567564
#> exo3 -0.6540588 1.959274 -2.6643202 2.62111310
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.6020842 0.9541883 1.3635936 3.9281456
#> lag1_var2 -1.4022179 0.6228804 -2.1891766 -0.4817813
#> lag1_var3 -1.6779805 1.0305002 -2.9670891 -0.1467707
#> lag1_var4 2.1957964 0.8500314 0.9698525 3.2466774
#> const -33.4587489 20.1135662 -58.1305690 -3.3140760
#> exo1 -0.5068972 1.7201876 -3.2479848 1.5237846
#> exo2 -1.5682271 2.1560104 -4.2120267 1.4818695
#> exo3 -0.6164893 1.3284637 -2.5809335 0.9026293
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5840030 0.4062105 0.14790365 1.18793216
#> lag1_var2 -0.3997279 0.6712356 -1.26968330 0.57323305
#> lag1_var3 -0.4781394 1.0163181 -1.83574049 1.00756582
#> lag1_var4 1.3571256 0.8870859 0.08214793 2.52740360
#> const -4.4232653 13.6634405 -23.12195267 14.90030318
#> exo1 -1.2043158 0.8340750 -2.11302028 0.05320772
#> exo2 -1.3001509 1.6243225 -2.93404475 1.30249945
#> exo3 -1.1850138 1.1588900 -2.54981242 0.47022626
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003982972 0.006259372 0.0007352727 0.01582383
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002104547 0.01004561 -0.005222606 0.02080785
#> Sigma[2,2] 0.076403013 0.01709403 0.052296534 0.09729282
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01062729 0.009617651 0.003342864 0.02825724
#> Sigma[3,2] -0.06450323 0.037654370 -0.117038373 -0.01070712
#> Sigma[3,3] 0.21040044 0.065699368 0.136301986 0.29774320
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.012491056 0.01696442 0.00208629 0.04466788
#> Sigma[4,2] -0.005521719 0.03679238 -0.04894369 0.05678950
#> Sigma[4,3] 0.163903499 0.05466798 0.09361833 0.22417682
#> Sigma[4,4] 0.163053271 0.06047040 0.08330934 0.23638923
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977896354 0.09619015 0.85139731 1.0972923
#> lag1_var2 0.005905332 0.43217114 -0.46338937 0.6791349
#> lag1_var3 -0.018089553 0.52691110 -0.60737144 0.7997598
#> lag1_var4 0.009680350 0.49990671 -0.78029015 0.5570822
#> const 1.215822438 0.64589102 0.42182242 2.2704650
#> exo1 -0.005878197 0.02737521 -0.04953232 0.0247882
#> exo2 -0.070901964 0.06424980 -0.14677114 0.0163761
#> exo3 0.037606568 0.10229317 -0.03657355 0.1933183
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1276466 0.2009114 -0.10003701 0.40356103
#> lag1_var2 0.9186439 0.7202620 -0.02309296 2.03219498
#> lag1_var3 0.3204921 0.8680277 -0.86701633 1.60879014
#> lag1_var4 -0.3836652 0.8651418 -1.66774700 0.78883440
#> const 2.2363282 4.1409754 -4.72939442 6.78110441
#> exo1 0.0729657 0.2696140 -0.23294656 0.47299657
#> exo2 1.8874107 0.2196950 1.70843430 2.21917114
#> exo3 -0.4062815 0.2305003 -0.67563938 -0.08543259
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2760388 0.4044004 -0.3975595 0.73964451
#> lag1_var2 -0.1693762 1.2143001 -1.7870920 1.25999368
#> lag1_var3 0.4459479 1.5123959 -1.5732793 2.19858355
#> lag1_var4 0.4941718 1.4519143 -1.2687334 2.41969594
#> const -3.0440480 6.1194531 -12.9542432 4.01263175
#> exo1 -0.4655235 0.4094879 -1.1757002 -0.08759964
#> exo2 -2.3965724 0.4375619 -3.0506508 -1.93813688
#> exo3 -1.1948202 0.5927956 -2.0377892 -0.46628830
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37591318 0.4110267 -0.2821296 0.7821106
#> lag1_var2 0.08667882 1.3026793 -1.4149715 1.9934723
#> lag1_var3 0.10654619 1.5841280 -1.7655105 2.3078534
#> lag1_var4 0.79373377 1.5014411 -1.2305384 2.5553744
#> const -2.03756603 4.4272023 -8.5988089 2.5896000
#> exo1 -0.41880353 0.2632352 -0.8241146 -0.1504034
#> exo2 -0.93436462 0.4819478 -1.6365638 -0.4762331
#> exo3 -1.55949774 0.4991930 -2.2447188 -0.9085549
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001958941 0.0004209451 0.001465552 0.002634271
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05379425 0.02109045 -0.08276526 -0.03187358
#> Sigma[2,2] 3.13352800 1.23471457 1.79370620 4.89712237
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0380911 0.01539358 0.02170759 0.06171452
#> Sigma[3,2] -2.1163432 0.82458414 -3.48465358 -1.29997967
#> Sigma[3,3] 1.7042908 0.59111846 1.14517589 2.73553984
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006438936 0.005720286 -0.001659444 0.01356203
#> Sigma[4,2] -0.237137133 0.233059078 -0.562832854 0.12832240
#> Sigma[4,3] 0.466287459 0.148589534 0.260015576 0.68504768
#> Sigma[4,4] 0.359889989 0.063290109 0.285899100 0.45294145
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86929694 0.04660817 0.79984263 0.92412708
#> lag1_var2 0.20182084 0.08671703 0.10873678 0.33572777
#> lag1_var3 0.33503112 0.14295214 0.17918233 0.55541506
#> lag1_var4 -0.30991994 0.12809710 -0.50838023 -0.16702843
#> const 2.03386760 0.54574306 1.27116387 2.74574206
#> exo1 0.01496032 0.03140578 -0.02412020 0.06105875
#> exo2 -0.14585488 0.02673901 -0.18807642 -0.11300760
#> exo3 0.02163935 0.03438773 -0.03092914 0.05790480
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7083782 1.373157 -2.560571 1.252474
#> lag1_var2 -0.8091915 3.347445 -6.052798 2.580800
#> lag1_var3 -2.5584275 5.454214 -11.015087 3.009785
#> lag1_var4 2.7966073 4.896387 -2.190112 10.481201
#> const 7.2566726 17.333505 -22.688229 23.340013
#> exo1 -0.7575599 1.222898 -2.679231 0.642681
#> exo2 2.8349607 1.190857 1.306546 4.302767
#> exo3 -0.2318551 1.833943 -2.655954 2.095013
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03218184 0.8587778 -1.4980114 0.8217354
#> lag1_var2 2.93006199 2.0950216 0.9517780 6.2058609
#> lag1_var3 5.54343464 3.3934945 2.2696903 10.8746606
#> lag1_var4 -4.55954414 3.0425284 -9.2616346 -1.6110883
#> const 0.24472831 15.3158752 -11.9446659 24.2781178
#> exo1 -0.24459126 0.9488376 -1.4064705 1.1227932
#> exo2 -5.77746973 0.9776725 -7.2008240 -4.4775594
#> exo3 2.81433941 1.5157275 0.6694542 4.7249096
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5657461 0.3997634 -1.012462 0.02129891
#> lag1_var2 2.2944716 0.8931760 1.166080 3.43487913
#> lag1_var3 3.7491106 1.4864729 1.881946 5.70334795
#> lag1_var4 -2.5690819 1.3286038 -4.305262 -0.89699560
#> const 4.3083849 8.6973773 -4.232314 19.58020429
#> exo1 -0.7627961 0.3359590 -1.234240 -0.38205729
#> exo2 -4.5715226 0.6279865 -5.644642 -3.94797721
#> exo3 2.9922325 0.5542660 2.089311 3.57378064
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0094751 0.003247613 0.006094486 0.01468763
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01956846 0.01679347 -0.04171607 0.004293277
#> Sigma[2,2] 1.25021958 0.36838096 0.83658482 1.850981207
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004946789 0.007317241 -0.01545157 0.004749384
#> Sigma[3,2] -0.647682738 0.229144835 -1.00180828 -0.406102778
#> Sigma[3,3] 0.607327378 0.163294395 0.42239382 0.845058380
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01886491 0.007083382 -0.02723921 -0.009450261
#> Sigma[4,2] 0.14982178 0.104504612 0.04042512 0.312496609
#> Sigma[4,3] 0.24066148 0.078257861 0.12354399 0.340399638
#> Sigma[4,4] 0.39189317 0.050614057 0.31807190 0.456066270
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.031903881 0.07145654 0.9630795 1.13405360
#> lag1_var2 -0.339817704 0.18800070 -0.5915030 -0.07866644
#> lag1_var3 -0.548399587 0.29633757 -0.9438477 -0.13622007
#> lag1_var4 0.498994962 0.28013905 0.1133362 0.87264617
#> const 2.407525900 1.03663126 1.2046103 3.98055823
#> exo1 -0.020007305 0.11387275 -0.1869993 0.11743171
#> exo2 0.018840778 0.11434088 -0.1461877 0.15892786
#> exo3 0.003912908 0.10582241 -0.1289633 0.16531199
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.107109 0.4154067 -1.629668 -0.48441227
#> lag1_var2 4.836370 1.8888897 2.013814 6.89965591
#> lag1_var3 6.194841 3.0324673 1.645037 9.52125233
#> lag1_var4 -5.818734 2.8688262 -8.995428 -1.52529113
#> const 1.795927 8.9250362 -10.618149 11.91915272
#> exo1 5.510123 0.8626927 4.747798 6.92172087
#> exo2 -1.924624 1.5311306 -4.391254 -0.07648644
#> exo3 -2.196072 1.2089197 -3.694968 -0.39280365
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5285277 0.3066284 -1.01848970 -0.2103637
#> lag1_var2 2.2301014 1.5061092 0.55299185 4.5119669
#> lag1_var3 4.4869158 2.4036896 1.82760252 8.1476724
#> lag1_var4 -3.5119218 2.2488482 -6.89202098 -0.9947821
#> const 12.0118496 7.7693630 -0.01540276 20.9584921
#> exo1 -3.0297108 0.6182522 -3.95713280 -2.2158731
#> exo2 0.6305121 1.2065556 -1.22590055 2.1916230
#> exo3 1.8029265 0.9500028 0.75276135 3.1579661
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4607492 0.3473510 -1.8945508 -0.9992601
#> lag1_var2 5.5578685 1.1645609 4.0851850 7.1670719
#> lag1_var3 8.8420564 1.8440862 6.4908711 11.4221884
#> lag1_var4 -7.5702050 1.7349348 -9.9787344 -5.3187265
#> const 14.5050074 7.1680024 7.6487345 26.8045732
#> exo1 0.3818023 0.5997166 -0.2793675 1.2724606
#> exo2 -0.5924299 0.8545855 -1.8676707 0.5035697
#> exo3 0.5454282 0.6972845 -0.5503168 1.2814195
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001488231 3.634223e-05 0.0001007534 0.0001973973
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004651308 0.001618989 -0.006437413 -0.002236698
#> Sigma[2,2] 0.348146746 0.090607803 0.230695894 0.476436573
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003768136 0.001559461 0.001535488 0.005728155
#> Sigma[3,2] -0.324644684 0.092465611 -0.446641686 -0.206804603
#> Sigma[3,3] 0.360639835 0.103184377 0.232026448 0.495557852
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008456407 0.0006209805 0.0001081606 0.001782157
#> Sigma[4,2] -0.1083687457 0.0429047386 -0.1623395651 -0.053830536
#> Sigma[4,3] 0.1620086053 0.0507251564 0.1037091480 0.232961017
#> Sigma[4,4] 0.0980837982 0.0258264276 0.0716184634 0.138540971
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975606918 0.011146755 0.95782317 0.987372662
#> lag1_var2 -0.122765266 0.026537100 -0.16087323 -0.089135833
#> lag1_var3 -0.192921616 0.043645760 -0.25627212 -0.137981142
#> lag1_var4 0.185061910 0.043129684 0.13147706 0.246176827
#> const 1.205273996 0.221063115 0.95082754 1.548703030
#> exo1 -0.002597562 0.010341520 -0.01813922 0.006905373
#> exo2 -0.046832026 0.012314975 -0.06563854 -0.035472120
#> exo3 0.019839152 0.008537113 0.01115742 0.031961973
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.74479070 0.7256869 -1.4586991 0.4490187
#> lag1_var2 2.54620268 1.5800063 0.1086884 4.2282031
#> lag1_var3 2.62980668 2.5960831 -1.4120689 5.3566271
#> lag1_var4 -2.39501546 2.4535440 -5.1000065 1.4637715
#> const 6.15386924 7.0111779 -3.2452891 16.5299624
#> exo1 -0.01953223 0.4969667 -0.6883014 0.6012268
#> exo2 1.57255085 0.3258697 1.1702897 1.9984272
#> exo3 -0.97664118 0.6033172 -1.9827350 -0.3715276
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0623667 0.6543528 -0.05039077 1.6359411
#> lag1_var2 -1.5837484 1.9304195 -3.91755885 1.2433013
#> lag1_var3 -1.5820654 3.1310436 -5.36090411 3.0727633
#> lag1_var4 2.2229174 3.0050300 -2.21644922 6.0256032
#> const -6.4690285 7.3170164 -17.03105778 2.3737140
#> exo1 0.2076258 0.4594707 -0.36750403 0.7723619
#> exo2 -2.0802466 0.4238852 -2.68592459 -1.5970952
#> exo3 1.4976711 0.5081294 0.88462357 2.2386970
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6157562 0.3192219 0.2362742 1.0686685
#> lag1_var2 -0.3706609 1.1657172 -2.0271825 1.1739840
#> lag1_var3 -0.5361227 1.8737365 -3.1649163 1.9671693
#> lag1_var4 1.3275659 1.8014460 -1.0240427 3.8776823
#> const -3.3173386 3.3374569 -7.5598623 1.1216870
#> exo1 0.1961028 0.2066747 -0.1234616 0.4109086
#> exo2 -1.1121878 0.2758350 -1.4989112 -0.7799113
#> exo3 0.9162494 0.1921109 0.6287413 1.1468920
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001850639 3.574505e-05 0.0001341026 0.0002328519
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00210206 0.0009467035 -0.003612646 -0.0009873385
#> Sigma[2,2] 0.23635028 0.0387932740 0.179424787 0.2824300853
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001697377 0.001914929 -0.0002068268 0.004692051
#> Sigma[3,2] -0.197918134 0.062884083 -0.2896706695 -0.115289425
#> Sigma[3,3] 0.321732685 0.083064847 0.2193444567 0.452997309
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000442136 0.001543929 -0.0008971344 0.002893656
#> Sigma[4,2] -0.060648824 0.044590351 -0.1298339942 -0.008856661
#> Sigma[4,3] 0.215632628 0.056008094 0.1505047043 0.298221426
#> Sigma[4,4] 0.189846116 0.044460648 0.1330961584 0.259925768
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.953935885 0.01683982 0.930079260 0.974425232
#> lag1_var2 -0.042838650 0.04459648 -0.096758510 0.012215345
#> lag1_var3 -0.097780600 0.07234776 -0.186531513 -0.009220386
#> lag1_var4 0.091877166 0.06716075 0.009842755 0.176217391
#> const 1.513454758 0.21350699 1.238350556 1.796796389
#> exo1 0.005400902 0.01397366 -0.015625462 0.020536904
#> exo2 -0.068356799 0.01122587 -0.083388875 -0.051459026
#> exo3 0.031870111 0.01257482 0.012011946 0.046450444
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3037329 0.3974177 -0.6890997 0.40404248
#> lag1_var2 1.2152466 1.3536363 -0.4893980 2.94829368
#> lag1_var3 1.3866682 2.2506489 -1.3668587 4.20159532
#> lag1_var4 -1.2239978 2.1258136 -3.9199506 1.40569550
#> const 1.4621781 5.2054674 -6.3889809 7.10053926
#> exo1 -0.7373210 0.5995199 -1.5797460 -0.08386743
#> exo2 0.1375850 0.5607367 -0.6422089 0.86693164
#> exo3 1.4620543 0.3388438 0.9652145 1.90393769
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9910008 0.4390182 0.4819084 1.6417274
#> lag1_var2 -1.1851886 1.6529645 -2.9568775 1.5270153
#> lag1_var3 -1.6553407 2.6519651 -4.5611900 2.6693586
#> lag1_var4 2.2535161 2.5728490 -1.9616617 5.0554060
#> const -4.3230645 7.7497444 -15.0597455 5.0217590
#> exo1 0.3694916 0.4841101 -0.2754379 0.9490794
#> exo2 -0.3837812 0.6673150 -1.4744089 0.3642949
#> exo3 -0.6884356 0.5715310 -1.4561028 0.1174347
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84646428 0.3957771 0.3632159 1.3456202
#> lag1_var2 -0.90790410 1.2706131 -2.1431077 0.8937757
#> lag1_var3 -1.58888495 2.0938150 -3.5679001 1.3164543
#> lag1_var4 2.28354973 1.9936540 -0.5275827 4.1762671
#> const -4.42149370 6.0618281 -12.7959842 1.6146295
#> exo1 -0.07265468 0.2418659 -0.3452569 0.3051905
#> exo2 -0.30291826 0.4586858 -1.0076014 0.1657455
#> exo3 0.20422155 0.5507563 -0.4848161 1.0786287
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005186838 0.001938553 0.003826427 0.008598675
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001689145 0.006646666 -0.006835211 0.01105101
#> Sigma[2,2] 0.169820035 0.046995304 0.127080764 0.24050150
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04028841 0.01736185 -0.06997873 -0.02370372
#> Sigma[3,2] -0.06283184 0.08671214 -0.20542985 0.02093726
#> Sigma[3,3] 0.60868123 0.18226869 0.41716266 0.91154391
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03982967 0.01514725 -0.06455837 -0.0222720
#> Sigma[4,2] 0.07233421 0.08068739 -0.04228809 0.1662048
#> Sigma[4,3] 0.58975405 0.15248950 0.40902261 0.8376429
#> Sigma[4,4] 0.68279733 0.15167193 0.53186366 0.9219094
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.925073429 0.03213522 0.8790303722 0.96596295
#> lag1_var2 0.145932087 0.13854677 0.0002709114 0.33282164
#> lag1_var3 0.149457314 0.19259980 -0.0511175027 0.41132794
#> lag1_var4 -0.155959811 0.18079653 -0.3982410430 0.03350780
#> const 2.001878271 0.89263916 0.6396495955 2.99140260
#> exo1 0.012563638 0.08724909 -0.0913614481 0.12388967
#> exo2 -0.073138679 0.06684182 -0.1566609495 0.03093750
#> exo3 0.008094396 0.05899233 -0.0724061660 0.08815522
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05661418 0.2174186 -0.2333791 0.3741665
#> lag1_var2 -0.45371277 0.4285952 -0.9797301 0.1970234
#> lag1_var3 -1.56317736 0.5997122 -2.3196002 -0.6595890
#> lag1_var4 1.57529238 0.5818489 0.7050909 2.3187438
#> const 0.23402246 4.7417040 -7.2987586 5.6322253
#> exo1 0.25934514 0.5508064 -0.5394833 0.9382258
#> exo2 1.89148644 0.3677936 1.3434817 2.3312003
#> exo3 -0.60413140 0.3633615 -1.2314917 -0.1919696
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26189775 0.3543543 -0.1534284 0.7785931
#> lag1_var2 -1.01373784 1.1440914 -2.6415485 0.5915518
#> lag1_var3 0.03687071 1.5636761 -2.1814792 2.2079247
#> lag1_var4 0.92346203 1.4810460 -1.1226436 3.0305432
#> const -1.53917594 7.2966979 -11.6798064 8.1409971
#> exo1 -0.26116754 0.8280203 -1.4986498 0.7125823
#> exo2 0.20953393 0.9054263 -1.2219264 1.3089860
#> exo3 -1.71451490 0.8345532 -2.8108579 -0.5708432
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33061233 0.3205854 -0.07478249 0.8618822
#> lag1_var2 -2.07170293 1.1310175 -3.37122590 -0.4600538
#> lag1_var3 -2.04339494 1.5623779 -3.80307938 0.1501537
#> lag1_var4 3.02518287 1.4755636 0.96589534 4.7133783
#> const -2.64536474 6.9313882 -10.96396712 7.0698251
#> exo1 -0.01407374 0.8851146 -1.17617341 1.2351888
#> exo2 1.52564668 0.8263944 0.33383131 2.5311943
#> exo3 -2.25858594 0.7886687 -3.16521588 -1.1572336
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007516572 0.0001393176 0.0006204035 0.0009679158
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007306126 0.0007594534 -0.0002931083 0.001791629
#> Sigma[2,2] 0.0212284220 0.0057370222 0.0147745411 0.030210474
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003044323 0.001854469 -0.005702437 -0.0007913753
#> Sigma[3,2] -0.039299666 0.014379687 -0.060302691 -0.0206173691
#> Sigma[3,3] 0.133180768 0.042486287 0.071802183 0.1933757380
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002501954 0.001509171 -0.004517177 -0.0005017567
#> Sigma[4,2] -0.023465906 0.010736130 -0.038185314 -0.0089026938
#> Sigma[4,3] 0.105188714 0.033202043 0.057090111 0.1502142914
#> Sigma[4,4] 0.089067611 0.027213702 0.051213099 0.1268884527
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96591312 0.02074831 0.93733959 0.99160328
#> lag1_var2 -0.03697604 0.09109008 -0.13007977 0.10998836
#> lag1_var3 -0.04353359 0.12121327 -0.17123764 0.15147022
#> lag1_var4 0.03527972 0.11682960 -0.15215256 0.15777127
#> const 1.42519893 0.23594887 1.07281368 1.69013098
#> exo1 -0.00269799 0.03420544 -0.05436951 0.03287294
#> exo2 -0.02030894 0.02672370 -0.05077008 0.02260626
#> exo3 0.01421838 0.03184941 -0.02972400 0.05784112
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.001714476 0.1775320 -0.28583504 0.1702568
#> lag1_var2 0.253164275 0.5183545 -0.28210792 1.1345078
#> lag1_var3 -0.872856346 0.7154768 -1.59954018 0.3491816
#> lag1_var4 0.867970350 0.6915914 -0.31449485 1.5653265
#> const 0.437658727 2.3852094 -1.71242928 4.1127698
#> exo1 -0.444158678 0.1122666 -0.58390264 -0.2757490
#> exo2 0.030863073 0.1127156 -0.15001657 0.1522604
#> exo3 0.123088498 0.1210232 -0.01175164 0.3051092
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26987914 0.5042598 -0.41129546 0.9212545
#> lag1_var2 -0.07616844 1.5981744 -2.10291284 1.7922930
#> lag1_var3 1.14763633 2.1993468 -1.69113974 3.7730391
#> lag1_var4 -0.20973810 2.1206020 -2.71533181 2.5218048
#> const -0.61009530 5.8681456 -9.36242696 6.9198252
#> exo1 0.54196240 0.2612041 0.26641045 0.9727653
#> exo2 -1.22039819 0.3295162 -1.61161202 -0.7293435
#> exo3 0.23837354 0.2150099 -0.07584333 0.5165890
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2608693 0.4046132 -0.28922936 0.7215470
#> lag1_var2 -0.3543925 1.3021696 -1.75720802 1.2183885
#> lag1_var3 -0.1353837 1.7899977 -2.10708276 2.0522171
#> lag1_var4 1.0801474 1.7243821 -1.00911948 2.9722933
#> const -0.9309031 4.6020308 -7.36307369 5.0991154
#> exo1 0.2053410 0.2046599 -0.02944953 0.5366099
#> exo2 -1.2196649 0.2988027 -1.54125050 -0.8213869
#> exo3 0.3389910 0.1703518 0.12979877 0.5710381
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002280583 4.292652e-05 0.0001623237 0.0002756064
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004318121 0.002506629 -0.007130126 -0.0005912186
#> Sigma[2,2] 0.526899759 0.162924759 0.305072058 0.7584851782
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004848354 0.001550123 0.002890067 0.006874783
#> Sigma[3,2] -0.271606399 0.103502007 -0.433657923 -0.156865635
#> Sigma[3,3] 0.334692704 0.066652046 0.230793707 0.401929468
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002739955 0.0008721128 0.001498467 0.003841203
#> Sigma[4,2] 0.002973081 0.0480978406 -0.070279925 0.065275691
#> Sigma[4,3] 0.209128321 0.0600120919 0.119836856 0.279777495
#> Sigma[4,4] 0.228288141 0.0652872852 0.136856998 0.305985489
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94445529 0.015304054 0.92582665 0.964042127
#> lag1_var2 -0.02454062 0.041113239 -0.08063139 0.027313132
#> lag1_var3 -0.05056370 0.081682826 -0.16283420 0.051454472
#> lag1_var4 0.05139549 0.075215534 -0.04288553 0.154628479
#> const 1.44480262 0.215092270 1.12359900 1.743897664
#> exo1 -0.01240175 0.011627048 -0.02859554 0.003570444
#> exo2 -0.06128657 0.009698808 -0.07445477 -0.048529493
#> exo3 0.04079988 0.019823669 0.02280876 0.076203137
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4714718 0.5828949 -0.3401642 1.2947635
#> lag1_var2 0.8567556 1.6430428 -1.1683819 3.1768029
#> lag1_var3 0.2148973 3.1077803 -3.7506758 4.5758926
#> lag1_var4 -0.3918486 2.9073639 -4.5052949 3.3366967
#> const -1.4372841 8.9691357 -16.0498028 8.3125928
#> exo1 -0.4105071 0.6906602 -1.4012079 0.4550683
#> exo2 -0.1144765 0.6651161 -0.9910282 0.7529478
#> exo3 0.7224193 0.9095219 -0.3877078 2.0683515
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05302284 0.3071232 -0.36208029 0.48104724
#> lag1_var2 0.35686607 0.9471189 -0.93084226 1.71185344
#> lag1_var3 1.40186505 1.8313336 -1.10713835 3.96247020
#> lag1_var4 -0.38311284 1.7261015 -2.79738072 2.00716925
#> const -3.32629583 7.7568881 -10.32737750 9.24739583
#> exo1 0.34999485 0.3240051 -0.05141588 0.77093989
#> exo2 -0.44214411 0.3235731 -0.81486832 0.04359259
#> exo3 0.20754530 0.7430938 -0.83585632 1.14248589
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3088768 0.3485663 -0.12030864 0.7858846
#> lag1_var2 0.4463425 0.9305272 -0.79761567 1.7123375
#> lag1_var3 0.8190051 1.7998456 -1.54258275 3.3466375
#> lag1_var4 0.1234461 1.6653244 -2.20120611 2.2955728
#> const -5.2032149 6.9081460 -12.79401072 4.8327340
#> exo1 0.1450251 0.3693940 -0.36827143 0.6262039
#> exo2 -0.5168916 0.4271623 -0.80836673 0.1701094
#> exo3 0.6396239 0.4970913 -0.05556562 1.2952115
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004128661 0.0001441405 0.0002691948 0.0006383214
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001111244 0.00156635 -0.003272956 0.001075955
#> Sigma[2,2] 0.108638222 0.03197605 0.063478670 0.147415059
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001261024 0.001467598 -0.0005654528 0.003421468
#> Sigma[3,2] -0.090593274 0.029234583 -0.1271352841 -0.052355351
#> Sigma[3,3] 0.091322437 0.029543503 0.0519019236 0.134471920
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000455475 0.0004871698 -0.0001421918 0.001123445
#> Sigma[4,2] -0.012602125 0.0099001549 -0.0288574826 -0.002858393
#> Sigma[4,3] 0.026460629 0.0114514777 0.0127346579 0.044432365
#> Sigma[4,4] 0.017613198 0.0051585373 0.0107613497 0.024428872
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983782760 0.01135358 0.966401210 0.99913447
#> lag1_var2 -0.258065113 0.07892780 -0.374572657 -0.15437530
#> lag1_var3 -0.376247800 0.11123990 -0.538260212 -0.22485393
#> lag1_var4 0.373673700 0.10930388 0.225655775 0.53121611
#> const 0.580077365 0.26865434 0.161679274 0.92123771
#> exo1 0.007022584 0.01484956 -0.012679211 0.02862845
#> exo2 -0.004551856 0.02630537 -0.041796688 0.02334928
#> exo3 0.024727236 0.01769354 0.001539555 0.05057028
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1698555 0.2170272 -0.01771929 0.5404182
#> lag1_var2 0.4189483 0.6232606 -0.42343933 1.1957009
#> lag1_var3 -0.3628743 0.8062401 -1.45560985 0.5723061
#> lag1_var4 0.3223427 0.7757851 -0.56591938 1.3613553
#> const -0.4885808 2.8523488 -4.47536100 3.1729760
#> exo1 -0.2130987 0.2786548 -0.66144246 0.1178500
#> exo2 0.2991185 0.2260034 -0.08315130 0.5159700
#> exo3 0.1789208 0.2638938 -0.06610750 0.5952658
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2007358 0.1583213 -0.05178043 0.3797743
#> lag1_var2 0.0148725 0.7204340 -0.80700652 1.0525757
#> lag1_var3 0.3715033 0.9338268 -0.76754622 1.6791894
#> lag1_var4 0.5750697 0.8949927 -0.66698723 1.6424796
#> const -1.2450231 2.4034852 -4.38424743 2.3370248
#> exo1 0.1179716 0.2962264 -0.28241463 0.5236757
#> exo2 -0.6248698 0.2691753 -0.92420129 -0.2355667
#> exo3 0.8039999 0.3204444 0.27307674 1.0865397
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32816352 0.04445259 0.2643792 0.3904852
#> lag1_var2 -0.08075599 0.36485343 -0.5251062 0.5121526
#> lag1_var3 -0.44779873 0.52438074 -1.1128363 0.3759403
#> lag1_var4 1.37120782 0.50971535 0.5661367 2.0073339
#> const -2.15052401 0.98370793 -3.4391697 -0.7199607
#> exo1 -0.03623583 0.15873207 -0.2483326 0.1624283
#> exo2 -0.41170039 0.12269547 -0.5663508 -0.2368445
#> exo3 0.95935725 0.16684615 0.6629962 1.1049603
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002450768 0.005507356 0.0005488336 0.01037453
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004514623 0.007438462 0.001130204 0.01578863
#> Sigma[2,2] 0.051724840 0.014100129 0.035642063 0.07303934
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01115090 0.03281405 -0.05848031 0.0005390359
#> Sigma[3,2] -0.03696569 0.05019879 -0.11402355 -0.0056782393
#> Sigma[3,3] 0.10762335 0.20205674 0.03487617 0.3987274175
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007706842 0.02764135 -0.04763839 0.002328357
#> Sigma[4,2] 0.005030539 0.04210468 -0.05834614 0.033979209
#> Sigma[4,3] 0.080189391 0.16745316 0.02042067 0.323693541
#> Sigma[4,4] 0.086983420 0.13902716 0.02944196 0.298115520
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965808516 0.01487402 0.94740592 0.9887902545
#> lag1_var2 -0.084737704 0.08857628 -0.21567529 0.0217359822
#> lag1_var3 -0.121856162 0.10683856 -0.26810621 0.0136953011
#> lag1_var4 0.117399930 0.10224581 -0.01167629 0.2575013812
#> const 1.145340001 0.53956277 0.28285115 1.7399600240
#> exo1 -0.004232372 0.03416099 -0.03376524 0.0503303691
#> exo2 -0.022595673 0.01705459 -0.04597132 0.0008517401
#> exo3 0.020982010 0.02756866 -0.01573725 0.0575749379
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25978501 0.1576403 0.0761622 0.49052873
#> lag1_var2 -0.87023813 0.5872114 -1.6333622 -0.00980317
#> lag1_var3 -2.15727715 0.6496888 -3.0581427 -1.27043946
#> lag1_var4 2.13282309 0.6290109 1.2896702 3.01846610
#> const -3.35943320 2.3350422 -6.8303937 -0.08461340
#> exo1 -0.01145358 0.2072274 -0.2728749 0.31196742
#> exo2 0.15118322 0.3329884 -0.3811554 0.42980713
#> exo3 0.16469208 0.1989238 -0.1175672 0.39645427
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3184934 0.1091396 -0.46373686 -0.1680255
#> lag1_var2 0.2215067 0.4089483 -0.38051444 0.6437191
#> lag1_var3 0.8545317 0.5260019 0.02939963 1.3596131
#> lag1_var4 0.2052219 0.5099652 -0.28952909 1.0032084
#> const 0.9284674 3.1263531 -2.71950681 5.6922969
#> exo1 0.1033116 0.1629238 -0.15099089 0.3227902
#> exo2 -1.9543762 0.2627094 -2.31278514 -1.5897521
#> exo3 -0.4340454 0.1383300 -0.63527738 -0.2499769
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1211377 0.0854111 -0.2281414 0.002655356
#> lag1_var2 -1.0154672 0.7278448 -2.2339118 -0.222995129
#> lag1_var3 -1.5559728 0.8743343 -3.0286047 -0.612855834
#> lag1_var4 2.6086129 0.8435686 1.7091986 4.031234501
#> const -2.5551050 2.1298393 -5.4920050 0.299294809
#> exo1 0.1017751 0.1119486 -0.0701265 0.248911814
#> exo2 -1.9354465 0.1877913 -2.2136775 -1.711798128
#> exo3 -0.3435539 0.1987394 -0.5636474 -0.043077353
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001227467 2.773381e-05 8.904177e-05 0.0001576396
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004185594 0.00076778 -0.0006806093 0.001315511
#> Sigma[2,2] 0.1569756034 0.03180632 0.1237566625 0.205871337
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002669396 0.00103115 -0.001742324 0.00127630
#> Sigma[3,2] -0.0957097972 0.05396508 -0.170231465 -0.03101824
#> Sigma[3,3] 0.3274372416 0.08874364 0.230243530 0.46320727
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.633616e-05 0.001081785 -0.001334702 0.001684189
#> Sigma[4,2] -3.440084e-03 0.049047281 -0.063925770 0.068490897
#> Sigma[4,3] 2.839578e-01 0.074532197 0.200141815 0.400652021
#> Sigma[4,4] 2.953472e-01 0.068706807 0.215346754 0.394417963
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0056084768 0.004699116 1.000346553 1.01284053
#> lag1_var2 -0.1871210917 0.046815562 -0.243558487 -0.12751811
#> lag1_var3 -0.3323893659 0.078301512 -0.428554467 -0.23245901
#> lag1_var4 0.3140064477 0.075667631 0.217688858 0.40777508
#> const 0.9574241979 0.146443401 0.753623859 1.15545123
#> exo1 -0.0001327071 0.011503660 -0.012720382 0.01599775
#> exo2 -0.0288770884 0.009526820 -0.040366522 -0.01343684
#> exo3 0.0028142072 0.006498437 -0.006130854 0.01072669
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26003394 0.3368700 -0.23446049 0.65378390
#> lag1_var2 1.67572087 1.3015982 0.35954682 3.72966635
#> lag1_var3 1.67790175 2.0912711 -0.33466984 5.08455844
#> lag1_var4 -1.77244275 1.9883233 -5.04396663 0.08509904
#> const -0.03110562 3.9651935 -4.86444528 5.68756201
#> exo1 0.54558865 0.4307507 0.05904959 1.19019497
#> exo2 1.23738457 0.4967760 0.63114703 1.94267115
#> exo3 0.57852652 0.4999263 -0.10696235 1.17967802
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1351159 0.2953663 -0.2539222 0.50787842
#> lag1_var2 0.2486753 0.8563315 -1.1529359 1.13666059
#> lag1_var3 1.2305280 1.4855813 -1.1961703 2.56092066
#> lag1_var4 -0.3022965 1.4437695 -1.5559030 2.04882510
#> const 0.3970646 4.4458860 -6.3105736 5.65826200
#> exo1 -0.3851328 0.4723296 -0.9965343 0.22294392
#> exo2 -0.7008177 0.6015904 -1.5247705 0.07537502
#> exo3 0.6326598 0.5954297 -0.1779892 1.48815791
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29609326 0.2842240 -0.09482718 0.6520342
#> lag1_var2 0.89567120 0.7413786 0.14771882 2.0040244
#> lag1_var3 1.64780476 1.2151987 0.30490520 3.2917775
#> lag1_var4 -0.76718931 1.1825703 -2.36909953 0.5771181
#> const -0.28525221 4.4590914 -7.23680497 4.3822456
#> exo1 -0.06733385 0.5428430 -0.88927442 0.4837304
#> exo2 0.04422571 0.5012824 -0.65743981 0.6472788
#> exo3 1.04177874 0.4359022 0.50195494 1.6129069
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001781738 0.0003921259 0.001256389 0.002342975
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03215138 0.01347677 -0.05383483 -0.0179561
#> Sigma[2,2] 3.34409294 0.62776626 2.56438923 4.3204922
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01972002 0.009866457 0.006239323 0.0331519
#> Sigma[3,2] -1.97370266 0.398735783 -2.636001924 -1.4690050
#> Sigma[3,3] 1.62348475 0.252748194 1.299938009 1.9539196
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003215239 0.00541794 -0.003422547 0.01105352
#> Sigma[4,2] -0.244447254 0.20945570 -0.458750395 0.08463402
#> Sigma[4,3] 0.640841179 0.14468149 0.448101721 0.83642749
#> Sigma[4,4] 0.558174640 0.13570824 0.402827456 0.74751873
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.937406698 0.04226316 0.907300563 1.010230180
#> lag1_var2 -0.041139992 0.03507659 -0.085929024 0.007967948
#> lag1_var3 -0.081198847 0.06391409 -0.156698345 0.010818294
#> lag1_var4 0.083620475 0.05427663 0.004777422 0.149023497
#> const 1.415164709 0.82951279 0.027009189 1.973604236
#> exo1 -0.002228781 0.02879512 -0.050907851 0.027280980
#> exo2 -0.079082642 0.04713160 -0.127745632 -0.009852693
#> exo3 0.038575717 0.04871816 -0.024336872 0.108259376
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7764428 1.648866 -3.1515337 1.6029476
#> lag1_var2 2.6211662 1.861212 0.9492412 5.9101012
#> lag1_var3 3.5748466 3.574647 0.3312470 9.8805653
#> lag1_var4 -3.4860241 3.115982 -9.0117925 -0.5659514
#> const 16.4928119 30.000700 -21.8103252 64.6369290
#> exo1 -0.9022017 1.162792 -2.6793297 0.5774760
#> exo2 0.5010033 2.578388 -2.8562417 3.7871511
#> exo3 -0.3253330 1.741352 -2.7465769 2.3556967
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3194332 1.2062743 -0.07467214 3.0989587
#> lag1_var2 -1.4960818 1.8810546 -4.88288535 0.1995835
#> lag1_var3 -1.9319008 3.6002443 -8.42660545 1.2836593
#> lag1_var4 2.5601973 3.1558730 -0.29933457 8.2406687
#> const -12.6402738 15.7219583 -31.27219750 12.0851826
#> exo1 1.2761389 0.7414472 0.54299433 2.3726031
#> exo2 -1.0830486 1.5809697 -3.13770185 1.2073090
#> exo3 -0.1787002 1.0499092 -1.81381352 1.0102973
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0165140 0.7386451 0.08612191 2.19475768
#> lag1_var2 -0.6200185 1.0916499 -2.40485002 0.34902872
#> lag1_var3 -0.9981261 2.0549471 -4.41445324 0.77099848
#> lag1_var4 1.6564182 1.7922598 0.13040614 4.63790050
#> const -5.6007297 7.9830144 -16.13489271 4.31902744
#> exo1 0.8379206 0.6255177 -0.17927064 1.47579095
#> exo2 -0.8403762 0.5495176 -1.54167623 -0.04685523
#> exo3 -0.3405907 0.5266599 -1.06442275 0.28791601
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006451304 0.0002732264 0.0004164563 0.001128126
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005858599 0.0001659671 -0.000783095 -0.0003684101
#> Sigma[2,2] 0.0045325394 0.0008864608 0.003778101 0.0060598572
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005328541 0.002841562 0.002136784 0.009737767
#> Sigma[3,2] -0.010907264 0.005304670 -0.019616168 -0.004959933
#> Sigma[3,3] 0.303351442 0.086031704 0.185430850 0.427590370
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004968132 0.002890564 0.001646596 0.009452232
#> Sigma[4,2] -0.007888719 0.005401768 -0.016591476 -0.001998336
#> Sigma[4,3] 0.299201857 0.085219698 0.181994863 0.420896080
#> Sigma[4,4] 0.297131999 0.084663646 0.180424855 0.416479072
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977623931 0.007241255 0.967026083 0.98698883
#> lag1_var2 -0.215016974 0.089700908 -0.313775553 -0.08619224
#> lag1_var3 -0.342981490 0.149718707 -0.526308441 -0.14945314
#> lag1_var4 0.337688314 0.147945954 0.145438415 0.51832736
#> const 0.914531797 0.162824220 0.675020095 1.13838832
#> exo1 0.019104011 0.022083638 -0.007552283 0.04784553
#> exo2 -0.090376183 0.026470302 -0.136505094 -0.06542354
#> exo3 0.002447919 0.032751786 -0.033090108 0.05155395
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04669928 0.04807851 -0.09673778 0.03108801
#> lag1_var2 0.69846785 0.30799099 0.22142647 1.03615829
#> lag1_var3 0.19996674 0.49211709 -0.52343587 0.82531360
#> lag1_var4 -0.18478660 0.48658350 -0.79829268 0.52533913
#> const 0.55826975 0.57247713 -0.32521258 1.29474214
#> exo1 -0.04608786 0.06084250 -0.11103826 0.04546462
#> exo2 0.55225198 0.05713453 0.46940927 0.61481465
#> exo3 0.06934872 0.05987179 -0.03476850 0.11966014
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8911670 0.4617375 0.2585248 1.5476945
#> lag1_var2 -1.7921465 1.3704607 -3.5430054 -0.1093517
#> lag1_var3 -2.1706011 2.0698674 -4.5925851 0.4815640
#> lag1_var4 2.9983105 2.0315577 0.4180425 5.3971507
#> const -9.7097371 6.8558613 -20.8868688 -2.7165640
#> exo1 1.1813813 0.4071797 0.7869779 1.8790559
#> exo2 -2.7957683 0.6073771 -3.4359192 -1.8034128
#> exo3 -0.5087224 0.5991339 -1.2091823 0.4038524
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8705355 0.4621143 0.2348597 1.5187189
#> lag1_var2 -1.6923778 1.3216127 -3.3173270 -0.2295587
#> lag1_var3 -2.5861629 1.8899887 -4.6736144 -0.1260605
#> lag1_var4 3.4282541 1.8483393 1.0829385 5.4922825
#> const -9.8680637 6.9112143 -21.0277698 -2.9621223
#> exo1 1.1602406 0.4239289 0.7267638 1.8928604
#> exo2 -2.4454385 0.6105086 -3.0882796 -1.4539267
#> exo3 -0.4700431 0.5912351 -1.1881953 0.4187266
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008207737 0.0001877301 0.0005216984 0.001003643
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0319196 0.01015315 -0.04867015 -0.0193474
#> Sigma[2,2] 3.1550317 0.90535302 2.21852204 4.6610491
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02930811 0.008735818 0.01915069 0.04384938
#> Sigma[3,2] -2.49271372 0.784067871 -3.83610410 -1.77449267
#> Sigma[3,3] 2.15127261 0.669672698 1.56524987 3.32619679
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006520088 0.002608574 0.00288236 0.00986245
#> Sigma[4,2] -0.185805215 0.149076866 -0.44711220 -0.05687595
#> Sigma[4,3] 0.349050512 0.131800308 0.18986485 0.55574947
#> Sigma[4,4] 0.236239426 0.062036991 0.13860765 0.31496248
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96083915 0.02262318 0.932970605 0.986363114
#> lag1_var2 0.03469810 0.05046245 -0.043900497 0.093878711
#> lag1_var3 0.05124397 0.06910052 -0.056958355 0.132548373
#> lag1_var4 -0.05870200 0.06492039 -0.134113397 0.043711412
#> const 1.50546174 0.20096422 1.299100461 1.824544210
#> exo1 -0.03797793 0.02368042 -0.065852599 -0.000632084
#> exo2 -0.22914300 0.02726688 -0.275198763 -0.198547405
#> exo3 0.04636285 0.03969856 0.002212716 0.102600094
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8561899 1.890833 -1.7531386 3.304320
#> lag1_var2 -1.8031404 3.885942 -5.9367114 4.016695
#> lag1_var3 -3.5345809 5.395159 -9.4213707 4.495319
#> lag1_var4 3.2870375 4.943604 -4.3434759 8.482893
#> const 0.4758480 17.992585 -21.9570196 27.739366
#> exo1 -0.1666100 1.628964 -2.6734509 1.982462
#> exo2 2.0096964 2.331359 -0.9084261 5.574004
#> exo3 0.7904926 1.275118 -0.6835741 2.851793
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03775146 1.488796 -2.0198617 2.01811235
#> lag1_var2 4.78780389 3.320125 -0.1741287 8.14258175
#> lag1_var3 7.36675642 4.592248 0.5627346 12.15413750
#> lag1_var4 -6.42642176 4.214768 -10.6148892 -0.02224759
#> const 4.53685521 12.433713 -14.2796486 20.15202805
#> exo1 -0.08427570 1.318989 -1.7315742 1.90075686
#> exo2 -6.75976237 1.824777 -9.6246759 -4.42277943
#> exo3 -2.73504944 1.218601 -4.5544632 -1.20690479
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6530539 0.3346342 0.08971779 0.9931369
#> lag1_var2 3.2283702 0.7863880 2.05672473 4.1091222
#> lag1_var3 4.4568910 1.0663224 2.88703988 5.6354874
#> lag1_var4 -3.7083798 0.9760024 -4.72740900 -2.2367981
#> const 4.2830018 4.5129683 -1.16036852 10.5797704
#> exo1 -0.2320209 0.5384666 -1.03524756 0.4829045
#> exo2 -5.9631247 0.2208695 -6.23614993 -5.6208004
#> exo3 -2.4048434 0.5234373 -2.99141398 -1.6295171
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006447547 0.0005961898 0.005559997 0.007108814
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008776445 0.01576484 -0.03456057 0.008686146
#> Sigma[2,2] 1.698486568 0.22213202 1.40038382 1.981408461
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002225721 0.008213045 -0.005666878 0.01583231
#> Sigma[3,2] -0.880256235 0.130150077 -1.056891183 -0.70595543
#> Sigma[3,3] 0.506650785 0.083429372 0.413346593 0.64270427
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002583303 0.002631474 -0.006653563 -3.435475e-05
#> Sigma[4,2] -0.033079858 0.065317852 -0.139491379 3.394864e-02
#> Sigma[4,3] 0.076505688 0.036184249 0.037485088 1.323818e-01
#> Sigma[4,4] 0.071054394 0.010292778 0.059075828 8.712469e-02
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97175878 0.04703357 0.91193286 1.04731991
#> lag1_var2 -0.07900401 0.05682244 -0.14742713 0.01418538
#> lag1_var3 -0.15765491 0.10780596 -0.28412224 0.01792539
#> lag1_var4 0.13914894 0.10222167 -0.02674793 0.26497034
#> const 1.61123188 1.03750780 -0.04230614 2.45954930
#> exo1 0.01707834 0.06808281 -0.07919682 0.10605951
#> exo2 -0.06175510 0.14251250 -0.26965981 0.11329776
#> exo3 0.09006648 0.11702579 -0.06497784 0.25574283
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9779519 0.7443817 0.04251808 2.12483289
#> lag1_var2 -1.8655720 1.2198215 -3.33610075 0.01241117
#> lag1_var3 -5.6142371 2.3877388 -8.53604534 -1.95136383
#> lag1_var4 5.2856635 2.1325802 1.95909450 7.73884838
#> const -6.7238098 17.2577332 -35.64107598 7.91093349
#> exo1 -3.8139074 0.7099668 -4.76730301 -2.92924682
#> exo2 1.5114253 0.7286599 0.18815450 2.02894737
#> exo3 1.2452733 1.0308016 0.40012584 2.91696231
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3533269 0.4228651 -0.9659499 0.1412392
#> lag1_var2 1.2644590 0.6441893 0.2850756 1.9601855
#> lag1_var3 3.5165480 1.2530026 1.6187162 4.8935755
#> lag1_var4 -2.4128559 1.1193674 -3.5476526 -0.6994844
#> const 3.6630040 9.1803053 -6.1426414 18.8644295
#> exo1 1.9751733 0.4548769 1.4685030 2.5747686
#> exo2 -1.9853388 0.5310091 -2.4725258 -1.1054826
#> exo3 -0.6540640 0.4615775 -1.4057616 -0.1785129
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16603580 0.1474076 -0.04252783 0.3431160
#> lag1_var2 -0.16594264 0.2100081 -0.42662762 0.1528801
#> lag1_var3 -0.27077251 0.4040961 -0.77146480 0.3472232
#> lag1_var4 1.22012341 0.3603189 0.66012988 1.6487660
#> const -0.75373617 2.0969444 -4.30228223 1.5899260
#> exo1 0.01395930 0.1854371 -0.21470889 0.2526681
#> exo2 -1.46641008 0.3897698 -1.87814295 -0.8433271
#> exo3 -0.02060832 0.2482179 -0.35017982 0.3392258
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003827065 0.002141723 0.002009485 0.007573383
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04139548 0.06344098 -0.08807668 0.07641564
#> Sigma[2,2] 5.02468284 1.33648455 3.66401425 7.20914617
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03219702 0.0236819 -0.009114014 0.05387732
#> Sigma[3,2] -2.76073331 0.5090388 -3.563039108 -2.12122241
#> Sigma[3,3] 1.61393573 0.2895727 1.269641703 1.99657040
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007985858 0.01745354 -0.001414226 0.04038768
#> Sigma[4,2] 0.241936061 0.45979437 -0.074731001 1.09186242
#> Sigma[4,3] -0.028053211 0.14293554 -0.287395932 0.10078480
#> Sigma[4,4] 0.125247821 0.14256075 0.048628131 0.38292391
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05130397 0.08644943 0.918835713 1.14536884
#> lag1_var2 -0.28835580 0.10427559 -0.410892693 -0.12488002
#> lag1_var3 -0.50042710 0.17723372 -0.703103796 -0.21984491
#> lag1_var4 0.47425049 0.15953336 0.225974337 0.65552814
#> const 0.25062993 1.15921118 -1.360168181 1.84848461
#> exo1 0.02678684 0.03477034 -0.015787127 0.07933070
#> exo2 0.00200629 0.06690449 -0.098031527 0.08051149
#> exo3 0.05783178 0.04192806 0.008536339 0.12205447
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.9550029 2.565412 -5.6313702 0.5623421
#> lag1_var2 5.2088516 4.171173 -0.4120987 10.7940476
#> lag1_var3 7.5872300 7.192029 -2.0136801 17.2893458
#> lag1_var4 -7.1404650 6.576203 -16.0150841 1.4644717
#> const 47.6874477 27.513772 14.7251945 85.2093090
#> exo1 0.6070077 1.399217 -1.1665065 2.6408678
#> exo2 -0.7762924 2.691746 -4.4282817 3.2108258
#> exo3 -1.8535007 2.410342 -5.2908941 1.4814674
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4671471 1.4755367 0.3778557 3.8406711
#> lag1_var2 -3.6413758 2.4167456 -6.6899951 -0.3380941
#> lag1_var3 -5.4192383 4.1529044 -10.6970392 0.2136064
#> lag1_var4 5.9101391 3.8078148 0.6754000 10.7466495
#> const -30.7325157 16.8403892 -52.8608901 -9.9577179
#> exo1 -0.4020663 0.8347936 -1.5425848 0.6677679
#> exo2 0.2869074 1.5200821 -1.9930126 2.2706676
#> exo3 1.1847585 1.5188622 -1.0319574 3.2483088
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79393394 0.1787168 0.5203723 0.9764163
#> lag1_var2 -1.09389682 0.3545683 -1.6159859 -0.7374398
#> lag1_var3 -1.83084319 0.6207747 -2.7431298 -1.1951704
#> lag1_var4 2.57310751 0.6060409 1.9511397 3.4732800
#> const -3.51966629 3.3881992 -7.2286407 1.8246201
#> exo1 -0.05201131 0.2103997 -0.3252291 0.2060887
#> exo2 -0.18399885 0.2035593 -0.4086514 0.1242978
#> exo3 0.07851690 0.2531621 -0.3335539 0.3404117
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001027662 0.0001772636 0.0007975943 0.001294705
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01098157 0.005538517 -0.01910334 -0.004102635
#> Sigma[2,2] 0.84278250 0.164752689 0.68067009 1.127829246
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009803633 0.009244387 -0.001277533 0.02494597
#> Sigma[3,2] -0.414692670 0.165883711 -0.632940649 -0.18313688
#> Sigma[3,3] 1.123874842 0.241820845 0.795325979 1.45932279
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003987166 0.009248849 -0.006761434 0.01759331
#> Sigma[4,2] 0.098133112 0.195056822 -0.168473302 0.36760488
#> Sigma[4,3] 0.977591219 0.205223928 0.700362040 1.25765268
#> Sigma[4,4] 1.156475204 0.190231848 0.934703074 1.44128318
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98285617 0.01975396 0.95268837 1.00813534
#> lag1_var2 -0.10501228 0.04810488 -0.17616559 -0.05801972
#> lag1_var3 -0.18347850 0.08376901 -0.30595046 -0.10403508
#> lag1_var4 0.16595003 0.07729356 0.09240851 0.27979559
#> const 1.41065018 0.27109577 1.16606718 1.83096266
#> exo1 -0.04409434 0.02057157 -0.06922880 -0.01152230
#> exo2 -0.18790275 0.02850074 -0.22410040 -0.14815689
#> exo3 0.10037514 0.02182931 0.06889949 0.12916238
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.06558749 0.8351119 -2.0780614 0.1373796
#> lag1_var2 3.46955728 1.7453877 1.0765752 6.1281465
#> lag1_var3 4.65491460 3.0308768 0.3703412 9.2461823
#> lag1_var4 -4.24549544 2.7625718 -8.4495518 -0.3615439
#> const 0.96183810 12.0584578 -19.1357923 10.9363460
#> exo1 -0.43376438 0.7387414 -1.2921694 0.5029252
#> exo2 2.22083076 1.1817389 0.6877232 3.6970833
#> exo3 -0.05861614 0.7914910 -1.0458952 1.1878440
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.82192879 0.4442829 -1.6181165 -0.500791
#> lag1_var2 0.79100048 1.3729047 -1.2952608 2.286326
#> lag1_var3 2.13477797 2.3695254 -1.3968768 4.767003
#> lag1_var4 -0.83536922 2.1706562 -3.2425718 2.391770
#> const -1.45293724 9.4043639 -12.6597464 11.919831
#> exo1 0.08958778 0.8413876 -0.8456191 1.440190
#> exo2 -14.83708577 0.9247260 -16.1128879 -13.625029
#> exo3 5.10949918 0.9069183 4.1255005 6.413554
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5995978 0.5416873 -2.4347929 -0.9669636
#> lag1_var2 2.6115233 1.2507733 0.9887023 4.4868412
#> lag1_var3 4.5024376 2.1552314 1.5844279 7.6229325
#> lag1_var4 -2.8855595 1.9845170 -5.6687706 -0.1766573
#> const -2.1926061 7.7086398 -13.6920866 7.7757916
#> exo1 -0.1888336 0.6952468 -0.9282834 0.8827991
#> exo2 -14.9404051 1.2249579 -16.1074489 -12.9646129
#> exo3 5.6508293 0.9900559 4.4169759 6.9094876
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001237094 0.003174477 0.0001491812 0.005808052
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009872883 0.0008138737 -0.002170763 2.067574e-05
#> Sigma[2,2] 0.1357153614 0.0220547354 0.101275206 1.606079e-01
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004043934 0.007557783 0.0002974707 0.01550013
#> Sigma[3,2] -0.095283893 0.033232325 -0.1446096883 -0.05060348
#> Sigma[3,3] 0.393522690 0.101625080 0.2846287970 0.56286544
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0034707136 0.00779023 -0.0002837006 0.01522616
#> Sigma[4,2] -0.0002580458 0.02697469 -0.0422837455 0.02691306
#> Sigma[4,3] 0.3398424906 0.08982085 0.2343150018 0.48738286
#> Sigma[4,4] 0.3534694294 0.08481595 0.2455405669 0.48230704
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99764541 0.01024578 0.984662374 1.01396885
#> lag1_var2 -0.21445709 0.12383026 -0.408491770 -0.11624831
#> lag1_var3 -0.30101325 0.16106619 -0.550118057 -0.17121257
#> lag1_var4 0.28821280 0.15702720 0.161731109 0.53130127
#> const 0.99671873 0.27799621 0.584831854 1.31157713
#> exo1 0.01800822 0.01865656 -0.007320098 0.04579577
#> exo2 -0.09579210 0.04738918 -0.126446265 -0.02127349
#> exo3 0.04254016 0.07602411 -0.006555493 0.16880023
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2001789 0.1183657 0.03857705 0.3475913
#> lag1_var2 0.8218717 0.9061181 -0.58989315 1.6093720
#> lag1_var3 0.4254256 1.1732676 -1.47132905 1.3276093
#> lag1_var4 -0.4401464 1.1459819 -1.33632583 1.4052095
#> const -2.4348225 2.7057028 -6.33079073 0.6617261
#> exo1 -0.1552275 0.4938098 -0.79973357 0.5300161
#> exo2 4.2199460 0.4212723 3.66099534 4.8663886
#> exo3 -0.2584867 0.5333619 -1.04171900 0.4255691
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0301221 0.3193692 -0.4105224 0.4618643
#> lag1_var2 1.6018587 0.7548168 0.6395670 2.4208502
#> lag1_var3 1.8344051 0.9811272 0.6367352 2.9743028
#> lag1_var4 -0.8760460 0.9501013 -1.9908980 0.2575068
#> const -0.4837070 7.0364389 -10.2220354 9.2087197
#> exo1 -0.4519574 0.5116720 -1.1723065 0.2130971
#> exo2 -5.4290900 0.7403710 -6.5359881 -4.6490654
#> exo3 2.1312958 0.7551615 1.2032657 3.0917989
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1721788 0.3592548 -0.3071526 0.6465891
#> lag1_var2 1.8404728 0.6812668 0.9728843 2.6062498
#> lag1_var3 1.6220555 0.8627668 0.5671749 2.6180308
#> lag1_var4 -0.6636471 0.8150248 -1.6055626 0.3225838
#> const -3.0118686 7.4898959 -14.5143187 7.0381666
#> exo1 -0.5785682 0.4188403 -1.0283052 0.0881384
#> exo2 -2.4522010 0.5373491 -3.2901551 -1.8053908
#> exo3 2.1104853 0.7283199 1.3103991 3.1861544
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005518641 7.399582e-05 0.0004628871 0.000661561
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01829221 0.005441214 -0.02737477 -0.01339617
#> Sigma[2,2] 1.12455360 0.323869059 0.88067443 1.66647798
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009632237 0.004307005 0.005679512 0.01703059
#> Sigma[3,2] -0.662212025 0.238942430 -1.031175773 -0.53738691
#> Sigma[3,3] 0.664089604 0.212994000 0.479618688 1.03704401
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002362268 0.003346827 -0.007033774 0.001726049
#> Sigma[4,2] 0.065452122 0.119199934 -0.079788813 0.238455232
#> Sigma[4,3] 0.263589551 0.117681435 0.114316058 0.444317186
#> Sigma[4,4] 0.337190336 0.132135858 0.240127988 0.549665052
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97199034 0.01886029 0.9539751101 0.998516860
#> lag1_var2 -0.06340487 0.05082404 -0.1307645057 0.004945816
#> lag1_var3 -0.10193599 0.07829287 -0.2060097718 0.004355166
#> lag1_var4 0.09492373 0.07162613 -0.0038486361 0.186997150
#> const 1.23834545 0.41904490 0.6152810852 1.721374319
#> exo1 0.01342231 0.01192959 0.0001353208 0.029760474
#> exo2 -0.05811487 0.01922305 -0.0895189876 -0.035359301
#> exo3 0.04448685 0.03225283 -0.0034161635 0.082330685
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1890267 0.6948548 -0.73470621 1.0782609
#> lag1_var2 -0.8040154 1.9388484 -3.17870363 2.2056057
#> lag1_var3 -2.3664790 2.9534452 -5.89799953 2.2608324
#> lag1_var4 2.2692527 2.7531759 -2.06650986 5.5721002
#> const 3.3437831 13.4212816 -12.49660198 23.7808670
#> exo1 -0.6103092 1.0746240 -2.34754246 0.3590031
#> exo2 2.4782639 1.1713352 0.82139596 3.6489942
#> exo3 1.8805070 1.5924894 -0.07624102 3.9263110
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4941210 0.4786889 -1.2499961 -0.02965257
#> lag1_var2 3.2183959 1.2468977 1.8625501 5.15834302
#> lag1_var3 5.5497831 1.8624697 3.3658284 8.38453974
#> lag1_var4 -4.3589084 1.7180914 -6.9406492 -2.33049426
#> const -0.8897985 6.5352738 -10.3240031 6.43885219
#> exo1 0.6180423 1.0029872 -0.5637751 2.03991015
#> exo2 -5.5440282 0.5569195 -6.2168196 -4.71056384
#> exo3 -0.7866777 1.2262985 -2.6498157 0.62009228
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4245602 0.3333747 -0.8378993 0.01889161
#> lag1_var2 2.4619895 0.8845793 1.4298489 3.66729601
#> lag1_var3 3.6306582 1.3537183 2.0826436 5.45315107
#> lag1_var4 -2.4686965 1.2475106 -4.1322477 -1.02145227
#> const 0.4298804 5.7475692 -8.0530398 7.03435723
#> exo1 0.2379516 0.6365967 -0.5477481 1.13000085
#> exo2 -4.5667218 0.6140668 -5.3830999 -3.74237734
#> exo3 0.4611166 0.6422436 -0.6718420 1.06047568
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001144581 0.0002712581 0.0008656057 0.001606737
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03153879 0.007551182 -0.04234986 -0.02330188
#> Sigma[2,2] 2.06991903 0.467906305 1.52771365 2.80361519
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0317825 0.006968527 0.02462235 0.04131169
#> Sigma[3,2] -1.6964589 0.411408059 -2.37235529 -1.29347219
#> Sigma[3,3] 1.7135865 0.333424875 1.43964176 2.25139383
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0117677 0.003516565 0.007208803 0.01683679
#> Sigma[4,2] -0.3228831 0.171792374 -0.598205245 -0.11013864
#> Sigma[4,3] 0.6336174 0.102822589 0.520324161 0.80153963
#> Sigma[4,4] 0.4724976 0.077561601 0.352059232 0.56347043
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89145989 0.04006451 0.83336478 0.93832347
#> lag1_var2 0.07696922 0.07296781 -0.03457560 0.15252547
#> lag1_var3 0.11553721 0.10691344 -0.04765982 0.22592058
#> lag1_var4 -0.11001581 0.09837223 -0.21138843 0.04135459
#> const 2.08690220 0.45165722 1.67136812 2.89983483
#> exo1 0.01214518 0.03136611 -0.03298338 0.05389583
#> exo2 -0.18244968 0.02388087 -0.21420403 -0.14894657
#> exo3 -0.07373966 0.02899349 -0.11645828 -0.03651871
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19807982 1.7174731 -2.7394871 1.676454
#> lag1_var2 1.71814891 3.1261344 -2.3061478 5.953195
#> lag1_var3 1.24909140 4.5863505 -4.5999983 7.485663
#> lag1_var4 -1.02240055 4.1843380 -6.6234115 4.374196
#> const -10.02879348 14.4844237 -31.1112661 7.800176
#> exo1 -0.07303431 0.8514647 -1.1948699 0.910093
#> exo2 2.37042684 0.8669529 1.1065191 3.526978
#> exo3 1.55411924 1.1716218 -0.1399587 3.276692
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.849650 1.3480525 -2.2968973 1.0744292
#> lag1_var2 1.820687 2.5708334 -1.0661669 5.6532658
#> lag1_var3 3.521238 3.7709818 -0.7285391 9.1130622
#> lag1_var4 -2.448365 3.4680487 -7.6194594 1.4291810
#> const 13.202210 11.0482039 -4.7490583 26.3721263
#> exo1 0.169236 0.8055559 -0.5918923 1.1505880
#> exo2 -2.890790 0.8138749 -3.9285496 -1.7596191
#> exo3 -2.249855 1.0893252 -3.9075987 -0.9189366
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1704225 0.5451452 -2.0400522 -0.5784522
#> lag1_var2 2.8979250 1.0268911 1.3206329 4.2449161
#> lag1_var3 4.2326081 1.5131133 1.9084566 6.2157392
#> lag1_var4 -2.9480981 1.3963794 -4.7940078 -0.8198305
#> const 6.6173709 6.5958073 -3.6665857 14.9284277
#> exo1 0.1646775 0.3787355 -0.3563065 0.6738152
#> exo2 -1.5283418 0.3907351 -1.9383577 -0.9874900
#> exo3 -1.4676141 0.6915011 -2.3278201 -0.5041563
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007655834 0.0001844829 0.000539652 0.001021479
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002416746 0.002975415 -0.005940897 0.002046785
#> Sigma[2,2] 0.208373015 0.050645351 0.164294982 0.294021368
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005587181 0.001232895 -0.001354454 0.002187532
#> Sigma[3,2] -0.0901365593 0.021315176 -0.118431513 -0.064165719
#> Sigma[3,3] 0.1479445995 0.023580043 0.112048519 0.179656020
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001092045 0.002707075 -0.005039198 0.002428964
#> Sigma[4,2] 0.049434154 0.027021256 0.008697078 0.083079219
#> Sigma[4,3] 0.095905778 0.025347784 0.059769415 0.124896814
#> Sigma[4,4] 0.138073899 0.023350421 0.104427892 0.169391799
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958060245 0.03835314 0.91225080 1.015768440
#> lag1_var2 -0.102914931 0.09466844 -0.24757847 -0.007937362
#> lag1_var3 -0.158106600 0.14308918 -0.37552800 -0.010910245
#> lag1_var4 0.153261992 0.13320791 0.01677992 0.355720629
#> const 1.290493633 0.29355735 0.86015532 1.686816537
#> exo1 -0.049960908 0.02777239 -0.08902873 -0.014165273
#> exo2 0.016214871 0.02585434 -0.01883869 0.045956129
#> exo3 -0.007762834 0.01586113 -0.02971232 0.014607828
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1750313 0.4859998 -0.3943671 0.9975497
#> lag1_var2 0.7595000 1.6521605 -1.5721500 2.9977342
#> lag1_var3 -0.1925444 2.4598159 -3.7151955 3.0873328
#> lag1_var4 0.1624645 2.3473251 -2.9486717 3.5102458
#> const -1.3034729 5.2426492 -9.1188010 4.9497252
#> exo1 0.1376192 0.4209852 -0.4058066 0.7373502
#> exo2 0.5990570 0.3433221 0.1326676 1.0770485
#> exo3 -2.2053115 0.4766236 -2.6609747 -1.4432385
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4887758 0.2843466 -0.8735745 -0.09629264
#> lag1_var2 2.5321062 0.6545711 1.5876090 3.39590692
#> lag1_var3 4.9235426 1.0134173 3.4271784 6.25630496
#> lag1_var4 -3.8042575 0.9796611 -5.0990692 -2.36749005
#> const 3.8754305 4.8598164 -2.5281943 10.75999312
#> exo1 -0.2256189 0.2397541 -0.5694168 0.11291176
#> exo2 -1.2865843 0.3981439 -1.7529198 -0.71698223
#> exo3 0.8497348 0.4180974 0.1895206 1.31027550
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4128361 0.3964619 -0.9731270 0.1226156
#> lag1_var2 2.7348084 1.2940167 1.0816327 4.4598751
#> lag1_var3 4.3564579 1.9920949 1.7599883 6.9088053
#> lag1_var4 -3.2340309 1.8953223 -5.6443937 -0.7208010
#> const 2.4747994 5.3090444 -3.0236690 10.5450332
#> exo1 -0.1411188 0.2761584 -0.4558505 0.2478092
#> exo2 -0.9755302 0.3200285 -1.4230116 -0.5222433
#> exo3 -0.6145533 0.4204273 -1.2552676 -0.1020886
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005869707 0.000133104 0.0004228021 0.00077589
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001606779 0.001662177 -0.003778675 0.0005995909
#> Sigma[2,2] 0.172481047 0.035341859 0.124620142 0.2164265143
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005237145 0.005113696 -0.0007227571 0.01254612
#> Sigma[3,2] -0.118960212 0.082076741 -0.2462749133 -0.03236307
#> Sigma[3,3] 1.382565005 0.240373500 1.0235611697 1.72010380
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004439995 0.005208858 -0.00115767 0.01235681
#> Sigma[4,2] -0.008702131 0.079865413 -0.12153436 0.10173452
#> Sigma[4,3] 1.361152886 0.257255916 0.99461034 1.73407767
#> Sigma[4,4] 1.412887588 0.285513025 1.02472049 1.80839090
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96552920 0.008948372 0.95355917 0.97779895
#> lag1_var2 -0.15636167 0.051145996 -0.21611867 -0.07880168
#> lag1_var3 -0.25244873 0.073280441 -0.33589186 -0.13901747
#> lag1_var4 0.24469276 0.070781699 0.13439129 0.32509640
#> const 1.27144562 0.350705299 0.78505191 1.67301862
#> exo1 -0.01983689 0.022647159 -0.04606448 0.01431221
#> exo2 -0.06353917 0.025029526 -0.08937549 -0.02184007
#> exo3 -0.09260516 0.021051675 -0.12005769 -0.06289512
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8124965 0.2344595 0.4705553 1.1474077
#> lag1_var2 -4.3554551 1.4641897 -5.7675449 -1.8358639
#> lag1_var3 -7.2636794 2.1649575 -9.3617960 -3.5193846
#> lag1_var4 7.1746883 2.1382945 3.4745381 9.2345002
#> const -9.7276761 5.2372881 -16.5512442 -2.0960286
#> exo1 0.1553064 0.3557577 -0.4005991 0.5914693
#> exo2 1.7174204 0.3695364 1.2014937 2.2609400
#> exo3 0.3157744 0.4068848 -0.2536213 0.9195407
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4684369 0.5441888 -2.2978073 -0.6979983
#> lag1_var2 11.4340379 4.0862767 5.9045444 16.3746922
#> lag1_var3 17.7854523 6.1388747 9.4972910 25.0468286
#> lag1_var4 -16.7484679 6.0512863 -23.9191122 -8.6471674
#> const 27.4986956 12.8161250 11.2370528 47.4784777
#> exo1 0.9678735 0.9719898 -0.1616373 2.5368893
#> exo2 0.3257499 0.9350763 -0.9372248 1.6974187
#> exo3 2.5113551 1.3047816 0.8526266 4.0502027
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9740221 0.4622079 -1.6790920 -0.4008656
#> lag1_var2 8.5315290 3.7153388 3.4763053 12.8370852
#> lag1_var3 12.9373896 5.5971300 5.1807270 19.2468358
#> lag1_var4 -11.9485677 5.5265845 -18.1912365 -4.3136139
#> const 21.2363528 10.8505877 7.6224693 37.6020217
#> exo1 1.1299432 0.9852456 -0.1380306 2.6866496
#> exo2 1.5503457 0.9431594 0.1350372 2.7986094
#> exo3 2.8250717 1.2704977 1.0971697 4.4126985
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002126179 0.0005152097 0.001571918 0.002847823
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.006501005 0.01235716 -0.01353164 0.01791928
#> Sigma[2,2] 2.124413772 0.63526623 1.51018521 3.19949628
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01163125 0.01230376 -0.02595563 0.006792313
#> Sigma[3,2] -1.35226131 0.32027715 -1.89329391 -0.975812533
#> Sigma[3,3] 1.25815681 0.21034281 0.99354899 1.589526961
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009025024 0.008215984 -0.02315275 0.0001384719
#> Sigma[4,2] -0.094787299 0.183335544 -0.27493892 0.2176939832
#> Sigma[4,3] 0.553397826 0.104710322 0.42493435 0.6915481051
#> Sigma[4,4] 0.617417976 0.140837703 0.46428076 0.8267436293
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966432312 0.02012835 0.931063596 0.985516977
#> lag1_var2 -0.021408969 0.02086544 -0.052233592 0.006623962
#> lag1_var3 -0.038563547 0.02998891 -0.080926758 0.000275562
#> lag1_var4 0.024016155 0.02227934 -0.002860568 0.056225699
#> const 1.652763023 0.38661273 1.160386637 2.159887979
#> exo1 -0.002262688 0.04571207 -0.065747039 0.047922221
#> exo2 -0.070048813 0.04810509 -0.133059842 -0.003954522
#> exo3 0.088822708 0.03656697 0.033497140 0.136830239
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6315224 0.7710869 -0.59511501 1.46249228
#> lag1_var2 -0.4028640 0.7222741 -1.15860211 0.64693690
#> lag1_var3 -1.7531913 1.1101424 -2.94018140 -0.01648469
#> lag1_var4 1.5143545 0.8552162 0.16542596 2.40971070
#> const 6.3971843 10.5196475 -4.12992859 24.36732215
#> exo1 -1.5227693 1.0072684 -2.64582484 -0.06659791
#> exo2 1.1648705 1.4862678 -0.79348740 2.97788199
#> exo3 2.0984940 1.5270277 0.04734241 4.22619059
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37123564 0.4429568 -0.2144356 0.8896968
#> lag1_var2 0.25071191 0.5170471 -0.4409032 0.9532670
#> lag1_var3 0.95231653 0.8257310 -0.1869785 2.0909084
#> lag1_var4 -0.03726218 0.6593412 -0.9859771 0.8454145
#> const -8.64023322 8.4454530 -21.1439621 2.3559268
#> exo1 1.53460761 0.5766452 0.5928123 2.1291362
#> exo2 -2.77288455 1.2789723 -4.4929331 -1.1838332
#> exo3 0.21624564 1.2574144 -1.4268817 2.1116524
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9030895 0.3728496 0.44509614 1.4383575
#> lag1_var2 -0.6984467 0.3191461 -1.10395146 -0.2073746
#> lag1_var3 -1.3067347 0.5309140 -1.98042557 -0.5442537
#> lag1_var4 2.0518908 0.4826374 1.37979442 2.7106680
#> const -7.0386621 8.1150477 -17.16132674 4.9807404
#> exo1 0.7476063 0.6106913 -0.08553414 1.5409095
#> exo2 -2.6110815 0.8044919 -3.64032692 -1.3399762
#> exo3 1.9805699 0.6819628 1.15969426 3.0154111
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007521888 0.003002111 0.005261707 0.0122094
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004406978 0.0008283298 -0.000735032 0.001512456
#> Sigma[2,2] 0.0044734173 0.0008318568 0.003726989 0.005923974
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001375366 0.002552389 -0.004730985 0.002162587
#> Sigma[3,2] -0.005977263 0.001236528 -0.007420965 -0.004044718
#> Sigma[3,3] 0.025292114 0.004391546 0.020215790 0.032649819
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001114440 0.002478923 -0.004309616 0.002706564
#> Sigma[4,2] -0.002845893 0.001008171 -0.003889141 -0.001169139
#> Sigma[4,3] 0.022091206 0.004020727 0.017478529 0.028763519
#> Sigma[4,4] 0.021161169 0.003932985 0.016866733 0.027607381
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86678786 0.06133403 0.780000879 0.94122753
#> lag1_var2 0.09679972 0.35592795 -0.199155502 0.75135349
#> lag1_var3 0.11722843 0.52353990 -0.363490889 1.06472739
#> lag1_var4 -0.09871104 0.52911432 -1.061346110 0.36006928
#> const 1.43358935 1.80042124 -1.234385476 3.26009399
#> exo1 0.05803369 0.03793622 0.004956699 0.10490769
#> exo2 -0.01687080 0.07907213 -0.114444233 0.09949667
#> exo3 0.03140665 0.05191836 -0.041129379 0.10254381
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08255935 0.04420453 -0.1503007 -0.03534656
#> lag1_var2 0.56729535 0.22092989 0.2243460 0.77947439
#> lag1_var3 -0.14260642 0.33115352 -0.6264897 0.20171310
#> lag1_var4 0.18730559 0.33303210 -0.1695614 0.68432314
#> const 0.39478660 1.05148701 -1.0231548 1.75662596
#> exo1 -0.08598734 0.06985631 -0.1708758 0.01270309
#> exo2 0.55251279 0.08247461 0.4426562 0.65391488
#> exo3 0.41952713 0.06379375 0.3283097 0.49060676
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30398764 0.1380689 0.1378716 0.4944475
#> lag1_var2 0.22051458 0.6074910 -0.5662335 1.0930020
#> lag1_var3 0.66951671 0.8765321 -0.3097923 1.9554323
#> lag1_var4 0.20790513 0.8807542 -1.0863436 1.2394092
#> const -0.16069482 2.1732346 -3.2459936 2.5626369
#> exo1 0.06443118 0.1447359 -0.1168127 0.2270977
#> exo2 -1.08192571 0.1515093 -1.2875236 -0.9094305
#> exo3 -0.59653216 0.1777642 -0.8268427 -0.3041339
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2541329467 0.1328777 0.08879719 0.41189170
#> lag1_var2 0.1537855551 0.5436139 -0.63022975 0.91046313
#> lag1_var3 -0.1206540347 0.8027241 -1.11255104 1.04826381
#> lag1_var4 1.0368950763 0.8003649 -0.10764401 2.07873136
#> const -0.6606546150 2.0995991 -3.50437524 2.11740144
#> exo1 0.0006231492 0.1079966 -0.14443085 0.10940054
#> exo2 -0.7191565728 0.1127935 -0.88308987 -0.57735863
#> exo3 -0.3153870246 0.1676794 -0.50350089 -0.03096116
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009651419 0.001565571 0.0001488343 0.003951607
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01148954 0.009144668 -0.02807995 -0.004835682
#> Sigma[2,2] 0.50132985 0.121881017 0.32043363 0.616933094
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007805594 0.003632102 0.003594968 0.01300145
#> Sigma[3,2] -0.407719724 0.106717997 -0.551750963 -0.25911085
#> Sigma[3,3] 0.429769872 0.135144894 0.276554976 0.65329132
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000215274 0.003511462 -0.006227113 0.003055908
#> Sigma[4,2] -0.085251290 0.057126766 -0.163894597 -0.013983233
#> Sigma[4,3] 0.175537385 0.079220470 0.099449808 0.315591557
#> Sigma[4,4] 0.129510820 0.052136116 0.087668386 0.226285243
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988686858 0.02376257 0.95614795 1.02105331
#> lag1_var2 -0.113270662 0.09174865 -0.25971499 -0.03457015
#> lag1_var3 -0.174519876 0.14210568 -0.39987719 -0.05430181
#> lag1_var4 0.157670356 0.13495248 0.04470448 0.37568379
#> const 1.433481265 0.23609383 1.11313980 1.74375117
#> exo1 0.008146771 0.03713593 -0.02500835 0.07667161
#> exo2 -0.054950477 0.02103052 -0.07944237 -0.02434071
#> exo3 0.030771128 0.01398657 0.01459637 0.05156688
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2567491 0.6775528 -2.3543526 -0.3562657
#> lag1_var2 2.3240277 1.7800467 -0.2258544 4.8886982
#> lag1_var3 2.3314871 2.8187540 -1.6244202 6.4725650
#> lag1_var4 -1.8464582 2.6119465 -5.6506023 1.8294896
#> const 4.5971109 6.8712497 -2.4949691 16.1710265
#> exo1 -0.1657013 0.9459894 -1.5709772 1.0790503
#> exo2 3.2945628 0.8691660 2.0650482 4.4099200
#> exo3 -1.0390147 0.5571099 -1.9063179 -0.4264907
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73464652 0.6673434 -0.1725656 1.664714
#> lag1_var2 0.06943064 1.9898093 -2.7160997 2.704342
#> lag1_var3 1.03020697 3.1450507 -3.4309717 5.181679
#> lag1_var4 -0.36373943 2.9274894 -4.2595898 3.742859
#> const 1.11594663 6.7640183 -8.7207007 10.605107
#> exo1 0.22241983 0.9255411 -1.0510088 1.514956
#> exo2 -3.55105683 0.7893727 -4.4084142 -2.319287
#> exo3 1.43805634 0.5761130 0.6880446 2.250003
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1059840 0.3343009 -0.5958329 0.2663560
#> lag1_var2 1.2028335 1.3076886 -0.4973753 3.0097433
#> lag1_var3 1.9803307 2.0606592 -0.7091607 4.8026213
#> lag1_var4 -0.9784718 1.9367063 -3.6358066 1.5444132
#> const 3.5359701 4.2632671 -1.2342288 9.9637814
#> exo1 0.1122349 0.3727613 -0.4995634 0.5852014
#> exo2 -1.5378770 0.3612427 -1.9167097 -1.0802145
#> exo3 0.8431184 0.3243100 0.3699132 1.2365367
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006410601 0.0001238116 0.0004852394 0.0007900764
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008109311 0.002386978 -0.0116443 -0.005408071
#> Sigma[2,2] 0.212612997 0.054776333 0.1671834 0.300525410
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00456124 0.002401625 0.002199541 0.008519379
#> Sigma[3,2] -0.14242124 0.049425231 -0.224921404 -0.099562565
#> Sigma[3,3] 0.15535542 0.044491022 0.110922254 0.222246336
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002918584 0.001560995 -0.002425219 0.002005741
#> Sigma[4,2] -0.0179129761 0.023288154 -0.054787099 0.006825771
#> Sigma[4,3] 0.0765014750 0.024761854 0.050723446 0.110324543
#> Sigma[4,4] 0.0709725852 0.018332260 0.049683879 0.100384108
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.952071168 0.01818856 0.92924761 0.980719826
#> lag1_var2 -0.048720302 0.03401130 -0.08944532 0.002315208
#> lag1_var3 -0.078995321 0.06046990 -0.16179712 0.003546897
#> lag1_var4 0.073258827 0.05550888 -0.00330573 0.148740013
#> const 1.468503687 0.07949920 1.34963406 1.562732240
#> exo1 0.007990272 0.01405548 -0.01128886 0.025265428
#> exo2 -0.121261239 0.03906795 -0.18648544 -0.080528411
#> exo3 0.073898235 0.02679093 0.03876667 0.106234052
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26502108 0.3367648 -0.6769243 0.2385747
#> lag1_var2 1.06783074 0.7903206 0.1129138 2.2586845
#> lag1_var3 0.35762036 1.2697379 -1.1544765 2.3547367
#> lag1_var4 -0.28488125 1.2224005 -2.1749669 1.1884240
#> const 2.73252309 2.8885623 -2.1211009 5.8385792
#> exo1 -0.25888998 0.3868687 -0.8435456 0.2173875
#> exo2 0.54632661 0.4855079 0.0213482 1.2716124
#> exo3 0.08118161 0.4332843 -0.5481966 0.6860966
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4316436 0.3399256 -0.9078559 0.01587824
#> lag1_var2 1.4853393 0.8354789 0.7070285 2.79072338
#> lag1_var3 3.4083998 1.3775295 2.0794155 5.54106676
#> lag1_var4 -2.2706735 1.3286815 -4.3753414 -1.00831599
#> const 1.3703450 2.9988763 -3.6990667 4.47785368
#> exo1 0.2148587 0.4685660 -0.4305654 0.90908931
#> exo2 -0.9014076 0.3877656 -1.4853127 -0.40879986
#> exo3 0.1834632 0.4413868 -0.4480298 0.74908836
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.62363654 0.2946433 -0.9863833 -0.1835554
#> lag1_var2 1.76850915 0.6396331 0.9961079 2.6838922
#> lag1_var3 3.03388568 1.0852941 1.7720847 4.6367661
#> lag1_var4 -1.82705986 1.0309246 -3.3312831 -0.6283956
#> const 2.26470597 2.7485854 -2.4980063 5.1872086
#> exo1 0.06376617 0.2814830 -0.3274146 0.4645395
#> exo2 -0.62400364 0.2460660 -0.9142394 -0.2617063
#> exo3 0.24582356 0.2618139 -0.0465352 0.6443904
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002024173 5.529377e-05 0.0001207666 0.0002793674
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002245641 0.0009379787 -0.00342686 -0.0008062192
#> Sigma[2,2] 0.164160193 0.0216201183 0.13231814 0.1941703885
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000441413 0.001362248 -0.001086842 0.002560242
#> Sigma[3,2] -0.084140285 0.031834762 -0.112479681 -0.031441855
#> Sigma[3,3] 0.414950789 0.065243588 0.333218352 0.503806483
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001118522 0.001361998 -0.002971557 0.0008623404
#> Sigma[4,2] 0.026678879 0.028485393 -0.011779039 0.0686893143
#> Sigma[4,3] 0.371671023 0.069289326 0.288200864 0.4778697555
#> Sigma[4,4] 0.403848233 0.073703581 0.330689079 0.5298894206
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.953640849 0.007756057 0.945083509 0.96680668
#> lag1_var2 -0.084924229 0.049605311 -0.156448058 -0.03277853
#> lag1_var3 -0.142742747 0.075073325 -0.246829868 -0.06225393
#> lag1_var4 0.140455889 0.072826974 0.062420589 0.24101330
#> const 1.383680691 0.149299323 1.205312036 1.58115484
#> exo1 0.008271588 0.009021722 -0.002335482 0.02165663
#> exo2 -0.037834654 0.011994198 -0.055774518 -0.02206175
#> exo3 0.032233277 0.009739120 0.019819498 0.04623225
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3404713 0.4915310 -0.3313087 0.95469940
#> lag1_var2 -0.7370431 1.2460810 -2.7479635 0.56323014
#> lag1_var3 -2.0694741 1.7989321 -4.9441656 -0.15857418
#> lag1_var4 2.0127850 1.6639889 0.3008727 4.71755258
#> const -3.9881803 4.6640474 -11.5422645 1.66910745
#> exo1 -0.3187678 0.2310517 -0.6834519 -0.08102995
#> exo2 0.4429835 0.2262260 0.1395033 0.73179776
#> exo3 0.1070881 0.4001681 -0.5196451 0.55241456
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2728952 0.5410786 -0.579674021 0.7588383
#> lag1_var2 1.6865804 2.8222479 -0.973249688 6.2555238
#> lag1_var3 2.9361642 4.1456661 -1.035905200 9.4949511
#> lag1_var4 -2.1441352 4.0072397 -8.548341461 1.6896509
#> const 5.1273928 6.8124963 -2.489490338 16.0833175
#> exo1 0.7325273 0.4587126 0.004193366 1.1668685
#> exo2 -0.1576252 0.5562827 -0.856052142 0.6547562
#> exo3 -0.2909571 0.5906926 -1.213120950 0.3372125
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5108075 0.5458593 -0.3868022 1.1049881
#> lag1_var2 0.8041190 3.0619011 -2.1594330 5.7850644
#> lag1_var3 0.9550032 4.4300136 -3.3433281 8.0748691
#> lag1_var4 -0.1965900 4.3124861 -7.1635308 4.0551861
#> const 1.8668522 7.1368510 -4.9142245 13.5459146
#> exo1 0.5370791 0.4390545 -0.1934149 0.9568821
#> exo2 0.1526117 0.6202940 -0.6840337 0.9616526
#> exo3 -0.2286147 0.6172121 -1.0440578 0.5693272
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004026682 0.0001320617 0.0002906403 0.0006184638
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01313503 0.004364487 -0.01951929 -0.007723282
#> Sigma[2,2] 1.05561418 0.233307290 0.82486332 1.387276077
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01157607 0.004057276 0.006354319 0.01781195
#> Sigma[3,2] -0.87218502 0.154144366 -1.097898068 -0.68087754
#> Sigma[3,3] 0.96010352 0.142287055 0.756239753 1.14260571
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004355092 0.002335895 0.001531537 0.00786806
#> Sigma[4,2] -0.291007019 0.061921480 -0.382245921 -0.22064603
#> Sigma[4,3] 0.501598932 0.091858142 0.388608186 0.63221029
#> Sigma[4,4] 0.365442758 0.076567193 0.276965680 0.49038833
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9605771408 0.01621036 0.93808810 0.98108988
#> lag1_var2 -0.0522626913 0.03561911 -0.11062022 -0.01401513
#> lag1_var3 -0.0919752858 0.06307001 -0.19697168 -0.02729070
#> lag1_var4 0.0845486146 0.05718719 0.02713627 0.17973914
#> const 1.4828849650 0.28116093 1.14341987 1.92730782
#> exo1 -0.0007836606 0.01778244 -0.02940542 0.01771672
#> exo2 -0.0845232653 0.01561751 -0.10677687 -0.06593069
#> exo3 0.0884026186 0.02319617 0.05839845 0.11854701
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1774040 0.6477816 -0.87340747 0.82228078
#> lag1_var2 1.9483934 1.2416923 0.30959031 3.62550847
#> lag1_var3 2.1066703 2.1456759 -0.59897972 5.04424710
#> lag1_var4 -1.9611208 1.9620079 -4.65879666 0.52271685
#> const -1.6772966 12.0338014 -17.76501351 14.16078588
#> exo1 0.5944985 0.6872005 -0.05431905 1.83391426
#> exo2 3.0252612 0.7948187 1.71928809 4.03251675
#> exo3 -1.4169434 1.0596977 -2.87877357 0.01844823
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.94796726 0.7908085 0.8377493 2.894997
#> lag1_var2 -4.14439131 1.3973948 -6.0391121 -2.273941
#> lag1_var3 -6.37263038 2.4114774 -9.6703981 -3.126806
#> lag1_var4 6.61408057 2.1749357 3.6686652 9.525726
#> const -6.92396488 11.3915506 -17.9947579 11.058997
#> exo1 -0.02152703 0.6417173 -0.8106135 1.002337
#> exo2 -7.69081509 0.7327004 -8.5330363 -6.585300
#> exo3 1.14043732 1.0581662 -0.5199053 2.347331
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0316505 0.6003726 1.2922322 2.7911737
#> lag1_var2 -3.8323097 1.0256115 -5.2933360 -2.4692916
#> lag1_var3 -6.5581872 1.7936428 -9.1128064 -4.1453731
#> lag1_var4 6.8329948 1.6090809 4.6590203 9.1035125
#> const -9.7067064 7.4993029 -19.1665164 0.6776468
#> exo1 0.3578051 0.5265910 -0.2876623 1.2481500
#> exo2 -6.4689466 0.4538387 -6.9905992 -5.8215126
#> exo3 0.3697078 0.6519744 -0.5301053 1.3176034
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0160473 0.04857903 0.0002568268 0.08642981
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01474432 0.04943104 -0.002411875 0.08549895
#> Sigma[2,2] 0.04369906 0.05060879 0.017746664 0.12747750
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0750639 0.2378934 -0.41742936 0.002479164
#> Sigma[3,2] -0.0999917 0.2406630 -0.44863349 -0.016294366
#> Sigma[3,3] 0.4447372 1.1539644 0.06327241 2.100055572
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.06634315 0.2082454 -0.36730712 0.002011702
#> Sigma[4,2] -0.07061272 0.2111552 -0.37343448 0.004314555
#> Sigma[4,3] 0.38530971 1.0092293 0.04370151 1.833976003
#> Sigma[4,4] 0.34604361 0.8821026 0.04735032 1.612739935
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9303530835 0.07246239 0.80228632 0.97670829
#> lag1_var2 0.1165840880 0.37817362 -0.12403636 0.78609147
#> lag1_var3 0.0727579573 0.35597434 -0.19108784 0.71456966
#> lag1_var4 -0.0661804326 0.33091637 -0.66357981 0.18655531
#> const 1.3858474088 0.57850437 0.45082448 2.08476461
#> exo1 -0.0059497580 0.03195369 -0.05667683 0.02694217
#> exo2 -0.0006833986 0.07645727 -0.04204793 0.12829103
#> exo3 0.0620741642 0.17341152 -0.01332819 0.32302698
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13668378 0.09430761 0.01691548 0.262646509
#> lag1_var2 -0.09798243 0.61420116 -0.93155469 0.707823280
#> lag1_var3 -1.29395384 0.81115823 -2.39772244 -0.288144741
#> lag1_var4 1.26672276 0.79857356 0.27170661 2.360144159
#> const -1.27621189 2.33877440 -4.63977500 1.610664443
#> exo1 0.08343447 0.09283279 -0.03941365 0.194855621
#> exo2 0.34988095 0.19064717 0.03713099 0.521496534
#> exo3 -0.25553307 0.17606235 -0.45559671 0.007236159
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1582971 0.3714550 -0.4745031 0.4887842
#> lag1_var2 0.7954283 2.1469298 -2.8106707 3.2184813
#> lag1_var3 1.9065269 2.3941243 -1.8757392 5.0525886
#> lag1_var4 -0.8987022 2.2975185 -3.9700041 2.6826127
#> const 3.0238250 2.7917287 -0.8131558 6.5015413
#> exo1 0.0285591 0.3996373 -0.4880734 0.5860398
#> exo2 -1.3708632 0.3952028 -2.0500928 -0.9996370
#> exo3 1.4998844 0.7741381 0.3055757 2.1175708
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07884945 0.3386922 -0.3651046 0.5030364
#> lag1_var2 0.30016288 1.9461513 -2.9756379 2.2674865
#> lag1_var3 0.36162985 2.1170353 -3.0553324 2.8630328
#> lag1_var4 0.64140707 2.0215889 -1.7881466 3.8704342
#> const 1.50136274 2.6052080 -1.8365237 5.2578946
#> exo1 0.09547750 0.4208965 -0.4275445 0.7209634
#> exo2 -1.19809526 0.3920059 -1.9153787 -0.9072242
#> exo3 1.39434988 0.7049872 0.3293098 1.9532258
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00117199 0.0005142931 0.0008191678 0.002053739
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01137769 0.00415965 -0.01837332 -0.007459904
#> Sigma[2,2] 0.39467959 0.10459856 0.28348820 0.562400227
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006900928 0.003059784 0.004149179 0.01173326
#> Sigma[3,2] -0.247142148 0.076943751 -0.367351357 -0.17035874
#> Sigma[3,3] 0.231513916 0.049027358 0.172685625 0.30209876
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006733101 0.001103137 -0.002088126 0.0008125146
#> Sigma[4,2] 0.0174462926 0.020991336 -0.007431275 0.0484582615
#> Sigma[4,3] 0.0679253220 0.024849056 0.042992564 0.1078244904
#> Sigma[4,4] 0.0818165449 0.027628968 0.048328774 0.1212054730
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97648910 0.02462811 0.94021855 1.010564956
#> lag1_var2 -0.30032950 0.13165292 -0.46198846 -0.109401031
#> lag1_var3 -0.43349952 0.19993352 -0.68343100 -0.143410548
#> lag1_var4 0.43108908 0.19165356 0.14721863 0.664871599
#> const 0.83242190 0.35402968 0.41166946 1.312188286
#> exo1 0.03016169 0.03293962 -0.01043727 0.076606729
#> exo2 -0.05965299 0.04750134 -0.12699276 0.002845845
#> exo3 0.03707902 0.05711360 -0.02731855 0.111908019
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14075940 0.4045122 -0.6987456 0.4630065
#> lag1_var2 2.70600196 1.4856579 0.9832487 4.7444583
#> lag1_var3 2.71473683 2.2177004 0.1428456 5.7911486
#> lag1_var4 -2.70402520 2.1286232 -5.6649240 -0.2734893
#> const 2.96926648 2.8445422 -0.7818553 6.7171918
#> exo1 -0.05747460 0.5441616 -0.5931139 0.8105310
#> exo2 0.22959803 0.7687613 -0.9467687 0.9149037
#> exo3 -0.06049036 0.7427596 -1.0446656 1.0877180
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3283986 0.3116406 -0.1507519 0.72413628
#> lag1_var2 -1.1849987 0.8637195 -2.4376682 0.03146022
#> lag1_var3 -1.0184376 1.2764070 -2.8687565 0.77440767
#> lag1_var4 1.9440740 1.2373769 0.1875167 3.73956615
#> const -3.6649280 5.2066383 -12.1397829 1.85045874
#> exo1 0.1460453 0.3809477 -0.4466983 0.54029630
#> exo2 0.0634655 0.5219403 -0.4227826 0.81641733
#> exo3 0.9980871 0.4913192 0.2563191 1.61161194
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2463557 0.3185505 -0.14585270 0.6845577
#> lag1_var2 0.1632521 0.5926730 -0.65145629 0.8313730
#> lag1_var3 0.1020760 0.8964802 -1.07814394 1.1134220
#> lag1_var4 0.8388036 0.8733898 -0.16385124 1.9939462
#> const -2.5315529 4.9537574 -10.40142948 2.4042769
#> exo1 0.1141832 0.2380575 -0.26688892 0.3967964
#> exo2 0.2211951 0.2687655 -0.05185676 0.6953992
#> exo3 0.9870780 0.2508265 0.69011984 1.4082129
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005684176 0.0001019023 0.0004431879 0.0007146438
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00262651 0.001489387 -0.004645908 -0.0005412082
#> Sigma[2,2] 0.07794780 0.015015483 0.065019478 0.1037964876
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003621442 0.002105749 0.0007134081 0.006280767
#> Sigma[3,2] -0.149208495 0.019180489 -0.1777108590 -0.127079489
#> Sigma[3,3] 0.369135734 0.038242631 0.3099633625 0.409119613
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00151531 0.001208620 4.577671e-05 0.003141061
#> Sigma[4,2] -0.08952690 0.008903193 -1.016390e-01 -0.077005257
#> Sigma[4,3] 0.25862710 0.032776176 2.052129e-01 0.292591707
#> Sigma[4,4] 0.19404420 0.030005677 1.469797e-01 0.224953274
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945507434 0.02255021 0.91398483 0.97711088
#> lag1_var2 -0.015251446 0.09842461 -0.13706404 0.12648814
#> lag1_var3 -0.004994333 0.12473559 -0.16070406 0.17419618
#> lag1_var4 0.004095800 0.12003776 -0.16848222 0.15305553
#> const 1.465718552 0.29331372 1.00017501 1.77601913
#> exo1 -0.017596855 0.01148346 -0.03292301 -0.00365591
#> exo2 -0.029212259 0.03235586 -0.06613053 0.02010600
#> exo3 0.005716469 0.01677910 -0.01744258 0.03063855
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14601062 0.1870447 -0.03422968 0.45151083
#> lag1_var2 0.22882501 0.7074261 -0.90353815 1.06117970
#> lag1_var3 -0.95987205 0.8604807 -2.33935751 0.06042959
#> lag1_var4 0.90735545 0.8380086 -0.08018419 2.25335958
#> const 0.45459409 3.2849224 -5.05070578 3.21882338
#> exo1 0.62280802 0.2599635 0.22396538 0.91370408
#> exo2 0.32002939 0.2116077 0.02184116 0.60998382
#> exo3 0.01737531 0.2047143 -0.22365653 0.30279251
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01856459 0.3156263 -0.4604380 0.4294137
#> lag1_var2 0.16717933 1.4132048 -1.8569222 2.1997367
#> lag1_var3 0.96020549 1.6840665 -1.4173781 3.4283459
#> lag1_var4 0.03653639 1.6456205 -2.3741921 2.3660304
#> const -1.55300971 5.3867171 -8.3202486 5.0312761
#> exo1 -1.17441289 0.6618402 -1.9874052 -0.1439282
#> exo2 -1.05527174 0.4927791 -1.8861134 -0.5286183
#> exo3 0.01155820 0.4084476 -0.6169782 0.4517007
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12268167 0.2269823 -0.12445719 0.47406468
#> lag1_var2 -0.13804469 1.1434067 -2.01711118 1.03556256
#> lag1_var3 -0.43816674 1.3751600 -2.68191650 0.98189521
#> lag1_var4 1.40367603 1.3392236 0.01504394 3.59206727
#> const -1.85052452 3.7994933 -7.65767912 2.60187370
#> exo1 -0.68001220 0.4783950 -1.27458836 0.05382191
#> exo2 -0.86997033 0.3880951 -1.49071028 -0.38705529
#> exo3 -0.01168561 0.3221698 -0.49674197 0.37273960
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002288321 0.0007031689 0.001604762 0.003422297
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003508988 0.001061878 -0.001070259 0.001842502
#> Sigma[2,2] 0.0246618986 0.008410158 0.017322090 0.038822647
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00732088 0.004401823 -0.01320141 -0.0009429371
#> Sigma[3,2] -0.06919448 0.023658400 -0.10842087 -0.0492807155
#> Sigma[3,3] 0.23164786 0.075004496 0.16813661 0.3530324774
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00739070 0.003977283 -0.01284606 -0.001676526
#> Sigma[4,2] -0.05468554 0.018796083 -0.08549769 -0.038690692
#> Sigma[4,3] 0.19193257 0.061651821 0.13976128 0.290646165
#> Sigma[4,4] 0.16082220 0.051146571 0.11707332 0.243334745
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91474230 0.03616915 0.871168810 0.960249274
#> lag1_var2 0.35751699 0.25768462 0.026954510 0.690852871
#> lag1_var3 0.56410854 0.39440292 0.076114383 1.094079202
#> lag1_var4 -0.56558970 0.38461992 -1.084096504 -0.088702792
#> const 2.28619393 0.66151872 1.189030218 3.002334014
#> exo1 0.04785554 0.03547075 -0.007635861 0.096333083
#> exo2 -0.06300972 0.04506170 -0.114154760 0.001316877
#> exo3 -0.09334723 0.06353081 -0.194989192 -0.027528324
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35126942 0.1768418 0.13213285 0.6301405
#> lag1_var2 -0.38703750 1.0199608 -2.02231785 0.7687805
#> lag1_var3 -1.48689381 1.6720391 -4.03277352 0.6046646
#> lag1_var4 1.40204092 1.6455896 -0.66937921 3.8982344
#> const -1.13416119 3.0997034 -5.45238469 2.7244572
#> exo1 0.08584301 0.1682784 -0.07358786 0.3677437
#> exo2 0.68772190 0.1904598 0.40657501 0.9268673
#> exo3 0.12560604 0.1309590 -0.06665709 0.2983843
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6256539 0.4881785 -1.4341399 -0.13708328
#> lag1_var2 2.3501760 2.8828961 -0.4232261 7.05628442
#> lag1_var3 3.8308369 4.6469728 -1.5297998 11.15643528
#> lag1_var4 -2.6990269 4.5761916 -9.8861195 2.64768180
#> const 4.0728831 8.7525615 -7.7150669 15.03686033
#> exo1 -0.5389837 0.5262454 -1.3602407 0.05597836
#> exo2 -0.8537234 0.5199543 -1.5232230 -0.05846517
#> exo3 0.3578143 0.5351820 -0.3678678 1.07261255
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4091311 0.3931089 -1.0583854 -0.007729242
#> lag1_var2 1.7218023 2.3594674 -0.8334904 5.462619841
#> lag1_var3 2.2720338 3.7772644 -1.9893660 8.098580126
#> lag1_var4 -1.1815883 3.7186770 -6.8993417 3.056583076
#> const 2.6808490 7.0827299 -6.9247663 11.564591662
#> exo1 -0.4886103 0.4327996 -1.1457451 0.025959033
#> exo2 -0.4469251 0.4124684 -0.9734926 0.189580392
#> exo3 0.4473736 0.4733128 -0.1853395 1.083609557
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003090886 0.0007800957 0.002011371 0.004118346
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01284430 0.003550227 -0.01788604 -0.007985751
#> Sigma[2,2] 0.09787959 0.022823941 0.07125901 0.133955235
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006560394 0.002634526 0.003209097 0.01011733
#> Sigma[3,2] -0.083245939 0.021436718 -0.118096010 -0.05865201
#> Sigma[3,3] 0.104798192 0.026291902 0.070287811 0.14236589
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002789088 0.003275489 -0.006809954 0.001225672
#> Sigma[4,2] -0.020772539 0.017420004 -0.037602190 0.003579390
#> Sigma[4,3] 0.060411342 0.016739365 0.034975044 0.077606024
#> Sigma[4,4] 0.058249305 0.010939402 0.045832409 0.074207399
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947022175 0.03462643 0.91722055 1.008431872
#> lag1_var2 0.001551026 0.14538800 -0.21047061 0.184596291
#> lag1_var3 -0.052222057 0.26143407 -0.42031917 0.291211587
#> lag1_var4 0.035897755 0.24439933 -0.28492346 0.383688108
#> const 1.604450888 0.57317299 0.76022397 2.319537234
#> exo1 0.046012440 0.06196368 -0.01153732 0.149771765
#> exo2 -0.105445735 0.06383714 -0.20016154 -0.016066461
#> exo3 -0.077878563 0.05996663 -0.15693266 0.008721183
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43276298 0.2469387 0.1246672 0.7033298
#> lag1_var2 -0.31404697 0.8834894 -1.6320400 0.5790234
#> lag1_var3 -0.83211367 1.5517151 -3.1773250 0.6795868
#> lag1_var4 0.93410190 1.4466773 -0.4794737 3.1383354
#> const -1.93375115 2.6930861 -5.2169480 1.5695075
#> exo1 0.03678839 0.3862825 -0.5163389 0.5294008
#> exo2 2.09261716 0.2856241 1.6731193 2.3975756
#> exo3 2.09047816 0.3426970 1.6835729 2.5725580
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4771075 0.2549456 -0.7353292 -0.1745680
#> lag1_var2 2.5796441 0.7746187 1.6573925 3.6711291
#> lag1_var3 3.8524385 1.2354134 2.4359030 5.6241205
#> lag1_var4 -2.9433368 1.1492604 -4.5858258 -1.6473838
#> const 4.3782636 3.6341324 -0.5612451 8.9578161
#> exo1 -0.1787578 0.4004741 -0.7166385 0.3903199
#> exo2 -3.8645725 0.2766768 -4.2064103 -3.4734332
#> exo3 -2.8191556 0.4040734 -3.3818366 -2.3683723
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2389635 0.2007546 -0.5202665 0.01641152
#> lag1_var2 2.2333439 0.4371357 1.6640676 2.83586716
#> lag1_var3 3.0366465 0.7194541 2.1599806 4.11170019
#> lag1_var4 -2.0441450 0.6643864 -3.0329137 -1.23448418
#> const 2.6590979 3.1748458 -1.7241015 7.11362218
#> exo1 -0.1987656 0.2703039 -0.5206877 0.23268128
#> exo2 -3.1325253 0.2399732 -3.4988931 -2.86161310
#> exo3 -1.7906564 0.2495442 -2.1505615 -1.53661689
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001483072 0.002747582 0.0004330099 0.005516181
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01802964 0.01160619 -0.02901434 -0.0002216861
#> Sigma[2,2] 2.47176342 0.58873507 1.52662233 3.0554887519
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005988025 0.01387531 -0.01543747 0.01798083
#> Sigma[3,2] -1.577542425 0.42723032 -2.16163746 -1.00278945
#> Sigma[3,3] 1.419663474 0.39392765 1.00868775 2.03210870
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006799442 0.008442312 -0.02096583 -0.0003983549
#> Sigma[4,2] 0.093478577 0.221706902 -0.15888807 0.4075954616
#> Sigma[4,3] 0.402408628 0.197981420 0.19141996 0.7168546698
#> Sigma[4,4] 0.521314159 0.151954161 0.33790993 0.7160006633
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980021753 0.03378507 0.94713924 1.03825392
#> lag1_var2 -0.035494221 0.10168843 -0.21272785 0.05473803
#> lag1_var3 -0.047712586 0.14734088 -0.30451838 0.08470478
#> lag1_var4 0.038595112 0.13530191 -0.08300809 0.27400359
#> const 1.200526160 0.30633909 0.78055859 1.57269731
#> exo1 -0.008875445 0.02338269 -0.03852256 0.02058445
#> exo2 -0.098592552 0.03319289 -0.14509804 -0.05112387
#> exo3 0.080968597 0.05094941 0.02709960 0.15712296
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8667167 1.063303 -2.346303 0.448581
#> lag1_var2 -0.2933850 3.734202 -5.250159 4.168988
#> lag1_var3 -1.5143475 5.578911 -8.933142 5.006660
#> lag1_var4 1.6645136 5.186075 -4.594993 8.369430
#> const 15.7363920 21.384073 -8.170973 44.921068
#> exo1 0.6235054 1.355193 -1.378189 2.160306
#> exo2 6.1611394 1.351560 4.364777 7.906899
#> exo3 0.7674480 2.031794 -1.991023 3.389510
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06849999 0.8292111 -1.2068170 1.173107
#> lag1_var2 2.66357495 2.6541030 -0.7364113 6.130159
#> lag1_var3 4.69626383 3.9416797 -0.3041383 9.891112
#> lag1_var4 -3.60935531 3.6703798 -8.3163565 1.175554
#> const -6.33580129 16.6243457 -34.0764637 12.862707
#> exo1 -0.01142569 1.0408349 -0.9584635 1.755792
#> exo2 -4.58404738 0.9330795 -5.4740231 -2.972027
#> exo3 -0.40922786 1.5104589 -2.5798641 1.414177
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7376039 0.3815821 -1.18900661 -0.2590050
#> lag1_var2 2.1820737 1.0060262 1.03522703 3.5678559
#> lag1_var3 3.2546232 1.4857557 1.53685932 5.2931272
#> lag1_var4 -2.0252426 1.4206692 -4.01944951 -0.4209799
#> const 3.6774134 8.8521986 -7.53141396 17.1971925
#> exo1 0.4300098 0.4371917 -0.05138294 1.1221962
#> exo2 -0.7432054 0.4926100 -1.47070893 -0.1259852
#> exo3 0.1421225 0.7188144 -0.78943274 1.1937705
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001491557 0.002135622 0.0005672168 0.004835747
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002224685 0.002780858 -0.006722656 -0.0007851507
#> Sigma[2,2] 0.011991731 0.004249432 0.007726195 0.0185651880
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009856108 0.01999271 -0.00106018 0.0427396038
#> Sigma[3,2] -0.019710727 0.02703816 -0.06238981 0.0008992836
#> Sigma[3,3] 0.295348766 0.16882987 0.18192503 0.5896826502
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009270424 0.01960234 -0.001437658 0.041519004
#> Sigma[4,2] -0.014669077 0.02658569 -0.056946676 0.006087792
#> Sigma[4,3] 0.299805650 0.16388090 0.188540736 0.586746028
#> Sigma[4,4] 0.307065787 0.15905196 0.195282609 0.586674517
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95141036 0.03542744 0.89360641 0.98313106
#> lag1_var2 -0.05015385 0.09655365 -0.17142467 0.08323068
#> lag1_var3 -0.12460934 0.18936119 -0.35159794 0.14761767
#> lag1_var4 0.12116630 0.17924546 -0.13644016 0.33646144
#> const 1.15204445 0.43371775 0.57354409 1.67871684
#> exo1 -0.01408198 0.05249059 -0.10322016 0.03548959
#> exo2 -0.02218331 0.03374854 -0.05935555 0.03188778
#> exo3 -0.01250782 0.03689154 -0.07299266 0.02791513
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.049739678 0.07851199 -0.04299655 0.1739953
#> lag1_var2 0.758877143 0.25417433 0.40638885 1.0673540
#> lag1_var3 0.379825899 0.53921034 -0.33823794 1.0574099
#> lag1_var4 -0.391602672 0.51454622 -1.04073827 0.2917671
#> const 1.233661536 1.14676635 -0.48210593 2.8757876
#> exo1 -0.001376052 0.11628580 -0.19809384 0.1210586
#> exo2 0.600862347 0.14515611 0.40998661 0.8096783
#> exo3 0.254007811 0.06688974 0.15302645 0.3337418
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5422718 0.3525080 0.03945536 0.9028270
#> lag1_var2 -1.6443759 0.9962702 -3.23554008 -0.7556053
#> lag1_var3 -2.2094499 2.2963257 -5.95741690 0.2873383
#> lag1_var4 3.0775828 2.1998457 0.66332852 6.6607358
#> const -3.8031808 6.4435751 -13.54990988 3.8113001
#> exo1 -0.2018523 0.5280861 -1.01754155 0.4386034
#> exo2 0.1312245 0.6027715 -0.85248762 0.7465806
#> exo3 0.4903406 0.5307855 -0.18479399 1.2665771
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5972375 0.3696075 0.04703064 0.9991269
#> lag1_var2 -1.6844154 0.9896668 -3.23997602 -0.8391023
#> lag1_var3 -2.8205652 2.2777780 -6.44300882 -0.3622424
#> lag1_var4 3.6894271 2.1832135 1.31013750 7.1522079
#> const -4.0431073 6.8439793 -14.34391682 4.3377865
#> exo1 -0.2110239 0.5243211 -1.04820595 0.4062062
#> exo2 0.4722576 0.6045800 -0.53265630 1.0446907
#> exo3 0.6577536 0.5768307 -0.07118440 1.4976627
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001360744 0.0003617338 0.000917682 0.001975593
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001419665 0.001963553 -0.00413208 0.001055804
#> Sigma[2,2] 0.346287526 0.045467240 0.28944283 0.417943471
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001204964 0.004468092 -0.004608899 0.007577479
#> Sigma[3,2] -0.501101684 0.108989060 -0.684396917 -0.382566661
#> Sigma[3,3] 1.007079488 0.302882223 0.740430417 1.526929943
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006376203 0.003995482 -0.004650549 0.006080382
#> Sigma[4,2] -0.3447979916 0.096271816 -0.505575633 -0.244654957
#> Sigma[4,3] 0.8197171405 0.273577374 0.594230615 1.288776426
#> Sigma[4,4] 0.7083931593 0.248368540 0.515880142 1.134593675
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947357466 0.02281830 0.91183304 0.97272594
#> lag1_var2 -0.001986337 0.04745149 -0.07088436 0.05997546
#> lag1_var3 -0.025466155 0.09228880 -0.15786790 0.09790885
#> lag1_var4 0.015707356 0.08666338 -0.10015569 0.13948365
#> const 1.570359835 0.33641853 1.12143805 2.05554932
#> exo1 -0.005395254 0.02854120 -0.03794402 0.03490742
#> exo2 -0.252950853 0.02829978 -0.28491183 -0.20860816
#> exo3 -0.029904947 0.04644994 -0.08476125 0.04404120
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7872557 0.1475853 -0.98737344 -0.5904084
#> lag1_var2 2.2434606 0.9746387 0.76255417 3.4419581
#> lag1_var3 3.6561496 1.7057874 1.04695343 5.6793677
#> lag1_var4 -3.3056555 1.5251216 -5.13261988 -0.9714245
#> const 7.0941807 8.7121543 -4.38427713 19.6117298
#> exo1 0.5393522 0.4784773 -0.05950569 1.2550905
#> exo2 2.2330070 0.4935092 1.50686626 2.7941323
#> exo3 0.5215281 0.5294970 -0.29200170 1.0882860
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.00619684 0.4294619 -0.6986087 0.50482120
#> lag1_var2 1.58606576 1.3745311 0.2188432 3.87581204
#> lag1_var3 2.80736032 2.4551078 0.2346551 6.92182278
#> lag1_var4 -1.91729714 2.2057904 -5.5942747 0.37496764
#> const -0.48165722 15.6431002 -23.6696285 18.89367061
#> exo1 -0.83257563 0.7474908 -1.9519452 -0.05516304
#> exo2 -4.06950783 1.1938014 -5.6214221 -2.24216309
#> exo3 -1.66909119 1.0055121 -3.0407654 -0.29107881
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5195743 0.4836225 -1.327639 0.05214277
#> lag1_var2 2.7452028 1.1455107 1.380944 4.62128247
#> lag1_var3 4.6792787 2.0987385 2.122595 8.12420142
#> lag1_var4 -3.5537390 1.9028452 -6.636046 -1.19089665
#> const 3.1852965 13.1473331 -15.325271 21.05599094
#> exo1 -0.6117635 0.5877045 -1.442388 -0.10580602
#> exo2 -3.2782560 1.1040734 -4.730063 -1.61251233
#> exo3 -1.5485126 0.9337042 -2.818685 -0.39095334
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00033574 5.91579e-05 0.0002533758 0.0004128061
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007929202 0.002878651 -0.01120438 -0.003539538
#> Sigma[2,2] 0.993811386 0.296031956 0.66220822 1.432043752
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006632197 0.003244951 0.001954107 0.01085596
#> Sigma[3,2] -0.068171396 0.154067174 -0.270295125 0.12362430
#> Sigma[3,3] 1.562551722 0.282038154 1.168090730 1.94067448
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001997971 0.003952374 -0.004520199 0.006643588
#> Sigma[4,2] 0.589089304 0.229098808 0.277443261 0.921126869
#> Sigma[4,3] 1.650272130 0.332471152 1.228804539 2.084695560
#> Sigma[4,4] 2.185310524 0.416903602 1.632632239 2.702404294
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96693649 0.01415553 0.94832456 0.985890739
#> lag1_var2 -0.04366907 0.03909687 -0.09277509 0.003446317
#> lag1_var3 -0.08013348 0.06065289 -0.15663554 -0.005479252
#> lag1_var4 0.07275691 0.05724661 0.00208686 0.145022613
#> const 1.25676036 0.14916052 1.06971927 1.491038907
#> exo1 0.02618476 0.01410016 0.01053891 0.046413738
#> exo2 -0.07079548 0.02395530 -0.10680634 -0.043354086
#> exo3 0.01680881 0.02397305 -0.01802870 0.044015313
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3399534 0.6638514 0.4129224 2.2564319
#> lag1_var2 -1.9613105 2.2507536 -5.0292657 1.2525231
#> lag1_var3 -4.0661720 3.6101583 -8.9988776 1.1054896
#> lag1_var4 3.9011171 3.3796873 -0.9002756 8.5512847
#> const -19.2089237 9.1424780 -29.6669135 -5.5741379
#> exo1 -0.6601668 1.0863354 -2.3664656 0.5762517
#> exo2 5.3391634 0.9851210 4.1800869 6.7533172
#> exo3 2.5135083 1.0104676 1.2008813 3.8776581
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.77316476 0.6732311 -1.819662 -0.01476245
#> lag1_var2 4.20074123 2.0898828 1.176807 6.40884281
#> lag1_var3 7.35898033 3.4430612 2.383834 10.88927607
#> lag1_var4 -6.17503815 3.2238671 -9.374107 -1.52747508
#> const 5.33195343 11.3579985 -11.688910 17.95321805
#> exo1 0.05061909 1.3648755 -1.940335 1.83175333
#> exo2 -5.06234192 1.4513935 -7.337100 -3.13864226
#> exo3 -0.43477856 1.3656576 -2.054336 1.60002545
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02065924 0.9808503 -1.41093524 1.2203900
#> lag1_var2 2.84394738 2.7817057 -0.16656084 7.0259167
#> lag1_var3 4.60465338 4.5085385 -0.35590197 11.3493236
#> lag1_var4 -3.48888486 4.2296717 -9.73112788 1.1944085
#> const -7.83635527 12.3355359 -28.29177779 4.8048809
#> exo1 -0.35583490 1.8141938 -3.08992496 1.7741408
#> exo2 -2.03839023 1.4351501 -3.89175906 -0.2597457
#> exo3 1.22670216 1.4175977 -0.09454169 3.4290528
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001857671 0.0004540311 0.001357332 0.002490453
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007978858 0.007228468 -0.01940761 -0.002502469
#> Sigma[2,2] 0.228236115 0.113194719 0.15554666 0.407758817
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0103754 0.006475745 0.00456396 0.02114663
#> Sigma[3,2] -0.1597174 0.100317518 -0.32507042 -0.07159078
#> Sigma[3,3] 0.2333139 0.090181418 0.12606980 0.37599892
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006530686 0.003884869 0.001609564 0.01160175
#> Sigma[4,2] -0.039188607 0.052447686 -0.122062447 0.02614360
#> Sigma[4,3] 0.152881148 0.056406837 0.083830762 0.22786725
#> Sigma[4,4] 0.136430909 0.045429055 0.090229780 0.20443142
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87651078 0.02983720 0.82370715 0.90414124
#> lag1_var2 -0.05389852 0.11691923 -0.21040083 0.09747000
#> lag1_var3 -0.07904829 0.22236233 -0.37807946 0.21126702
#> lag1_var4 0.09745969 0.21287462 -0.17690923 0.39229194
#> const 2.13642180 0.59232968 1.37547128 2.94451841
#> exo1 0.00340229 0.05205174 -0.08557656 0.05495634
#> exo2 -0.16343480 0.05977120 -0.22704682 -0.07432094
#> exo3 0.04732889 0.05116510 -0.02170768 0.12089069
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17911401 0.4580700 -0.5020525 0.6870239
#> lag1_var2 2.06510172 1.3722715 0.1733828 3.5628982
#> lag1_var3 2.15141280 2.6755062 -1.5257093 5.0938411
#> lag1_var4 -2.17082551 2.6305725 -5.1300519 1.4202219
#> const -3.27742488 6.9320186 -9.5543510 7.9198829
#> exo1 -0.08630422 0.5205722 -0.7310842 0.6262357
#> exo2 0.58185533 0.4816749 -0.0454023 1.2173302
#> exo3 -0.25122255 0.6839482 -1.0331484 0.7828632
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07329574 0.3600502 -0.3916747 0.5906685
#> lag1_var2 -1.16547643 1.3675505 -2.8891416 0.8162068
#> lag1_var3 -1.33002067 2.6395472 -4.6409390 2.5152651
#> lag1_var4 2.21599145 2.5567392 -1.5079459 5.3868386
#> const 4.26166534 6.3045402 -3.8371756 13.9336282
#> exo1 0.07691294 0.4165346 -0.3366682 0.6588482
#> exo2 -2.77335670 0.4695353 -3.3065889 -2.1074983
#> exo3 0.19050748 0.4468481 -0.4544279 0.7569423
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16542868 0.2497428 -0.1555412 0.4907452
#> lag1_var2 -0.43449771 1.1242340 -1.6521428 1.1548586
#> lag1_var3 -0.87943639 2.1744837 -3.2309203 2.2191647
#> lag1_var4 1.76490112 2.1048889 -1.2392561 4.0532457
#> const 2.06761759 4.7351606 -2.8134889 9.9942899
#> exo1 0.02733639 0.3026102 -0.4153014 0.4226538
#> exo2 -2.52536018 0.2819821 -2.9296775 -2.1393056
#> exo3 0.07622526 0.3499505 -0.1631884 0.7022953
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001876667 0.002915021 0.0007140137 0.006103115
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03031215 0.008563684 -0.03844559 -0.0155089
#> Sigma[2,2] 1.99263670 0.382019378 1.48262189 2.5125187
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02430598 0.007771882 0.01486726 0.03539817
#> Sigma[3,2] -1.31737944 0.228689729 -1.62617733 -1.00009971
#> Sigma[3,3] 1.09278076 0.183614878 0.80612380 1.28780014
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005133341 0.01049891 -0.0007669192 0.02141817
#> Sigma[4,2] -0.053481542 0.08944456 -0.1690009131 0.07408317
#> Sigma[4,3] 0.272059349 0.09304576 0.1283204311 0.37388816
#> Sigma[4,4] 0.254557136 0.05668942 0.1860228554 0.33788011
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.946639019 0.09400439 0.85233637 1.08808279
#> lag1_var2 -0.114400376 0.24860424 -0.50450290 0.08088727
#> lag1_var3 -0.176435689 0.38746470 -0.78340130 0.12606440
#> lag1_var4 0.172700076 0.35850718 -0.10263400 0.73512371
#> const 1.541390435 0.50253960 0.81932692 2.21157615
#> exo1 0.001293148 0.03514166 -0.05508032 0.03684224
#> exo2 -0.072801491 0.02677983 -0.09687243 -0.02956465
#> exo3 0.082806138 0.01979240 0.05977910 0.10832338
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8761953 2.5103712 -2.801990 4.0932240
#> lag1_var2 1.5940065 5.1463166 -5.213111 8.9010800
#> lag1_var3 1.0264527 8.0027368 -9.574337 12.3983651
#> lag1_var4 -1.0772815 7.3131941 -11.476668 8.6829530
#> const -16.9556458 18.1519450 -41.288243 8.4516937
#> exo1 -0.7113617 0.9470238 -1.769633 0.8542376
#> exo2 0.2009273 1.7789888 -2.098388 2.7817350
#> exo3 -0.8991365 1.1498775 -2.519398 0.3439806
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1443003 1.6298519 -2.0363922 2.6765771
#> lag1_var2 -1.5606709 3.7801401 -7.7192174 3.1754440
#> lag1_var3 -1.5308773 5.8577488 -11.0864787 5.8304545
#> lag1_var4 2.3637351 5.3965935 -4.4320000 11.1618459
#> const 6.8773004 11.0864944 -8.0616810 23.2405760
#> exo1 0.1814594 0.6861174 -0.6960554 1.1707941
#> exo2 -0.8143130 1.0506469 -2.4033151 0.3655103
#> exo3 1.0572985 0.5912003 0.3366181 1.8497657
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6771132 0.4452298 0.08560029 1.3159950
#> lag1_var2 -0.9071032 1.1061766 -2.48634625 0.6362025
#> lag1_var3 -1.4510019 1.7135416 -3.87410562 0.9618079
#> lag1_var4 2.2689012 1.5966533 0.06304697 4.5467307
#> const -4.4433532 5.4710414 -12.58450492 2.1967457
#> exo1 -0.2822471 0.3506066 -0.82429271 0.1764431
#> exo2 -0.7102639 0.2703648 -1.05734805 -0.3164408
#> exo3 0.5357010 0.5034553 -0.13823844 1.2364966
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006513004 8.012757e-05 0.0005608918 0.0007724724
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01582463 0.002970205 -0.02017787 -0.0120835
#> Sigma[2,2] 0.75664234 0.142812921 0.58844916 0.9755346
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008910988 0.002252221 0.006002722 0.01228005
#> Sigma[3,2] -0.442265521 0.097532673 -0.579739454 -0.31654319
#> Sigma[3,3] 0.310767507 0.073997990 0.220959077 0.41709416
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005888358 0.001046942 -0.001743938 0.00099669
#> Sigma[4,2] 0.0116055117 0.039021854 -0.043851288 0.06301552
#> Sigma[4,3] 0.0487799425 0.023319215 0.023723167 0.08896374
#> Sigma[4,4] 0.0594450188 0.015707081 0.041911442 0.08332540
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987438145 0.02215275 0.96295090 1.02491768
#> lag1_var2 -0.137533256 0.03444125 -0.18068913 -0.09113155
#> lag1_var3 -0.234624347 0.05765935 -0.30876821 -0.15689339
#> lag1_var4 0.222486076 0.05570287 0.14903367 0.29620804
#> const 1.060798067 0.57532696 0.08587410 1.67230695
#> exo1 -0.003079702 0.01589478 -0.02539771 0.01978188
#> exo2 -0.069941145 0.02052596 -0.09345347 -0.03693891
#> exo3 0.017022094 0.02482577 -0.02141483 0.04583524
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8211235 0.5254357 -1.6078297 -0.2206253
#> lag1_var2 2.5651423 2.0148790 -0.1407449 4.7400732
#> lag1_var3 2.8056998 3.3125883 -1.6794816 6.3982136
#> lag1_var4 -2.6149926 3.1876145 -6.1171848 1.7539735
#> const 10.3703005 9.3444519 -1.6933553 24.0428753
#> exo1 -0.6618244 0.6386150 -1.3182112 0.3598203
#> exo2 0.3808860 0.8672551 -0.7408996 1.6007642
#> exo3 0.2400543 0.7837140 -0.5998810 1.4484725
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6309206 0.3691008 0.1709724 1.1287416
#> lag1_var2 -0.4936897 1.3219698 -2.2860954 1.2722311
#> lag1_var3 0.1810426 2.1844295 -2.7386826 3.1271398
#> lag1_var4 0.6446033 2.1028520 -2.2232758 3.4374972
#> const -5.7999753 7.4412124 -16.8933003 3.4480354
#> exo1 0.1023894 0.4796209 -0.6748457 0.6365125
#> exo2 -1.1007477 0.4274366 -1.6050045 -0.4718043
#> exo3 -0.4028091 0.5639447 -1.3323894 0.2320645
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1260942 0.1153190 -0.03235022 0.269696507
#> lag1_var2 0.7134365 0.4569821 0.15701481 1.364321765
#> lag1_var3 1.3204652 0.7483378 0.38894716 2.372083478
#> lag1_var4 -0.3628987 0.7080968 -1.33851492 0.530599018
#> const -0.2885628 3.4968499 -4.76998878 4.294126091
#> exo1 -0.2968991 0.1416616 -0.48882210 -0.115777896
#> exo2 -0.8986495 0.2919497 -1.30403014 -0.505103907
#> exo3 -0.2691484 0.2061680 -0.48328681 -0.002788037
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00047616 0.0004438632 0.000255756 0.001162065
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005582804 0.004264897 -0.0115906 0.000242476
#> Sigma[2,2] 0.416149911 0.156434046 0.2632080 0.673736706
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004809072 0.003903499 -0.0003036072 0.01006053
#> Sigma[3,2] -0.327024951 0.139947189 -0.5609499892 -0.18698320
#> Sigma[3,3] 0.351951348 0.145692622 0.2003451506 0.59438309
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001589706 0.001784473 -0.0006602438 0.004213233
#> Sigma[4,2] -0.088434338 0.062665518 -0.1778120791 -0.012746581
#> Sigma[4,3] 0.171473882 0.074293146 0.0971261598 0.286500909
#> Sigma[4,4] 0.128496958 0.045399149 0.0822015806 0.195512220
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958446447 0.02281637 0.933875402 0.997537388
#> lag1_var2 -0.097509468 0.05953355 -0.198205500 -0.041457272
#> lag1_var3 -0.171745738 0.09838806 -0.337488044 -0.077658410
#> lag1_var4 0.170109028 0.09046035 0.080959783 0.321290537
#> const 1.279324592 0.23998265 0.865843902 1.536487218
#> exo1 -0.008698549 0.02148505 -0.031383000 0.025613405
#> exo2 -0.050440140 0.02533217 -0.075704660 -0.009958094
#> exo3 0.024109668 0.01995628 -0.009349556 0.045491020
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3426319 0.4254412 -0.88596201 0.2380777
#> lag1_var2 5.1059566 1.1764902 3.66977658 6.8094595
#> lag1_var3 7.3387605 1.9941753 4.80337344 10.1844820
#> lag1_var4 -7.4223648 1.9317190 -10.17792930 -4.8840297
#> const 16.2254527 5.0307160 9.02392820 22.1174945
#> exo1 -0.3951379 0.4066041 -0.97056880 0.1520486
#> exo2 0.9208383 0.6453109 0.04515577 1.7934410
#> exo3 -0.4019865 0.6579018 -1.18871487 0.5274411
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60576728 0.5752821 -0.3150475 1.3402474
#> lag1_var2 -2.80730421 1.2254764 -4.5469806 -1.5169860
#> lag1_var3 -3.95650041 2.0187131 -6.8762195 -1.8661942
#> lag1_var4 4.86559248 1.8903547 2.9220912 7.6564072
#> const -12.72111708 5.5903767 -20.6632045 -5.8460052
#> exo1 0.08265674 0.5465855 -0.5791271 0.8260034
#> exo2 -1.39538330 0.4900064 -2.0408722 -0.7081599
#> exo3 0.02052205 0.6025589 -0.9204879 0.6382984
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4221030 0.4288159 -0.2190811 0.9882454
#> lag1_var2 -0.2408475 0.9271017 -1.5557041 0.9165136
#> lag1_var3 -0.3853875 1.5296218 -2.5102017 1.4840642
#> lag1_var4 1.2536970 1.4060155 -0.3572175 3.1918677
#> const -4.1985958 3.7598772 -9.6853628 0.9640902
#> exo1 -0.1538776 0.4472243 -0.8182914 0.3592288
#> exo2 -0.8733960 0.3068159 -1.3083713 -0.4431857
#> exo3 -0.2328327 0.2980040 -0.6522531 0.1254944
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002696266 0.0007582161 0.001942048 0.003983968
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01442849 0.004433294 0.008937516 0.02119007
#> Sigma[2,2] 0.13690451 0.040543330 0.089290926 0.19563896
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006402365 0.001875111 -0.009460899 -0.004254508
#> Sigma[3,2] -0.055632981 0.017570135 -0.082558018 -0.034926074
#> Sigma[3,3] 0.026773769 0.007574212 0.018525498 0.038222586
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002290292 0.0008274153 -0.003342964 -0.001108741
#> Sigma[4,2] -0.013751959 0.0065876562 -0.022537700 -0.005141981
#> Sigma[4,3] 0.010630416 0.0026593467 0.006988121 0.014113660
#> Sigma[4,4] 0.007824438 0.0014734946 0.005517750 0.009518111
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.946321194 0.04362231 0.901061272 1.01470133
#> lag1_var2 -0.005107193 0.05038639 -0.078272720 0.06017879
#> lag1_var3 0.275204742 0.13745693 0.071008129 0.44786389
#> lag1_var4 -0.230801303 0.11509160 -0.371697635 -0.05779173
#> const 2.257030174 0.42996950 1.677240847 2.89556188
#> exo1 -0.004359952 0.04033851 -0.051611590 0.05347842
#> exo2 -0.036481885 0.04223459 -0.094769748 0.02286490
#> exo3 0.083411246 0.06724620 -0.001190199 0.19156163
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2289110 0.3613456 -0.2125460 0.7881561
#> lag1_var2 0.1966588 0.4577604 -0.4731845 0.7945561
#> lag1_var3 0.7558828 1.2509567 -1.1347699 2.3662453
#> lag1_var4 -0.1797407 1.0290709 -1.5059699 1.3956473
#> const 3.7523198 4.1739362 -2.7395784 8.0271394
#> exo1 -0.2302232 0.3738526 -0.5798771 0.3388370
#> exo2 1.6833572 0.3032367 1.2987837 2.0951648
#> exo3 1.5421972 0.4398518 1.0416862 2.2379231
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01204025 0.1538240 -0.23787051 0.1850412
#> lag1_var2 0.20711750 0.1924689 -0.06449218 0.4837702
#> lag1_var3 0.39469012 0.5000351 -0.28540405 1.1508726
#> lag1_var4 0.32339345 0.4233875 -0.31472232 0.8992434
#> const -1.21028482 1.3668665 -2.64306862 0.9478610
#> exo1 0.09599093 0.1529984 -0.13573737 0.2374360
#> exo2 -0.78770721 0.1349581 -0.99745507 -0.6231405
#> exo3 -0.33620620 0.1899552 -0.66380048 -0.1568459
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.048487426 0.05854325 -0.02659127 0.13647604
#> lag1_var2 -0.004491782 0.08312377 -0.11736905 0.09957676
#> lag1_var3 -0.236292889 0.17745890 -0.45043584 -0.01662076
#> lag1_var4 1.165451580 0.15533257 0.97155272 1.36446819
#> const -0.734103249 0.92533355 -1.88670052 0.61393947
#> exo1 0.023191382 0.06973391 -0.07891205 0.10149229
#> exo2 -0.348855846 0.07377235 -0.45839951 -0.25724448
#> exo3 0.226253624 0.09937503 0.08793852 0.36245362
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000328537 7.757585e-05 0.0002212326 0.0004468461
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009669751 0.003859144 -0.01620447 -0.006425953
#> Sigma[2,2] 0.671869698 0.162044947 0.52630152 0.960043918
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008690647 0.003828416 0.005664226 0.01453378
#> Sigma[3,2] -0.510345321 0.136324034 -0.736539240 -0.34612525
#> Sigma[3,3] 0.606436402 0.141942677 0.435505741 0.81751502
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002464657 0.001782718 0.0004643859 0.005408488
#> Sigma[4,2] -0.074019524 0.063011825 -0.1652942035 0.013580092
#> Sigma[4,3] 0.291853475 0.070562512 0.2070217105 0.394775331
#> Sigma[4,4] 0.262192840 0.045362626 0.2025962765 0.329119391
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97185546 0.01313638 0.95292635 0.98888210
#> lag1_var2 -0.07492316 0.02395206 -0.10419792 -0.04154491
#> lag1_var3 -0.11728087 0.03711157 -0.16369522 -0.06460347
#> lag1_var4 0.10769919 0.03595747 0.05698854 0.15384242
#> const 1.37411521 0.31499140 0.95959396 1.78040981
#> exo1 -0.01784517 0.01461052 -0.03933729 -0.00249880
#> exo2 -0.04536996 0.01003783 -0.05971018 -0.03241840
#> exo3 0.03749805 0.01523324 0.01947400 0.05958589
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4151119 0.3870519 -0.13040710 0.9188150
#> lag1_var2 -0.6688275 1.1505026 -2.08629664 1.0548787
#> lag1_var3 -2.1702161 1.7065327 -4.11869662 0.3791289
#> lag1_var4 2.0749338 1.6295573 -0.36198307 3.9001937
#> const -3.3147160 11.0501298 -20.96864113 10.8686139
#> exo1 -0.1619347 0.6188355 -0.93118856 0.7816895
#> exo2 0.6995989 0.6419880 -0.04996055 1.7025105
#> exo3 -0.2182117 0.5608436 -1.04182650 0.3406405
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08213079 0.3591314 -0.4566923 0.50915856
#> lag1_var2 0.36252101 1.1142147 -1.0105479 2.11541794
#> lag1_var3 1.48345441 1.6821919 -0.6596326 4.10511750
#> lag1_var4 -0.54263585 1.5932001 -3.0236631 1.50906037
#> const 1.40532983 6.5027618 -6.6681491 11.59610547
#> exo1 -0.64086008 0.7886909 -1.8126659 0.48332942
#> exo2 -0.99959330 0.7252587 -2.0471084 -0.09917947
#> exo3 0.27326179 0.5993621 -0.6147910 1.02743372
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3710175 0.3650732 -0.1172333 0.8640411
#> lag1_var2 -0.5871212 0.8376745 -1.8976298 0.2970130
#> lag1_var3 -0.7026871 1.3650620 -2.8349473 0.7285155
#> lag1_var4 1.5883310 1.2788961 0.2410566 3.5881005
#> const -1.6339000 5.0696630 -5.6464039 7.1151670
#> exo1 -0.7869956 0.4920460 -1.5279104 -0.1197333
#> exo2 -0.5800180 0.5536541 -1.2498085 0.2278044
#> exo3 0.1555661 0.3779875 -0.4990882 0.5361459
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007372779 0.0002629969 0.0004752929 0.001181109
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002585359 0.002403463 -0.006699566 -4.552234e-05
#> Sigma[2,2] 0.232107051 0.035946303 0.185599187 2.854466e-01
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01181745 0.003409012 0.007375458 0.01688461
#> Sigma[3,2] -0.12298294 0.059715923 -0.201050818 -0.04225352
#> Sigma[3,3] 0.61202868 0.145046748 0.456251193 0.83702091
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01110595 0.003120605 0.007117512 0.01578949
#> Sigma[4,2] 0.01863926 0.054893513 -0.055560452 0.09517354
#> Sigma[4,3] 0.57736290 0.129119438 0.448910358 0.76945931
#> Sigma[4,4] 0.63234561 0.131317825 0.479242023 0.80813301
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987540552 0.01975365 0.96108965 1.01449055
#> lag1_var2 -0.114263246 0.05144202 -0.16643429 -0.02875826
#> lag1_var3 -0.191966569 0.08380998 -0.27715336 -0.05570099
#> lag1_var4 0.180677575 0.07661615 0.05476081 0.25534463
#> const 1.028820634 0.32894094 0.53099316 1.42130711
#> exo1 -0.007826934 0.03103154 -0.06017144 0.02140868
#> exo2 -0.118363429 0.04942457 -0.18525524 -0.04922458
#> exo3 0.084902441 0.03899622 0.02480481 0.13615059
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3095196 0.2181112 -0.64521752 -0.02005798
#> lag1_var2 1.7421557 0.9916609 0.35739411 2.91341413
#> lag1_var3 2.1504520 1.6154276 -0.07943463 3.99421711
#> lag1_var4 -2.0265124 1.5273804 -3.77369879 0.06342204
#> const 3.5729092 4.5950398 -2.30545057 8.45323555
#> exo1 -0.7175655 0.5500409 -1.23985067 0.12507892
#> exo2 0.1562797 0.3986779 -0.34579273 0.66733589
#> exo3 1.4468929 0.3268325 0.86635586 1.77172111
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6238829 0.3922147 0.2221418 1.2255702
#> lag1_var2 -0.8986238 1.2754406 -3.0120248 0.5211592
#> lag1_var3 -0.8899104 2.1513530 -4.4253364 1.4072113
#> lag1_var4 1.7628651 1.9872453 -0.4170623 5.0096113
#> const -8.9213713 5.1923022 -16.6616745 -2.6855211
#> exo1 0.3306736 1.0148231 -1.1189546 1.6754652
#> exo2 -4.8601104 0.9160554 -6.2566771 -3.7306673
#> exo3 1.2990830 0.9370734 0.2986605 2.8963268
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4664752 0.4046473 0.1035261 1.0960173
#> lag1_var2 -0.3129683 1.4360283 -2.3905921 1.7305336
#> lag1_var3 -0.3471005 2.4676522 -3.8440765 2.9774139
#> lag1_var4 1.3062799 2.2959589 -1.8064749 4.5198856
#> const -8.1039346 5.8930450 -16.4470918 -0.7192456
#> exo1 -0.1026832 1.1003770 -1.5199097 1.6127636
#> exo2 -5.0764416 0.9060837 -6.6295115 -4.0946177
#> exo3 2.3579921 0.8524312 1.3669498 3.7159585
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004219881 0.0001283446 0.0002689989 0.0006065277
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001706621 0.008339738 -0.009931361 0.01223121
#> Sigma[2,2] 4.767902753 1.305518981 3.308244998 6.74963080
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00676379 0.005054544 -0.01467314 -0.001135336
#> Sigma[3,2] -2.46525166 0.638989884 -3.47243645 -1.712872031
#> Sigma[3,3] 1.61007663 0.336628476 1.11170388 2.020897902
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007186866 0.002737747 -0.0117098 -0.004363567
#> Sigma[4,2] -0.396274981 0.215867433 -0.6823063 -0.097252982
#> Sigma[4,3] 0.597647669 0.157432443 0.4056006 0.837988075
#> Sigma[4,4] 0.493812206 0.152620981 0.3241126 0.710573943
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947314525 0.01497463 0.928490350 0.970048748
#> lag1_var2 0.020327393 0.01799179 -0.001283419 0.047988703
#> lag1_var3 0.047796271 0.04062528 -0.001936555 0.109183821
#> lag1_var4 -0.047308134 0.03362218 -0.099232368 -0.007066648
#> const 1.368827634 0.42635323 0.718881137 1.760263830
#> exo1 -0.003716666 0.01429152 -0.022885603 0.016587397
#> exo2 -0.058559307 0.01602518 -0.078769261 -0.036387023
#> exo3 -0.011510211 0.01833383 -0.033001353 0.015525844
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2598299 1.505454 -1.70502910 2.1891962
#> lag1_var2 -1.6951131 2.425689 -5.31499913 1.6607647
#> lag1_var3 -5.5442592 5.463323 -13.61034526 2.1222620
#> lag1_var4 5.8704807 4.883398 -0.92237077 13.1485641
#> const -16.9145490 28.135930 -58.75627759 14.2636688
#> exo1 -2.4146055 2.195993 -5.43215935 0.6431993
#> exo2 2.1867041 1.717461 0.08563411 4.6915191
#> exo3 3.9005711 1.798066 2.01068899 6.9304998
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2373479 0.9477566 -1.1692953 1.47630931
#> lag1_var2 1.1748201 1.4457101 -0.2281973 3.57254752
#> lag1_var3 3.2238728 3.2358083 0.1073611 8.56805488
#> lag1_var4 -2.8769246 2.9111783 -7.6790985 0.03626976
#> const 19.1868412 22.0961805 -8.4776490 50.36127545
#> exo1 1.1940795 1.3429753 -0.5952684 2.79778516
#> exo2 -5.0157950 0.9392008 -6.4127346 -3.87070497
#> exo3 -3.6148098 1.3742438 -5.8812808 -2.42976118
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39006772 0.5272090 -0.3836235 1.0212727
#> lag1_var2 0.06963156 0.7202355 -1.0174229 1.0354254
#> lag1_var3 -0.05721186 1.5980255 -2.4727498 2.0939924
#> lag1_var4 0.50090310 1.4156905 -1.4214514 2.5858713
#> const 12.61260581 16.4915427 -3.4700960 41.0811485
#> exo1 0.14575057 0.6201627 -0.6822805 0.8767073
#> exo2 -4.73209589 0.6140175 -5.4325849 -3.9151746
#> exo3 -2.15744064 0.9122149 -3.4961507 -1.1516929
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001458338 0.002638296 0.0004238429 0.005359704
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005345078 0.003487934 -0.01136583 -0.0019255
#> Sigma[2,2] 0.191185937 0.064504600 0.12714206 0.2950573
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0069677 0.01183949 -0.004118551 0.02690068
#> Sigma[3,2] -0.1267026 0.09360051 -0.264671060 -0.01546163
#> Sigma[3,3] 1.2159243 0.30634278 0.935548812 1.74199105
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003653508 0.01055921 -0.006309512 0.02197983
#> Sigma[4,2] -0.002301004 0.07600308 -0.095286174 0.11696154
#> Sigma[4,3] 1.183865369 0.31275201 0.914247486 1.70463826
#> Sigma[4,4] 1.235129236 0.32336053 0.894110341 1.74875582
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00636835 0.01947155 0.974405829 1.02939689
#> lag1_var2 -0.18098131 0.14565184 -0.326107954 0.05382449
#> lag1_var3 -0.30393591 0.21967635 -0.523171726 0.03988133
#> lag1_var4 0.28666210 0.21227757 -0.045743383 0.50009798
#> const 0.92151486 0.38912820 0.201325723 1.24467327
#> exo1 0.04265328 0.02713480 0.005289641 0.07820999
#> exo2 -0.11875718 0.02174142 -0.155174314 -0.09498659
#> exo3 0.03524281 0.02497853 0.002453294 0.06175300
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4038158 0.2699368 -0.7743090 -0.02397592
#> lag1_var2 2.2749570 1.4435039 0.3317545 4.23995718
#> lag1_var3 2.7562367 2.3876188 -0.3799790 5.86359925
#> lag1_var4 -2.6536294 2.2912252 -5.6135431 0.35017358
#> const 5.4668872 3.7230519 0.4258778 9.22082442
#> exo1 0.2050872 0.3255252 -0.2168624 0.68372250
#> exo2 2.3471952 0.5039132 1.7466734 3.11335159
#> exo3 -0.5888509 0.9322098 -1.8481053 0.79686807
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9689133 0.6362780 0.2331667 1.928547
#> lag1_var2 -0.1772224 3.0758078 -4.8221117 3.739948
#> lag1_var3 -0.7594835 4.9079512 -8.2583039 5.119265
#> lag1_var4 1.4091285 4.6596027 -4.1418926 8.477206
#> const -5.4229564 10.3806478 -19.6349064 9.535131
#> exo1 0.5044993 0.6499888 -0.5043397 1.195261
#> exo2 -6.8598622 1.6553819 -9.4127096 -4.639514
#> exo3 2.4554619 1.3961603 0.1630868 3.609116
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7397445 0.6648687 -0.19206408 1.689041
#> lag1_var2 0.9094958 2.8393103 -2.80692331 4.776718
#> lag1_var3 0.3817616 4.4719538 -5.67523523 6.040686
#> lag1_var4 0.3331862 4.2291439 -5.02151860 5.993922
#> const -2.7424063 10.8368717 -15.14354044 14.680629
#> exo1 0.6810822 0.5899278 -0.33316772 1.255606
#> exo2 -5.6496829 1.7290157 -8.38701482 -3.577094
#> exo3 2.2052710 1.4277788 0.02744171 3.464695
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003008512 7.147747e-05 0.0002176261 0.0003999882
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007810424 0.002875195 -0.01237427 -0.004292374
#> Sigma[2,2] 0.987501149 0.203197115 0.68080238 1.241480063
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002638031 0.003011155 -0.0005214216 0.007389328
#> Sigma[3,2] -0.470783452 0.139780923 -0.7138615747 -0.357106082
#> Sigma[3,3] 1.021551440 0.195432128 0.8348614195 1.357774468
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001058317 0.003578316 -0.005992595 0.003731039
#> Sigma[4,2] -0.005382932 0.156784795 -0.250818657 0.183474546
#> Sigma[4,3] 0.876216915 0.183382154 0.669282478 1.166944517
#> Sigma[4,4] 0.958454825 0.202200755 0.739271368 1.263429734
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98044331 0.007166105 0.9696493286 0.987361952
#> lag1_var2 -0.06119181 0.017791162 -0.0857511644 -0.037838131
#> lag1_var3 -0.13281803 0.037181831 -0.1826861324 -0.080304681
#> lag1_var4 0.11788640 0.034716779 0.0689803730 0.165188971
#> const 1.24254152 0.205715742 0.9664931397 1.518105201
#> exo1 0.02557955 0.015386449 -0.0009592742 0.042814000
#> exo2 -0.01419687 0.009459811 -0.0291487698 -0.002443989
#> exo3 -0.01498015 0.018656202 -0.0417861971 0.008460392
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1327416 0.3676708 -0.4393188 0.61953670
#> lag1_var2 0.4740633 1.7855553 -1.7318798 2.82501375
#> lag1_var3 -0.3421578 3.7517481 -5.0105597 4.67910154
#> lag1_var4 0.6129804 3.4922459 -3.9858501 4.95305433
#> const -12.5811899 12.2567733 -31.9864258 1.11913148
#> exo1 -1.0693933 0.8167155 -2.1480078 -0.08277645
#> exo2 0.8888989 0.9383853 -0.6022738 2.03236486
#> exo3 0.1436652 1.2943113 -1.9283073 1.58863781
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3148611 0.2806184 -0.6886911 0.04840192
#> lag1_var2 1.3478656 1.3911487 -0.2480329 3.27302441
#> lag1_var3 3.4979084 2.9625361 0.2071692 7.61655053
#> lag1_var4 -2.5568452 2.7920781 -6.4691333 0.49855895
#> const 9.2663066 8.0907888 -4.0926459 17.28068105
#> exo1 0.4956896 0.9140029 -0.8224499 1.65455429
#> exo2 -1.2150276 0.5717744 -1.8981176 -0.34429839
#> exo3 0.6584878 0.8016152 -0.5281979 1.68152468
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.276381364 0.2637002 -0.5498160 0.1503244
#> lag1_var2 1.313838140 1.2743294 -0.5349158 2.9031889
#> lag1_var3 2.798211875 2.6916450 -1.0277754 6.2314020
#> lag1_var4 -1.703554436 2.4807872 -4.9073577 1.8281686
#> const 2.777670262 9.4528195 -8.4922681 15.6434727
#> exo1 -0.003888752 0.8321681 -1.2249195 0.9643688
#> exo2 -0.883512454 0.8008282 -1.9221335 0.1448212
#> exo3 0.805330318 0.9562900 -0.5372980 2.1808887
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005755269 0.001306874 0.004480309 0.007743312
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006019766 0.0007566549 -0.001659872 0.000344693
#> Sigma[2,2] 0.0060275652 0.0013113882 0.004533750 0.007890965
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002161581 0.001930517 -0.005242326 -0.0001498535
#> Sigma[3,2] -0.007736520 0.002053874 -0.010634191 -0.0050320594
#> Sigma[3,3] 0.030692148 0.005193150 0.024898047 0.0391216156
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002847036 0.001795620 -0.005383345 -0.0006803751
#> Sigma[4,2] -0.003191339 0.001354998 -0.005087753 -0.0014791055
#> Sigma[4,3] 0.026207728 0.005021651 0.019898709 0.0336129478
#> Sigma[4,4] 0.025275131 0.005084805 0.018496617 0.0317726132
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86853529 0.05412950 0.8046725 0.94149231
#> lag1_var2 0.17248232 0.21158416 -0.1519712 0.38138866
#> lag1_var3 0.17105506 0.30420444 -0.2684023 0.53034801
#> lag1_var4 -0.16252869 0.29845281 -0.5175560 0.27101904
#> const 1.96380759 0.61843005 1.1056510 2.82728716
#> exo1 -0.10431515 0.05252460 -0.1584904 -0.02370914
#> exo2 -0.03933999 0.07867426 -0.1709869 0.04951032
#> exo3 -0.02122458 0.09027003 -0.1318351 0.11358900
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13136208 0.04914460 0.07409342 0.1929087
#> lag1_var2 0.33448676 0.31807633 -0.15609832 0.7101498
#> lag1_var3 -0.37211046 0.42890834 -1.00456209 0.1084731
#> lag1_var4 0.36050692 0.42226298 -0.11204802 0.9854939
#> const 0.20543494 0.86649580 -0.74618152 1.6299287
#> exo1 -0.03627397 0.08491615 -0.13586664 0.1029947
#> exo2 0.56042117 0.05592484 0.50947334 0.6509054
#> exo3 0.32275883 0.07077371 0.24244772 0.4309694
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002421721 0.1123502 -0.15065740 0.1639286
#> lag1_var2 0.570148581 0.3445801 0.07005934 0.9621116
#> lag1_var3 1.463241920 0.4979785 0.70574761 2.1301767
#> lag1_var4 -0.481890528 0.5036453 -1.15730797 0.2883677
#> const 0.329266997 2.1343868 -1.77978004 3.9422509
#> exo1 0.018422615 0.1127006 -0.17722509 0.1180557
#> exo2 -1.206702571 0.2301411 -1.55288708 -0.8846278
#> exo3 0.209309497 0.1638004 -0.01462638 0.4571317
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.090547018 0.11410959 -0.07216169 0.2444780
#> lag1_var2 0.334140433 0.30437122 -0.05959035 0.7265630
#> lag1_var3 0.539585624 0.48197738 -0.09739409 1.0786188
#> lag1_var4 0.446002247 0.48741072 -0.10782112 1.0991271
#> const -0.317686527 1.92029863 -1.93364721 2.9973365
#> exo1 -0.008447142 0.09574058 -0.15742851 0.1105769
#> exo2 -0.829780668 0.22220274 -1.13731270 -0.5099429
#> exo3 0.477584043 0.15884194 0.27457604 0.7046254
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006143658 0.000186873 0.0004151837 0.0009235321
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008020047 0.003844166 -0.0129652 -0.002630703
#> Sigma[2,2] 0.200929811 0.068406519 0.1114409 0.299763515
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009103506 0.004409671 0.002898755 0.0148497
#> Sigma[3,2] -0.214502785 0.077963602 -0.330408247 -0.1138697
#> Sigma[3,3] 0.245810211 0.090283992 0.132778882 0.3817727
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005253202 0.002588663 0.001645922 0.008745254
#> Sigma[4,2] -0.115320056 0.045422010 -0.183512631 -0.057872079
#> Sigma[4,3] 0.141166463 0.053158809 0.076489112 0.221345971
#> Sigma[4,4] 0.085689438 0.031537019 0.048596415 0.133112579
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974036277 0.02780521 0.93427355 1.00544855
#> lag1_var2 -0.098534540 0.04631721 -0.15368638 -0.02715758
#> lag1_var3 -0.180594862 0.07463401 -0.26826375 -0.06290605
#> lag1_var4 0.166485369 0.06431799 0.06567967 0.24281484
#> const 1.351684918 0.30258099 0.88042081 1.74937662
#> exo1 0.011999638 0.02109895 -0.01363911 0.04174675
#> exo2 -0.069412737 0.02838856 -0.10350447 -0.02735171
#> exo3 -0.005475795 0.03714950 -0.05858881 0.03964949
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06882864 0.4459491 -0.48109567 0.7032232
#> lag1_var2 0.72351709 0.7903820 -0.24369941 1.8863340
#> lag1_var3 0.43416206 1.3833707 -1.22342639 2.4906749
#> lag1_var4 -0.40692052 1.2398906 -2.28500342 1.0664575
#> const 1.29464586 5.6733811 -5.33432042 8.4537480
#> exo1 -0.55870948 0.2744713 -0.89425851 -0.1803379
#> exo2 1.20368532 0.4943559 0.56601911 1.8689357
#> exo3 0.38021227 0.3929972 -0.02526783 0.9746283
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17116889 0.4313472 -0.3874791 0.7101884
#> lag1_var2 0.06537767 0.8327851 -1.0978531 1.1757328
#> lag1_var3 0.59777415 1.4567560 -1.4732213 2.4941209
#> lag1_var4 0.31867052 1.2988998 -1.3235582 2.1871053
#> const -0.94145301 5.7287035 -8.1032031 5.7337118
#> exo1 0.63431140 0.3332623 0.2749725 1.1511558
#> exo2 -2.06713033 0.5663318 -2.7683482 -1.2705213
#> exo3 -0.19958563 0.5154901 -0.9367421 0.4134225
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.228301893 0.2334074 -0.1212403 0.4961561
#> lag1_var2 0.015857303 0.4645265 -0.5728646 0.7211544
#> lag1_var3 0.015780509 0.8179955 -1.0437981 1.2467434
#> lag1_var4 0.925749298 0.7244753 -0.1437731 1.8861554
#> const -1.185001985 3.0720094 -5.4791186 2.7258156
#> exo1 0.351353199 0.2151279 0.1548580 0.7162626
#> exo2 -1.510132942 0.3390003 -1.9046087 -1.0109631
#> exo3 0.009059759 0.3361452 -0.4511667 0.4343269
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005512974 9.609164e-05 0.0004052157 0.0006727151
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04252865 0.008199881 -0.05465036 -0.03135442
#> Sigma[2,2] 4.51213926 0.834917088 3.36292050 5.52125263
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02495873 0.005414489 0.01776283 0.03270827
#> Sigma[3,2] -2.49619661 0.481077862 -3.12714537 -1.87178981
#> Sigma[3,3] 1.51671494 0.313981205 1.11491228 1.99528854
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001268648 0.002148384 -0.0012075709 0.004399956
#> Sigma[4,2] 0.012192751 0.204244917 -0.2539651939 0.305450450
#> Sigma[4,3] 0.141997968 0.118825727 -0.0002285227 0.301094894
#> Sigma[4,4] 0.172126388 0.039537367 0.1144229564 0.213931082
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95502587 0.01496595 0.94164839 0.980941570
#> lag1_var2 -0.01171655 0.01575620 -0.03380171 0.008148856
#> lag1_var3 -0.01945313 0.02727876 -0.05808683 0.014223482
#> lag1_var4 0.01529451 0.02165594 -0.01069886 0.046614730
#> const 1.51595748 0.25627020 1.19211861 1.858949204
#> exo1 -0.01635201 0.02081141 -0.04151670 0.013260486
#> exo2 -0.13698200 0.01863972 -0.16033081 -0.108458561
#> exo3 0.03687702 0.01294505 0.02018339 0.054596982
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.966094 1.066281 -2.4626155 0.4494277
#> lag1_var2 2.247652 1.328716 0.6195227 4.1778223
#> lag1_var3 2.406981 2.314784 -0.3709635 5.8642109
#> lag1_var4 -1.763435 1.863340 -4.5748824 0.4393802
#> const -7.924377 25.697927 -49.2663413 20.7623773
#> exo1 1.766652 2.333346 -1.7178594 3.9742010
#> exo2 2.108501 1.732624 0.5698202 5.1297676
#> exo3 0.239313 1.759170 -2.0860086 2.1909076
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7846514 0.5709426 0.14767480 1.65438806
#> lag1_var2 -1.0469807 0.8514913 -2.21813285 -0.01003657
#> lag1_var3 -0.8808308 1.4844500 -2.97978078 0.89234045
#> lag1_var4 1.3708451 1.2064164 -0.05250426 3.08917509
#> const 7.1283148 13.2062919 -7.52426542 29.35353487
#> exo1 -0.8552092 1.2469684 -2.02664418 0.96421288
#> exo2 -2.3355807 0.9352056 -3.90175471 -1.63048103
#> exo3 0.1427467 0.8871509 -0.76296574 1.52425750
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2503865 0.2486252 -0.08946142 0.559675826
#> lag1_var2 -0.2822478 0.1850926 -0.51628766 -0.006616682
#> lag1_var3 -0.4006329 0.3425420 -0.81548610 0.106044560
#> lag1_var4 1.2676377 0.2809931 0.85099245 1.600312517
#> const 1.7491260 4.2854057 -4.47953770 7.089998695
#> exo1 0.1926348 0.2613599 -0.10820014 0.588112821
#> exo2 -1.3274185 0.4160556 -1.79922670 -0.645039799
#> exo3 0.3301185 0.3544697 -0.05691897 0.854348227
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001939967 0.0004401806 0.001604832 0.002745524
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05075603 0.01893339 -0.07505539 -0.02342357
#> Sigma[2,2] 3.79372119 0.97618704 2.43644385 5.20476267
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03910872 0.01294885 0.0219498 0.0568749
#> Sigma[3,2] -2.56106625 0.68297861 -3.5269473 -1.6612156
#> Sigma[3,3] 2.07934488 0.55416501 1.3700922 2.8284201
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008895996 0.00280926 0.005315462 0.01311961
#> Sigma[4,2] -0.297191108 0.18604137 -0.480522087 -0.02758718
#> Sigma[4,3] 0.577643628 0.18876879 0.324690293 0.82929885
#> Sigma[4,4] 0.430136296 0.10400470 0.319952025 0.59685436
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01138183 0.02230745 0.986880708 1.04821477
#> lag1_var2 -0.14244229 0.05326687 -0.228722964 -0.08449317
#> lag1_var3 -0.24397235 0.08843635 -0.388946664 -0.15594353
#> lag1_var4 0.21605651 0.08400265 0.136809021 0.35216716
#> const 1.42204630 0.43461869 0.852665840 1.90130231
#> exo1 -0.05904520 0.04421270 -0.124547174 -0.00988979
#> exo2 -0.03525751 0.06416407 -0.137707096 0.02672851
#> exo3 0.07106540 0.06333257 -0.006300129 0.14782475
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.572523 0.9409633 -3.0731945 -0.4357185
#> lag1_var2 2.389808 1.5662201 0.6065328 4.9875651
#> lag1_var3 2.652047 2.5022928 -0.1451622 6.7237436
#> lag1_var4 -2.349015 2.3893864 -6.1328373 0.2878777
#> const 20.433598 20.5731861 -8.5984663 46.4785371
#> exo1 0.252375 2.1999648 -2.4065328 3.3957130
#> exo2 2.484543 1.4340656 0.7534590 4.5302183
#> exo3 -1.865916 1.5605556 -3.9351100 0.1961760
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3559993 0.7715018 1.430948 3.6177990
#> lag1_var2 -2.7299955 0.9963319 -4.418751 -1.8484326
#> lag1_var3 -3.5937437 1.5893332 -6.169867 -2.0844556
#> lag1_var4 3.9883664 1.5142419 2.415827 6.3174813
#> const -19.0500685 17.0439671 -40.503310 4.9975720
#> exo1 -0.3705523 1.7648519 -2.895643 1.5922329
#> exo2 -2.2637789 1.2413818 -4.196336 -0.8145635
#> exo3 0.8380289 1.6123359 -1.273016 2.9534132
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4812136 0.3293455 0.9653936 1.8655312
#> lag1_var2 -1.8305905 0.4212880 -2.5120023 -1.3215850
#> lag1_var3 -2.8779747 0.7123643 -3.9786985 -2.0090952
#> lag1_var4 3.4514130 0.7145147 2.5607762 4.4920571
#> const -8.1363185 6.9934054 -16.2838345 1.8616611
#> exo1 -0.2602515 0.6000726 -1.1475244 0.4857582
#> exo2 -0.7570424 0.6286003 -1.6125197 0.2120758
#> exo3 -0.3271440 1.0527770 -2.0156274 0.8273550
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001944666 0.0005236665 0.001541349 0.002881281
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003319583 0.0007588032 -0.004362394 -0.002229092
#> Sigma[2,2] 0.024185941 0.0056245697 0.018058225 0.032751453
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003802349 0.004712668 -0.002689776 0.01030415
#> Sigma[3,2] -0.047662543 0.019752787 -0.080183140 -0.03055707
#> Sigma[3,3] 0.287978476 0.072150254 0.192144084 0.38903305
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001132708 0.004378651 -0.004863766 0.007240259
#> Sigma[4,2] -0.029212142 0.016046581 -0.055864658 -0.016061701
#> Sigma[4,3] 0.256331343 0.062368352 0.168611851 0.332480621
#> Sigma[4,4] 0.238960754 0.056155941 0.158244708 0.299070105
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990014295 0.03082125 0.95527659 1.03573016
#> lag1_var2 -0.098129709 0.17608823 -0.39540206 0.04912689
#> lag1_var3 -0.056664831 0.24580778 -0.46230665 0.16786008
#> lag1_var4 0.049797940 0.24126002 -0.17368399 0.44565418
#> const 1.009031850 0.91003181 -0.45288625 1.84926749
#> exo1 0.007737775 0.04821009 -0.05951386 0.07063469
#> exo2 -0.026159490 0.03111201 -0.06670793 0.01765798
#> exo3 0.016080401 0.05594297 -0.06428647 0.08675740
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02762347 0.07807412 -0.05191850 0.14200803
#> lag1_var2 0.17619668 0.54439134 -0.65244283 0.91088390
#> lag1_var3 -0.85375469 0.75017806 -2.04075157 0.08476458
#> lag1_var4 0.82856514 0.73600547 -0.08333375 1.99740109
#> const 1.76190323 2.12350216 -1.57853845 3.80928988
#> exo1 -0.11566643 0.14273463 -0.28286803 0.09169487
#> exo2 0.91629519 0.13820887 0.73852951 1.10135951
#> exo3 0.15100418 0.19655686 -0.12810158 0.39140229
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6644084 0.2397234 -1.0082662 -0.39721431
#> lag1_var2 3.7591331 1.8295842 1.6243252 6.62509765
#> lag1_var3 5.4275254 2.4633017 2.5208119 9.07499118
#> lag1_var4 -4.3323581 2.3999853 -7.8812791 -1.50264478
#> const 7.3862586 6.9712509 -0.8664647 17.76710811
#> exo1 0.5531704 0.5929512 -0.4035234 1.29214579
#> exo2 -1.8789620 0.4270221 -2.4920083 -1.43587644
#> exo3 -0.8694219 0.5400423 -1.5539459 -0.06833089
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6681648 0.2472457 -1.0657972 -0.4110886
#> lag1_var2 3.5222595 1.7274561 1.1694178 6.1591527
#> lag1_var3 4.2678446 2.3457235 1.0316763 7.7273982
#> lag1_var4 -3.1788962 2.2871176 -6.5513404 -0.0251066
#> const 8.2825712 6.8093976 0.9173846 19.1142424
#> exo1 0.4757103 0.5763486 -0.4229693 1.1942999
#> exo2 -1.2873275 0.3979665 -1.8631815 -0.7986506
#> exo3 -0.8139136 0.4329838 -1.3818302 -0.1787754
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009356685 0.001474029 0.0003831548 0.00309248
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01144504 0.01644703 -0.01973796 0.01347507
#> Sigma[2,2] 1.38723712 0.25341915 1.00849101 1.70588410
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00701597 0.0216326 -0.02553077 0.01665451
#> Sigma[3,2] -1.08915770 0.2178369 -1.39653723 -0.78127044
#> Sigma[3,3] 1.02075509 0.2654250 0.74540368 1.43980980
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002784257 0.01256334 -0.01839885 0.006423295
#> Sigma[4,2] -0.2712950696 0.11013767 -0.45146072 -0.186340242
#> Sigma[4,3] 0.3970666452 0.17137673 0.28653473 0.694231448
#> Sigma[4,4] 0.2580175273 0.11502464 0.17637867 0.461732476
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984167489 0.03381437 0.93114451 1.02443094
#> lag1_var2 -0.058788034 0.08910259 -0.13157066 0.07867232
#> lag1_var3 -0.107591626 0.14758702 -0.22722053 0.11945116
#> lag1_var4 0.092919858 0.13894336 -0.12020251 0.20533799
#> const 1.252731589 0.45719384 0.57239128 1.78786031
#> exo1 0.003465227 0.01808096 -0.02549318 0.02173142
#> exo2 -0.029944952 0.03290635 -0.05848770 0.02459308
#> exo3 0.014919477 0.04209565 -0.03101956 0.08114546
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.4966476 0.8203719 -3.46466218 -1.4853934
#> lag1_var2 3.8855270 2.2819235 0.82092758 7.1187991
#> lag1_var3 5.2202117 3.8148815 0.09339677 10.6174793
#> lag1_var4 -4.4504173 3.4651610 -9.28990111 0.2534819
#> const 21.1688282 17.9117110 -2.48120750 46.9555852
#> exo1 -0.5943368 0.6951050 -1.49697097 0.4600087
#> exo2 1.5910557 0.9643402 0.45152916 2.8904621
#> exo3 0.5324988 0.6087125 -0.27089347 1.3764617
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1378692 0.8288509 1.2423016 3.32079920
#> lag1_var2 -2.2276810 2.0838361 -5.7543778 -0.09236959
#> lag1_var3 -3.0486433 3.4885256 -8.9652300 0.47479917
#> lag1_var4 3.3570960 3.1888686 0.1534412 8.80566265
#> const -16.1721237 13.7341116 -35.3236483 -0.50879204
#> exo1 0.7426476 0.6811898 -0.3230724 1.44180542
#> exo2 -1.3316642 0.8664699 -2.4696785 -0.17555495
#> exo3 0.2464276 0.9661682 -1.0672810 1.51426525
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6049873 0.4868929 0.008414252 1.3229346
#> lag1_var2 -0.2274438 1.1254909 -2.205354985 0.7998789
#> lag1_var3 -0.4653441 1.8896545 -3.784354592 1.2462353
#> lag1_var4 1.2622236 1.7415962 -0.329178779 4.3212627
#> const -4.1319577 5.5793384 -11.969196958 3.3832957
#> exo1 0.3904616 0.3691356 -0.207618582 0.7964387
#> exo2 -0.4115717 0.4699561 -1.035110405 0.2565676
#> exo3 0.6094139 0.7410032 -0.339550680 1.6139672
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001035084 0.00024503 0.0007133415 0.001383147
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001205657 0.0009965261 -0.0009207951 0.001703653
#> Sigma[2,2] 0.0307536945 0.0061719679 0.0211713254 0.039052385
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003345083 0.002745531 -0.0004275482 0.006851249
#> Sigma[3,2] 0.035539416 0.008721950 0.0241335504 0.048731802
#> Sigma[3,3] 0.400463715 0.084587650 0.3140970089 0.540644616
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003611008 0.003140319 -0.0006789376 0.007378515
#> Sigma[4,2] 0.055602791 0.010226222 0.0434840898 0.070092495
#> Sigma[4,3] 0.440510514 0.088990637 0.3540548204 0.590044423
#> Sigma[4,4] 0.494456004 0.093489205 0.4087714385 0.652324675
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957099308 0.01667016 0.93216008 0.97591887
#> lag1_var2 -0.009401499 0.04725146 -0.07707053 0.05004582
#> lag1_var3 -0.080205232 0.08608199 -0.18777425 0.04618824
#> lag1_var4 0.069138075 0.08347811 -0.05327283 0.17363572
#> const 1.453932798 0.25446824 1.13167944 1.81669260
#> exo1 0.003474542 0.02809405 -0.03001307 0.03564589
#> exo2 -0.201177134 0.03681061 -0.23746563 -0.13910051
#> exo3 -0.099887922 0.03027579 -0.13648388 -0.05902011
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10586031 0.1289768 -0.09383731 0.2638968
#> lag1_var2 0.71099827 0.4347435 0.06528764 1.2068721
#> lag1_var3 -0.01127449 0.7717167 -1.17749643 0.9019911
#> lag1_var4 -0.01195638 0.7447378 -0.89889913 1.1079717
#> const 0.31820795 1.9872346 -1.87332772 3.5483840
#> exo1 -0.04230089 0.1749815 -0.27262803 0.1779056
#> exo2 0.39066154 0.1946316 0.14322194 0.6345658
#> exo3 0.05225908 0.2245544 -0.12963165 0.4251949
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6543086 0.6800392 -1.5202152 0.3249927
#> lag1_var2 4.5761436 2.4012001 2.0068129 8.2551353
#> lag1_var3 9.1869404 4.1687847 4.4002765 15.3383029
#> lag1_var4 -8.0370004 4.0276528 -13.9914093 -3.4336418
#> const 6.5944652 9.0200135 -5.6083092 19.7171470
#> exo1 0.6913160 0.6231468 -0.2142667 1.5261392
#> exo2 -3.2237967 0.6577702 -3.9648830 -2.2243600
#> exo3 -0.1579342 0.7960286 -1.4189704 0.7510515
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6295622 0.7640392 -1.6064276 0.4644968
#> lag1_var2 4.8218457 2.6583210 1.9940045 8.8524626
#> lag1_var3 8.9160343 4.6105800 3.5747329 15.6309257
#> lag1_var4 -7.7581501 4.4562048 -14.2603377 -2.6164994
#> const 6.4106453 10.3127201 -7.6171609 21.4328907
#> exo1 0.6969984 0.7225722 -0.3621144 1.7032206
#> exo2 -3.1580663 0.7437384 -4.0626773 -2.0482662
#> exo3 -0.1450644 0.9000761 -1.5678953 0.8887718
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008830042 0.001504994 0.000125548 0.00364439
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00499058 0.002143458 -0.007875886 -0.002718117
#> Sigma[2,2] 0.45310213 0.105180983 0.307030775 0.600529437
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003251614 0.003108545 0.001039152 0.008035722
#> Sigma[3,2] -0.251205219 0.065228593 -0.342433786 -0.158125639
#> Sigma[3,3] 0.191754929 0.058711246 0.122978078 0.288565658
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.178774e-04 0.002716716 -0.0009053917 0.004636311
#> Sigma[4,2] -8.152103e-05 0.033827154 -0.0500017957 0.045339877
#> Sigma[4,3] 5.734841e-02 0.033383580 0.0297394680 0.111654388
#> Sigma[4,4] 6.266717e-02 0.021317685 0.0378274332 0.096280005
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976141591 0.03928969 0.91621263 1.01206151
#> lag1_var2 -0.070601384 0.13670182 -0.21675918 0.12693571
#> lag1_var3 -0.132004517 0.25312306 -0.40535406 0.23365639
#> lag1_var4 0.119620758 0.23675840 -0.21944287 0.37713953
#> const 1.353626800 0.37549683 0.94680605 1.90485096
#> exo1 0.003087433 0.01847722 -0.02074489 0.03130007
#> exo2 -0.088928002 0.02422848 -0.12677536 -0.05884294
#> exo3 0.043987608 0.02080770 0.02148656 0.07531650
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.735455025 0.5955950 -2.4300822 -0.7335404
#> lag1_var2 3.693285437 2.2347429 1.6192563 7.4944410
#> lag1_var3 5.175187338 4.0917901 1.3398543 12.1194543
#> lag1_var4 -4.427410207 3.8803488 -10.9620068 -0.5910160
#> const 9.414742036 10.4842546 -4.1907201 22.0570429
#> exo1 -0.776106774 0.5374877 -1.3463627 -0.0198357
#> exo2 0.181381239 0.6348384 -0.9176605 0.7463279
#> exo3 0.001118716 0.6875616 -1.0098782 0.7935616
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78110859 0.3422791 0.3278805 1.2450441
#> lag1_var2 -0.52801524 1.6016778 -3.4313417 0.6764026
#> lag1_var3 -0.02659863 2.9617730 -5.3740632 2.2210866
#> lag1_var4 0.61022577 2.8368949 -1.6274792 5.6899093
#> const 0.61094939 4.8719207 -4.7153671 7.5934591
#> exo1 0.38932921 0.4425765 -0.2216603 0.9597610
#> exo2 -0.88637640 0.3738742 -1.4506405 -0.4591082
#> exo3 0.78695452 0.4619870 0.2175334 1.3520052
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20950909 0.1861229 -0.5041928 0.0005230017
#> lag1_var2 1.20552411 0.7574051 0.2957815 2.3905356867
#> lag1_var3 2.29057581 1.3978301 0.5847889 4.4636227104
#> lag1_var4 -1.27279061 1.3258475 -3.2986421 0.3769125257
#> const 5.63437021 3.4216445 2.4523117 10.9839988590
#> exo1 -0.05315365 0.2146760 -0.3363576 0.2354664126
#> exo2 -0.86068023 0.3544572 -1.3837187 -0.3924240258
#> exo3 0.85533982 0.3559028 0.3620499 1.3486350411
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008960182 0.0001490665 0.0007281767 0.00111889
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006234891 0.002393577 -0.00925809 -0.002596704
#> Sigma[2,2] 0.275418081 0.057661557 0.21081966 0.365659081
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009783722 0.001801667 -0.001198606 0.003362235
#> Sigma[3,2] -0.1424422833 0.036158724 -0.191802977 -0.097883862
#> Sigma[3,3] 0.1489719754 0.036168190 0.100812059 0.205063752
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002564647 0.001684965 -0.004989648 -0.0002967553
#> Sigma[4,2] -0.011204600 0.034270338 -0.067463693 0.0261078927
#> Sigma[4,3] 0.100352639 0.029048493 0.060902453 0.1406719733
#> Sigma[4,4] 0.119319234 0.020750628 0.092303933 0.1486097017
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91064004 0.05826170 0.83017132 0.973839871
#> lag1_var2 0.03468365 0.04240831 -0.02539213 0.087164721
#> lag1_var3 0.02402358 0.08194882 -0.09333499 0.123176416
#> lag1_var4 -0.02456471 0.06050210 -0.09470487 0.065949978
#> const 1.68968890 0.37317465 1.13762893 2.189363792
#> exo1 -0.05214888 0.02568276 -0.08541104 -0.014247359
#> exo2 -0.05113090 0.03121122 -0.08207082 -0.003939581
#> exo3 -0.03783806 0.03688481 -0.07893402 0.013335325
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4914433 0.3844379 -0.163830706 0.87040224
#> lag1_var2 -0.5738927 0.4506229 -1.145598367 0.01129386
#> lag1_var3 -2.0885279 0.8005531 -3.054875613 -1.03598472
#> lag1_var4 2.1987444 0.6391481 1.358268924 2.99761985
#> const -6.5268037 5.3623434 -14.282190582 1.14200982
#> exo1 0.9099429 0.5228806 0.228320437 1.63192866
#> exo2 0.4769369 0.4208709 0.009046508 1.13374742
#> exo3 2.0703654 0.6706939 1.209682044 3.10023710
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3584590 0.5827801 -0.5329041 1.01012393
#> lag1_var2 1.1645489 0.3116247 0.6934911 1.51494693
#> lag1_var3 2.1475960 0.6404100 1.2019483 2.87270695
#> lag1_var4 -1.5820028 0.4653513 -2.0188651 -0.87877917
#> const 1.9248463 5.1252275 -3.5733903 10.51878782
#> exo1 -0.4789145 0.4124543 -1.0655778 0.03671594
#> exo2 -2.7622825 0.4334798 -3.4673302 -2.28625314
#> exo3 -2.0022027 0.6756054 -2.8779525 -1.03159047
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73153833 0.6351901 -0.2719506 1.3524597
#> lag1_var2 0.57444479 0.4113222 0.1640650 1.2572467
#> lag1_var3 0.31319266 0.8246247 -0.5700518 1.6784716
#> lag1_var4 0.23737510 0.5975343 -0.7270103 0.9160493
#> const -2.56031908 4.2040290 -7.3751080 4.5729393
#> exo1 -0.05566438 0.3722929 -0.6182402 0.4177506
#> exo2 -3.18119748 0.3289866 -3.6798143 -2.7791793
#> exo3 -1.24714584 0.6341838 -2.0049955 -0.2731990
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00042751 0.0001961522 0.0002331785 0.0007431891
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007970232 0.003234191 -0.0120950 -0.003390048
#> Sigma[2,2] 0.503804620 0.115745134 0.3691025 0.634615585
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005371882 0.002382301 0.001760885 0.008085111
#> Sigma[3,2] -0.323651432 0.063820211 -0.400924317 -0.232842992
#> Sigma[3,3] 0.253316002 0.039614688 0.189963776 0.299196515
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004620027 0.0006271409 -0.0005250831 0.001227653
#> Sigma[4,2] -0.0150439530 0.0269534146 -0.0503667012 0.023142585
#> Sigma[4,3] 0.0577821891 0.0182904549 0.0375206807 0.082675173
#> Sigma[4,4] 0.0515329122 0.0117486033 0.0383247944 0.069635094
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976409727 0.03352704 0.92520401 1.013680908
#> lag1_var2 -0.014467835 0.06865616 -0.09889852 0.089030994
#> lag1_var3 -0.020761089 0.11441519 -0.16198254 0.151520770
#> lag1_var4 0.009044318 0.10732200 -0.14724673 0.140201627
#> const 1.427701375 0.29009149 1.05404619 1.817490067
#> exo1 -0.024691148 0.01271794 -0.03944687 -0.006721913
#> exo2 -0.120125871 0.02340189 -0.15420309 -0.088207115
#> exo3 0.069643308 0.02058748 0.04642502 0.103377310
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1776224 0.8671808 -1.282492620 1.103611
#> lag1_var2 -0.3782841 2.2082707 -3.811470739 1.876944
#> lag1_var3 -2.1085126 3.6855044 -7.892308467 1.674903
#> lag1_var4 2.1978828 3.4545667 -1.403872028 7.551025
#> const -0.2022290 11.0768220 -13.237771926 16.501869
#> exo1 0.5825353 0.4811386 0.005335118 1.294041
#> exo2 1.0820274 0.4526702 0.520574004 1.733153
#> exo3 0.3606344 0.7185794 -0.480286121 1.421661
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4711641 0.7079223 -0.5193650 1.41060013
#> lag1_var2 1.0073244 1.5356084 -0.8901032 3.12867980
#> lag1_var3 2.6181772 2.5578445 -0.5516227 6.20717337
#> lag1_var4 -1.8390990 2.3708017 -5.1335193 1.00828974
#> const 0.2768378 7.7779242 -10.7486260 8.76955391
#> exo1 -0.2226179 0.2784691 -0.6627592 0.09933522
#> exo2 -0.8451611 0.3194107 -1.3409237 -0.51680674
#> exo3 -0.6994771 0.4605897 -1.3668976 -0.12568779
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3906421 0.24328409 0.09732893 0.75455931
#> lag1_var2 0.3321047 0.44205535 -0.31819536 0.83323768
#> lag1_var3 0.6061280 0.72789473 -0.46748955 1.43097537
#> lag1_var4 0.2292575 0.66986713 -0.54652405 1.16032260
#> const -0.7323118 1.90941748 -3.29834767 1.90361597
#> exo1 0.1464592 0.08800494 0.02536653 0.27572704
#> exo2 -0.1854686 0.15027363 -0.35751455 0.03877404
#> exo3 -0.4974348 0.24890493 -0.84321616 -0.13623633
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00905789 0.002097562 0.006835166 0.01253278
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01340855 0.03488867 -0.02559787 0.06442243
#> Sigma[2,2] 1.98811595 0.32223883 1.45538680 2.31576822
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03595709 0.02722448 -0.07468997 -0.003557169
#> Sigma[3,2] -1.28909823 0.25284762 -1.64752524 -0.971700277
#> Sigma[3,3] 1.31798765 0.27634077 0.93191686 1.695212866
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0262003 0.02008625 -0.05575409 0.0006195726
#> Sigma[4,2] 0.1545188 0.21956366 -0.20055013 0.4056820558
#> Sigma[4,3] 0.4124506 0.15797275 0.19494729 0.6244528899
#> Sigma[4,4] 0.5615664 0.10905126 0.42399528 0.7224125042
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99225898 0.04441265 0.92989236 1.05660166
#> lag1_var2 -0.19442323 0.08908372 -0.32101327 -0.07060062
#> lag1_var3 -0.29406480 0.12502361 -0.46919636 -0.11683319
#> lag1_var4 0.26146639 0.11524008 0.09538587 0.42168116
#> const 2.37495463 0.99601686 0.72732298 3.41979209
#> exo1 -0.03876683 0.11450796 -0.20657034 0.11597386
#> exo2 -0.09369035 0.08681964 -0.19688621 0.02266004
#> exo3 0.04886252 0.10422812 -0.06548122 0.20422087
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8277566 0.8413859 -1.898892896 0.2463363
#> lag1_var2 2.5537674 1.2441030 0.899780011 4.2033902
#> lag1_var3 2.3790491 1.7767674 0.001516376 4.7100155
#> lag1_var4 -2.1067740 1.6348564 -4.234617323 0.1012242
#> const 1.3260301 17.6684161 -25.729625820 16.8297798
#> exo1 3.6830580 1.4144307 2.076743027 5.6461367
#> exo2 0.1408103 1.1990685 -1.752469009 1.4750659
#> exo3 -0.2368219 1.6316727 -2.460159166 2.2535054
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46798058 0.6966501 -0.3692305 1.4690640
#> lag1_var2 -0.18199914 1.2245072 -1.7283412 1.5371726
#> lag1_var3 0.73985949 1.7477013 -1.4443859 3.2073379
#> lag1_var4 0.11577245 1.5970002 -2.1163411 2.0864354
#> const -1.05415993 14.6604285 -16.4227174 21.5087189
#> exo1 -2.28977404 1.2844515 -4.5502319 -1.0704750
#> exo2 -0.04038863 1.0837468 -1.2501735 1.3972138
#> exo3 -2.31483921 1.2001092 -3.6880783 -0.5179456
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18185352 0.3755420 -0.6986505 0.2641109
#> lag1_var2 1.20412959 0.6349984 0.3981883 2.0004634
#> lag1_var3 1.85971736 0.9109983 0.6854663 2.9719690
#> lag1_var4 -0.78002875 0.8449002 -1.7871338 0.3054070
#> const -0.65745579 8.5395703 -10.3849311 12.9730429
#> exo1 0.22292047 0.8720526 -0.7787865 1.5814403
#> exo2 -0.01438965 0.4561696 -0.6129718 0.5878373
#> exo3 -2.78320637 1.0337730 -4.3795658 -1.7063405
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006849862 0.000246197 0.0004647327 0.001084922
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532539 0.005042272 -0.02402466 -0.01047798
#> Sigma[2,2] 0.80462254 0.198255344 0.62486081 1.14296747
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01040466 0.00394822 0.00596051 0.01718038
#> Sigma[3,2] -0.61170708 0.17692479 -0.88227892 -0.39908336
#> Sigma[3,3] 0.63992663 0.16691626 0.41493355 0.86547640
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000571837 0.001926516 -0.002613182 0.002181363
#> Sigma[4,2] -0.039964180 0.088377110 -0.134275232 0.103321953
#> Sigma[4,3] 0.212405567 0.061830839 0.120604999 0.289373243
#> Sigma[4,4] 0.191727369 0.029847199 0.147245384 0.225799669
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993065330 0.01984400 0.96420858 1.01732292
#> lag1_var2 -0.129946333 0.05417096 -0.20918311 -0.05668588
#> lag1_var3 -0.176766332 0.07573520 -0.28694073 -0.07331612
#> lag1_var4 0.171239473 0.07393630 0.07024728 0.27895014
#> const 0.630435123 0.50001167 0.01420076 1.34160309
#> exo1 0.042336869 0.02033913 0.01829192 0.07352538
#> exo2 -0.053390863 0.02466540 -0.08419836 -0.01464381
#> exo3 -0.005081484 0.01777800 -0.02861110 0.02212873
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27376952 0.5913883 -1.012752 0.6003573
#> lag1_var2 -0.49813429 2.6826325 -4.576882 2.4664590
#> lag1_var3 -1.82852416 3.7974409 -7.594871 2.3710552
#> lag1_var4 1.84043320 3.7189262 -2.235090 7.5284781
#> const 6.85108111 12.7314566 -8.177223 26.6585137
#> exo1 -0.79734336 1.0831495 -2.136781 0.6800726
#> exo2 0.17962694 0.7514211 -0.690902 1.2914286
#> exo3 0.09610224 0.8017971 -1.186170 0.8824058
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1168414 0.4312136 -0.4760875 0.7050448
#> lag1_var2 -0.7917549 2.5081848 -4.4070923 2.7239097
#> lag1_var3 -0.3411671 3.5129476 -5.3972639 4.5677230
#> lag1_var4 1.2885344 3.4378295 -3.5531526 6.2337357
#> const -0.3939662 8.3861901 -11.8900572 10.5333395
#> exo1 0.9478103 0.9221071 -0.2210938 2.2902821
#> exo2 -1.4224922 0.8174517 -2.6909160 -0.4319741
#> exo3 -0.3209084 0.7156588 -1.0616226 0.8933306
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1034775 0.1927306 -0.3434517 0.1716003
#> lag1_var2 -1.6051022 1.1316093 -3.3845568 -0.2346480
#> lag1_var3 -2.2921005 1.5190268 -4.6994920 -0.4966560
#> lag1_var4 3.2574700 1.4981368 1.4897028 5.6288938
#> const 4.3957510 3.2130093 0.3979694 8.5866592
#> exo1 0.3902320 0.4208433 -0.1758230 0.9243354
#> exo2 -1.3389187 0.5495419 -1.9296300 -0.5192294
#> exo3 -0.2679034 0.3686075 -0.7768011 0.2528430
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003824053 0.0001208176 0.0002449174 0.0005871796
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000556790 0.0003987308 -0.001216457 -0.0002397477
#> Sigma[2,2] 0.008402039 0.0014520533 0.006497898 0.0104266400
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008869695 0.001109401 -0.0008055586 0.002286554
#> Sigma[3,2] -0.0177006215 0.004365976 -0.0234078676 -0.010991856
#> Sigma[3,3] 0.0984632193 0.014366817 0.0764102160 0.116610459
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000566216 0.001006795 -0.001077671 0.001662932
#> Sigma[4,2] -0.013639249 0.003943343 -0.018601016 -0.007760250
#> Sigma[4,3] 0.092535755 0.013409031 0.073407538 0.111613912
#> Sigma[4,4] 0.088719073 0.012823330 0.072146066 0.108736279
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963673050 0.01018147 0.94892898 0.974435408
#> lag1_var2 -0.022974501 0.04526585 -0.08033231 0.045436019
#> lag1_var3 -0.036886805 0.07997477 -0.14274469 0.068800392
#> lag1_var4 0.028951274 0.07668471 -0.07143089 0.130810926
#> const 1.348608374 0.24771302 1.01172301 1.723353015
#> exo1 0.000993376 0.01876880 -0.02716945 0.024400005
#> exo2 -0.023917993 0.01533161 -0.04646545 -0.006750284
#> exo3 -0.006943162 0.02289114 -0.03755684 0.018513848
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28137482 0.07696747 0.1604577 0.3657121
#> lag1_var2 -0.23647367 0.27750011 -0.5159326 0.2283357
#> lag1_var3 -1.29230913 0.44850620 -1.7895122 -0.6267573
#> lag1_var4 1.23791167 0.43319772 0.5955361 1.7211683
#> const -0.88035714 0.73958173 -1.6973739 0.2515474
#> exo1 0.03445118 0.09038230 -0.1098687 0.1352995
#> exo2 0.93421791 0.09042058 0.8013336 1.0412830
#> exo3 0.35548344 0.14988611 0.1550502 0.5620188
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8060699 0.2698240 -1.1387669 -0.43453645
#> lag1_var2 3.1444466 1.3688068 1.3944529 4.56980437
#> lag1_var3 5.9573796 2.1573808 2.7248079 8.32101499
#> lag1_var4 -4.7569562 2.0793372 -7.0414589 -1.63477163
#> const 5.0244144 2.5510574 2.2114295 8.79770959
#> exo1 -0.2724095 0.3043126 -0.7112726 0.05956259
#> exo2 -0.4994490 0.3037905 -0.9593459 -0.14053877
#> exo3 0.1786968 0.4926211 -0.4631838 0.81546192
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68528308 0.2583098 -0.9900913 -0.32456950
#> lag1_var2 2.75661960 1.3641567 0.9972316 4.22097765
#> lag1_var3 4.75896225 2.2017345 1.4208724 7.12260490
#> lag1_var4 -3.56604552 2.1215174 -5.8498588 -0.34323037
#> const 4.01644073 2.5134343 0.7408945 7.52311903
#> exo1 -0.26689787 0.2946042 -0.7020768 0.06863672
#> exo2 -0.01478482 0.3010307 -0.4522061 0.31292040
#> exo3 0.38706663 0.4455257 -0.2037554 0.97899079
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001245857 0.0004115595 0.0007811095 0.00183942
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007466344 0.005075806 -0.01463342 -0.0009393447
#> Sigma[2,2] 0.410018003 0.110070518 0.29485526 0.5926563320
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00438123 0.00266697 0.001001022 0.008289938
#> Sigma[3,2] -0.19690305 0.05121984 -0.276795902 -0.139221257
#> Sigma[3,3] 0.09797253 0.02388363 0.069348789 0.132183790
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009495392 0.0003637008 0.0005668179 0.001557059
#> Sigma[4,2] -0.0033625766 0.0061140354 -0.0115298264 0.005045887
#> Sigma[4,3] 0.0052572493 0.0030315718 0.0007665173 0.009282505
#> Sigma[4,4] 0.0039856345 0.0005460731 0.0031044175 0.004673336
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957657912 0.02531281 0.92224165 0.9901706696
#> lag1_var2 0.049269695 0.05203664 -0.01449680 0.1288047777
#> lag1_var3 0.115706491 0.10993596 -0.01725397 0.2860978723
#> lag1_var4 -0.129879545 0.10351554 -0.28692749 -0.0003440543
#> const 1.654670368 0.38788047 1.22812818 2.2051188360
#> exo1 0.018718828 0.03244311 -0.02349676 0.0659985230
#> exo2 -0.055752928 0.02937111 -0.09486838 -0.0161333915
#> exo3 -0.005109716 0.02983303 -0.04540735 0.0366495475
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23886455 0.4385812 -0.3277743 0.8143331
#> lag1_var2 -2.42775271 1.1095797 -3.8370353 -1.1236668
#> lag1_var3 -6.95469805 2.3640783 -9.9615078 -4.0929320
#> lag1_var4 7.01751755 2.2768985 4.2200854 9.8861168
#> const -7.50188648 7.7431415 -17.7857713 3.1982751
#> exo1 -0.03856557 0.7821464 -0.9928721 1.0328225
#> exo2 1.04286210 0.5700574 0.3244468 1.8522609
#> exo3 0.30079538 0.6772993 -0.6269891 1.1758143
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18624398 0.2008080 -0.4618109 0.07184098
#> lag1_var2 1.98448991 0.5155079 1.3475179 2.61091027
#> lag1_var3 5.04409012 1.1100449 3.6412487 6.40933531
#> lag1_var4 -4.07322372 1.0562117 -5.3676545 -2.70585259
#> const 5.03399414 4.3081179 -0.5151339 10.98546351
#> exo1 0.01264402 0.3947994 -0.5202719 0.55625411
#> exo2 -0.55040669 0.2525015 -0.9266314 -0.22794375
#> exo3 -0.18041859 0.3473301 -0.6381580 0.28521302
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.096096863 0.03643186 -0.14542419 -0.04285157
#> lag1_var2 0.602509242 0.09333644 0.47174962 0.72557667
#> lag1_var3 1.252025995 0.20773791 0.95897026 1.53056145
#> lag1_var4 -0.231489213 0.18804790 -0.48048326 0.03130514
#> const 1.001182974 0.87548153 -0.12807212 2.22709170
#> exo1 -0.007751184 0.07641385 -0.09335078 0.11153705
#> exo2 -0.049756886 0.06728368 -0.12773884 0.04161393
#> exo3 -0.037258057 0.04695325 -0.09185678 0.02035159
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003826268 0.0007508241 0.002954976 0.004986122
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004897881 0.001839484 -0.007799041 -0.002740971
#> Sigma[2,2] 0.025557729 0.006020897 0.019099281 0.034792968
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004072655 0.002457414 0.00180992 0.008041379
#> Sigma[3,2] -0.017473815 0.008457705 -0.03078666 -0.009221835
#> Sigma[3,3] 0.073260023 0.018698088 0.05035472 0.098588112
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009627422 0.002320158 -0.001191409 0.004903965
#> Sigma[4,2] -0.0013530718 0.006990307 -0.013246880 0.005595853
#> Sigma[4,3] 0.0638151736 0.017357468 0.044822246 0.088501407
#> Sigma[4,4] 0.0645921226 0.017280214 0.047833859 0.091460117
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99160309 0.03443415 0.94832013 1.03663937
#> lag1_var2 -0.11699997 0.25422761 -0.54730898 0.10054404
#> lag1_var3 -0.25056069 0.47054446 -1.03827725 0.22845663
#> lag1_var4 0.22913843 0.47112840 -0.24018627 1.02336979
#> const 1.43821273 0.83158120 0.53603828 2.81516646
#> exo1 0.01299948 0.05422594 -0.05669511 0.09872366
#> exo2 -0.03578664 0.07327147 -0.13847651 0.07489192
#> exo3 0.03653716 0.05370655 -0.03869021 0.10472525
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20840862 0.09314593 -0.31468067 -0.05797956
#> lag1_var2 0.80381173 0.59575720 0.09442235 1.61984053
#> lag1_var3 0.29560545 1.01497830 -0.90247428 1.57684879
#> lag1_var4 -0.24263744 0.99216035 -1.51130635 0.92410120
#> const 2.06779745 2.07328928 0.22548963 5.33016888
#> exo1 0.04385914 0.14360587 -0.15603134 0.21928634
#> exo2 0.43661669 0.25353901 0.02447873 0.70869134
#> exo3 0.21196822 0.17496281 -0.06550058 0.42841462
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.225904926 0.1594470 0.01635854 0.4089738
#> lag1_var2 0.117266240 1.0082825 -1.55163312 1.0925038
#> lag1_var3 0.669787057 1.7882861 -2.01113697 2.6246893
#> lag1_var4 0.268512008 1.7434927 -1.59844708 2.8992843
#> const -1.751272434 2.2275947 -4.63511574 1.1664677
#> exo1 -0.003580149 0.1986617 -0.32638310 0.2232399
#> exo2 -0.030498219 0.3837346 -0.49787030 0.5321422
#> exo3 0.871983679 0.1930660 0.68175933 1.1954860
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09455926 0.1289018 -0.08557011 0.2437125
#> lag1_var2 0.24108683 0.7470877 -0.95135426 1.1485619
#> lag1_var3 0.24255653 1.3217067 -1.75850011 1.6405534
#> lag1_var4 0.73923903 1.2928323 -0.58684046 2.7133959
#> const -1.09721192 2.4787318 -4.09831185 2.2726027
#> exo1 0.02450476 0.2047097 -0.27686713 0.2764475
#> exo2 0.24984420 0.3036954 -0.12306345 0.6817664
#> exo3 1.03799422 0.2278242 0.77398319 1.3493060
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02622712 0.004129975 0.02173749 0.03249004
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001656566 0.001440193 -0.003919349 -0.0001238187
#> Sigma[2,2] 0.005654212 0.001107221 0.004437305 0.0075168263
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01180806 0.01121912 -0.02621946 0.003019163
#> Sigma[3,2] -0.01722253 0.00417615 -0.02220160 -0.011181911
#> Sigma[3,3] 0.23192422 0.05777414 0.16432297 0.302349525
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01387750 0.011716019 -0.02891591 0.001905738
#> Sigma[4,2] -0.01514811 0.004146789 -0.02016519 -0.008852453
#> Sigma[4,3] 0.24158791 0.062137798 0.16945884 0.319351139
#> Sigma[4,4] 0.25346629 0.066910183 0.17506308 0.338977100
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91450949 0.01842799 0.8960451 0.94184173
#> lag1_var2 -0.04783163 0.31741059 -0.6115774 0.24624729
#> lag1_var3 -0.08859312 0.54373266 -1.0155053 0.45254401
#> lag1_var4 0.09397789 0.51052936 -0.4206399 0.95965068
#> const 1.65772774 2.42505748 -0.6285192 5.52399785
#> exo1 0.03424688 0.25302239 -0.2747958 0.38528393
#> exo2 -0.16386006 0.13095131 -0.3495905 -0.01124542
#> exo3 -0.02282024 0.09667881 -0.1596306 0.09473692
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05882912 0.01732679 0.0282688 0.07729766
#> lag1_var2 0.46294339 0.15876393 0.2203568 0.69236374
#> lag1_var3 -0.34305601 0.22610331 -0.7309173 -0.12540391
#> lag1_var4 0.35663658 0.21861959 0.1356885 0.72982798
#> const 0.41435325 0.69179781 -0.4826510 1.39326784
#> exo1 -0.02011507 0.06920408 -0.1022362 0.05878627
#> exo2 0.69035861 0.05704946 0.6043571 0.75370514
#> exo3 0.54958462 0.06709033 0.4609772 0.64541706
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3428896 0.08499888 -0.4330163 -0.2092209
#> lag1_var2 3.3431653 0.81902756 1.9379414 4.3169576
#> lag1_var3 4.7370451 1.01192526 3.0020248 5.8456826
#> lag1_var4 -3.7932725 1.00082921 -4.9236847 -2.0861287
#> const 2.8671348 3.94256992 -3.0808311 8.2895389
#> exo1 -0.3314519 0.66597509 -1.0702522 0.5826881
#> exo2 -4.0549528 0.61740428 -5.0942254 -3.3941033
#> exo3 -1.6974494 0.74327267 -2.8077949 -0.7730005
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3355305 0.08486552 -0.4265093 -0.2006948
#> lag1_var2 3.4242423 0.83858573 1.9770836 4.4112944
#> lag1_var3 4.0651507 1.03389340 2.2563642 5.1232126
#> lag1_var4 -3.1024963 1.02266996 -4.1879323 -1.3218235
#> const 2.4850974 4.36391682 -3.7772423 8.8104867
#> exo1 -0.3748964 0.70146811 -1.1305833 0.6244310
#> exo2 -3.9748524 0.64942422 -5.0796113 -3.3068520
#> exo3 -1.5036268 0.79304054 -2.6842383 -0.5353846
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001422811 0.0004068975 0.000892399 0.002027032
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05483793 0.01915996 -0.08525281 -0.03396792
#> Sigma[2,2] 3.15037411 0.99788802 2.12587855 4.54611866
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03150859 0.009534751 0.01910559 0.04559574
#> Sigma[3,2] -1.69705901 0.474094930 -2.30979093 -1.20991122
#> Sigma[3,3] 1.02455217 0.243721554 0.74238209 1.36125322
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00353574 0.004364225 -0.002807474 0.009287005
#> Sigma[4,2] -0.07602697 0.160155033 -0.250535015 0.177976615
#> Sigma[4,3] 0.16604923 0.093411512 0.023415145 0.291268789
#> Sigma[4,4] 0.14406194 0.027889757 0.109321833 0.185550109
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92511683 0.04004252 0.862275452 0.97485004
#> lag1_var2 0.09805809 0.06972870 0.027205394 0.21382653
#> lag1_var3 0.19256074 0.13607876 0.053427179 0.41812060
#> lag1_var4 -0.18595726 0.12109388 -0.384427117 -0.05857533
#> const 1.63012287 0.59549258 1.140102722 2.62573261
#> exo1 0.01556460 0.02062470 -0.004482861 0.05107599
#> exo2 -0.10049460 0.03949795 -0.151158564 -0.04182907
#> exo3 0.04478319 0.03619622 -0.009758873 0.08657847
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9325666 1.790345 -0.08121961 4.6569896
#> lag1_var2 -8.2444504 3.429003 -13.51682112 -4.4713171
#> lag1_var3 -17.8034983 6.683333 -28.04173354 -10.4347197
#> lag1_var4 16.9048796 5.853541 10.35806867 25.7749617
#> const -2.4376106 22.235053 -34.86733144 21.4209011
#> exo1 -2.6444155 1.540954 -4.88931177 -0.7537887
#> exo2 -0.3989787 1.427164 -2.05019131 1.5184549
#> exo3 1.1611118 1.454397 -0.77049054 3.3331775
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6928380 0.9800004 -2.0849321 0.61076790
#> lag1_var2 5.4177256 1.8790524 2.9960247 8.10773493
#> lag1_var3 11.4865449 3.6588990 6.7683242 16.71052882
#> lag1_var4 -10.1536842 3.2466897 -14.7072494 -5.89584041
#> const 0.3932134 13.2026228 -12.4478147 20.12962613
#> exo1 1.4554146 0.6695822 0.5838263 2.31781348
#> exo2 -0.4652531 1.1150520 -1.7663131 1.06682309
#> exo3 -0.7034823 0.7371239 -1.8608330 0.09371419
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31523046 0.2675574 -0.07319176 0.61282117
#> lag1_var2 0.85634331 0.5944009 -0.08142360 1.40374159
#> lag1_var3 1.71363179 1.1432279 -0.08980456 2.75977967
#> lag1_var4 -0.82754023 1.0557602 -1.79815888 0.81361096
#> const -1.95942336 3.3073372 -6.56359780 2.15684416
#> exo1 0.08695889 0.4888675 -0.71309342 0.64015809
#> exo2 -0.78683651 0.5464744 -1.48744354 -0.03002474
#> exo3 -0.09811371 0.4368089 -0.65962254 0.49383220
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001213394 0.003282384 0.0001154095 0.00597968
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000190644 0.003371918 -0.001736907 0.005307467
#> Sigma[2,2] 0.068830249 0.011928091 0.054044083 0.087601191
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01024403 0.03145274 -0.0563873 0.003824702
#> Sigma[3,2] -0.17939358 0.07404142 -0.2992084 -0.096595133
#> Sigma[3,3] 1.91507984 0.68820440 1.3017360 3.155424694
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01038771 0.03008767 -0.05458531 0.002786834
#> Sigma[4,2] -0.14066973 0.07127132 -0.25701684 -0.061146056
#> Sigma[4,3] 1.85714482 0.66933733 1.24455064 3.057327556
#> Sigma[4,4] 1.82238795 0.65198124 1.21056811 2.983776980
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97254412 0.01503223 0.9561404090 0.997860981
#> lag1_var2 -0.10514685 0.05890582 -0.1885549873 -0.037104749
#> lag1_var3 -0.17067274 0.10350013 -0.3112001219 -0.041422858
#> lag1_var4 0.16337479 0.10269356 0.0339438904 0.301919329
#> const 1.16544098 0.37412168 0.5824072973 1.568142640
#> exo1 -0.01261729 0.01742268 -0.0396763944 0.004738971
#> exo2 -0.05594645 0.01800254 -0.0760969739 -0.028905420
#> exo3 0.03482691 0.02490292 0.0004045432 0.067403981
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18361719 0.1219261 0.05074468 0.3787001
#> lag1_var2 -0.15531694 1.0251025 -1.49696466 1.4003452
#> lag1_var3 -1.39727850 1.6557062 -3.57295350 1.1636591
#> lag1_var4 1.38106608 1.6210638 -1.12101712 3.5196069
#> const -2.75606683 2.5970506 -6.85523038 0.3367051
#> exo1 0.08142523 0.1995633 -0.17299728 0.3669114
#> exo2 0.53301355 0.1611196 0.32759058 0.7175978
#> exo3 -0.57720257 0.1638650 -0.78906954 -0.3581547
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5250088 0.7076934 -2.518014 -0.5961345
#> lag1_var2 9.5247799 5.8167022 1.253721 16.9944821
#> lag1_var3 16.3220542 9.5449987 3.419334 28.5237908
#> lag1_var4 -15.1959160 9.3884693 -27.171829 -2.4889035
#> const 29.3906844 13.7884827 18.697147 51.8224601
#> exo1 -0.5122611 1.0689883 -2.156460 0.8793249
#> exo2 -1.0934889 1.5401397 -3.408850 1.0079257
#> exo3 3.7784073 1.1022750 2.632830 5.3877042
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4442492 0.6752233 -2.360573 -0.5445726
#> lag1_var2 9.2737361 5.5595664 1.759111 16.8301875
#> lag1_var3 15.2034458 9.1284126 3.393523 27.5432925
#> lag1_var4 -14.0750987 8.9810173 -26.188385 -2.4603010
#> const 27.7228294 13.8396408 14.723507 49.7188894
#> exo1 -0.4739805 1.0424392 -2.133740 0.8039536
#> exo2 -0.7987903 1.5554317 -3.105070 1.3004742
#> exo3 3.5126526 1.0702669 2.322371 5.0547317
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002552776 7.150712e-05 0.0001856674 0.0003739176
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003044894 0.0056858 -0.01178056 0.002896453
#> Sigma[2,2] 2.718656985 0.5262299 1.93536164 3.356188894
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00194112 0.004399427 -0.00341712 0.0083749
#> Sigma[3,2] -1.57233662 0.390725758 -1.99508338 -0.9769647
#> Sigma[3,3] 1.92543924 0.408771642 1.42184438 2.3786230
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002231576 0.001605282 -0.002303136 0.001918474
#> Sigma[4,2] 0.2250241400 0.156603779 0.039778103 0.451001958
#> Sigma[4,3] 0.9828698151 0.202848197 0.689712977 1.240715618
#> Sigma[4,4] 1.2412612661 0.173670407 0.991923717 1.396966703
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.935581319 0.01564590 0.91841155 0.96096627
#> lag1_var2 -0.006344696 0.01367802 -0.02514052 0.01153456
#> lag1_var3 -0.012495611 0.01960954 -0.03907851 0.01345762
#> lag1_var4 0.011482230 0.01868868 -0.01286961 0.03747901
#> const 1.504960417 0.32228820 0.98841422 1.83697812
#> exo1 0.002820643 0.01448916 -0.01594644 0.02399774
#> exo2 -0.085402560 0.02109732 -0.11543741 -0.05915473
#> exo3 0.004676564 0.01623718 -0.01746155 0.02522583
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2421529 0.7917175 -0.5466200 1.4085708
#> lag1_var2 -0.7470203 1.2185914 -2.6677322 0.6653190
#> lag1_var3 -2.3572561 1.8252366 -5.2539607 -0.2325706
#> lag1_var4 2.3217458 1.7137347 0.2977764 5.0469734
#> const -1.2378157 20.3627762 -32.8175607 21.0144299
#> exo1 1.1772671 0.6610324 0.3249463 2.0822909
#> exo2 0.4385984 1.5327264 -1.4955728 2.8231636
#> exo3 0.3825322 0.9403787 -0.8687235 1.7140004
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1591591 0.520361 -0.5945631 0.9173157
#> lag1_var2 1.7630492 1.092464 0.3692563 3.1916980
#> lag1_var3 3.6732908 1.688100 1.6363637 5.9594383
#> lag1_var4 -2.6769470 1.569730 -4.8106706 -0.7550066
#> const -3.9958888 12.748003 -22.7902327 13.3328498
#> exo1 0.5430851 1.045049 -0.8882866 2.0235819
#> exo2 -3.7855424 1.186087 -5.7485332 -2.6724826
#> exo3 -0.3678504 1.781306 -3.1998806 1.5449604
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3254572 0.7201664 -0.7159034 1.223939
#> lag1_var2 0.8384079 1.2389086 -0.7057943 2.606755
#> lag1_var3 1.4910228 1.9229050 -0.8170234 4.274515
#> lag1_var4 -0.4992885 1.8132816 -3.1151779 1.722821
#> const -6.0934873 17.1266012 -27.2502180 19.679153
#> exo1 1.3822363 0.8831587 0.3140804 2.596817
#> exo2 -3.7976753 1.4366201 -5.6029378 -1.623721
#> exo3 -0.1244708 1.6529212 -2.5010936 1.874785
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006742295 0.001263273 0.00559035 0.008642931
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02654816 0.00839672 -0.04047872 -0.01757298
#> Sigma[2,2] 0.19894552 0.05509085 0.13312501 0.27978397
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04798159 0.01898627 0.02724447 0.07675578
#> Sigma[3,2] -0.26999158 0.11881631 -0.45305806 -0.11715905
#> Sigma[3,3] 0.75012611 0.26239726 0.41442416 1.10105459
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03885561 0.0177776 0.01907469 0.06473775
#> Sigma[4,2] -0.18590969 0.1071415 -0.34748999 -0.05250589
#> Sigma[4,3] 0.69576376 0.2347386 0.40431063 0.98766518
#> Sigma[4,4] 0.68658029 0.2094590 0.41517709 0.92458311
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.093182083 0.04711282 1.028995283 1.15900102
#> lag1_var2 -0.179484312 0.13932150 -0.375457580 0.01088225
#> lag1_var3 -0.360176018 0.26070079 -0.746470393 -0.02361884
#> lag1_var4 0.309054620 0.24316244 -0.001547566 0.66798291
#> const 0.622665764 0.81454306 -0.842426438 1.31161235
#> exo1 -0.012693889 0.04982531 -0.086764254 0.04960206
#> exo2 0.238240690 0.14764563 0.077936825 0.41727724
#> exo3 -0.008554446 0.10888370 -0.157368276 0.10465588
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49924648 0.2592033 0.179373654 0.90360628
#> lag1_var2 -0.30178867 0.6218415 -1.011106632 0.69531753
#> lag1_var3 -1.88413013 1.2509486 -3.300659398 0.05540177
#> lag1_var4 1.77747539 1.1556098 -0.001924716 3.10514902
#> const -2.17891809 7.5445424 -13.049234409 7.90306719
#> exo1 -0.03601735 0.3606884 -0.487752136 0.54114752
#> exo2 2.41043296 0.4438403 1.747720732 2.93123752
#> exo3 0.68442854 0.5255065 0.097638221 1.49433772
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4777296 0.5589723 -1.3771335 0.1366151
#> lag1_var2 1.8390944 1.4564898 -0.1184507 3.7735033
#> lag1_var3 4.1598123 2.6286447 0.3082602 7.5686565
#> lag1_var4 -3.0215590 2.4570103 -6.1593949 0.6316150
#> const 1.9726030 11.2383655 -13.6159320 15.9071879
#> exo1 0.3019426 0.5015111 -0.5174845 0.9017473
#> exo2 -2.9179306 0.8602898 -3.7601983 -1.5777808
#> exo3 -0.8822809 1.1296498 -2.4052386 0.4377861
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2515914 0.4946963 -1.0606845 0.2609064
#> lag1_var2 1.4350582 1.3816708 -0.3363314 3.3273034
#> lag1_var3 2.6920293 2.4153476 -0.6810885 6.0371891
#> lag1_var4 -1.5753878 2.2548204 -4.6629138 1.6392937
#> const -0.1580337 9.0447865 -11.7734606 11.9872261
#> exo1 0.3284509 0.5072199 -0.4422058 0.9377355
#> exo2 -1.9578418 0.7990890 -2.7501280 -0.6819041
#> exo3 -0.6209530 1.1529436 -2.2527188 0.7505698
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004696775 0.007561482 0.0007002089 0.01899845
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002277068 0.02984575 -0.02025484 0.05389765
#> Sigma[2,2] 0.694599543 0.17930201 0.41659921 0.93099997
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01915791 0.05526176 -0.1235491 0.01357484
#> Sigma[3,2] -0.39489471 0.17058656 -0.6339449 -0.17807457
#> Sigma[3,3] 0.50578687 0.33904470 0.2233491 1.13278816
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02094127 0.03933342 -0.09454743 0.002893873
#> Sigma[4,2] 0.02905257 0.12272046 -0.19958987 0.123044803
#> Sigma[4,3] 0.27302027 0.27650189 0.06464087 0.773744881
#> Sigma[4,4] 0.29934546 0.21980141 0.13487751 0.674039815
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96200776 0.02855910 0.91822186 0.99346842
#> lag1_var2 -0.01414715 0.23553106 -0.25328605 0.36163272
#> lag1_var3 -0.03410909 0.39987223 -0.43669593 0.60520962
#> lag1_var4 0.03025807 0.39685347 -0.60784936 0.42121237
#> const 1.22582487 0.88820878 0.18435045 2.61470605
#> exo1 -0.01804681 0.03795980 -0.06991064 0.03464264
#> exo2 -0.05224378 0.13525663 -0.23023949 0.12788789
#> exo3 0.04358907 0.03983365 -0.01496753 0.08440363
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2917787 0.5040768 -0.9306157 0.4487011
#> lag1_var2 -0.3645284 3.4972075 -5.0324991 3.7849775
#> lag1_var3 -1.9462626 5.8382573 -9.6220104 5.0503777
#> lag1_var4 1.9827727 5.7382642 -4.8364621 9.4766908
#> const 6.1656640 13.2055457 -6.8171768 26.8447530
#> exo1 -0.2629836 0.6236477 -1.2060584 0.3722891
#> exo2 2.3037306 1.1764536 1.1384635 3.9105961
#> exo3 -0.2353099 0.8903128 -1.3376017 1.0699453
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30914009 0.3314900 -0.1653905 0.7210695
#> lag1_var2 -0.01802591 3.2549470 -4.1324470 4.5026733
#> lag1_var3 0.79781361 5.5115900 -6.1091744 8.4340511
#> lag1_var4 0.13459348 5.4080822 -7.3335744 6.8726798
#> const -4.52090918 7.8155437 -16.0976052 6.2354751
#> exo1 -0.16160915 0.4130406 -0.7897931 0.3912428
#> exo2 -2.33557726 0.9914494 -3.7496704 -0.9910168
#> exo3 0.01356539 0.7040465 -0.8868987 1.0128726
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1269984 0.2112025 -0.1394614 0.41750176
#> lag1_var2 -0.5893416 2.0228119 -3.0739178 2.35718687
#> lag1_var3 -0.9583457 3.4681310 -5.2371070 4.07564741
#> lag1_var4 1.9237271 3.4186049 -3.0163041 6.16367420
#> const -1.3018486 4.6704647 -8.2007753 4.85290725
#> exo1 -0.3349624 0.3408301 -0.7467258 0.09903901
#> exo2 -1.0084977 0.5070800 -1.6133525 -0.28604475
#> exo3 -0.1440871 0.4161124 -0.6376854 0.43752640
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003711774 6.207858e-05 0.0002677295 0.0004445905
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001411739 0.003499747 -0.007097204 0.0022449
#> Sigma[2,2] 0.689063802 0.234643584 0.443886509 1.0667288
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00152681 0.002112565 -0.004802726 0.0003642617
#> Sigma[3,2] -0.13612032 0.106904789 -0.261239833 0.0174702807
#> Sigma[3,3] 1.18059503 0.269455769 0.757070759 1.4615897964
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002391013 0.001784071 -0.005327334 -0.0007117329
#> Sigma[4,2] 0.301482590 0.140176086 0.102924128 0.4920729192
#> Sigma[4,3] 1.149023850 0.269091108 0.715823382 1.4123572676
#> Sigma[4,4] 1.398771609 0.251411751 0.986460935 1.6600930864
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9496970685 0.008322387 0.93969628 0.96113061
#> lag1_var2 -0.0443382185 0.041155790 -0.08120510 0.02144870
#> lag1_var3 -0.0875038900 0.066129976 -0.14843893 0.01656601
#> lag1_var4 0.0818829214 0.063671058 -0.01832793 0.13988847
#> const 1.5205250919 0.205428372 1.24281701 1.83925238
#> exo1 0.0002151256 0.014042714 -0.01635519 0.02128549
#> exo2 -0.1139088480 0.014231631 -0.13278808 -0.09483275
#> exo3 0.0423292481 0.026449652 0.01228975 0.07644810
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6888115 0.4539958 0.02678691 1.2441224
#> lag1_var2 -1.4434556 1.4836861 -3.74700950 0.4082352
#> lag1_var3 -3.3019860 2.3681433 -6.83415328 -0.2619056
#> lag1_var4 3.1987280 2.2953176 0.22254198 6.5995108
#> const -7.8498539 10.1288632 -19.38818923 6.8680595
#> exo1 -0.7401412 0.5672053 -1.63883887 -0.1653345
#> exo2 5.0999504 0.7722894 3.98511624 5.9569703
#> exo3 0.5239264 1.0300674 -0.97501483 1.9310475
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08181485 0.5582056 -0.4680549 1.056853
#> lag1_var2 -0.13706014 1.9600160 -3.1039128 2.520534
#> lag1_var3 0.93980389 3.1203254 -3.7335009 5.288924
#> lag1_var4 -0.03739975 2.9774992 -4.2248647 4.416394
#> const 4.50152370 10.2924871 -10.4280558 17.251205
#> exo1 0.89428742 0.7262514 0.1905916 2.178173
#> exo2 -6.68322602 0.9217768 -8.2491549 -5.559597
#> exo3 3.13767022 1.3699789 0.8533669 4.637627
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5436001 0.7110106 -0.08466878 1.769787
#> lag1_var2 -1.5559764 2.6042161 -5.33720333 1.887266
#> lag1_var3 -1.9164158 4.1351892 -7.81718357 3.673881
#> lag1_var4 2.7574672 3.9698111 -2.63670208 8.410856
#> const -1.2427823 10.2472187 -16.81279765 11.128149
#> exo1 0.4397754 0.8125765 -0.35992337 1.695844
#> exo2 -3.8654590 1.0421017 -5.23328268 -2.506408
#> exo3 3.7177691 1.5721804 0.96713457 5.423656
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001607523 0.0002627965 0.001330405 0.001975247
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02143432 0.008044378 -0.0331349 -0.01080164
#> Sigma[2,2] 1.85043465 0.441876935 1.2816872 2.34553523
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009859088 0.005023911 0.004844356 0.0175307
#> Sigma[3,2] -0.990621341 0.237663401 -1.265962407 -0.6360648
#> Sigma[3,3] 0.712628640 0.122109468 0.529026157 0.8658407
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001806937 0.003092946 -0.006309851 0.002049651
#> Sigma[4,2] -0.029624702 0.067057516 -0.115912832 0.055144103
#> Sigma[4,3] 0.224889783 0.045841829 0.161792002 0.283158576
#> Sigma[4,4] 0.240824743 0.036978457 0.195225018 0.296695404
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94881376 0.02850084 0.9089162190 0.98487159
#> lag1_var2 0.02549538 0.06185529 -0.0533406933 0.11454751
#> lag1_var3 0.05555848 0.11996418 -0.0938755341 0.23239466
#> lag1_var4 -0.06361723 0.10615675 -0.2211840446 0.06793468
#> const 1.74880355 0.44207108 1.2136312516 2.36045331
#> exo1 0.01430741 0.02313210 -0.0075862809 0.05167409
#> exo2 -0.12365141 0.02693766 -0.1577948998 -0.08871915
#> exo3 0.03888573 0.03515073 0.0007683668 0.08709145
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8444587 1.4358045 -4.0047526 -0.0686151
#> lag1_var2 4.4030160 3.1908941 0.7464137 9.3966822
#> lag1_var3 6.5468694 6.2217236 -0.4768324 16.3180267
#> lag1_var4 -5.9162761 5.6753506 -14.7724727 0.5782677
#> const 12.4620149 16.9656155 -7.7507853 39.7079574
#> exo1 -0.9627537 1.0751263 -2.3670381 0.4840295
#> exo2 1.7753497 0.9271645 0.4652131 3.0105162
#> exo3 0.9100200 0.9677781 -0.3339489 2.1786850
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8722990 0.8694701 -0.3515203 1.9819551
#> lag1_var2 -0.9322860 2.2751224 -3.8698812 2.2673343
#> lag1_var3 -0.7766823 4.4192298 -6.5359755 5.4226124
#> lag1_var4 1.4938639 4.0000413 -4.1273432 6.6724652
#> const -6.6316220 10.2320654 -22.7774195 3.3383613
#> exo1 0.7315687 0.7241349 -0.2383714 1.6394818
#> exo2 -0.7997141 0.7525103 -1.8880522 0.1561642
#> exo3 0.4894238 0.8267089 -0.6958036 1.5319665
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1645868 0.3932705 -0.7831669 0.3336859
#> lag1_var2 1.1947974 1.1023870 0.1902000 3.0536987
#> lag1_var3 2.3221825 2.1199951 0.3961161 5.8937741
#> lag1_var4 -1.2284755 1.9232825 -4.4410044 0.5281957
#> const -0.7248394 6.9996299 -10.9584452 8.4873458
#> exo1 0.2396541 0.4870677 -0.4328885 0.8178469
#> exo2 0.1295760 0.7246539 -0.9941183 0.9348274
#> exo3 1.0533015 0.4947768 0.3812544 1.6595555
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001596747 0.0004186768 0.001139913 0.002294993
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005317308 0.004897619 -0.01316163 -0.0009479776
#> Sigma[2,2] 0.187762447 0.058667666 0.14099663 0.2898915457
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004863499 0.003194857 0.001924597 0.009829692
#> Sigma[3,2] -0.091619796 0.036319554 -0.149767477 -0.055838933
#> Sigma[3,3] 0.093635176 0.027731820 0.062611050 0.131625646
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00167892 0.001694686 -0.0008305017 0.003638445
#> Sigma[4,2] 0.03141504 0.019204402 0.0059201299 0.057469270
#> Sigma[4,3] 0.04043348 0.010656922 0.0289139996 0.055877620
#> Sigma[4,4] 0.06905501 0.014549575 0.0509494081 0.089641402
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.611636e-01 0.03784879 0.91044176 1.015071720
#> lag1_var2 -4.004929e-02 0.06610634 -0.12291928 0.053884204
#> lag1_var3 -6.706962e-02 0.10151976 -0.19492309 0.076867328
#> lag1_var4 5.564600e-02 0.09713305 -0.08290631 0.182981631
#> const 1.607297e+00 0.47455329 0.86759120 2.105889770
#> exo1 -6.491486e-05 0.03290606 -0.03748083 0.048520907
#> exo2 -3.668633e-02 0.03522700 -0.09075527 -0.001594851
#> exo3 -3.003290e-02 0.02632277 -0.06138805 0.004719820
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3322935 0.4970271 -0.4431785 0.9452360
#> lag1_var2 2.8427860 0.5649625 2.0650135 3.6285589
#> lag1_var3 2.8752827 0.8607373 1.7251601 4.0748006
#> lag1_var4 -3.0366535 0.8214477 -4.1744651 -2.0215512
#> const 3.2740835 6.0972316 -3.3184100 12.6836284
#> exo1 -0.7896180 0.2844074 -1.1776707 -0.3838452
#> exo2 1.5604138 0.6079038 0.5106911 2.1287578
#> exo3 -0.1045244 0.2679496 -0.4011140 0.3086163
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1150233 0.3708209 -0.4845852 0.4839955
#> lag1_var2 -0.7714623 0.5276268 -1.5904788 -0.1133761
#> lag1_var3 -0.2928219 0.8031438 -1.5555989 0.7065032
#> lag1_var4 1.3406710 0.7626864 0.4042671 2.5302276
#> const -1.4861962 5.7730587 -10.7221472 3.4249948
#> exo1 0.5194479 0.2394083 0.1857683 0.8256423
#> exo2 -1.4376489 0.3474930 -1.9687264 -1.0124601
#> exo3 0.4469981 0.1617892 0.2305301 0.6729262
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10111110 0.2721004 -0.2963806754 0.3775736
#> lag1_var2 0.56774880 0.4705726 0.0479872293 1.2289120
#> lag1_var3 0.78578486 0.7147628 -0.0009361816 1.7871416
#> lag1_var4 0.17163518 0.6607458 -0.7360420763 0.8665562
#> const -0.37471136 3.8242256 -5.9608956847 4.4376571
#> exo1 0.02729735 0.1832397 -0.2266961117 0.2631114
#> exo2 -0.48567489 0.2627506 -0.7963252534 -0.1178652
#> exo3 0.45184475 0.1668412 0.2006103651 0.6649832
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006160449 0.0001234685 0.0004278619 0.0007466988
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01536883 0.004588496 -0.02146677 -0.008751526
#> Sigma[2,2] 1.00278685 0.257426900 0.69171841 1.399265630
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01219775 0.003412986 0.00761669 0.01668057
#> Sigma[3,2] -0.68353372 0.182464060 -0.92057418 -0.47717607
#> Sigma[3,3] 0.54576145 0.153681504 0.37751164 0.76072745
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004523136 0.001371431 0.003086997 0.006429302
#> Sigma[4,2] -0.171960985 0.074997739 -0.279865522 -0.076147551
#> Sigma[4,3] 0.202012660 0.075773047 0.128392570 0.320410259
#> Sigma[4,4] 0.120155636 0.043074467 0.089712725 0.193413677
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95705232 0.02370239 0.9250113812 0.985703793
#> lag1_var2 -0.05653235 0.03637420 -0.0935728096 -0.005021498
#> lag1_var3 -0.09861269 0.07063335 -0.1721912552 0.002422038
#> lag1_var4 0.09398641 0.06609143 -0.0009527416 0.162612582
#> const 1.39337504 0.35492561 0.9251385546 1.842585600
#> exo1 -0.01211893 0.02661484 -0.0501612888 0.020998745
#> exo2 -0.07237965 0.03324344 -0.1154563380 -0.031202681
#> exo3 0.04217121 0.02673221 0.0115046257 0.083596329
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1549327 0.6971781 -1.2341720 0.7303468
#> lag1_var2 2.4045371 1.5164911 0.4624445 4.5074667
#> lag1_var3 3.0399942 2.8872771 -0.6148669 7.0781517
#> lag1_var4 -2.9971254 2.7063724 -6.7839606 0.4232397
#> const 2.9470656 9.8673133 -8.5088243 16.8854862
#> exo1 0.2688764 0.7409418 -0.4603028 1.4985637
#> exo2 0.4833837 1.0708401 -1.1102624 1.7664309
#> exo3 -0.2297687 0.6499113 -1.1846313 0.6398978
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3925075 0.5560280 -0.3817522 1.1451361
#> lag1_var2 -2.4458171 1.0690671 -4.0909624 -1.1037225
#> lag1_var3 -3.9599653 2.0400187 -7.0861597 -1.4191120
#> lag1_var4 4.8357312 1.9121089 2.4991507 7.7630287
#> const -4.2396047 8.0258409 -14.1665830 7.3882956
#> exo1 -0.4138429 0.6648734 -1.4775453 0.2742878
#> exo2 -0.5614209 0.9084690 -1.5792236 0.7043344
#> exo3 0.4371679 0.4836445 -0.3190603 0.9535892
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3549488 0.2600371 -0.06921261 0.6210679
#> lag1_var2 -1.7023507 0.4009010 -2.28991685 -1.2289122
#> lag1_var3 -3.3650039 0.7677323 -4.51102291 -2.4620033
#> lag1_var4 4.2644032 0.7190966 3.43593242 5.3515362
#> const -3.9043708 4.6704114 -9.21192927 3.1320693
#> exo1 -0.2949921 0.3045754 -0.73006074 0.0688313
#> exo2 -0.2549497 0.4938570 -0.82645678 0.4926677
#> exo3 0.3260361 0.2556107 -0.09683887 0.6169552
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001196327 0.0003007506 0.0008683433 0.00164757
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00351066 0.003958809 -0.008774808 0.001718747
#> Sigma[2,2] 0.23189163 0.043058329 0.175510294 0.288902429
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.772437e-05 0.00377090 -0.004727392 0.00545032
#> Sigma[3,2] -1.407176e-01 0.04599816 -0.202413160 -0.07735372
#> Sigma[3,3] 3.555276e-01 0.07099521 0.264555298 0.46449930
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002545637 0.003192622 -0.007565152 0.000480175
#> Sigma[4,2] 0.012222847 0.035690658 -0.041437646 0.051029828
#> Sigma[4,3] 0.279014956 0.072130540 0.203573158 0.387919526
#> Sigma[4,4] 0.304552610 0.076980896 0.238838418 0.427292410
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00244433 0.01937199 0.97710838 1.029661467
#> lag1_var2 -0.12227632 0.08065234 -0.23203731 -0.011600479
#> lag1_var3 -0.18358306 0.12195235 -0.34892821 -0.018938467
#> lag1_var4 0.16872968 0.11548978 0.01078779 0.321798299
#> const 0.97208380 0.58729710 0.04048622 1.578507274
#> exo1 0.01517187 0.03393477 -0.01605960 0.069364777
#> exo2 -0.04543616 0.03591372 -0.08963027 0.005027176
#> exo3 -0.01473027 0.02113539 -0.04050008 0.016189112
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54790370 0.1315938 -0.70572011 -0.3525243
#> lag1_var2 3.74286663 1.4851839 1.90221252 6.0771671
#> lag1_var3 4.42556002 2.3142280 1.59270572 8.0679108
#> lag1_var4 -4.31552278 2.2385678 -7.88238381 -1.6249982
#> const 8.53484739 6.2727635 2.98577617 18.6994316
#> exo1 0.04581314 0.3901182 -0.41413332 0.5058804
#> exo2 0.55211459 0.3937024 -0.01526193 1.0636675
#> exo3 -0.13967454 0.4838977 -0.62186328 0.6280367
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9288159 0.2440621 0.5733639 1.2004165
#> lag1_var2 -0.8717200 1.2566039 -2.5218716 0.8537464
#> lag1_var3 -0.3753634 2.0197039 -2.9934314 2.4113479
#> lag1_var4 1.0654841 1.8748818 -1.4445310 3.5626308
#> const -4.6403850 5.1611245 -13.1140102 1.4691217
#> exo1 0.1628725 0.9254939 -1.0782786 1.4630083
#> exo2 -1.0155578 0.5813990 -1.7754026 -0.2649063
#> exo3 -1.4172429 0.5859426 -2.1547763 -0.6286860
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5871131 0.2727781 0.1329720 0.90071572
#> lag1_var2 1.2268259 1.3783659 -1.0257128 2.77818021
#> lag1_var3 1.9890101 2.1626242 -1.5347685 4.44340437
#> lag1_var4 -1.2234399 2.0056557 -3.4501741 2.06740314
#> const 0.3020916 6.7307291 -7.5997946 10.95899964
#> exo1 0.1984093 0.8314884 -0.8475715 1.39725920
#> exo2 -0.6573953 0.6323251 -1.3912902 0.04479355
#> exo3 -1.5753217 0.5030856 -2.2621532 -0.87145704
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002700246 6.046184e-05 0.000196363 0.0003565938
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005011718 0.0009477471 -0.0006655366 0.001870889
#> Sigma[2,2] 0.1170965142 0.0122623979 0.1038169861 0.132834188
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008974566 0.001083362 -0.002023531 0.0009166783
#> Sigma[3,2] -0.1307208645 0.019810549 -0.156338773 -0.1026629034
#> Sigma[3,3] 0.2430602060 0.037905589 0.195307310 0.2808115902
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000688811 0.0007779141 -0.001523135 0.0006157306
#> Sigma[4,2] -0.073657340 0.0209927919 -0.097840663 -0.0462328174
#> Sigma[4,3] 0.186540427 0.0314981198 0.144691469 0.2179695625
#> Sigma[4,4] 0.158415311 0.0234682491 0.125224390 0.1846302358
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99963861 0.006372664 0.99176714 1.00937969
#> lag1_var2 -0.14213926 0.033335287 -0.18087438 -0.08958009
#> lag1_var3 -0.26125688 0.063664182 -0.33963849 -0.16374449
#> lag1_var4 0.24087123 0.059094170 0.15048310 0.31450521
#> const 1.18479692 0.209094787 0.92565461 1.48139996
#> exo1 -0.02757683 0.011788831 -0.04572614 -0.01532533
#> exo2 -0.13166655 0.015144501 -0.14979263 -0.11213824
#> exo3 0.01790398 0.019921691 -0.01413443 0.04232355
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0415362 0.1994019 -0.2905834 0.2291758
#> lag1_var2 0.9595572 0.6522043 0.2493893 2.0423978
#> lag1_var3 -0.2032727 1.1804520 -1.4938300 1.7033129
#> lag1_var4 0.2165943 1.1233371 -1.5910580 1.4738269
#> const -0.2706590 5.8238624 -10.8811623 4.5671385
#> exo1 0.1026430 0.2887133 -0.2165583 0.5651639
#> exo2 1.6779794 0.2231052 1.3717892 1.9854540
#> exo3 -1.0188464 0.3209783 -1.5520620 -0.6852691
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5141183 0.3287238 -0.9739053 -0.09843465
#> lag1_var2 1.5595180 1.1283645 0.3115629 3.32214113
#> lag1_var3 4.8491608 2.1766016 2.6310399 8.23631151
#> lag1_var4 -3.6365598 2.0585084 -6.8253717 -1.48003902
#> const 6.8835739 10.9150935 -3.6757441 24.87562442
#> exo1 -0.5007087 0.5289132 -1.1157017 0.21672278
#> exo2 -1.7276936 0.3717496 -2.3325175 -1.30404896
#> exo3 1.6041500 0.5058903 0.9300549 2.34181283
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5888440 0.2599151 -0.9322389 -0.2797629
#> lag1_var2 1.8121554 1.0401430 0.6623571 3.5044338
#> lag1_var3 4.3029800 2.0038288 2.2390396 7.5887146
#> lag1_var4 -3.0475639 1.8838535 -6.1325662 -1.1060463
#> const 6.5021225 9.0197874 -3.0057664 21.2477902
#> exo1 -0.4780327 0.4435641 -0.8959554 0.1802442
#> exo2 -0.8993578 0.3276063 -1.4000129 -0.4920668
#> exo3 1.1575769 0.3952231 0.6279057 1.6508333
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001904682 0.0001902112 0.001671642 0.002188744
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03510489 0.009960115 -0.05157541 -0.02605727
#> Sigma[2,2] 1.89205403 0.787998389 1.19525079 3.23315307
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02231707 0.008790435 0.01222095 0.03506257
#> Sigma[3,2] -1.43943530 0.637949776 -2.49711127 -0.80972689
#> Sigma[3,3] 1.38026069 0.498779247 0.86232525 2.17199248
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003829063 0.005244637 -0.007061535 0.006664992
#> Sigma[4,2] -0.2622268537 0.165910535 -0.489437610 -0.058727884
#> Sigma[4,3] 0.5032181958 0.115917933 0.367189596 0.665820124
#> Sigma[4,4] 0.3612334863 0.039696180 0.314563900 0.419519947
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985471730 0.02002160 0.95680059 1.014653326
#> lag1_var2 -0.065319091 0.05085661 -0.12311244 0.013284737
#> lag1_var3 -0.097459556 0.08300609 -0.19348033 0.027409974
#> lag1_var4 0.078015518 0.08026155 -0.04276320 0.171452987
#> const 1.693684625 0.52453628 1.18009853 2.551548817
#> exo1 -0.066804940 0.04058459 -0.11520484 -0.007773222
#> exo2 0.006838456 0.04244662 -0.04155963 0.065807462
#> exo3 0.047733772 0.05217472 -0.04248920 0.099716348
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5064611 0.4217722 -1.2548288 -0.06619406
#> lag1_var2 -1.7057278 1.2751050 -3.3566248 -0.19735750
#> lag1_var3 -4.4692340 2.1529297 -7.3035110 -1.86123281
#> lag1_var4 4.7730744 2.0848092 2.2315145 7.53647609
#> const -7.3750978 12.6379900 -25.0122342 8.81987629
#> exo1 1.0119313 1.6817394 -1.1217544 3.49993926
#> exo2 2.2453940 1.0355153 0.6282192 3.61172651
#> exo3 3.0115294 1.5405164 0.7229452 4.94244697
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2892963 0.3090258 -0.09491081 0.6736395
#> lag1_var2 3.9794383 1.3266220 2.08117002 5.3323943
#> lag1_var3 7.6461631 2.1917755 4.49902334 9.9076861
#> lag1_var4 -6.9031926 2.0706414 -9.07607673 -3.8823240
#> const 10.8028204 12.8445322 -7.32075452 24.1807013
#> exo1 -0.9688171 1.7170706 -3.56768456 0.9695613
#> exo2 -3.2363893 0.9482298 -4.50448837 -1.8899080
#> exo3 -0.5859948 1.4566230 -2.80639718 1.2958127
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04197984 0.2456943 -0.2976444 0.3259215
#> lag1_var2 2.64514784 1.1157535 1.0923883 4.1830629
#> lag1_var3 4.44185487 1.8323911 1.8797440 6.9392947
#> lag1_var4 -3.49547491 1.7225224 -5.7819297 -1.0408565
#> const 5.83993417 7.7674845 -5.4703560 15.8739615
#> exo1 -0.30050431 0.7705559 -1.5181710 0.4733483
#> exo2 -1.94660515 0.7347639 -2.8763188 -0.9833329
#> exo3 1.39768661 0.6499869 0.3151850 2.1648086
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00143045 0.0005704606 0.0007919528 0.002145702
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0143237 0.009041084 0.004431002 0.02725118
#> Sigma[2,2] 1.0370989 0.503040957 0.675838482 1.88331407
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00586183 0.00298745 -0.01025414 -0.002104149
#> Sigma[3,2] -0.27673069 0.19448734 -0.61367491 -0.108332216
#> Sigma[3,3] 0.37004423 0.06839217 0.28002869 0.451204692
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.303043e-06 0.002787732 -0.003492566 0.003934539
#> Sigma[4,2] 1.855840e-01 0.121754122 0.017967473 0.360176365
#> Sigma[4,3] 2.847454e-01 0.074319326 0.180616060 0.380395021
#> Sigma[4,4] 4.111087e-01 0.078678541 0.295302032 0.512603151
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006121175 0.03666282 0.97463523 1.067516719
#> lag1_var2 -0.141488627 0.13494526 -0.35354197 -0.013085022
#> lag1_var3 -0.314100155 0.30858536 -0.80187903 -0.023751119
#> lag1_var4 0.283322831 0.28095097 0.01637017 0.727510109
#> const 1.254395737 0.43471568 0.67965943 1.860288223
#> exo1 -0.033394627 0.02585138 -0.06544951 0.001634463
#> exo2 -0.009083365 0.02624689 -0.04626950 0.025440029
#> exo3 0.015861241 0.04314942 -0.05249980 0.058044830
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06463595 0.7559781 -0.8884527 1.23087173
#> lag1_var2 0.98265597 1.3751130 -0.5072449 3.18408349
#> lag1_var3 0.86880900 3.1064964 -2.6521412 5.89238880
#> lag1_var4 -0.79934997 2.8772983 -5.4328678 2.37310470
#> const -0.42489547 20.6504170 -34.0545520 18.87265454
#> exo1 -0.21961400 0.6524528 -1.0079133 0.85738537
#> exo2 -0.88905225 0.6006352 -1.6740388 -0.01647362
#> exo3 -0.41311164 1.1112317 -1.8731074 1.12491250
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02209794 0.3909171 -0.3705122 0.6831678
#> lag1_var2 0.18571237 0.8539827 -1.0164244 1.3014992
#> lag1_var3 1.06067980 2.0300343 -1.7793857 3.8482314
#> lag1_var4 -0.14804053 1.8847251 -2.7061337 2.4903813
#> const 1.42759443 8.2554934 -7.7208369 13.8556667
#> exo1 -1.19960500 0.4971068 -1.7825132 -0.4231732
#> exo2 -1.88739543 0.5494054 -2.5993396 -1.1599675
#> exo3 0.02153216 0.5405347 -0.8878573 0.5800175
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02330507 0.4533784 -0.5031632 0.7269170
#> lag1_var2 0.38333628 0.8210709 -0.7338270 1.5951593
#> lag1_var3 0.91350533 2.0309461 -1.7725275 3.9815782
#> lag1_var4 0.06078828 1.8650807 -2.7212282 2.5526968
#> const 0.60200306 8.2530284 -12.3159292 7.6654600
#> exo1 -1.43783558 0.7915656 -2.2768006 -0.2457380
#> exo2 -2.51904263 0.5551388 -3.1985271 -1.7149356
#> exo3 -0.15859477 0.7536007 -1.4266871 0.5933288
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01791189 0.003519992 0.01410868 0.02368137
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008892714 0.007549498 -0.01885085 0.001422878
#> Sigma[2,2] 0.219111965 0.054894131 0.16783054 0.317798425
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007009885 0.007522138 -0.003278182 0.01730739
#> Sigma[3,2] -0.122816898 0.038444136 -0.164097310 -0.05982465
#> Sigma[3,3] 0.215115702 0.055238271 0.156900568 0.30273777
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003618085 0.007761158 -0.007914373 0.01170345
#> Sigma[4,2] -0.037127962 0.033308700 -0.074845606 0.01036247
#> Sigma[4,3] 0.187021379 0.055116108 0.135279758 0.27309331
#> Sigma[4,4] 0.195518401 0.057125590 0.134638767 0.27868220
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89345982 0.04793223 0.8385031 0.95302603
#> lag1_var2 0.02532899 0.11257950 -0.1117344 0.15835246
#> lag1_var3 0.04003070 0.27865834 -0.3080604 0.37344392
#> lag1_var4 -0.03602513 0.25291220 -0.3434078 0.28452831
#> const 2.50923619 1.65739421 0.1402520 4.57596027
#> exo1 0.02335709 0.09638743 -0.1055644 0.15768091
#> exo2 -0.16519238 0.08285009 -0.2674851 -0.05202218
#> exo3 -0.13297564 0.17616096 -0.4000870 0.07730516
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5665597 0.1313160 0.4122846 0.75663628
#> lag1_var2 -0.6423656 0.4924719 -1.2504742 0.02816432
#> lag1_var3 -3.8204495 1.1846764 -5.2173378 -2.16399783
#> lag1_var4 3.6590702 1.1193864 2.0450086 4.95009193
#> const -6.9943544 5.9198755 -14.2928275 1.37271185
#> exo1 -0.2624003 0.3383127 -0.7320563 0.15537190
#> exo2 1.5621106 0.4322903 0.9626802 2.17925249
#> exo3 0.8625330 0.6100703 0.1596486 1.88320982
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4517849 0.1484421 -0.6788684 -0.2697442
#> lag1_var2 2.2072039 0.7306723 1.3169241 3.1465388
#> lag1_var3 6.2155556 1.7586321 4.1508999 8.4942719
#> lag1_var4 -5.1331757 1.6560285 -7.3072894 -3.1188944
#> const 7.6600636 4.1387143 1.9121628 13.5717279
#> exo1 0.1073944 0.4132835 -0.4588575 0.6200602
#> exo2 -1.3773295 0.4575772 -2.1413737 -0.9030246
#> exo3 -1.4635608 0.5341067 -2.1589161 -0.7375079
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.252124212 0.1674465 -0.49803701 -0.0393141
#> lag1_var2 1.862343162 0.6736671 1.01630780 2.8055272
#> lag1_var3 4.431498935 1.5993739 2.50364250 6.7213506
#> lag1_var4 -3.390782447 1.5025593 -5.55235009 -1.5836241
#> const 4.583834978 3.4158132 0.04353849 9.9003815
#> exo1 0.001878539 0.3797117 -0.48104564 0.4637738
#> exo2 -0.866165815 0.4497412 -1.51959425 -0.2907848
#> exo3 -1.328252610 0.4355825 -1.87989409 -0.6879377
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001334541 0.0003789132 0.0008903914 0.001849796
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02944522 0.008973441 -0.0419433 -0.01820269
#> Sigma[2,2] 1.00219355 0.238411346 0.6698277 1.26395022
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03045068 0.009909298 0.01987679 0.04649297
#> Sigma[3,2] -1.10125000 0.251206258 -1.45341373 -0.76976582
#> Sigma[3,3] 1.70432356 0.320453762 1.32907329 2.20423392
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008813027 0.005441587 0.002199914 0.01716523
#> Sigma[4,2] -0.364027976 0.122309005 -0.540173309 -0.21615988
#> Sigma[4,3] 0.911535654 0.176112097 0.689472091 1.15774542
#> Sigma[4,4] 0.662216478 0.094903556 0.532988844 0.78431809
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969676914 0.02278549 0.93592990 0.99420020
#> lag1_var2 -0.162409311 0.11226584 -0.29514658 -0.01395570
#> lag1_var3 -0.220698076 0.15024461 -0.39390598 -0.01997690
#> lag1_var4 0.217812114 0.14866546 0.01791222 0.38870530
#> const 0.946724525 0.45787164 0.32776925 1.62951692
#> exo1 -0.004328269 0.03211246 -0.04948588 0.03580327
#> exo2 -0.108509434 0.04275454 -0.17579571 -0.05495155
#> exo3 0.012951715 0.02778910 -0.02421112 0.05269281
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4139032 0.5543656 -0.2147084 1.190582
#> lag1_var2 1.2080916 1.4623502 -0.3563264 3.509036
#> lag1_var3 0.7995505 1.9595726 -1.2696607 3.794613
#> lag1_var4 -0.8833142 1.9483636 -3.8120990 1.114259
#> const -1.8782662 12.3373460 -21.3143691 11.290010
#> exo1 0.0741786 0.8260507 -0.8350543 1.379759
#> exo2 1.9373762 1.1917578 0.6785134 3.923051
#> exo3 0.8213001 0.3486216 0.2707897 1.201239
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1837133 0.7427727 -1.2903102 0.73092180
#> lag1_var2 1.2315545 2.8515208 -2.8569145 5.29074997
#> lag1_var3 2.3541510 3.9122352 -3.1713327 8.00941410
#> lag1_var4 -1.4761392 3.7956341 -6.9167664 3.91572048
#> const 12.8616882 15.5378829 0.3629728 39.13405601
#> exo1 -0.5742817 0.9091295 -2.2359415 0.16912338
#> exo2 -3.3334388 1.8022743 -5.9953158 -0.93442808
#> exo3 -1.2248683 1.0325597 -2.8953663 -0.08843761
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1364128 0.5096114 -0.5720707 0.74928206
#> lag1_var2 1.7065345 2.1877295 -0.7272571 5.38737621
#> lag1_var3 2.3818621 3.0336844 -0.9967498 7.49206536
#> lag1_var4 -1.5638732 2.9367703 -6.4963786 1.72693126
#> const 11.0309831 8.1455667 3.3073692 23.42095366
#> exo1 -0.5205205 0.5420488 -1.2876608 0.06053146
#> exo2 -1.9813310 1.0355924 -3.1987294 -0.46160903
#> exo3 -0.6592626 0.9635847 -2.2841459 0.25849906
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004085929 0.0001499285 0.0002730987 0.0006377031
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009779191 0.003293682 -0.01417276 -0.006179658
#> Sigma[2,2] 0.781452489 0.157625836 0.58904570 1.002797747
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008904162 0.003291927 0.005235355 0.01353954
#> Sigma[3,2] -0.761323531 0.145378608 -0.928682015 -0.54350829
#> Sigma[3,3] 0.914003923 0.165808082 0.676500760 1.13090127
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003152836 0.001619968 0.001395023 0.005595972
#> Sigma[4,2] -0.309428856 0.082088023 -0.413593172 -0.197815574
#> Sigma[4,3] 0.488299462 0.109559712 0.347869884 0.628239484
#> Sigma[4,4] 0.325709398 0.072393213 0.223639580 0.408872839
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956785196 0.01802840 0.92971774 0.97616418
#> lag1_var2 -0.032303570 0.03386320 -0.06215130 0.02478154
#> lag1_var3 -0.047185697 0.05643622 -0.09546549 0.04691688
#> lag1_var4 0.042985428 0.05312903 -0.04452457 0.09000762
#> const 1.460076514 0.36180700 0.98187404 1.99626176
#> exo1 -0.008677711 0.01485637 -0.02668120 0.01317504
#> exo2 -0.049035714 0.01640381 -0.06985384 -0.02657750
#> exo3 0.048188557 0.02370213 0.01141365 0.07580278
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03701866 0.5556342 -0.61827805 0.8553921
#> lag1_var2 2.01635913 1.1823614 0.78842912 3.8256861
#> lag1_var3 1.95212907 1.9356060 -0.09094079 4.8827608
#> lag1_var4 -2.13562798 1.7188730 -4.70944490 -0.2340260
#> const 11.87960523 14.3808546 -2.32663333 34.4818295
#> exo1 -0.40044309 0.8192244 -1.28206778 0.9834572
#> exo2 0.50479858 0.8409257 -0.75110601 1.5332683
#> exo3 0.29183550 0.9910295 -1.17345892 1.4235058
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69580232 0.6156324 -0.08230487 1.5758466
#> lag1_var2 -0.60897095 1.1298779 -2.43092619 0.5804737
#> lag1_var3 -0.14622963 1.8564280 -3.08455082 1.9742971
#> lag1_var4 1.07132732 1.6329941 -0.89364525 3.6157684
#> const -13.88516870 16.1929966 -40.60957882 -0.9661961
#> exo1 0.06286354 0.7820116 -1.17698331 1.1207351
#> exo2 -1.98864177 1.2083720 -3.70503228 -0.3185044
#> exo3 -0.66605771 1.1014481 -1.99292573 0.8783983
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7484471 0.3684273 0.3210032 1.3081050
#> lag1_var2 0.1838020 0.5764704 -0.5967094 0.9581848
#> lag1_var3 0.3180336 0.9737135 -0.9317572 1.6654537
#> lag1_var4 0.5021150 0.9000751 -0.7980778 1.5481190
#> const -7.8753688 9.1228063 -22.4121693 -0.8277223
#> exo1 -0.2114125 0.4150432 -0.6662008 0.3966766
#> exo2 -1.7338426 0.8380377 -2.9122056 -0.6535785
#> exo3 -0.4695347 0.5808111 -1.1530521 0.3228580
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003336725 8.788775e-05 0.0002175083 0.0004491427
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008979898 0.002673851 -0.01296454 -0.005925937
#> Sigma[2,2] 0.558268223 0.115783092 0.45300899 0.760409514
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005118463 0.002103402 0.002539921 0.007960202
#> Sigma[3,2] -0.345289428 0.117210049 -0.537519598 -0.232357566
#> Sigma[3,3] 0.398282760 0.135410955 0.280912591 0.628382629
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007551656 0.001833759 -0.001742881 0.003517974
#> Sigma[4,2] -0.0805143016 0.087265666 -0.225880127 0.001155756
#> Sigma[4,3] 0.2538920580 0.087402106 0.177575320 0.403861131
#> Sigma[4,4] 0.2373997371 0.053567527 0.193512021 0.324472729
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962338767 0.02475896 0.91680990 0.98214951
#> lag1_var2 -0.030847367 0.04004617 -0.07147701 0.03463633
#> lag1_var3 -0.068994437 0.08383438 -0.15331326 0.06784715
#> lag1_var4 0.061907196 0.07574608 -0.06011361 0.13643805
#> const 1.391368926 0.38146047 0.89103241 1.96394485
#> exo1 -0.003381425 0.01398875 -0.02567871 0.01236232
#> exo2 -0.104349768 0.01717524 -0.12771900 -0.08315802
#> exo3 0.074090768 0.01684915 0.04707778 0.09336248
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31774270 0.7334628 -0.5409807 1.377288
#> lag1_var2 1.48199004 1.6906226 -0.7950421 4.178429
#> lag1_var3 1.09257312 3.5292038 -3.6359368 6.748629
#> lag1_var4 -1.32661410 3.1992826 -6.4784633 2.923581
#> const 2.70039139 11.9124965 -10.8418812 21.232763
#> exo1 0.70257499 0.6603591 -0.1562662 1.742719
#> exo2 0.06085053 0.7385982 -0.7747292 1.273051
#> exo3 0.16748317 0.8758236 -1.1437701 1.367941
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5337277 0.6986182 -0.1812872 1.66860071
#> lag1_var2 -0.9896327 1.4866679 -3.3206339 0.95652538
#> lag1_var3 -1.0478855 3.0953920 -5.8379066 3.06871126
#> lag1_var4 1.7457355 2.7943908 -2.0641408 6.02739142
#> const -0.3706798 6.0764516 -8.6568252 6.53537262
#> exo1 -0.4032336 0.6027628 -1.4948167 0.04087768
#> exo2 -1.0603386 0.5907634 -2.1288625 -0.57561930
#> exo3 0.2683078 0.7399111 -0.6960015 1.11335195
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75669093 0.5838066 0.07941052 1.5958273
#> lag1_var2 -0.71697514 1.2015429 -2.54278117 0.9204665
#> lag1_var3 -1.43384886 2.5009517 -5.18051035 2.0056763
#> lag1_var4 1.99559129 2.2336601 -1.06858717 5.3161249
#> const 0.10905589 6.1030658 -10.20287252 5.7545789
#> exo1 -0.07891139 0.4988236 -0.91126789 0.4796206
#> exo2 -1.13256730 0.5382740 -2.01878851 -0.5178427
#> exo3 0.38816288 0.5294829 -0.19807281 1.1816227
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005003156 8.843606e-05 0.0003816332 0.0006386818
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006183151 0.002350458 -0.008802605 -0.002931953
#> Sigma[2,2] 0.317411573 0.048386868 0.243158522 0.373272090
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01394246 0.003776684 0.009020564 0.01912889
#> Sigma[3,2] -0.46401876 0.072427891 -0.572576464 -0.37451536
#> Sigma[3,3] 1.18073358 0.196391816 0.930843534 1.47828106
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01057401 0.002956817 0.006642186 0.01515721
#> Sigma[4,2] -0.27421861 0.060807891 -0.368942170 -0.19573860
#> Sigma[4,3] 0.93971172 0.180272893 0.698859906 1.19018392
#> Sigma[4,4] 0.81522708 0.167551475 0.590523317 1.02653458
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93610678 0.02024989 0.90796512 0.96366255
#> lag1_var2 -0.02246361 0.07330448 -0.13047408 0.05755881
#> lag1_var3 -0.03256657 0.11397992 -0.19995715 0.08986101
#> lag1_var4 0.03152939 0.10755724 -0.08377726 0.18928036
#> const 1.57855267 0.21831325 1.25109510 1.84429149
#> exo1 -0.01281008 0.01721024 -0.03583344 0.01081250
#> exo2 -0.10907206 0.03142769 -0.15461092 -0.07346613
#> exo3 0.02237973 0.01497115 0.00363247 0.04192742
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7132000 0.4380232 -1.19144120 -0.03404701
#> lag1_var2 2.8643526 1.0810226 1.04729023 3.91142285
#> lag1_var3 2.8494364 1.6506659 0.03667594 4.42627050
#> lag1_var4 -2.6921924 1.5481761 -4.17491605 -0.05140053
#> const 6.1857200 6.0180469 -3.07793710 12.60933966
#> exo1 0.1398726 0.3610231 -0.17865329 0.72160347
#> exo2 1.6582097 0.8206890 0.61727985 2.78590959
#> exo3 -0.7417056 0.6753500 -1.37005937 0.44011033
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3494157 1.0293396 -0.6161299 2.0563980
#> lag1_var2 0.5821906 2.5660677 -3.0936563 3.6594727
#> lag1_var3 2.0648301 4.0374589 -3.5856281 7.0717863
#> lag1_var4 -1.0460901 3.8220129 -5.8075041 4.2942399
#> const -8.5595180 15.5390161 -31.0715345 13.1058913
#> exo1 -0.4462711 0.6991982 -1.5285289 0.3827294
#> exo2 -3.3166150 1.4572671 -5.7040451 -1.9705012
#> exo3 0.8761286 0.9916063 -0.5512047 2.2075636
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1296162 0.9997462 -0.9772248 1.5908360
#> lag1_var2 2.0500839 2.4611076 -1.4596524 4.7091211
#> lag1_var3 3.2953393 3.8679742 -2.1276889 7.6145987
#> lag1_var4 -2.1500436 3.6574052 -6.2493486 2.9672580
#> const -5.8465602 13.9319627 -28.4659125 10.7175110
#> exo1 -0.3576797 0.6161861 -1.2300301 0.3736289
#> exo2 -2.3273943 1.0753818 -4.1235999 -1.2937974
#> exo3 0.4259305 0.7161019 -0.5113064 1.5246672
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005592665 7.645706e-05 0.0004583454 0.0006685081
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001043086 0.003316383 -0.002660211 0.005108547
#> Sigma[2,2] 0.926534036 0.245125625 0.653246714 1.287447584
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001828683 0.002359436 -0.005541205 0.0005441229
#> Sigma[3,2] -0.323766237 0.137237238 -0.546662720 -0.1773665354
#> Sigma[3,3] 0.487126199 0.129776355 0.360614674 0.6939655975
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001781053 0.002519345 -0.006078659 0.0004991123
#> Sigma[4,2] 0.041445636 0.128288651 -0.182239327 0.1463180014
#> Sigma[4,3] 0.420924070 0.117001645 0.288428234 0.5924229873
#> Sigma[4,4] 0.509596511 0.117386140 0.366502792 0.6774295613
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965992742 0.008517946 0.95145325 0.974446415
#> lag1_var2 -0.038910314 0.023731785 -0.07017411 -0.004017425
#> lag1_var3 -0.098686933 0.058480631 -0.17642772 -0.013925149
#> lag1_var4 0.083659968 0.052425657 0.01090472 0.154298655
#> const 1.448184575 0.247427386 1.17373954 1.782762708
#> exo1 0.025465705 0.036905008 -0.03209401 0.069546645
#> exo2 -0.032277019 0.019520316 -0.06389301 -0.013876148
#> exo3 0.005648336 0.029242758 -0.03159285 0.047270581
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8432657 0.4342023 0.04877924 1.240012
#> lag1_var2 -0.9391799 0.6723176 -1.56610908 0.197940
#> lag1_var3 -4.0599589 1.7276862 -5.78220275 -1.132780
#> lag1_var4 3.8833658 1.5178735 1.28922494 5.353916
#> const -8.1033947 11.2797940 -23.31865120 7.333962
#> exo1 -0.9928505 0.8278181 -2.10335162 0.180326
#> exo2 3.3366906 1.0972273 2.09123418 4.981640
#> exo3 1.2664808 0.9749946 0.08505187 2.795974
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2989663 0.2965891 -0.7268127 -0.007162493
#> lag1_var2 1.7985342 0.4729631 1.1255746 2.407988585
#> lag1_var3 5.0012865 1.2325490 3.2589248 6.619743349
#> lag1_var4 -4.0819567 1.1035231 -5.5242480 -2.527560612
#> const 6.8006097 9.3683297 -5.2110822 19.681262079
#> exo1 0.6684951 0.4197962 0.2577871 1.364037665
#> exo2 -1.0372773 0.7977495 -2.1798949 -0.102810182
#> exo3 -1.4149238 0.6825855 -2.2070908 -0.554890516
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03071334 0.3551547 -0.4152982 0.4305693
#> lag1_var2 1.34354828 0.4951688 0.5597031 1.8184492
#> lag1_var3 3.13985825 1.3008513 1.0589038 4.4540321
#> lag1_var4 -2.28294594 1.1708712 -3.5241981 -0.4001583
#> const 3.07767220 8.6714555 -9.0645882 14.0114925
#> exo1 0.34013103 0.4833357 -0.2760006 1.0406567
#> exo2 0.35896678 0.8401976 -0.8511237 1.2442762
#> exo3 -1.12109310 0.6302351 -2.0804738 -0.3746824
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002853434 7.718391e-05 0.0002306426 0.0004149455
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003213942 0.0009886042 -0.004742481 -0.002183645
#> Sigma[2,2] 0.096171669 0.0186608706 0.070599565 0.119026907
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003282463 0.0008262641 0.002244108 0.004374085
#> Sigma[3,2] -0.104094259 0.0297956092 -0.149887029 -0.069436391
#> Sigma[3,3] 0.146627488 0.0522404508 0.087729064 0.232173913
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001370384 0.0003469309 0.0008478287 0.001791666
#> Sigma[4,2] -0.047070073 0.0209020279 -0.0805327129 -0.023494344
#> Sigma[4,3] 0.086132912 0.0361379897 0.0469538029 0.146630320
#> Sigma[4,4] 0.059553745 0.0249525751 0.0317031521 0.101655074
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963714528 0.01427351 0.94148905 0.98103323
#> lag1_var2 -0.082726590 0.07110533 -0.17267930 0.01617360
#> lag1_var3 -0.140552455 0.11523027 -0.28852344 0.01755204
#> lag1_var4 0.135679140 0.11202443 -0.01569056 0.28050802
#> const 1.348538464 0.25130364 0.95431561 1.67538555
#> exo1 -0.006044372 0.01245372 -0.02064785 0.01259063
#> exo2 -0.034367876 0.01503898 -0.05080067 -0.01241820
#> exo3 0.016144700 0.02101603 -0.02130551 0.03246941
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2951270 0.2273908 -0.65026585 -0.0369341
#> lag1_var2 0.7200128 0.9930550 -0.96819295 1.7655100
#> lag1_var3 -0.4260782 1.5889616 -3.13914339 1.2462273
#> lag1_var4 0.5466081 1.5348579 -1.05618212 3.1651119
#> const 1.2814116 4.5002279 -4.49474106 7.5767350
#> exo1 0.0879412 0.2263842 -0.19020380 0.3995688
#> exo2 0.5169016 0.3982022 0.02824922 1.1423491
#> exo3 -0.1552639 0.3105009 -0.51700607 0.2912364
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6939815 0.2706345 0.4594524 1.133812638
#> lag1_var2 -1.0626055 1.1729475 -2.6290656 0.559124187
#> lag1_var3 -0.2414426 1.9126478 -2.7411295 2.398151208
#> lag1_var4 0.9782637 1.8367130 -1.5783225 3.336632586
#> const -2.9208884 4.5863842 -8.9340924 3.784224837
#> exo1 -0.2912596 0.2076166 -0.5459476 0.009510529
#> exo2 -0.7757894 0.5412707 -1.5866069 -0.114760136
#> exo3 0.1761646 0.3614117 -0.3473293 0.582080611
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52190916 0.1704658 0.3445333 0.80840358
#> lag1_var2 -1.03703331 0.8494361 -2.1781827 -0.18035755
#> lag1_var3 -1.16288448 1.3781804 -2.9914364 0.22544306
#> lag1_var4 1.98120147 1.3251305 0.6412335 3.72407990
#> const -2.81920654 2.5992934 -5.8962240 0.78176820
#> exo1 -0.24766371 0.1121233 -0.3409542 -0.06900440
#> exo2 -0.47351225 0.3237638 -0.9191602 -0.06750761
#> exo3 0.08458577 0.2144901 -0.2320965 0.35619399
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001214251 0.0002465652 0.0008935382 0.001555703
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01890608 0.006547247 -0.02898429 -0.01107929
#> Sigma[2,2] 1.18286060 0.238637669 0.90666738 1.54000719
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009232766 0.004369577 0.004043632 0.01556916
#> Sigma[3,2] -0.745010088 0.158001015 -0.969757044 -0.55027688
#> Sigma[3,3] 0.526769924 0.102714487 0.417564414 0.66770084
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004632745 0.001759319 -0.006689804 -0.00215408
#> Sigma[4,2] 0.106108301 0.031381269 0.068688056 0.15033153
#> Sigma[4,3] -0.005488282 0.024960739 -0.041550710 0.02701466
#> Sigma[4,4] 0.075250622 0.019568978 0.052032054 0.10533500
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.057310360 0.01067654 1.03974843 1.06953241
#> lag1_var2 -0.007518140 0.03369403 -0.04484784 0.04366176
#> lag1_var3 -0.033481811 0.04838648 -0.08693616 0.03952666
#> lag1_var4 -0.005703021 0.04775673 -0.07599717 0.04524063
#> const 1.230339369 0.48096547 0.54556727 1.90422822
#> exo1 -0.019891471 0.03367211 -0.05837233 0.02418828
#> exo2 -0.090865872 0.01557107 -0.11225464 -0.07041008
#> exo3 -0.051244781 0.03248738 -0.09884802 -0.01490429
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6583231 0.3848014 -2.1069449 -1.1402469
#> lag1_var2 0.7689747 2.0255807 -1.6084380 3.5915250
#> lag1_var3 0.1027783 2.9000317 -3.3407576 4.1185468
#> lag1_var4 0.4132063 2.7880864 -3.4617174 3.6538114
#> const 8.0583502 12.9386964 -7.7320541 28.0234386
#> exo1 -0.5485376 1.1107848 -2.2998318 0.7382787
#> exo2 1.0867286 1.3982884 -1.0542511 2.9090759
#> exo3 1.4301989 1.0100690 0.1699227 2.8691577
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0705379 0.2412174 0.7179726 1.33277159
#> lag1_var2 0.9520680 1.2885441 -0.7854484 2.54596028
#> lag1_var3 2.0851424 1.8450346 -0.3879340 4.39045352
#> lag1_var4 -1.4644999 1.7742807 -3.7588307 0.92145031
#> const -1.8580903 8.3791078 -15.1743019 8.28366400
#> exo1 0.9391746 0.7859801 -0.1140977 2.05835862
#> exo2 -1.4368677 0.8746281 -2.6258121 -0.19005035
#> exo3 -0.9931377 0.7234487 -1.9481282 -0.04661042
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1177828 0.07642399 -0.2165902 -0.004724353
#> lag1_var2 0.9743838 0.37065176 0.5785358 1.610970814
#> lag1_var3 1.4252183 0.52197698 0.8777794 2.321799079
#> lag1_var4 -0.4245126 0.50443705 -1.2922326 0.106211890
#> const 3.1917060 1.85993022 1.1791614 5.922817256
#> exo1 0.5819054 0.27274103 0.2482693 0.983586408
#> exo2 -0.6951295 0.31199759 -1.1742595 -0.267013466
#> exo3 0.0123626 0.18676871 -0.1780336 0.333572407
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005092541 9.171455e-05 0.0003988845 0.0006448243
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009279471 0.0009073808 -0.002068337 0.0001797858
#> Sigma[2,2] 0.0412107013 0.0072687761 0.027900047 0.0471098890
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001955573 0.003008968 -0.001870806 0.005868022
#> Sigma[3,2] -0.139718490 0.024373229 -0.160291333 -0.095628719
#> Sigma[3,3] 0.499080982 0.083776686 0.351557992 0.583128870
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001367738 0.002444388 -0.001834346 0.004560006
#> Sigma[4,2] -0.114104887 0.019846627 -0.131739284 -0.078428801
#> Sigma[4,3] 0.413068103 0.068412100 0.293556525 0.483586463
#> Sigma[4,4] 0.343076358 0.055929662 0.246247949 0.401991000
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.021991256 0.01415668 1.00131940 1.03938883
#> lag1_var2 -0.259905104 0.08079950 -0.35690754 -0.15420556
#> lag1_var3 -0.368310899 0.12099273 -0.51804835 -0.23182243
#> lag1_var4 0.352578366 0.11920092 0.21558087 0.50133942
#> const 0.619196636 0.51395670 -0.22530724 1.12754595
#> exo1 -0.040563390 0.02225481 -0.07553831 -0.01552682
#> exo2 -0.053522290 0.02639795 -0.09139744 -0.02088412
#> exo3 0.008254538 0.01626301 -0.01783278 0.02469176
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.242238048 0.2325808 -0.05183405 0.5735120
#> lag1_var2 -0.284042691 0.5284039 -0.98764828 0.4639966
#> lag1_var3 -1.765587138 0.9655472 -2.92190754 -0.4558711
#> lag1_var4 1.722039552 0.9979958 0.35023524 2.8756718
#> const -2.676219997 2.5015995 -6.09042931 0.5717334
#> exo1 -0.001036993 0.1718793 -0.16200803 0.2430592
#> exo2 0.405268281 0.2140525 0.14513049 0.6973083
#> exo3 0.151847538 0.2373632 -0.13974828 0.4582870
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3199591 0.8572154 -1.5503233 0.6932953
#> lag1_var2 3.9054380 2.0832771 0.9561805 6.4367582
#> lag1_var3 7.2531266 3.7267156 2.1052764 11.8064261
#> lag1_var4 -6.2904175 3.8397922 -10.9726225 -0.9306995
#> const 12.1660431 9.9556722 -0.4618811 25.9854290
#> exo1 0.1729878 0.5976765 -0.6802983 0.7382441
#> exo2 -0.4633096 0.7666860 -1.4825693 0.5893309
#> exo3 0.2909884 0.8588598 -0.8191857 1.4695705
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1662887 0.7099936 -1.1926323 0.6529631
#> lag1_var2 3.4031384 1.7926652 0.9391967 5.7725209
#> lag1_var3 5.6148929 3.1876104 1.3339245 9.7883055
#> lag1_var4 -4.6712354 3.2803176 -8.9696100 -0.2138434
#> const 9.9538984 8.4902390 -0.6842913 21.8959772
#> exo1 0.1776085 0.4932949 -0.5252129 0.6436937
#> exo2 -0.2123861 0.6361481 -1.0607512 0.6766670
#> exo3 0.4152440 0.7194554 -0.5086010 1.4228059
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002954498 0.001165766 0.002115688 0.004897024
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002440123 0.002349169 -0.00614215 0.0008453152
#> Sigma[2,2] 0.088946925 0.027362819 0.06270940 0.1342619889
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03748275 0.01357097 -0.0603638 -0.02510803
#> Sigma[3,2] 0.01680891 0.04264925 -0.0349130 0.08742484
#> Sigma[3,3] 1.02561672 0.22095259 0.7468624 1.32791872
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03969181 0.01513929 -0.065358457 -0.02528855
#> Sigma[4,2] 0.07233375 0.05621066 0.008595576 0.16513217
#> Sigma[4,3] 1.06631367 0.23348705 0.771913504 1.37071635
#> Sigma[4,4] 1.14284184 0.25377286 0.820444203 1.45482298
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94011120 0.04475533 0.87857182 0.99612800
#> lag1_var2 -0.15819096 0.19308958 -0.40702019 0.13013750
#> lag1_var3 -0.36385267 0.32147845 -0.76161982 0.11672913
#> lag1_var4 0.36271255 0.31603681 -0.10894822 0.75225457
#> const 1.23428287 0.82604868 0.16455932 2.40005629
#> exo1 0.02493781 0.04623844 -0.03477883 0.08390346
#> exo2 -0.16578615 0.05006950 -0.23853745 -0.10449269
#> exo3 -0.07320929 0.09323385 -0.18616966 0.07319990
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004508917 0.2247561 -0.2992079 0.34087229
#> lag1_var2 0.559606598 0.8190914 -0.6186564 1.52421420
#> lag1_var3 -0.571477800 1.2977309 -2.3916788 1.04115228
#> lag1_var4 0.545919517 1.2742523 -1.0399299 2.32836331
#> const 1.814267707 4.3774690 -3.5858174 7.88122617
#> exo1 -0.040929948 0.4409044 -0.6488585 0.57778036
#> exo2 0.734131671 0.2505429 0.3915972 1.03698612
#> exo3 -0.352216609 0.3095852 -0.8213480 -0.03053767
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.50611867 0.8354480 -1.6890787 0.4167154
#> lag1_var2 6.18166352 2.5200947 2.5336157 9.2328109
#> lag1_var3 12.45652400 4.0084234 6.7242951 17.0965880
#> lag1_var4 -11.43274089 3.9339129 -15.9404192 -5.7826501
#> const 12.30044366 18.5582619 -6.2024523 41.0501639
#> exo1 -0.08113977 0.9736983 -1.3170949 1.2419160
#> exo2 -0.85116494 1.3166328 -2.2438542 1.3300854
#> exo3 2.22552930 1.3346065 0.1147129 3.9156017
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5085981 0.8821424 -1.7540219 0.5604044
#> lag1_var2 6.2060543 2.7181521 2.3640770 9.9246087
#> lag1_var3 11.6076928 4.3597212 5.1699910 17.3514598
#> lag1_var4 -10.5898011 4.2861658 -16.1916039 -4.2376732
#> const 12.9546434 19.8888812 -7.5481153 43.8616389
#> exo1 -0.1077067 1.2327845 -1.6426369 1.5654921
#> exo2 -0.4943981 1.4232557 -2.1417829 1.8089380
#> exo3 2.0960380 1.4667516 -0.3508878 3.8484878
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007861701 0.002461047 0.005798835 0.01154138
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004501461 0.003743999 -0.009886641 0.0004111134
#> Sigma[2,2] 0.035820621 0.015496658 0.021678626 0.0610289000
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.010510665 0.02157297 -0.04585125 0.01176131
#> Sigma[3,2] 0.004321899 0.03789728 -0.04821000 0.06032661
#> Sigma[3,3] 0.907545548 0.23535307 0.57609915 1.23111935
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01442083 0.02333516 -0.05202689 0.008970826
#> Sigma[4,2] 0.03381173 0.04659590 -0.02018136 0.110951356
#> Sigma[4,3] 0.91681764 0.23877045 0.58037559 1.238303997
#> Sigma[4,4] 0.95048240 0.24950038 0.60570273 1.283191624
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.016234588 0.03597454 0.9581433 1.05578016
#> lag1_var2 -0.446005802 0.45479976 -1.1219087 0.09918681
#> lag1_var3 -0.629393724 0.60021460 -1.4808123 0.18176866
#> lag1_var4 0.627339254 0.59993168 -0.1820317 1.47826713
#> const -0.203903689 0.91797199 -1.4785432 1.02216907
#> exo1 -0.020553963 0.06861562 -0.1052283 0.08055872
#> exo2 -0.048758876 0.06015261 -0.1161180 0.04127385
#> exo3 -0.001551353 0.12349036 -0.1591587 0.15207236
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20284624 0.0820375 -0.2967542 -0.07748286
#> lag1_var2 1.32601394 0.6773976 0.3288668 2.08697394
#> lag1_var3 1.04928533 1.0364576 -0.3317283 2.29728004
#> lag1_var4 -1.03730766 1.0226114 -2.2683172 0.30099871
#> const 4.09683355 1.7059631 1.5333488 6.16261703
#> exo1 -0.01655289 0.2534826 -0.2992832 0.37063755
#> exo2 0.02211398 0.1078417 -0.1366385 0.15894908
#> exo3 0.11630014 0.2389876 -0.1276677 0.50469679
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3253863 0.3803026 0.9131959 1.8874641
#> lag1_var2 -0.3552759 3.1380377 -4.7499796 3.9715455
#> lag1_var3 -1.2799663 4.0722697 -7.2269033 3.5648038
#> lag1_var4 1.7990797 4.1099280 -3.2072932 7.7641919
#> const 7.2966498 8.1136897 -7.3939251 13.7428919
#> exo1 -2.4148676 0.9594145 -3.8246850 -1.1644934
#> exo2 -0.4614406 0.6968769 -1.1446848 0.7086824
#> exo3 -2.3582120 1.2764200 -3.8797279 -0.5923070
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1659918 0.3744718 0.8262075 1.6995702
#> lag1_var2 0.3276946 3.0460058 -3.8906743 4.7386026
#> lag1_var3 -0.9131702 3.8044641 -6.5457983 3.8518001
#> lag1_var4 1.4440587 3.8446826 -3.4582971 7.1060882
#> const 10.3330007 8.2995742 -4.3411616 17.8524972
#> exo1 -2.4442040 1.0449794 -4.0168999 -1.2265962
#> exo2 -0.4507099 0.6863005 -1.1227735 0.7412861
#> exo3 -2.2764425 1.2701724 -3.8748437 -0.6591870
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00244504 0.005959202 0.0003776893 0.01105915
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009984238 0.01313607 -0.01822106 0.01017586
#> Sigma[2,2] 0.606475454 0.14547919 0.39491534 0.76494518
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01520672 0.003215324 0.0112177 0.02005116
#> Sigma[3,2] -0.63820224 0.138906780 -0.7997514 -0.43716868
#> Sigma[3,3] 0.76574859 0.144056965 0.5694866 0.94503296
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009432464 0.007055178 0.005418122 0.02056751
#> Sigma[4,2] -0.279653240 0.059223100 -0.361693261 -0.20432695
#> Sigma[4,3] 0.391209372 0.070314057 0.303720946 0.48176694
#> Sigma[4,4] 0.228761599 0.041669172 0.175009897 0.28644199
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969858081 0.01474397 0.9514196373 0.9913357272
#> lag1_var2 -0.083918843 0.07170332 -0.1754209392 0.0178779587
#> lag1_var3 -0.159352336 0.11170330 -0.2992738433 -0.0024495339
#> lag1_var4 0.149889744 0.10460641 0.0009901122 0.2777326865
#> const 1.410236186 0.24303173 1.0929334091 1.7394643102
#> exo1 0.007158233 0.03459465 -0.0241774906 0.0675841379
#> exo2 -0.034708457 0.02143079 -0.0570209986 0.0004633547
#> exo3 0.031315644 0.07606764 -0.0082047086 0.1463847046
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51997377 0.2662227 -0.8540701 -0.1990317
#> lag1_var2 1.50901405 2.4630418 -2.5906151 4.0699625
#> lag1_var3 1.60385468 3.9927266 -5.0105335 5.7324019
#> lag1_var4 -1.37287362 3.9313163 -5.4554653 5.1454655
#> const 1.71939227 7.5056902 -11.1616895 10.2409904
#> exo1 -0.08958905 0.6175029 -0.7846479 0.7434233
#> exo2 0.44466857 0.8185458 -0.9397979 1.4223850
#> exo3 0.22440846 0.9875199 -1.0707804 1.7517416
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7239273 0.3466615 0.2505104 1.1385627
#> lag1_var2 -0.8993245 3.1781718 -4.2727956 4.4546671
#> lag1_var3 -1.0208995 5.1643836 -6.4462104 7.6022302
#> lag1_var4 1.7428449 5.0678903 -6.6973367 7.0268876
#> const -3.8673456 10.7130939 -16.4862747 13.9056309
#> exo1 -0.5584911 0.7356857 -1.4216590 0.5354807
#> exo2 -1.1814480 0.9010783 -2.2138891 0.3414550
#> exo3 -0.2035389 1.0261052 -1.7041776 1.1816454
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42285315 0.2166374 0.1086725 0.7019944
#> lag1_var2 -0.38722910 1.8056204 -2.2966428 2.6057113
#> lag1_var3 -0.71788291 2.9407490 -3.8045098 4.1071045
#> lag1_var4 1.58593379 2.8780717 -3.1234225 4.5953442
#> const -3.58581606 6.4177374 -11.2900309 6.6933202
#> exo1 -0.63254730 0.4288181 -1.0711362 0.1012039
#> exo2 -0.93791675 0.4401288 -1.3997657 -0.2011298
#> exo3 -0.06777459 0.4825550 -0.6638096 0.5566650
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006526755 0.001524426 0.004839548 0.00884318
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007148912 0.002894561 -0.002839924 0.005347503
#> Sigma[2,2] 0.0566003977 0.011505257 0.044636285 0.074265745
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007327237 0.01053981 -0.01977607 0.006699229
#> Sigma[3,2] -0.082860718 0.03833339 -0.12685451 -0.031624662
#> Sigma[3,3] 0.513575188 0.14635552 0.32449510 0.720443969
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006752888 0.009336329 -0.01720106 0.006311172
#> Sigma[4,2] -0.044834345 0.036523665 -0.08868815 0.006681664
#> Sigma[4,3] 0.464723408 0.129086818 0.30769855 0.653325301
#> Sigma[4,4] 0.441610584 0.113527796 0.31329404 0.616304748
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75271152 0.06171536 0.6816913 0.83069070
#> lag1_var2 0.81878631 0.45308471 0.3910177 1.47429347
#> lag1_var3 1.10487758 0.65493359 0.5033341 2.05773493
#> lag1_var4 -1.08475433 0.63911281 -2.0195391 -0.48342520
#> const 4.81031519 0.77042934 4.0567458 6.00763724
#> exo1 -0.02027547 0.07685506 -0.1246252 0.09934645
#> exo2 -0.09396821 0.12668412 -0.2508908 0.10147187
#> exo3 -0.02815273 0.09331497 -0.1377683 0.10554442
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08433225 0.1286274 -0.2730840 0.03595516
#> lag1_var2 1.11308808 0.5840460 0.3983985 2.06296123
#> lag1_var3 0.62205324 0.8442042 -0.3797816 2.03306084
#> lag1_var4 -0.56110514 0.8202840 -1.9251914 0.41659503
#> const -1.55731150 1.7714188 -3.5794737 0.94230736
#> exo1 0.21583221 0.2578306 -0.1204761 0.55851200
#> exo2 1.16004594 0.1206757 1.0085639 1.32842047
#> exo3 -0.07436829 0.2595174 -0.4150293 0.23197264
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3544221 0.3563728 0.7573968 1.79825211
#> lag1_var2 -3.2394074 2.2793497 -6.1699452 0.17368668
#> lag1_var3 -5.4709828 3.2734115 -9.5802807 -0.51480391
#> lag1_var4 5.9704570 3.1979248 1.1780407 10.04741864
#> const -1.1677288 4.0556328 -7.3669435 3.26370173
#> exo1 -0.6342826 0.6840639 -1.6674914 0.33836829
#> exo2 -4.9700607 0.6842880 -6.0681803 -4.25862364
#> exo3 -0.8326418 0.5401715 -1.4623338 0.02080372
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3108530 0.3112135 0.7774458 1.6533638
#> lag1_var2 -2.8943862 2.1267467 -5.5153419 0.2409328
#> lag1_var3 -5.6769247 3.0720313 -9.4209247 -1.0801059
#> lag1_var4 6.2200278 3.0016448 1.7732575 9.9217147
#> const -2.7292930 3.8119391 -8.9303608 0.9063740
#> exo1 -0.5006285 0.5573236 -1.3433120 0.2882677
#> exo2 -4.2594753 0.6985436 -5.3379590 -3.5229577
#> exo3 -0.8792544 0.5178594 -1.4995168 -0.1137008
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001717105 6.521416e-05 0.0001046916 0.0002779274
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000545178 0.0006142718 -8.573116e-05 0.001538996
#> Sigma[2,2] 0.067245743 0.0221957482 4.606205e-02 0.103290461
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001171296 0.000906621 -0.002401723 -1.617322e-05
#> Sigma[3,2] -0.100216810 0.036235656 -0.159118131 -6.388905e-02
#> Sigma[3,3] 0.186776268 0.060841038 0.122931529 2.810902e-01
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008578289 0.0006448513 -0.001913453 -8.610787e-05
#> Sigma[4,2] -0.0600261128 0.0233040125 -0.097106942 -3.651579e-02
#> Sigma[4,3] 0.1273778857 0.0397870412 0.082508729 1.862728e-01
#> Sigma[4,4] 0.0920598147 0.0263822454 0.059737454 1.296015e-01
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992113913 0.005360965 0.98582900 1.000313491
#> lag1_var2 -0.179678044 0.085388697 -0.32702503 -0.086840965
#> lag1_var3 -0.279914660 0.142878215 -0.52836798 -0.127689704
#> lag1_var4 0.268361046 0.140334945 0.11865719 0.512160204
#> const 0.969526582 0.170170608 0.75112206 1.184267633
#> exo1 -0.006556449 0.012467988 -0.02614256 0.006752263
#> exo2 -0.051154643 0.009281088 -0.06019843 -0.037732646
#> exo3 -0.021370783 0.017234305 -0.04446192 0.001856619
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02302984 0.06423617 -0.06546175 0.10713326
#> lag1_var2 1.24638717 1.16376688 -0.53409880 2.46685461
#> lag1_var3 0.44735970 1.85229473 -2.47490453 2.28331891
#> lag1_var4 -0.48788119 1.82131367 -2.28350547 2.39489471
#> const 2.02238743 1.89125007 -0.55240181 4.17145283
#> exo1 -0.16571816 0.16481624 -0.31922781 0.11402188
#> exo2 -0.19951335 0.30156689 -0.54211742 0.21309784
#> exo3 -0.16772528 0.18849064 -0.38540703 0.08354377
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3931948 0.1281460 0.1857014 0.5070742
#> lag1_var2 -1.1847201 1.7558695 -3.2519767 1.4521654
#> lag1_var3 -1.4704425 2.8253150 -4.7264321 2.8232914
#> lag1_var4 2.4465969 2.7956810 -1.7962695 5.6742367
#> const -8.0770366 3.4552401 -13.0541460 -3.5459091
#> exo1 0.1213636 0.2720989 -0.2994796 0.3997553
#> exo2 0.2705474 0.4142578 -0.2827580 0.8606790
#> exo3 1.1417820 0.3050283 0.7854232 1.6024529
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40979864 0.09825665 0.2536325 0.5016223
#> lag1_var2 -0.73627678 1.12059809 -2.2002161 0.8191339
#> lag1_var3 -1.71999246 1.82449928 -4.0360840 0.7983380
#> lag1_var4 2.67824028 1.81238204 0.1869077 4.9951569
#> const -7.32898848 2.52913329 -10.9541439 -3.9682173
#> exo1 0.02126468 0.20323727 -0.2934290 0.2619159
#> exo2 0.16276145 0.25142825 -0.1611638 0.5517054
#> exo3 1.06811312 0.20686341 0.8406509 1.3991326
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001525991 0.0003249103 0.0009948388 0.001866429
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01295762 0.004785604 -0.02097327 -0.007834612
#> Sigma[2,2] 0.26113790 0.100864117 0.17269854 0.438498020
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001485963 0.001892807 -0.001046369 0.003770705
#> Sigma[3,2] -0.045543810 0.030333162 -0.100626902 -0.019852363
#> Sigma[3,3] 0.089951040 0.019861152 0.066744410 0.120576855
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004974004 0.002601089 -0.008870003 -0.001811921
#> Sigma[4,2] 0.082296220 0.028197339 0.055854105 0.130588180
#> Sigma[4,3] 0.077887176 0.022068358 0.051410723 0.107911107
#> Sigma[4,4] 0.129855070 0.019921408 0.102478926 0.155819147
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90559132 0.02167666 0.882204729 0.94195368
#> lag1_var2 0.01610193 0.04736880 -0.054183467 0.07483104
#> lag1_var3 0.06204894 0.10033768 -0.080345113 0.18804084
#> lag1_var4 -0.05031237 0.08880092 -0.163789680 0.07675002
#> const 1.89562966 0.40423063 1.437607769 2.52846759
#> exo1 0.04734260 0.04299917 0.001268879 0.10964259
#> exo2 -0.25463092 0.03380454 -0.293248496 -0.20766631
#> exo3 0.05611435 0.04439152 0.009906899 0.12455658
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.64325462 0.3579122 0.06842837 1.04335568
#> lag1_var2 -0.29404405 0.6644484 -1.13506326 0.64368056
#> lag1_var3 -2.27818765 1.5202752 -4.24936338 -0.17192717
#> lag1_var4 2.14945201 1.2952933 0.38023635 3.83283352
#> const -7.40016373 5.4921835 -16.21033546 -1.65464476
#> exo1 -0.77613330 0.5158634 -1.44799595 -0.07436319
#> exo2 1.61109723 0.4218893 1.20291508 2.29039147
#> exo3 0.08410185 0.5801996 -0.69674664 0.96270151
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1763270 0.1838491 -0.06360669 0.42147148
#> lag1_var2 -0.2872675 0.2643429 -0.61661625 0.05368476
#> lag1_var3 0.5637300 0.6220132 -0.19616302 1.37692530
#> lag1_var4 0.4215536 0.5373380 -0.26449196 1.06414598
#> const -2.7735008 1.5235428 -4.66984875 -0.56578230
#> exo1 0.7974295 0.2326165 0.46026032 1.09776164
#> exo2 -1.9980586 0.3050008 -2.42685614 -1.61418468
#> exo3 -1.0449924 0.2048466 -1.29692241 -0.74148633
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5047062 0.1240146 0.36533121 0.6975479
#> lag1_var2 -0.8622209 0.3731085 -1.34578211 -0.3911205
#> lag1_var3 -1.3891100 0.8531516 -2.54147511 -0.3345197
#> lag1_var4 2.3355508 0.7600057 1.37374763 3.3416768
#> const -7.6768918 3.6043565 -13.35410854 -3.9134607
#> exo1 0.5123765 0.3455017 -0.06079036 0.8893116
#> exo2 -1.3778374 0.5212561 -1.97511401 -0.6512978
#> exo3 -1.1708114 0.3998283 -1.79957268 -0.6873533
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03465492 0.005824589 0.02537642 0.04164543
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01135472 0.003288821 -0.01689754 -0.007782049
#> Sigma[2,2] 0.02902590 0.005976279 0.02388407 0.039754567
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008620935 0.003458329 0.003199536 0.01249493
#> Sigma[3,2] -0.028932199 0.006843312 -0.040463780 -0.02265183
#> Sigma[3,3] 0.033736100 0.008547391 0.025227040 0.04763177
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000175524 0.003416874 -0.004371394 0.004984006
#> Sigma[4,2] -0.006879932 0.002898327 -0.011470400 -0.003556683
#> Sigma[4,3] 0.011925508 0.003716292 0.007714630 0.017387010
#> Sigma[4,4] 0.006890032 0.001890457 0.004580090 0.009563968
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957084912 0.03399112 0.9025138 0.9943551
#> lag1_var2 0.293370510 0.39955280 -0.3536573 0.7380474
#> lag1_var3 0.528891842 0.55071053 -0.3223006 1.1557073
#> lag1_var4 -0.551517215 0.54170606 -1.1689963 0.2831037
#> const 2.992214201 2.22200859 0.7104846 6.7005728
#> exo1 -0.030644093 0.17205006 -0.2870151 0.1936920
#> exo2 0.003117076 0.22741106 -0.3430596 0.2212506
#> exo3 0.170950513 0.24751263 -0.1349160 0.5061482
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.106710065 0.05333601 0.03752344 0.1793363
#> lag1_var2 0.003433357 0.49167610 -0.59946824 0.7112339
#> lag1_var3 -0.893802600 0.67612330 -1.66092095 0.1013554
#> lag1_var4 0.890501245 0.66939629 -0.08341763 1.6583472
#> const -1.268912058 2.10365142 -3.98849935 1.5498221
#> exo1 -0.006629999 0.07962001 -0.10333361 0.1060376
#> exo2 1.039462498 0.16397991 0.80100870 1.2616454
#> exo3 0.272661168 0.22841691 -0.11243753 0.5370059
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06771229 0.07576836 -0.18900806 0.02371237
#> lag1_var2 1.19883983 0.49661698 0.47078124 1.75830893
#> lag1_var3 2.18170090 0.66991669 1.20688304 2.98600367
#> lag1_var4 -1.20991016 0.65074089 -1.99762219 -0.28479703
#> const 2.89750815 2.86382272 -0.48476221 7.21227404
#> exo1 0.02312502 0.07522758 -0.08527068 0.11238757
#> exo2 -1.49623672 0.19716790 -1.73848080 -1.19893474
#> exo3 -0.12012826 0.22510662 -0.39929079 0.22511080
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01415387 0.04266316 -0.05701418 0.05598923
#> lag1_var2 0.76013116 0.26599576 0.44796825 1.15461731
#> lag1_var3 0.91671383 0.35556670 0.47054506 1.45261587
#> lag1_var4 0.06041593 0.35460145 -0.47198639 0.50866342
#> const 1.31285846 1.59516267 -0.87747527 3.72436668
#> exo1 0.01888944 0.04775657 -0.04631938 0.08194409
#> exo2 -0.72972779 0.09508403 -0.83988165 -0.58929115
#> exo3 0.08653366 0.09728804 -0.01255849 0.21885086
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03311153 0.01154318 0.01624876 0.04878709
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01533192 0.01045525 -0.02928490 -0.001875521
#> Sigma[2,2] 0.08101295 0.01723483 0.05705289 0.100310501
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004968416 0.008270077 -0.007037416 0.01336591
#> Sigma[3,2] -0.043120278 0.028507534 -0.092677364 -0.01274094
#> Sigma[3,3] 0.212007508 0.064936348 0.154499723 0.32099691
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003504245 0.009757407 -0.01848209 0.008803777
#> Sigma[4,2] -0.007405141 0.033735104 -0.06046255 0.033297486
#> Sigma[4,3] 0.239257529 0.074828593 0.17841134 0.372770378
#> Sigma[4,4] 0.293752436 0.092094424 0.22073424 0.463733155
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57440197 0.1486333 0.3503961 0.73335809
#> lag1_var2 0.33129550 0.1505077 0.1647010 0.56739972
#> lag1_var3 0.76861942 0.3071955 0.3715332 1.18909392
#> lag1_var4 -0.62016777 0.2472525 -0.9639484 -0.28842665
#> const 4.18171095 1.2259100 2.7450456 5.92798116
#> exo1 0.11203467 0.1975443 -0.1931000 0.35394325
#> exo2 -0.27437798 0.2156157 -0.5111601 -0.01642826
#> exo3 0.03041241 0.1245570 -0.1368386 0.17383935
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02647024 0.1955105 -0.31494636 0.1826832
#> lag1_var2 0.75387181 0.2567031 0.40139976 1.0761342
#> lag1_var3 1.57967175 0.5803445 0.81117181 2.3845569
#> lag1_var4 -1.21097737 0.4968248 -1.89521197 -0.5523554
#> const 2.20178691 3.0329270 -2.63324549 6.0143125
#> exo1 0.04855476 0.2948986 -0.39021685 0.4291615
#> exo2 0.24270315 0.1968309 -0.03046471 0.4882116
#> exo3 0.74283999 0.2776814 0.25897434 0.9639103
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23870443 0.1828806 0.0326185 0.5187939
#> lag1_var2 0.11137209 0.2062924 -0.1629813 0.3818599
#> lag1_var3 -0.35519150 0.4520219 -1.0384128 0.1982460
#> lag1_var4 0.99604608 0.3422759 0.5923023 1.5282268
#> const -3.19050605 3.9167061 -8.1972136 2.7019580
#> exo1 -0.03464623 0.3488664 -0.5474721 0.3748215
#> exo2 -3.05054723 0.6728178 -3.8767120 -1.9564162
#> exo3 -0.51441113 0.5942583 -1.2619763 0.3143871
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28602095 0.2233898 -0.004352354 0.6204979
#> lag1_var2 0.05365926 0.2828431 -0.306882770 0.4865837
#> lag1_var3 -0.65337390 0.6500475 -1.560571562 0.3015449
#> lag1_var4 1.44150207 0.5101213 0.689622787 2.1530664
#> const -3.85340518 4.0719543 -9.262150704 1.8125404
#> exo1 -0.02066085 0.5243289 -0.743753045 0.6488757
#> exo2 -3.64391209 0.7708016 -4.537381860 -2.3659601
#> exo3 -0.21083042 0.6227146 -1.037549555 0.6130378
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001763955 0.000673472 0.001155482 0.002834251
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03090791 0.01621056 -0.04780087 -0.00566412
#> Sigma[2,2] 3.74354350 0.65638187 3.05920262 4.73025412
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03842472 0.01205727 0.02303729 0.05478176
#> Sigma[3,2] -2.78638989 0.40729901 -3.46687291 -2.40793753
#> Sigma[3,3] 2.70530937 0.34712916 2.22827117 3.12693521
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02160731 0.006931468 0.0120047 0.02996926
#> Sigma[4,2] -0.38668980 0.336938008 -0.8306383 -0.01367687
#> Sigma[4,3] 1.09045239 0.306890294 0.6352343 1.45292731
#> Sigma[4,4] 1.06556769 0.235233093 0.7343614 1.39530846
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96598649 0.04600572 0.89735816 1.02083123
#> lag1_var2 -0.02587749 0.04430865 -0.07741363 0.04033721
#> lag1_var3 -0.04493834 0.06670274 -0.12120672 0.05687869
#> lag1_var4 0.03374848 0.05242847 -0.04599679 0.09450132
#> const 1.41275820 0.37913728 0.93360030 1.90253176
#> exo1 0.03257744 0.03777857 -0.01883611 0.08561545
#> exo2 -0.27233438 0.05457094 -0.34545537 -0.20535344
#> exo3 0.05902593 0.04661768 -0.01332087 0.11444314
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66384527 2.522483 -2.596656 4.2619058
#> lag1_var2 -0.09513567 1.697169 -2.489625 1.9285046
#> lag1_var3 -1.40078518 2.478838 -4.828621 1.4170881
#> lag1_var4 1.04888021 2.041979 -1.402866 3.8259803
#> const 12.00457627 37.207350 -38.214923 63.3166001
#> exo1 -1.69865189 1.807119 -4.467038 0.4828937
#> exo2 8.87286010 1.732360 6.154913 10.9908390
#> exo3 -3.03841696 3.713746 -7.508634 1.9115653
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4698365 2.389033 -3.2902979 3.164473
#> lag1_var2 1.0785099 1.626316 -1.0234227 3.381151
#> lag1_var3 2.3132695 2.448173 -0.7992896 5.867048
#> lag1_var4 -1.2329726 1.910226 -3.9566521 1.296601
#> const -18.6653432 23.577032 -54.3419261 12.290958
#> exo1 1.2926747 1.627919 -0.7324385 3.622625
#> exo2 -16.4689665 1.650660 -18.8546304 -14.320442
#> exo3 6.2237085 2.861111 2.1710292 9.730705
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04804328 1.375546 -0.9179499 2.645350
#> lag1_var2 0.66814211 1.016586 -0.7730142 1.991978
#> lag1_var3 0.81363826 1.562796 -1.3848847 2.912240
#> lag1_var4 0.05117012 1.188618 -1.4620988 1.747406
#> const -15.34354385 8.275334 -25.3299042 -1.906319
#> exo1 0.25298833 1.043286 -1.2420970 1.398551
#> exo2 -13.84275149 1.275666 -15.3951084 -11.949035
#> exo3 5.59878184 1.918952 2.7451420 7.608697
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001017106 0.0003827125 0.000476011 0.001518877
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01093997 0.004507821 -0.01726283 -0.005139347
#> Sigma[2,2] 0.48469395 0.117885244 0.30725053 0.643045588
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01050669 0.008175558 0.002933514 0.02405216
#> Sigma[3,2] -0.43482135 0.087533177 -0.524845769 -0.29042723
#> Sigma[3,3] 0.99028414 0.161957929 0.803644635 1.24291481
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004900918 0.007149797 -0.002473867 0.01696848
#> Sigma[4,2] -0.188274178 0.094043852 -0.298906944 -0.06322720
#> Sigma[4,3] 0.818234709 0.152787120 0.645267941 1.06274636
#> Sigma[4,4] 0.776583586 0.141270928 0.585011159 0.98177549
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954953379 0.01456860 0.937243409 0.975887781
#> lag1_var2 -0.055093995 0.04555796 -0.121516736 -0.008718238
#> lag1_var3 -0.092823198 0.08216074 -0.210922568 -0.003534136
#> lag1_var4 0.088954057 0.07767274 0.005996196 0.199974239
#> const 1.396206930 0.35358182 0.859139851 1.831005824
#> exo1 0.003611653 0.02143428 -0.023865419 0.030890800
#> exo2 -0.082448410 0.03288520 -0.128025124 -0.042180221
#> exo3 0.019494320 0.03665337 -0.022816825 0.069572891
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34975191 0.4093191 -1.07505459 0.04856063
#> lag1_var2 1.39659078 1.2368219 -0.20502413 3.29555124
#> lag1_var3 1.10995396 2.1861565 -1.63747757 4.54848010
#> lag1_var4 -0.99396122 2.1245231 -4.32291725 1.67828591
#> const 3.51428464 7.7699009 -3.83829612 15.62196586
#> exo1 -0.26245450 0.4507749 -1.00638523 0.24880530
#> exo2 0.78713391 0.8032618 -0.06044696 1.97541413
#> exo3 -0.04232143 0.6711302 -0.98273379 0.75657819
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2504702 0.4018834 -0.209804884 0.8434476
#> lag1_var2 2.1002239 1.5433609 0.001502777 4.1730876
#> lag1_var3 4.1222541 2.7032187 0.379889768 7.7743526
#> lag1_var4 -3.3302429 2.6022166 -6.790864591 0.2601509
#> const 2.3388543 11.5684568 -13.995133587 18.4306407
#> exo1 -0.3980000 0.7439958 -1.468663635 0.5266787
#> exo2 -2.1197577 1.2239014 -4.104252605 -0.5161207
#> exo3 -1.4373283 0.7121258 -2.417387716 -0.6044978
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04426575 0.2696405 -0.2963794 0.4510346
#> lag1_var2 2.75685157 1.0175685 1.3157988 4.2763088
#> lag1_var3 4.48953242 1.7786598 1.9399550 7.1677937
#> lag1_var4 -3.62247540 1.6971324 -6.1423641 -1.1757292
#> const 3.82396102 9.6990713 -10.1160870 17.4378233
#> exo1 -0.59992645 0.8250675 -1.9189948 0.3358459
#> exo2 -1.81861146 1.1146505 -3.4471329 -0.2144026
#> exo3 -1.57058293 0.6241501 -2.5065666 -0.8647908
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001577972 0.002954782 0.0003521909 0.006022849
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001825738 0.004178751 -0.005179039 0.004347705
#> Sigma[2,2] 0.042281331 0.011166521 0.028606292 0.059299491
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009914092 0.03619077 -0.06256857 0.004018564
#> Sigma[3,2] -0.057463505 0.04435976 -0.13155217 -0.029495391
#> Sigma[3,3] 0.287730515 0.43582512 0.09241343 0.928766075
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0130810 0.0398172 -0.07130374 0.002934912
#> Sigma[4,2] -0.0382637 0.0513043 -0.12270028 -0.010298762
#> Sigma[4,3] 0.3009646 0.4818197 0.08784522 1.009023296
#> Sigma[4,4] 0.3305959 0.5309302 0.09427475 1.114442615
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.961803339 0.02898058 0.931869835 1.0087965285
#> lag1_var2 -0.033081385 0.03635672 -0.093734713 0.0005984966
#> lag1_var3 -0.070079931 0.06223710 -0.163911793 0.0069618048
#> lag1_var4 0.059934302 0.05363604 -0.007485162 0.1398954166
#> const 1.296181518 0.32213855 0.867958660 1.6713048555
#> exo1 0.024234049 0.02174697 -0.006302014 0.0549811722
#> exo2 -0.077905374 0.03812295 -0.133059082 -0.0276050106
#> exo3 -0.008692626 0.05266544 -0.075832764 0.0664300657
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35378540 0.1796886 0.09368441 0.6108669
#> lag1_var2 0.46198234 0.2398085 0.17214773 0.7831124
#> lag1_var3 0.13709302 0.5007461 -0.40763562 0.8046643
#> lag1_var4 -0.12263596 0.4347191 -0.70277662 0.3470109
#> const 1.60627972 1.8669789 -0.41664790 4.1371532
#> exo1 -0.09082056 0.1473252 -0.27109109 0.1083905
#> exo2 1.90276642 0.2277584 1.59997228 2.2365458
#> exo3 1.01837504 0.1598313 0.75169380 1.2080538
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9901972 0.5406306 -1.8997013 -0.5468895
#> lag1_var2 1.1499589 0.7957919 0.2858358 2.3160163
#> lag1_var3 2.0394761 1.2249807 0.6999428 3.8847592
#> lag1_var4 -0.8790217 1.0462515 -2.4520018 0.2765562
#> const 2.6054485 4.8169871 -3.3168452 10.0020134
#> exo1 0.0379791 0.3223311 -0.4241788 0.4291190
#> exo2 -1.2237338 0.4890655 -1.9392287 -0.5693704
#> exo3 -0.7286078 0.5302718 -1.1482960 0.2010590
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9407894 0.5732817 -1.8676041 -0.4658581
#> lag1_var2 1.0761035 0.8322699 0.1931121 2.3556261
#> lag1_var3 1.4724339 1.2094003 0.1686242 3.2532477
#> lag1_var4 -0.2495167 1.0314913 -1.7619288 0.8746494
#> const 3.1259332 5.1159506 -2.7152319 10.2704222
#> exo1 -0.0304641 0.3419740 -0.4692172 0.4168042
#> exo2 -0.1637497 0.5597034 -1.0319805 0.5577727
#> exo3 -0.1751523 0.6658402 -0.7643125 0.9971835
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003125126 0.001024603 0.002116348 0.004944902
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07641496 0.04754167 -0.1592755 -0.04199946
#> Sigma[2,2] 7.78480104 2.29087002 5.3717970 11.42100734
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04681337 0.02720768 0.02267393 0.0941438
#> Sigma[3,2] -4.65745210 1.39481827 -6.73474557 -2.8810769
#> Sigma[3,3] 3.28297610 0.85512634 2.10537991 4.5060481
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002852346 0.007606601 -0.007305039 0.01414781
#> Sigma[4,2] 0.066610550 0.286226000 -0.248223058 0.46666442
#> Sigma[4,3] 0.494744993 0.149484807 0.259295133 0.64242915
#> Sigma[4,4] 0.589396735 0.095103809 0.459691412 0.70876031
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.033748222 0.01842185 1.01331932 1.06423570
#> lag1_var2 -0.093812752 0.03796682 -0.14895777 -0.05383880
#> lag1_var3 -0.167875486 0.06170289 -0.25860382 -0.10194039
#> lag1_var4 0.143527243 0.05760461 0.08065351 0.22958139
#> const 0.594859465 0.44698616 -0.16368386 1.12364586
#> exo1 -0.058562871 0.06394441 -0.15527002 0.01877402
#> exo2 -0.001231246 0.05198096 -0.05754818 0.07667975
#> exo3 0.042844913 0.06487914 -0.04820728 0.13219410
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.207452 1.103615 -3.3507633 -0.41603853
#> lag1_var2 2.342339 1.230575 0.7698848 3.92549254
#> lag1_var3 2.722323 2.068984 0.1186236 5.37524519
#> lag1_var4 -2.420216 2.036352 -5.0370118 0.07791621
#> const 38.370553 25.222027 -0.5667427 68.96321880
#> exo1 2.803573 2.057648 1.0251041 6.03414683
#> exo2 1.366440 2.699774 -2.8764951 3.74660136
#> exo3 -1.011618 2.951692 -4.6413374 3.15196103
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0536608 0.8271010 0.92083323 3.1017219
#> lag1_var2 -1.1812458 0.9459389 -2.55936777 -0.0660598
#> lag1_var3 -1.2385657 1.5949031 -3.54621201 0.6910393
#> lag1_var4 1.9088137 1.5575952 0.05074897 4.1405697
#> const -31.7034906 19.2437042 -55.40740533 -6.3738512
#> exo1 -1.9375009 1.6618257 -4.44926801 0.1550668
#> exo2 -0.4971825 1.7087350 -2.27977738 2.0509663
#> exo3 0.1916824 2.1580987 -3.20470335 2.7167845
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6821135 0.4217514 0.139266957 1.2973001
#> lag1_var2 -0.1648650 0.6367344 -1.137583415 0.5006889
#> lag1_var3 -0.2362640 1.0743786 -1.893552983 0.9206672
#> lag1_var4 1.1150066 1.0051419 0.003430674 2.6451153
#> const -9.0748074 8.4463495 -19.453530453 2.3633788
#> exo1 -0.3405537 1.1167874 -1.807338817 1.3164026
#> exo2 0.3520333 0.7190313 -0.399700191 1.3746077
#> exo3 -0.4611302 0.7040650 -1.506810155 0.5088887
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005173233 0.0001537067 0.0003794336 0.0007569774
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005205724 0.002605249 -0.00273687 0.004402171
#> Sigma[2,2] 0.3728073335 0.129984341 0.24153727 0.584872340
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006314087 0.001939776 -0.002607581 0.002444971
#> Sigma[3,2] -0.0995541317 0.060738145 -0.191847197 -0.043050273
#> Sigma[3,3] 0.4281117584 0.079537009 0.343890616 0.557430739
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003937231 0.001719421 -0.002983799 0.001688656
#> Sigma[4,2] 0.1151657733 0.085744070 0.045782805 0.253866110
#> Sigma[4,3] 0.3886684386 0.079384360 0.318364819 0.507477304
#> Sigma[4,4] 0.4743441606 0.103116284 0.368005285 0.616211978
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96667055 0.00906158 0.95246101 0.978138310
#> lag1_var2 -0.08147558 0.04330867 -0.13461775 -0.023864926
#> lag1_var3 -0.14986682 0.07624816 -0.23753921 -0.046720430
#> lag1_var4 0.14223026 0.07365875 0.04349136 0.228252458
#> const 1.26092075 0.18030837 0.97375951 1.467675748
#> exo1 -0.01975469 0.01890378 -0.04364346 0.004914406
#> exo2 -0.03480211 0.02411176 -0.07219746 -0.012088560
#> exo3 0.04047560 0.01529734 0.02546107 0.067584035
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6364863 0.4609134 -1.34945278 -0.1735205
#> lag1_var2 1.8812685 1.6283563 -0.35293335 3.6465324
#> lag1_var3 2.1473035 2.9401164 -1.86432211 5.4055603
#> lag1_var4 -1.8939341 2.7769356 -4.97050094 1.8800927
#> const 3.1140299 5.9877363 -5.77537657 11.1443548
#> exo1 0.5691972 0.6085182 -0.21431750 1.2180625
#> exo2 0.8217633 0.6426835 -0.07936404 1.6411942
#> exo3 -0.8305364 0.6923482 -1.82887651 0.1756719
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0128786 0.4194055 0.4051923 1.48413475
#> lag1_var2 -1.7669861 1.0081755 -3.3121568 -0.47772993
#> lag1_var3 -2.5580559 1.8324869 -5.3075066 -0.26315420
#> lag1_var4 3.2326124 1.7505656 1.0098319 5.86975917
#> const -7.6853156 6.0704416 -16.2395983 -0.54250684
#> exo1 -0.5252897 0.5045053 -1.2520743 -0.02869407
#> exo2 -0.5257131 0.7331007 -1.5250653 0.47454155
#> exo3 1.2112949 0.4815417 0.5494716 1.76320824
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66039798 0.5488953 -0.1301402 1.3342454
#> lag1_var2 -1.07509642 1.2092908 -2.5647374 0.4570366
#> lag1_var3 -2.00899648 2.2455076 -4.9316403 0.7236276
#> lag1_var4 2.83875265 2.1135038 0.2931716 5.5560603
#> const -6.77467017 7.0527959 -16.8350019 2.1149658
#> exo1 -0.22366297 0.6186229 -1.1842311 0.5423200
#> exo2 -0.02213518 0.6225393 -0.9522644 0.8260925
#> exo3 0.76832062 0.6405523 -0.1165418 1.6830885
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004424135 0.0009580349 0.003241323 0.005792458
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04950659 0.01932099 -0.07527551 -0.02311408
#> Sigma[2,2] 4.84749549 1.11195019 3.95358270 6.58855020
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03028567 0.01509742 0.0105633 0.05014404
#> Sigma[3,2] -3.32663312 0.86696137 -4.6981392 -2.51201764
#> Sigma[3,3] 2.62804855 0.70900545 1.9174944 3.80151573
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009193221 0.007419872 -0.007682569 0.01173783
#> Sigma[4,2] -0.4317533250 0.265879871 -0.825111976 -0.05546268
#> Sigma[4,3] 0.6873828587 0.224879050 0.444628032 1.06060923
#> Sigma[4,4] 0.4831616739 0.152936480 0.340675502 0.72748747
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07585103 0.02606210 1.04321009 1.11219111
#> lag1_var2 -0.15766806 0.06131347 -0.26201884 -0.09766583
#> lag1_var3 -0.27773228 0.10437065 -0.45508345 -0.17309712
#> lag1_var4 0.22311962 0.09232140 0.12760949 0.37967979
#> const 1.37970288 0.60682194 0.72683495 2.35416468
#> exo1 0.01172076 0.06473822 -0.04747944 0.11662839
#> exo2 0.01070178 0.08049967 -0.07688405 0.14294205
#> exo3 0.08114400 0.05377500 0.01616157 0.15395349
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.9251672 1.129930 -5.885344 -2.787760
#> lag1_var2 5.7851929 2.075383 3.200945 8.864384
#> lag1_var3 8.5171563 3.482750 4.148980 13.639626
#> lag1_var4 -6.8902019 3.248394 -11.529285 -2.703163
#> const -0.5024922 28.848307 -35.827286 43.218643
#> exo1 0.3928187 1.908380 -1.897740 3.242615
#> exo2 -0.4232198 1.494889 -2.699261 1.379164
#> exo3 -2.0183438 2.342675 -4.753308 1.533295
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.7176150 0.7901579 1.9362997 4.107650
#> lag1_var2 -3.1119016 1.6238316 -5.4977835 -1.418045
#> lag1_var3 -4.4082873 2.7182702 -8.4174112 -1.627673
#> lag1_var4 4.2060484 2.5307053 1.5299614 7.857910
#> const 5.9239101 17.5047647 -21.5318699 28.882296
#> exo1 0.3874421 1.3502303 -1.4573205 2.241986
#> exo2 0.8405324 1.0820157 -0.7319496 2.288203
#> exo3 0.4474555 1.6687581 -1.8372676 2.512227
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37130904 0.2156548 0.1972763 0.7435262
#> lag1_var2 -0.08308407 0.9603121 -1.4752338 1.1476049
#> lag1_var3 -0.01857308 1.6108510 -2.3589665 2.0659522
#> lag1_var4 0.79545804 1.4895286 -1.1738413 2.9310841
#> const 5.32758861 6.8800924 -2.9661720 14.5810368
#> exo1 0.68230167 0.7981716 -0.5401919 1.7132412
#> exo2 0.69542804 0.4086643 0.1323803 1.1818036
#> exo3 -0.80016229 0.4744089 -1.4041102 -0.1273698
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01672617 0.00334119 0.01203907 0.02131129
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02679084 0.01282946 -0.04040013 -0.005859404
#> Sigma[2,2] 0.32934282 0.09381623 0.21910511 0.443269181
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04125631 0.01417794 0.02398886 0.06114027
#> Sigma[3,2] -0.16164710 0.09602416 -0.29184578 -0.03330272
#> Sigma[3,3] 0.79657205 0.14215313 0.59960769 0.98849742
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02401354 0.01719766 0.004139884 0.04882078
#> Sigma[4,2] 0.05459496 0.08019387 -0.047200662 0.16648535
#> Sigma[4,3] 0.71794778 0.12636879 0.540012466 0.88217401
#> Sigma[4,4] 0.78288722 0.13661259 0.592794829 0.97538602
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.152838510 0.06948565 1.07247684 1.2483866
#> lag1_var2 -0.597903245 0.20430752 -0.82617988 -0.2611748
#> lag1_var3 -0.948688237 0.31127944 -1.30007209 -0.4407713
#> lag1_var4 0.902076210 0.30350142 0.40614258 1.2450479
#> const -0.593262668 1.03631501 -1.95192753 0.7995300
#> exo1 -0.003219263 0.12716368 -0.14842107 0.1930066
#> exo2 -0.718884004 0.17959453 -1.00458375 -0.5542184
#> exo3 0.150884022 0.13638866 -0.05549112 0.3282136
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.04183389 0.4365586 -1.6397934 -0.4129578
#> lag1_var2 2.62103882 1.6445405 -0.1431793 4.3661361
#> lag1_var3 2.77332008 2.6134401 -1.5945887 5.5899961
#> lag1_var4 -2.59127851 2.4953072 -5.2841861 1.5808993
#> const 13.47377249 4.7774140 7.2909459 21.0347191
#> exo1 -0.06492823 0.4642311 -0.6088133 0.6658037
#> exo2 0.54181676 0.7395684 -0.3902639 1.6211891
#> exo3 -0.84057020 0.8608244 -1.9910680 0.4802854
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1609454 0.4843836 1.5152376 2.8131617
#> lag1_var2 -5.1109813 2.5694126 -9.1039203 -2.2376835
#> lag1_var3 -6.9106353 3.9242410 -13.0205894 -2.5315998
#> lag1_var4 7.3600137 3.8334125 3.1002439 13.3262018
#> const -15.0863249 8.4006732 -25.1335393 -3.0308068
#> exo1 0.8395205 0.5299951 0.3930518 1.8022860
#> exo2 -1.8131527 1.0860979 -3.4851548 -0.3978006
#> exo3 0.9242239 0.5338920 0.1007969 1.5054090
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5033138 0.6686032 0.7127221 2.6018567
#> lag1_var2 -3.8362988 2.9950455 -8.6860256 -0.5837900
#> lag1_var3 -5.7531906 4.5775362 -13.2570999 -0.8593466
#> lag1_var4 6.3225011 4.4475862 1.5897949 13.6568586
#> const -6.8541950 7.8495414 -14.7544911 4.8630896
#> exo1 0.8321784 0.6836607 0.2639655 2.0710432
#> exo2 -1.4569701 0.8643404 -2.5439703 -0.1455963
#> exo3 0.3826828 0.6291448 -0.4806650 1.2999063
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001409317 0.0002453662 0.001050556 0.001721775
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01939429 0.005211541 -0.02436416 -0.01139874
#> Sigma[2,2] 0.74404390 0.235186415 0.47927320 1.10259423
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009535471 0.003615315 0.003958467 0.01357401
#> Sigma[3,2] -0.370016111 0.093567987 -0.507351521 -0.26475511
#> Sigma[3,3] 0.269177058 0.050097007 0.199467557 0.34237120
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003368843 0.002686392 -0.003006167 0.004482487
#> Sigma[4,2] 0.0050530955 0.062978525 -0.082900521 0.102242278
#> Sigma[4,3] 0.0908367943 0.036777578 0.040518440 0.147907671
#> Sigma[4,4] 0.1024878712 0.016174856 0.079647768 0.121424293
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96861408 0.03768981 0.91712904 1.01885409
#> lag1_var2 -0.03068718 0.07719127 -0.12098633 0.09059946
#> lag1_var3 -0.06566777 0.15954902 -0.25396762 0.17753306
#> lag1_var4 0.05419021 0.14535134 -0.17024045 0.22533637
#> const 1.36452732 0.35857967 0.74960263 1.65987795
#> exo1 0.02716558 0.03004582 -0.02043218 0.05655035
#> exo2 -0.07916611 0.02382628 -0.10136594 -0.04165596
#> exo3 0.02733561 0.04051739 -0.02454597 0.08060565
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4725481 0.7515452 -1.7004646 0.3659855
#> lag1_var2 0.9617788 1.7189393 -0.7480281 3.9189468
#> lag1_var3 0.8598616 3.5660057 -2.5585716 7.0672085
#> lag1_var4 -0.5659701 3.2379238 -6.1705943 2.5877496
#> const 2.3193859 6.0169066 -5.0098075 11.5215869
#> exo1 -0.5673709 0.6664019 -1.4162899 0.2749708
#> exo2 1.9620217 0.7298190 0.8668377 2.8269729
#> exo3 0.7483018 1.0734944 -0.7204050 2.1341387
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1084038 0.4930141 -0.5059059 0.8299822
#> lag1_var2 0.2929710 1.1673043 -1.3596849 1.7249546
#> lag1_var3 0.9668355 2.3576757 -2.4550691 3.7376101
#> lag1_var4 -0.1012481 2.1727929 -2.6936069 3.0053472
#> const 0.3892121 3.6689452 -4.1925408 5.3142691
#> exo1 0.5030319 0.5035774 -0.2608087 1.1424785
#> exo2 -1.8616734 0.5777369 -2.4186806 -0.9747902
#> exo3 0.2122867 0.7214643 -0.7690328 1.0871036
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1752390 0.3350939 -0.5172243 0.3391493
#> lag1_var2 0.4911449 0.7889399 -0.8611175 1.2074083
#> lag1_var3 0.8151365 1.5336615 -1.8090929 2.2075235
#> lag1_var4 0.2292216 1.4284450 -1.0680010 2.6709804
#> const 1.0400709 3.3242816 -3.2950117 4.6992966
#> exo1 0.2430076 0.2372643 -0.1351376 0.5035976
#> exo2 -1.0865699 0.3825731 -1.5673352 -0.5988504
#> exo3 0.6466683 0.3618501 0.3286574 1.2326943
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007873409 0.001730732 0.005183392 0.009522006
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06129327 0.02004512 -0.09327075 -0.03879987
#> Sigma[2,2] 1.05234418 0.36130682 0.75461203 1.71074229
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0621362 0.02331909 0.03473352 0.0926150
#> Sigma[3,2] -0.7852165 0.33058715 -1.33683101 -0.4703244
#> Sigma[3,3] 1.9908613 0.26513175 1.65505138 2.3657681
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02577069 0.01972895 -0.000474141 0.05455685
#> Sigma[4,2] -0.15344784 0.18740116 -0.484544879 0.02196856
#> Sigma[4,3] 1.56541737 0.26828392 1.224294380 1.94268768
#> Sigma[4,4] 1.52208236 0.29005152 1.118086327 1.87289130
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84291285 0.07157418 0.73226918 0.9160482
#> lag1_var2 0.28119136 0.10183525 0.14194529 0.4287667
#> lag1_var3 0.46138630 0.17278296 0.23041261 0.7180901
#> lag1_var4 -0.44267703 0.16886483 -0.69026947 -0.2163476
#> const 2.35431840 1.34065906 0.88648717 4.3184615
#> exo1 0.09686751 0.04163155 0.04798018 0.1566615
#> exo2 -0.04134377 0.08995802 -0.13644838 0.1015474
#> exo3 0.08414887 0.05213562 0.01157716 0.1520358
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3606321 0.5759011 -0.198964 1.21407756
#> lag1_var2 -0.6710847 1.1901787 -1.836203 1.34760724
#> lag1_var3 -2.5282122 2.0360265 -4.360321 1.00489861
#> lag1_var4 2.4292621 2.0075313 -1.079098 4.23733260
#> const -1.2998706 11.5278798 -16.738839 12.96262002
#> exo1 -0.6461263 0.7686247 -1.760841 0.37999209
#> exo2 -0.5653125 0.4384226 -1.122976 0.09879889
#> exo3 -0.1981068 0.8829077 -1.013145 1.13984831
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0850370 0.8683318 -1.506412 0.6228251
#> lag1_var2 -0.5281598 1.9031790 -3.124433 2.0426557
#> lag1_var3 0.2933706 3.2537718 -4.198161 4.7457809
#> lag1_var4 0.6027716 3.2098981 -3.738256 5.0825836
#> const 9.1762720 17.0546401 -6.738553 36.2764802
#> exo1 -0.3129360 0.9960672 -1.740208 1.1126176
#> exo2 0.2330264 0.9703162 -1.093401 1.5086421
#> exo3 2.9628556 1.3930576 1.258585 4.6956068
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1523693 0.6866481 -0.8959321 0.7948658
#> lag1_var2 -1.3876479 1.4067533 -2.9669971 0.7031011
#> lag1_var3 -1.9753710 2.3982377 -4.6602409 1.6510383
#> lag1_var4 2.8132584 2.3563667 -0.7192810 5.4687717
#> const 7.8863702 13.5442500 -5.7889260 30.1916614
#> exo1 -0.7271488 1.1102167 -2.1616358 0.9458239
#> exo2 -0.1763309 0.9304015 -1.4160722 0.9643491
#> exo3 2.8465053 1.1506398 1.3322248 4.2790334
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001394454 0.0004704422 0.0008638353 0.002133817
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006866049 0.004615336 -0.01355902 -0.0009387716
#> Sigma[2,2] 0.378825377 0.089119711 0.28955239 0.5170643925
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005891385 0.003843797 0.0009346634 0.01140304
#> Sigma[3,2] -0.327377459 0.069563842 -0.4334034580 -0.25529076
#> Sigma[3,3] 0.292567879 0.054267732 0.2325797569 0.37189911
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.219088e-05 0.0006748119 -0.001022648 0.0008510363
#> Sigma[4,2] -2.258556e-03 0.0101786878 -0.016096415 0.0102573036
#> Sigma[4,3] 1.171824e-02 0.0095732866 -0.001572817 0.0240591611
#> Sigma[4,4] 1.016837e-02 0.0027200372 0.007433895 0.0148785109
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980268251 0.02998921 0.93509347 1.02191614
#> lag1_var2 -0.026204441 0.11949620 -0.17981850 0.13404225
#> lag1_var3 -0.021509561 0.13831155 -0.20248530 0.16043710
#> lag1_var4 0.013049104 0.13664944 -0.16816381 0.18896889
#> const 1.239033421 0.60425244 0.31273652 1.88005939
#> exo1 0.002394918 0.04011282 -0.05008244 0.05243910
#> exo2 -0.099111029 0.04089918 -0.15323067 -0.04144781
#> exo3 -0.008032665 0.04935644 -0.07506869 0.05797970
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13650259 0.4612067 -0.4882558 0.8486558
#> lag1_var2 -0.95753368 1.1089934 -2.4821456 0.5380274
#> lag1_var3 -2.21518654 1.2807571 -4.0176706 -0.5062821
#> lag1_var4 2.16511304 1.2810092 0.4497941 3.9804448
#> const 1.30435448 7.4338156 -5.9996239 11.9874199
#> exo1 0.05315628 0.6513905 -0.8348871 0.9204506
#> exo2 0.64908134 0.7300855 -0.2836393 1.6587017
#> exo3 0.57857775 0.8288423 -0.5477628 1.6186200
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0579660 0.3899500 -0.5734686 0.5524504
#> lag1_var2 1.4638690 0.9189992 0.3987812 2.8028707
#> lag1_var3 2.5966728 1.0671145 1.3890085 4.1829212
#> lag1_var4 -1.6003514 1.0523647 -3.1791600 -0.3784992
#> const -1.3126854 6.5181920 -10.4249571 6.2466739
#> exo1 -0.0389882 0.5447121 -0.8319291 0.6675056
#> exo2 -1.2835404 0.6379431 -2.2203080 -0.5230969
#> exo3 -0.1712044 0.7199285 -0.9918072 0.8040052
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16314486 0.07338828 0.08077818 0.2865133
#> lag1_var2 0.30596162 0.32877487 -0.19622901 0.7535201
#> lag1_var3 0.30236150 0.39017340 -0.29839456 0.8281624
#> lag1_var4 0.65946173 0.38447766 0.14181155 1.2484699
#> const -0.64735311 0.97400567 -1.89907590 0.7759818
#> exo1 0.01890871 0.08096187 -0.10891570 0.1232960
#> exo2 -0.76147025 0.09952403 -0.87417068 -0.6263112
#> exo3 0.32612288 0.10065870 0.19229713 0.4754915
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002972847 0.0005944668 0.00236125 0.003939797
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007400566 0.006373787 -0.01756526 -0.001577405
#> Sigma[2,2] 0.314110826 0.070373699 0.22837904 0.418780472
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01782269 0.01214091 0.007562361 0.03934139
#> Sigma[3,2] -0.38640206 0.13595006 -0.613836513 -0.25314786
#> Sigma[3,3] 0.86852843 0.37380923 0.555627661 1.47086280
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01454278 0.009463649 0.006330022 0.03143606
#> Sigma[4,2] -0.23514065 0.116783268 -0.416974649 -0.12746102
#> Sigma[4,3] 0.69679490 0.320463834 0.438846496 1.23027058
#> Sigma[4,4] 0.59869548 0.274056732 0.386983975 1.06603849
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97578452 0.04061778 0.92011183 1.03043766
#> lag1_var2 -0.16834741 0.07084072 -0.27912155 -0.08318487
#> lag1_var3 -0.31897789 0.13288542 -0.53093059 -0.16424049
#> lag1_var4 0.30841868 0.12603337 0.16040377 0.50796093
#> const 1.12377159 0.53214543 0.50296106 1.98264808
#> exo1 0.01612536 0.04751534 -0.04336404 0.08478110
#> exo2 -0.42297898 0.05103688 -0.50324620 -0.35864153
#> exo3 0.21241231 0.05070742 0.12945909 0.26124644
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2314379 0.3775536 -1.8355753 -0.7659011
#> lag1_var2 3.9581124 0.8242371 3.1297304 5.2245433
#> lag1_var3 5.5207390 1.5214008 4.0537075 7.8820368
#> lag1_var4 -5.2055632 1.4453327 -7.4610922 -3.8299263
#> const 9.8847684 4.4461863 4.3007511 16.2703205
#> exo1 1.0237069 0.5721758 0.2382016 1.8710848
#> exo2 0.9793379 0.7226494 -0.1505853 1.6012042
#> exo3 -0.1436565 0.2673350 -0.4822744 0.1983116
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1326555 0.7474975 1.1742208 2.98296308
#> lag1_var2 -4.4443265 2.0275894 -7.1218301 -1.43369171
#> lag1_var3 -7.1703289 3.7654121 -12.1860786 -1.62784482
#> lag1_var4 7.6975748 3.5685166 2.4654871 12.48298336
#> const -20.1095467 7.3870076 -30.4903999 -11.15470660
#> exo1 -1.3757332 1.0876429 -3.0462884 0.05116386
#> exo2 -6.4639775 0.9964282 -7.5830312 -5.00981796
#> exo3 0.9247428 0.4287254 0.2810136 1.48784860
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5550907 0.6740688 0.6619243 2.3384105
#> lag1_var2 -2.8746435 1.7790232 -5.0895710 -0.1389699
#> lag1_var3 -5.2339851 3.3041802 -9.3358304 -0.1953352
#> lag1_var4 5.9233035 3.1298790 1.1715683 9.7894292
#> const -16.1883568 7.4716946 -28.6163913 -8.2171454
#> exo1 -0.9056573 0.8928438 -2.2053712 0.2781238
#> exo2 -6.1671721 0.8036303 -7.0243467 -4.8937943
#> exo3 0.8860117 0.3973581 0.3939093 1.4377193
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006593988 0.0001675783 0.0004702661 0.0008987662
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0133408 0.003884005 -0.01865891 -0.008229692
#> Sigma[2,2] 0.5150765 0.113856522 0.35838127 0.688157693
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01073369 0.003121638 0.00682744 0.01570443
#> Sigma[3,2] -0.32521149 0.081608502 -0.44380731 -0.20580519
#> Sigma[3,3] 0.42500693 0.101035159 0.31908254 0.59422574
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00283403 0.001392367 0.001250288 0.004917075
#> Sigma[4,2] -0.01745317 0.024614249 -0.045283261 0.013403363
#> Sigma[4,3] 0.23899063 0.069919267 0.176912003 0.345507577
#> Sigma[4,4] 0.23725604 0.066158468 0.185593264 0.338216592
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960227905 0.03595792 0.919915636 1.00789730
#> lag1_var2 -0.072126071 0.09714504 -0.221012174 0.01572300
#> lag1_var3 -0.135743063 0.16994180 -0.397415463 0.01825075
#> lag1_var4 0.131235998 0.15758579 -0.010297954 0.37578065
#> const 1.355596625 0.35979231 0.869975043 1.91802467
#> exo1 -0.003418466 0.02269560 -0.027100628 0.03386101
#> exo2 -0.082036988 0.02230736 -0.114173978 -0.05378767
#> exo3 0.041078437 0.03307733 -0.008632572 0.08511191
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07360333 0.6743850 -1.10624725 0.7300226
#> lag1_var2 0.84497934 2.3261501 -1.81849274 4.3715657
#> lag1_var3 0.24940319 4.0627202 -4.40094769 6.3958102
#> lag1_var4 -0.26392495 3.8810513 -6.14371926 4.2365020
#> const 4.01516559 8.1563425 -7.33419153 15.0190878
#> exo1 0.21745243 0.5274665 -0.42779095 0.8691494
#> exo2 0.62843965 0.3663515 0.08254274 1.0328900
#> exo3 -0.28351235 0.8485894 -1.46687973 0.7903898
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89598282 0.8129349 0.03594044 2.0372330
#> lag1_var2 -0.01575409 2.9058857 -4.48292269 3.4345331
#> lag1_var3 0.45140482 4.9580695 -7.18679221 6.1566740
#> lag1_var4 0.13897487 4.7275582 -5.36060179 7.4044723
#> const -1.14918922 8.8009458 -12.65057645 11.5666882
#> exo1 -0.25176741 0.5833089 -1.10238906 0.5666275
#> exo2 -4.56239765 0.4889746 -5.30841061 -4.0519546
#> exo3 1.47552161 0.6454049 0.48490874 2.3322442
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88337764 0.5359013 0.2375587 1.6143794
#> lag1_var2 0.10844420 1.9019867 -2.3666493 2.8467011
#> lag1_var3 -0.04768248 3.1852306 -4.1981962 4.4573621
#> lag1_var4 0.62494268 3.0418987 -3.7326770 4.5604429
#> const 0.63487318 6.1779057 -6.6840083 9.6127836
#> exo1 -0.12439878 0.4014637 -0.5943405 0.4476413
#> exo2 -4.36531966 0.4432973 -4.9840707 -3.7369551
#> exo3 1.36427575 0.5775852 0.8965231 2.3720629
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006040742 9.363307e-05 0.0004745027 0.0007163099
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007431297 0.01197842 -0.02238557 0.009968836
#> Sigma[2,2] 3.633578187 0.62427098 2.69738319 4.312927490
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002278881 0.005818219 -0.006451977 0.00862974
#> Sigma[3,2] -1.975589185 0.381892878 -2.431562673 -1.46230457
#> Sigma[3,3] 1.222260530 0.261060328 0.899373340 1.55068896
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002339113 0.002376717 -0.005570616 0.0008387061
#> Sigma[4,2] -0.051695379 0.201757087 -0.308748489 0.2503062345
#> Sigma[4,3] 0.223438442 0.108745075 0.095240112 0.3805739682
#> Sigma[4,4] 0.263246867 0.043924822 0.202202044 0.3212331008
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02578046 0.01724736 1.0060354864 1.05322604
#> lag1_var2 -0.03585032 0.01733563 -0.0572435033 -0.01233228
#> lag1_var3 -0.07143952 0.03284816 -0.1123364400 -0.02729732
#> lag1_var4 0.03672902 0.02637717 0.0006529487 0.07030951
#> const 1.21962293 0.20223037 0.9292774965 1.45436324
#> exo1 0.01329112 0.01726904 -0.0092616999 0.03605339
#> exo2 -0.04894344 0.02589494 -0.0859545192 -0.01974614
#> exo3 0.01596400 0.01872306 -0.0162684710 0.03492568
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.2926379 2.228839 -7.02178417 -1.034926
#> lag1_var2 2.3520576 2.170622 -0.02925823 6.123185
#> lag1_var3 2.6463606 4.139186 -1.90870490 9.818341
#> lag1_var4 -1.8265118 3.247796 -7.45844770 1.757830
#> const 32.6466527 31.097327 -1.36755107 83.360475
#> exo1 -0.3838117 2.155442 -2.56779479 2.619187
#> exo2 -0.1282844 3.435954 -5.24931084 3.721951
#> exo3 0.2757222 2.597790 -3.57575338 3.299057
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1197516 1.1931716 0.8808611 4.1429458
#> lag1_var2 -0.7194249 0.9811042 -2.3298446 0.4208660
#> lag1_var3 -0.4205961 1.8671613 -3.4724676 1.7618330
#> lag1_var4 0.8115157 1.4230875 -0.8646929 3.1070912
#> const -16.7104053 17.4322445 -44.6641295 3.0036291
#> exo1 0.4970642 1.1573012 -1.2017151 1.5635928
#> exo2 -0.8425020 1.8693434 -3.1190020 1.8287760
#> exo3 -0.8816409 1.3220819 -2.7200404 0.8425402
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4200406 0.3089968 0.01103919 0.82773441
#> lag1_var2 0.1338797 0.3692244 -0.32028049 0.69798164
#> lag1_var3 0.2403875 0.7063502 -0.61342331 1.32485137
#> lag1_var4 0.5874156 0.6323207 -0.38715352 1.35918092
#> const -0.5128741 8.0846098 -12.54161316 10.03228323
#> exo1 0.3891784 0.2252334 0.15112295 0.73762225
#> exo2 -1.1309202 0.5003950 -1.85009123 -0.54614287
#> exo3 -0.9218560 0.8348895 -2.20077265 0.07558175
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002610923 0.004818537 0.0007950954 0.009767696
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00196795 0.003551204 -0.007106445 0.00231534
#> Sigma[2,2] 0.10446828 0.021824400 0.078958267 0.13835947
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008310913 0.007404661 -0.009781341 0.01052131
#> Sigma[3,2] -0.1045646420 0.026075921 -0.140915556 -0.07119590
#> Sigma[3,3] 0.1542145375 0.045673761 0.097235048 0.22050082
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005683848 0.005431506 -0.008389206 0.005723177
#> Sigma[4,2] -0.0343720241 0.015138885 -0.053140122 -0.017049590
#> Sigma[4,3] 0.0844868172 0.030904836 0.048293801 0.128084282
#> Sigma[4,4] 0.0619485365 0.022327956 0.035303114 0.093555382
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999843260 0.01622470 0.978210305 1.022573831
#> lag1_var2 -0.231517024 0.17415689 -0.461920089 -0.009511459
#> lag1_var3 -0.339802201 0.25825299 -0.676431154 -0.006505336
#> lag1_var4 0.332192015 0.25779765 0.001543786 0.674020522
#> const 0.565060816 0.67727174 -0.483956144 1.202519316
#> exo1 0.003913486 0.03454909 -0.038153259 0.055437006
#> exo2 -0.064979723 0.04094334 -0.132286938 -0.017192437
#> exo3 0.018793862 0.13077174 -0.069780632 0.217251044
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33347790 0.1017121 0.1889578 0.4537995
#> lag1_var2 1.52362710 1.0875616 -0.2410347 2.7234150
#> lag1_var3 2.04137464 1.7276325 -0.6523710 4.0593877
#> lag1_var4 -2.21988336 1.7380584 -4.2445444 0.4971394
#> const 6.30207659 2.7177624 2.3960886 9.3730003
#> exo1 -0.03118877 0.1684713 -0.2999295 0.1628779
#> exo2 0.92503187 0.3503126 0.3785999 1.3393216
#> exo3 0.78998627 0.3638870 0.2550340 1.2342333
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.594507348 0.1125735 -0.75300111 -0.4693201
#> lag1_var2 0.279820396 0.9772914 -0.75948905 1.8236638
#> lag1_var3 -0.004219785 1.5843367 -1.63589608 2.4222673
#> lag1_var4 1.202123877 1.5675791 -1.16696661 2.8183303
#> const -1.895776517 1.1937785 -3.37524759 -0.2533764
#> exo1 0.106230209 0.1773916 -0.09351668 0.3686070
#> exo2 -2.046926895 0.4196771 -2.56393550 -1.4995250
#> exo3 0.020250422 0.4313935 -0.40789033 0.6167668
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37463783 0.06688906 -0.4651849 -0.2832672
#> lag1_var2 0.94047196 0.89068396 -0.3601671 1.9929968
#> lag1_var3 0.81468509 1.49920767 -1.3707095 2.5642856
#> lag1_var4 0.27249492 1.51200962 -1.4936536 2.4872643
#> const 1.79337424 2.10432190 -1.2608203 4.5031849
#> exo1 0.08634959 0.15378328 -0.1598562 0.2504650
#> exo2 -1.47355120 0.25242356 -1.8671737 -1.1253502
#> exo3 0.56476685 0.30643369 0.1696864 1.0250000
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003402546 0.006267698 0.0008454919 0.0131105
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00597868 0.004529611 -0.01327075 -0.002217305
#> Sigma[2,2] 0.10800475 0.030257798 0.06567738 0.141933825
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01019653 0.02916474 -0.003163486 0.05575610
#> Sigma[3,2] -0.08899427 0.03655880 -0.141606770 -0.04449313
#> Sigma[3,3] 0.29455651 0.15246764 0.186163989 0.53090952
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007334586 0.02929718 -0.005082637 0.050985530
#> Sigma[4,2] -0.033746484 0.02782064 -0.073638662 0.001963432
#> Sigma[4,3] 0.265074140 0.15293824 0.158779621 0.504843666
#> Sigma[4,4] 0.265475693 0.15436000 0.155509489 0.509971388
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93802227 0.04235871 0.8676702472 0.97187800
#> lag1_var2 -0.11083311 0.06770444 -0.1919498106 -0.01840242
#> lag1_var3 -0.21738416 0.10719135 -0.3572979105 -0.07351481
#> lag1_var4 0.21554385 0.10304405 0.0760043353 0.34969940
#> const 1.54301059 0.31038245 1.2080088716 2.01752464
#> exo1 0.02250139 0.02124444 0.0005478654 0.05588121
#> exo2 -0.09135281 0.03376852 -0.1298839649 -0.03752198
#> exo3 0.04948356 0.06177649 -0.0309620100 0.12285709
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2494851 0.3743530 -0.1501149 0.84604265
#> lag1_var2 1.1273119 0.4756084 0.3509358 1.59150622
#> lag1_var3 1.0841883 0.9377005 -0.3535572 1.99577089
#> lag1_var4 -1.1761271 0.8880038 -2.0669196 0.15778457
#> const 1.6665693 5.9831788 -7.2430656 8.75020818
#> exo1 -0.4506735 0.1850821 -0.6974635 -0.19145880
#> exo2 0.8353973 0.3473570 0.4395675 1.40372606
#> exo3 -0.4980009 0.3287906 -0.9368937 -0.04773871
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9416054 0.4123900 0.3292902 1.4778017
#> lag1_var2 -2.3704845 0.9052549 -3.8147521 -1.4054173
#> lag1_var3 -3.3050279 1.7815928 -6.0697358 -1.2131962
#> lag1_var4 4.0675900 1.7125204 2.0568821 6.7343073
#> const -7.6819882 6.9682776 -15.9526481 3.0531863
#> exo1 -0.0412741 0.2883044 -0.4326067 0.3364855
#> exo2 -0.2945999 0.6627567 -1.2624364 0.3910218
#> exo3 0.6945084 0.6303817 -0.1471482 1.6317505
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1525239 0.2586546 0.7641263 1.5003619
#> lag1_var2 -2.3135127 0.7753319 -3.6305907 -1.6227682
#> lag1_var3 -3.7199609 1.5635232 -6.3207560 -2.1006386
#> lag1_var4 4.4243287 1.5154982 2.8262659 6.9414602
#> const -7.9837168 4.7620076 -13.6398268 -1.1052917
#> exo1 -0.2751565 0.3398839 -0.6910734 0.1854254
#> exo2 0.2309985 0.5354509 -0.4742736 0.8220783
#> exo3 0.4044087 0.6886204 -0.4963728 1.3348691
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009360513 0.000248182 0.0006550913 0.001301673
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00318988 0.001362977 -0.005217559 -0.001712356
#> Sigma[2,2] 0.06325842 0.021006861 0.039935572 0.094346378
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005292343 0.002941086 0.002660031 0.01005806
#> Sigma[3,2] -0.092022590 0.040381495 -0.156122181 -0.04997840
#> Sigma[3,3] 0.291666230 0.090395062 0.188534192 0.43406715
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003515497 0.00226535 0.001698679 0.007413335
#> Sigma[4,2] -0.056488803 0.02916685 -0.104544641 -0.027141787
#> Sigma[4,3] 0.241553796 0.07032420 0.160691207 0.350824682
#> Sigma[4,4] 0.211519368 0.05729647 0.146381879 0.297630076
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98413838 0.009976789 0.971155843 0.99819006
#> lag1_var2 -0.18178097 0.089317246 -0.296352000 -0.05131525
#> lag1_var3 -0.28645601 0.165211023 -0.492871917 -0.04420366
#> lag1_var4 0.28314119 0.165126181 0.040891028 0.48849221
#> const 0.67304108 0.454567075 0.009182966 1.24376756
#> exo1 0.01125953 0.041984020 -0.049309451 0.06244078
#> exo2 -0.16179929 0.030134900 -0.204208339 -0.12949982
#> exo3 -0.15452912 0.038938670 -0.197174093 -0.09602952
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02409767 0.05912533 -0.09402443 0.06374484
#> lag1_var2 1.25384982 0.58415299 0.53293602 2.12066408
#> lag1_var3 1.00454062 1.09501149 -0.41792721 2.55699939
#> lag1_var4 -1.02895510 1.09592370 -2.56289129 0.41050675
#> const 2.49766417 3.08214460 -1.90503771 6.39045036
#> exo1 0.14954880 0.21483709 -0.07351674 0.49832901
#> exo2 0.69297075 0.19209041 0.39262725 0.91398473
#> exo3 2.55664971 0.17224310 2.35531485 2.83541911
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.124512375 0.09684388 -0.2585123 0.001152967
#> lag1_var2 0.780809140 1.44059420 -0.8870493 2.916307807
#> lag1_var3 1.598999541 2.84918706 -1.6077506 5.677634983
#> lag1_var4 -0.533405368 2.86114633 -4.6261938 2.660578580
#> const -1.949516922 5.53713462 -8.4197943 6.653919139
#> exo1 -0.000838165 0.69168014 -0.9205497 0.857585696
#> exo2 0.211397295 0.42642709 -0.2562689 0.757844514
#> exo3 -5.093342381 0.35395493 -5.5281852 -4.599962219
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13228463 0.07651807 -0.2220213 -0.02183099
#> lag1_var2 1.19573877 1.33576720 -0.2655067 3.15845040
#> lag1_var3 1.62883901 2.60590605 -1.1982945 5.27523546
#> lag1_var4 -0.56950689 2.61110218 -4.1922927 2.26496942
#> const -1.15268454 4.06493544 -5.9536434 5.00850373
#> exo1 0.08668366 0.62042313 -0.7996082 0.87515272
#> exo2 0.65107368 0.38339542 0.2335404 1.22121732
#> exo3 -3.72023489 0.33602600 -4.1187521 -3.21260201
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001509713 0.0007371931 0.0009316094 0.002645949
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04658207 0.01759791 -0.07653864 -0.02979391
#> Sigma[2,2] 3.27133744 0.84891851 2.11058276 4.46454588
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0386128 0.01250029 0.02424697 0.05742034
#> Sigma[3,2] -2.6357442 0.66593884 -3.62170417 -1.73613712
#> Sigma[3,3] 3.0938589 0.55409754 2.47809708 3.92261471
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01786207 0.007136533 0.009641131 0.02960041
#> Sigma[4,2] -1.20978867 0.367366387 -1.728875306 -0.73953377
#> Sigma[4,3] 2.10741664 0.381065080 1.630226992 2.62323864
#> Sigma[4,4] 1.77192365 0.327136924 1.386487334 2.24799481
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.948829833 0.03542063 0.895018860 0.9902331
#> lag1_var2 -0.004183465 0.04438416 -0.066265862 0.0552110
#> lag1_var3 -0.002769230 0.09215372 -0.131296820 0.1218298
#> lag1_var4 0.002005982 0.08109196 -0.105864812 0.1171312
#> const 1.252828261 0.34389110 0.751938385 1.7115046
#> exo1 0.027778937 0.04010250 -0.002059647 0.1003536
#> exo2 -0.196092885 0.03916294 -0.254289288 -0.1524444
#> exo3 0.065934151 0.02505011 0.031616845 0.1023945
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5716761 1.596952 -3.3595441 0.686851
#> lag1_var2 2.1601297 2.164014 -0.9558452 5.109958
#> lag1_var3 2.3992872 4.480844 -4.0755764 8.484133
#> lag1_var4 -1.8350500 3.902002 -7.1187468 3.725080
#> const 6.2815156 16.919611 -13.2371999 33.454650
#> exo1 -1.0552876 1.864239 -3.9062833 1.172480
#> exo2 2.4246693 1.015418 0.9305481 3.643548
#> exo3 0.2969501 1.421104 -1.5669194 2.141992
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1294878 1.7052525 1.0312293 5.42758659
#> lag1_var2 -2.7122401 1.7651105 -4.5294436 0.04786793
#> lag1_var3 -4.4504506 3.6547324 -8.2278752 1.29863224
#> lag1_var4 4.2960226 3.1205757 -0.6337709 7.69862592
#> const -10.0379245 14.6681954 -32.7018582 8.30663238
#> exo1 -0.7070684 1.7594095 -2.4164604 2.12906518
#> exo2 -5.6931598 0.9556174 -6.6954930 -4.37947357
#> exo3 -2.5989435 1.1438579 -4.2580317 -1.28918123
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.786154 1.2691181 1.388530 4.4671319
#> lag1_var2 -2.464703 1.1796581 -4.134504 -1.0261479
#> lag1_var3 -4.909992 2.4179276 -8.298952 -1.9089095
#> lag1_var4 4.885697 2.0088008 2.318664 7.6737856
#> const -8.811613 9.8895137 -24.340001 3.0667035
#> exo1 -1.438335 1.2440181 -3.168409 0.2861635
#> exo2 -5.226310 1.1207794 -6.435839 -3.6010589
#> exo3 -2.945001 0.7577916 -4.094150 -2.1040419
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002009399 0.0005316717 0.001384109 0.002768242
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007957503 0.007582943 -0.02045619 0.001073162
#> Sigma[2,2] 0.714325819 0.162881117 0.49445161 0.918263035
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00367738 0.00931842 -0.009118365 0.01635584
#> Sigma[3,2] -0.07563179 0.09309709 -0.230396628 0.02108632
#> Sigma[3,3] 0.72681282 0.18031697 0.539886133 1.02374916
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001031153 0.01109007 -0.01632401 0.0142421
#> Sigma[4,2] 0.388799190 0.10710036 0.25232292 0.5280353
#> Sigma[4,3] 0.740188734 0.15023918 0.55600798 0.9613204
#> Sigma[4,4] 1.061172892 0.15415275 0.88823732 1.2706646
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02936737 0.01806111 1.01102426 1.05726363
#> lag1_var2 -0.19526378 0.07800528 -0.32365588 -0.13741515
#> lag1_var3 -0.34167117 0.12873167 -0.55659048 -0.23755488
#> lag1_var4 0.31845257 0.12058834 0.21814669 0.52127860
#> const 0.72181909 0.52339019 0.11810253 1.51583913
#> exo1 0.01819589 0.04547503 -0.04093596 0.08052010
#> exo2 -0.18044199 0.07164125 -0.27670344 -0.09221347
#> exo3 -0.06679536 0.07553361 -0.18206770 0.01976806
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006536765 0.3312193 -0.3310352 0.5002855
#> lag1_var2 1.245184632 1.3858399 -0.8888077 2.7969524
#> lag1_var3 1.312285406 2.2007671 -2.0879962 3.8851335
#> lag1_var4 -1.247779591 2.1973198 -3.7084037 2.1962418
#> const -0.527852306 8.7219732 -13.4759739 9.6460273
#> exo1 -0.681785859 0.7291047 -1.4982768 0.3070893
#> exo2 -0.710192713 1.3580312 -2.6748027 0.9588577
#> exo3 1.969352237 1.0590600 0.5318567 3.2561975
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74551257 0.4773463 0.08012653 1.395019
#> lag1_var2 0.55043841 1.7410312 -2.00827848 2.893644
#> lag1_var3 1.29237539 2.9953090 -2.95911300 5.490941
#> lag1_var4 -0.61388541 2.8102328 -4.45740961 3.374895
#> const 0.25510847 11.8489580 -17.66845935 14.864330
#> exo1 -0.06307206 0.8823074 -1.34947517 1.138093
#> exo2 0.09712598 1.8654054 -2.90338724 2.007912
#> exo3 -2.47936985 0.8229078 -3.77600585 -1.632588
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8085617 0.4125088 0.1653165 1.3343431
#> lag1_var2 0.9083493 2.4117096 -2.7338593 3.3347223
#> lag1_var3 1.4370300 4.0954874 -4.7621007 5.9700673
#> lag1_var4 -0.7273508 3.9157699 -4.9039516 5.3316073
#> const -1.1009503 12.9303606 -19.7097916 15.8642241
#> exo1 -0.4768360 1.1154963 -2.1329624 0.8977065
#> exo2 -0.4131868 2.3652800 -4.3895393 1.8457276
#> exo3 -1.3601980 1.0370132 -2.8955881 -0.1445795
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001478863 0.000402209 0.001091106 0.002124763
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003027316 0.002320106 -0.006453529 -0.0003740459
#> Sigma[2,2] 0.057592310 0.017744399 0.039497487 0.0848263479
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001590312 0.001006098 0.0002613273 0.002929927
#> Sigma[3,2] -0.007174358 0.007026418 -0.0172708860 0.002651031
#> Sigma[3,3] 0.073948914 0.017582381 0.0539947259 0.103124195
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008479044 0.001647772 -0.003082436 0.0007808512
#> Sigma[4,2] 0.0397787889 0.016014558 0.024048994 0.0665189604
#> Sigma[4,3] 0.0697813947 0.016129795 0.052264717 0.0979529577
#> Sigma[4,4] 0.1039675595 0.018351091 0.081110909 0.1297172153
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9949984893 0.01499768 0.97152289 1.010498483
#> lag1_var2 -0.2013095065 0.14814118 -0.36865816 0.047558194
#> lag1_var3 -0.2518620620 0.18761218 -0.47066645 0.066116761
#> lag1_var4 0.2473189131 0.18388971 -0.06510340 0.461485107
#> const 0.5329798404 0.49811216 -0.07462743 1.158246430
#> exo1 -0.0023881128 0.02825705 -0.04505629 0.031968273
#> exo2 -0.0499437340 0.03309492 -0.09309088 -0.004003191
#> exo3 -0.0003588232 0.04127886 -0.04342876 0.058588140
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06291902 0.1024949 -0.09526672 0.1957396
#> lag1_var2 1.19967203 0.5936958 0.36098971 1.8643445
#> lag1_var3 0.32171761 0.7297815 -0.69353926 1.2013753
#> lag1_var4 -0.36278614 0.7226348 -1.25403777 0.6317798
#> const 2.27777912 1.8212755 -0.18812849 4.8305743
#> exo1 -0.04499378 0.2145959 -0.32361558 0.2558096
#> exo2 0.26858184 0.1787445 0.01414774 0.5072223
#> exo3 0.13035107 0.1663229 -0.11737608 0.3503599
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4504830 0.07951453 -0.5445326 -0.31807503
#> lag1_var2 1.8471955 0.94443160 0.5850541 3.10973340
#> lag1_var3 3.1396098 1.25058908 1.4821281 4.82816428
#> lag1_var4 -2.0813669 1.23318502 -3.7512387 -0.45110878
#> const 4.9345140 2.39971057 2.4489646 8.44747179
#> exo1 -0.2332159 0.22094379 -0.4996846 0.09275802
#> exo2 -0.7258194 0.26375705 -0.9697337 -0.37918829
#> exo3 -0.1278862 0.14108318 -0.3067625 0.08872392
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4137062 0.1076407 -0.5701474 -0.29911158
#> lag1_var2 2.3630070 1.0217928 1.1349394 3.69284728
#> lag1_var3 2.8433424 1.2995004 1.3130854 4.53142020
#> lag1_var4 -1.8061167 1.2780027 -3.4640259 -0.30424461
#> const 6.1185080 3.5269652 1.8101746 11.48870213
#> exo1 -0.2730967 0.2745500 -0.6260612 0.09699365
#> exo2 -0.5457900 0.2553375 -0.8563099 -0.17097335
#> exo3 -0.0364961 0.1417366 -0.2230545 0.15197316
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001789484 0.0004159088 0.001326494 0.002448594
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005650455 0.001853423 -0.00858259 -0.004007817
#> Sigma[2,2] 0.038616573 0.010936904 0.02594494 0.055201000
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002629957 0.001166670 0.0009918564 0.004161684
#> Sigma[3,2] -0.026406327 0.008782491 -0.0402975040 -0.017750320
#> Sigma[3,3] 0.034380108 0.008237995 0.0256312064 0.046659710
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001941554 0.0007728269 -0.0008213719 0.001230770
#> Sigma[4,2] -0.0113275532 0.0056025560 -0.0191387084 -0.005023589
#> Sigma[4,3] 0.0260581600 0.0052782854 0.0199642188 0.033199432
#> Sigma[4,4] 0.0239601922 0.0035997704 0.0195906124 0.028500201
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90050674 0.04587736 0.84772991 0.97623480
#> lag1_var2 0.14634948 0.08319404 0.01630375 0.24615463
#> lag1_var3 0.23214093 0.19513418 -0.05305862 0.47987519
#> lag1_var4 -0.22433568 0.18196748 -0.45507624 0.04301631
#> const 1.46683483 0.57604973 0.61069561 2.16517559
#> exo1 -0.02396128 0.03975969 -0.06951512 0.03436671
#> exo2 -0.05379020 0.04837966 -0.12259651 0.01253769
#> exo3 -0.09566406 0.03634305 -0.14666690 -0.04060626
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5786853 0.2041319 0.3304836 0.8095602
#> lag1_var2 -0.3453364 0.4174020 -0.8699497 0.2192739
#> lag1_var3 -1.4600929 1.0516233 -2.8041683 -0.1327303
#> lag1_var4 1.3438423 0.9725975 0.1142519 2.5843236
#> const -0.7309191 2.9347699 -5.1991910 2.6970704
#> exo1 -0.0716952 0.1656635 -0.2870375 0.1274483
#> exo2 0.7189829 0.1737734 0.5428480 1.0071784
#> exo3 0.6377039 0.1792271 0.4212390 0.8601576
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6447465 0.1484421 -0.86876374 -0.48130525
#> lag1_var2 1.3749754 0.2668652 1.06742275 1.80261811
#> lag1_var3 2.7204732 0.6708241 2.02282099 3.84984061
#> lag1_var4 -1.5855026 0.6176601 -2.62797379 -0.95431172
#> const 2.0741249 2.7559483 -1.42177349 6.25546586
#> exo1 0.1757043 0.1611151 -0.06474488 0.35757039
#> exo2 -0.6698264 0.1550541 -0.92376496 -0.50255087
#> exo3 -0.2016841 0.1738205 -0.40894849 0.07218518
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48049928 0.1131491 -0.6330578 -0.34316575
#> lag1_var2 1.06504977 0.1595218 0.8998110 1.30363673
#> lag1_var3 1.61308015 0.3844187 1.2074279 2.25554849
#> lag1_var4 -0.48438042 0.3546614 -1.0774321 -0.09918157
#> const 1.30498507 2.3407843 -1.6532461 4.75172825
#> exo1 0.17288836 0.1624217 -0.0897878 0.34169218
#> exo2 -0.42054290 0.1492557 -0.5936293 -0.21419333
#> exo3 0.06736691 0.1525176 -0.1634492 0.27185106
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002904917 8.166199e-05 0.0002193157 0.0004198478
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001747264 0.001836303 -0.003715604 0.001142347
#> Sigma[2,2] 0.155161520 0.034255422 0.102899716 0.203796755
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001685129 0.00271143 -0.0008246172 0.005894952
#> Sigma[3,2] -0.113514892 0.06307391 -0.2074972954 -0.043482204
#> Sigma[3,3] 0.585610828 0.18296675 0.3586656478 0.846401410
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007460183 0.002353475 -0.001275614 0.004244488
#> Sigma[4,2] -0.0243514629 0.059229455 -0.114662782 0.040388038
#> Sigma[4,3] 0.5598384918 0.164044145 0.358249594 0.798284022
#> Sigma[4,4] 0.5885405435 0.147375097 0.403071089 0.799142279
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987932108 0.01747097 0.96235622 1.01092372
#> lag1_var2 -0.103800562 0.04977116 -0.18370360 -0.06397752
#> lag1_var3 -0.174992799 0.08885071 -0.31537691 -0.09753526
#> lag1_var4 0.158562015 0.08395664 0.08508392 0.29183323
#> const 1.291052959 0.27182390 0.99948935 1.70073905
#> exo1 0.003220422 0.01850737 -0.02398507 0.02772132
#> exo2 -0.182989554 0.01920971 -0.21070346 -0.16070412
#> exo3 -0.009388309 0.03051335 -0.05261006 0.02742725
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8278595 0.3195796 -1.2544316 -0.4052973
#> lag1_var2 1.7250335 0.9668343 0.3958418 3.1022372
#> lag1_var3 1.7942220 1.7450061 -0.5974962 4.4191564
#> lag1_var4 -1.5088443 1.6332349 -3.9259132 0.7557546
#> const 4.6147796 5.8162506 -0.8213644 13.4524333
#> exo1 -0.7100214 0.2884363 -1.0351600 -0.2381443
#> exo2 2.1844476 0.2782012 1.8014205 2.5503097
#> exo3 0.2964964 0.3809164 -0.2353865 0.8207588
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1516735 1.0555835 -1.408713 1.4518076
#> lag1_var2 2.7814009 3.3189139 -1.642455 7.5294941
#> lag1_var3 5.5851815 6.0192890 -2.431867 14.1614642
#> lag1_var4 -4.7831439 5.6387378 -12.889299 2.6881025
#> const 7.8821734 11.3476081 -6.676740 24.3375890
#> exo1 -0.1477795 0.6449254 -1.024010 0.5995236
#> exo2 -4.6612963 0.9185990 -5.882379 -3.4631013
#> exo3 -3.8574592 0.7846727 -5.020499 -2.8061834
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3898478 1.0899265 -2.0579685 0.9081634
#> lag1_var2 3.6871006 3.2531298 -0.4203610 8.7019096
#> lag1_var3 6.4783046 5.9082075 -0.9552706 15.6720262
#> lag1_var4 -5.4878069 5.5310273 -14.0638142 1.4394204
#> const 10.7652663 11.4869407 -5.6053107 25.7217716
#> exo1 -0.6076950 0.6783479 -1.4051002 0.2521106
#> exo2 -3.6753466 0.9898082 -5.1149687 -2.4396419
#> exo3 -3.9783866 0.8168577 -5.0912719 -2.9003524
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003308359 0.003053999 0.001918314 0.00812208
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004181752 0.001949167 -0.00707258 -0.002267051
#> Sigma[2,2] 0.019326325 0.007075617 0.01295810 0.031091299
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.017612311 0.02697570 -0.06110854 -0.000918544
#> Sigma[3,2] -0.003036046 0.01424424 -0.01985031 0.016752119
#> Sigma[3,3] 0.586929768 0.36271235 0.33352854 1.257786269
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02206767 0.02960139 -0.069914197 -0.003640964
#> Sigma[4,2] 0.01204044 0.01456732 -0.006803838 0.031462295
#> Sigma[4,3] 0.61631584 0.38138907 0.338054450 1.322901089
#> Sigma[4,4] 0.65935457 0.40432665 0.352248196 1.408540899
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00796797 0.07973863 0.88797938 1.08723600
#> lag1_var2 -0.14742324 0.32161301 -0.49410793 0.34221574
#> lag1_var3 -0.24038651 0.50986611 -0.72873068 0.51032976
#> lag1_var4 0.22944345 0.48677954 -0.48733042 0.69607028
#> const 0.51128898 0.97959476 -0.59401956 2.11010679
#> exo1 0.02678137 0.05509107 -0.06019966 0.08895086
#> exo2 -0.05418413 0.06569432 -0.13245659 0.04800202
#> exo3 0.02795795 0.10384744 -0.05901523 0.19576504
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03162377 0.15401642 -0.23210336 0.1602890
#> lag1_var2 0.72258214 0.51949823 -0.03694881 1.2953047
#> lag1_var3 0.42183927 0.84402169 -0.80737525 1.4814149
#> lag1_var4 -0.40264614 0.80927610 -1.41932138 0.7733769
#> const 2.20973589 1.81122773 -0.21397483 4.6003974
#> exo1 -0.06319206 0.18681054 -0.27486665 0.2281733
#> exo2 0.81281486 0.09721286 0.68675228 0.9371956
#> exo3 0.33610989 0.14537897 0.11580989 0.5145852
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1160213 0.4565036 -1.7355367 -0.6069915
#> lag1_var2 2.8895836 2.1615633 0.3960182 5.9068583
#> lag1_var3 3.5784880 3.3544653 -0.8915003 8.1208183
#> lag1_var4 -2.4882498 3.1884255 -6.8102692 1.7438973
#> const 13.0216462 8.8846542 1.2278643 25.7046309
#> exo1 -0.1332765 0.6833773 -1.2258789 0.5795613
#> exo2 4.8565212 0.7137715 3.8375192 5.8690239
#> exo3 -4.1692630 0.9101616 -5.3955939 -3.0185120
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.229012 0.5125548 -1.9422339 -0.5475094
#> lag1_var2 3.139886 2.3395015 0.3423546 6.2830377
#> lag1_var3 3.476822 3.6545051 -1.5929251 8.2378465
#> lag1_var4 -2.347146 3.4704336 -6.8751401 2.4574969
#> const 14.673595 9.6781065 0.8573269 28.1170786
#> exo1 -0.194489 0.7719906 -1.3651598 0.5479552
#> exo2 5.697848 0.7926334 4.5779425 6.7905454
#> exo3 -4.168514 1.0133163 -5.5230211 -2.8908070
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00314532 0.007229783 0.0005308482 0.01382009
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004636786 0.00177694 -0.006710849 -0.002177852
#> Sigma[2,2] 0.064786724 0.01292617 0.047275728 0.080693203
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01728186 0.03770940 0.001769902 0.07394511
#> Sigma[3,2] -0.05981358 0.01356218 -0.076562542 -0.04238071
#> Sigma[3,3] 0.17687803 0.19209668 0.087381393 0.47751965
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01504252 0.03863415 0.0003860243 0.072545984
#> Sigma[4,2] -0.02182602 0.01117834 -0.0371197108 -0.006823521
#> Sigma[4,3] 0.14516158 0.19806180 0.0610141919 0.450699345
#> Sigma[4,4] 0.13587337 0.20204190 0.0550907820 0.443633610
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.909963398 0.03234749 0.86267011 0.94328623
#> lag1_var2 0.071865567 0.12744568 -0.08653827 0.26522049
#> lag1_var3 0.058646013 0.22217666 -0.21017762 0.39024875
#> lag1_var4 -0.047674433 0.21263278 -0.36729005 0.20851865
#> const 1.596146522 0.36904597 0.99689341 2.01663978
#> exo1 0.010062021 0.07376552 -0.05464103 0.12321375
#> exo2 -0.071642020 0.03759058 -0.12911601 -0.02315593
#> exo3 -0.002868441 0.11789936 -0.08903847 0.19968835
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09025551 0.2264890 -0.4109882 0.1511755
#> lag1_var2 0.94928232 0.7035595 0.1406450 2.0904785
#> lag1_var3 0.59125769 1.1417791 -0.6803218 2.4637421
#> lag1_var4 -0.55270021 1.0799393 -2.3111476 0.6554713
#> const 1.37567788 2.9445213 -3.1534366 4.8486508
#> exo1 -0.01598293 0.2453355 -0.2667722 0.3515013
#> exo2 0.97793322 0.2878045 0.6000464 1.3606498
#> exo3 0.41564077 0.2482958 0.0943712 0.7828307
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20516472 0.3476338 -0.3148373 0.6467325
#> lag1_var2 0.19448767 1.1086605 -1.4818596 1.4209298
#> lag1_var3 1.08994173 1.8288362 -1.6392193 3.3299536
#> lag1_var4 -0.12438654 1.7400035 -2.2717474 2.4823200
#> const -3.39319252 4.7063289 -9.5005375 2.0350853
#> exo1 -0.04256272 0.4424509 -0.5198105 0.6292632
#> exo2 -1.29576696 0.4298931 -1.8987857 -0.7862478
#> exo3 -0.02541340 0.7070489 -0.7787447 1.0187220
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14986061 0.3323126 -0.2526836 0.6399128
#> lag1_var2 0.39981880 0.8883555 -0.7704381 1.5045444
#> lag1_var3 0.84423136 1.4421047 -1.0022770 2.6300236
#> lag1_var4 0.15781948 1.3667388 -1.5106163 1.9079861
#> const -3.31603827 4.3613234 -9.5466235 1.6842010
#> exo1 -0.05104745 0.4071884 -0.4526723 0.5599503
#> exo2 -0.66793041 0.2947647 -1.1170931 -0.3119594
#> exo3 0.26052549 0.6596751 -0.3009150 1.3430492
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001134537 0.0005724497 0.0005936302 0.00203902
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01767591 0.01108822 -0.03519579 -0.006341225
#> Sigma[2,2] 2.14589618 0.45991821 1.45474181 2.698980353
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02362239 0.01539966 0.008337225 0.04807836
#> Sigma[3,2] -1.62415527 0.40284163 -2.102652298 -0.98124441
#> Sigma[3,3] 1.68163571 0.47783769 0.992397295 2.31649808
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01726039 0.01246318 0.005274223 0.03586792
#> Sigma[4,2] -0.50787032 0.24861899 -0.830964618 -0.16956742
#> Sigma[4,3] 0.95249281 0.36837086 0.549918145 1.55748845
#> Sigma[4,4] 0.83593955 0.31502400 0.532852974 1.37739077
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964115904 0.01707793 0.94033091 0.988086950
#> lag1_var2 -0.033253937 0.02673795 -0.06784302 -0.001075165
#> lag1_var3 -0.068363140 0.04693744 -0.12787139 -0.007460620
#> lag1_var4 0.058029567 0.03608441 0.01213338 0.105588599
#> const 1.325014801 0.53741901 0.62748678 2.045004052
#> exo1 -0.017048431 0.02919036 -0.06101346 0.013501642
#> exo2 -0.105783231 0.03014120 -0.14730357 -0.068452955
#> exo3 0.009849473 0.02154889 -0.01675288 0.040834087
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2684371 1.0042067 -1.4487331 1.0463953
#> lag1_var2 1.5861051 0.9311854 0.3163827 2.9832671
#> lag1_var3 2.4309781 1.6633070 0.3606190 4.9229639
#> lag1_var4 -2.0073244 1.2121727 -3.8084329 -0.4725171
#> const -1.5787861 21.3743145 -26.6448728 33.3693415
#> exo1 1.0863758 0.7963914 -0.1252273 1.9281031
#> exo2 1.5392823 1.4651788 -0.3480504 3.5105386
#> exo3 0.6914911 1.4748475 -1.0331497 3.0459049
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1855859 0.8563973 -0.1986471 2.2130577
#> lag1_var2 -0.7048951 0.8703417 -1.7478455 0.6233875
#> lag1_var3 -0.9916568 1.5894387 -2.7714529 1.3018717
#> lag1_var4 1.4142591 1.1688035 -0.3247946 2.6278657
#> const -2.7346028 22.4056878 -41.5594179 20.8786883
#> exo1 -0.9499028 0.9069382 -2.1307313 0.3768050
#> exo2 -3.3946076 1.2716326 -5.6873300 -2.3301374
#> exo3 -0.3904522 1.1765066 -2.1483094 0.7988664
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.263050205 0.5515064 0.33655954 1.7833787
#> lag1_var2 -0.380947229 0.5460329 -0.91296030 0.5042773
#> lag1_var3 -0.616591959 1.0226412 -1.48542233 1.0410983
#> lag1_var4 1.230897259 0.8031428 -0.05900146 1.8901160
#> const -5.909283084 14.0068556 -30.33909336 6.4551254
#> exo1 -0.418039542 0.6884675 -1.39592939 0.4221183
#> exo2 -3.152403691 1.1639141 -4.94878032 -1.9494038
#> exo3 0.001549564 0.7608302 -0.92258739 1.0956865
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005081958 0.0001452298 0.0003163505 0.0007162844
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004315125 0.002662409 -0.008627059 -0.001133553
#> Sigma[2,2] 0.300438760 0.054841805 0.224815519 0.376990768
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002793058 0.001342347 0.001286131 0.004774288
#> Sigma[3,2] -0.050007345 0.034561796 -0.095099518 -0.004196566
#> Sigma[3,3] 0.103373239 0.021348957 0.084830085 0.141217039
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001380888 0.001720144 -0.002064014 0.0027336
#> Sigma[4,2] 0.1558307608 0.034283966 0.108486653 0.2073169
#> Sigma[4,3] 0.0820185732 0.040833835 0.039638865 0.1427675
#> Sigma[4,4] 0.2037456548 0.061125809 0.129244622 0.2929366
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.903342692 0.030121393 0.85843399 0.938211464
#> lag1_var2 0.029951185 0.051436390 -0.04080808 0.095742635
#> lag1_var3 0.059667596 0.079395349 -0.04544233 0.167604751
#> lag1_var4 -0.046620257 0.071036064 -0.13967616 0.049779638
#> const 1.505412351 0.199162728 1.21404978 1.762261007
#> exo1 -0.017092640 0.018779501 -0.04303014 0.008363863
#> exo2 -0.015439373 0.009306814 -0.02704268 -0.001736133
#> exo3 -0.001550533 0.021764152 -0.03020132 0.031135636
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8097047 0.6264309 0.04229756 1.76045380
#> lag1_var2 -1.5854276 1.4047855 -3.68916330 0.05144692
#> lag1_var3 -3.8369573 2.1354013 -7.08676055 -1.35401832
#> lag1_var4 3.5287819 1.9464301 1.30993318 6.46032431
#> const 3.0003699 5.8897648 -3.10342730 10.59733952
#> exo1 -0.3683843 0.5038818 -1.22027425 0.01837605
#> exo2 2.8660074 0.5200482 2.27135894 3.69647559
#> exo3 -0.4446339 0.7105881 -1.57627985 0.32780064
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02252084 0.4563555 -0.50684680 0.7823360
#> lag1_var2 0.41329519 0.7882820 -0.82487707 1.2740513
#> lag1_var3 1.43534290 1.1997616 -0.48816753 2.7113389
#> lag1_var4 -0.44801270 1.0957326 -1.64957091 1.2856159
#> const -0.83852324 3.6492257 -6.93332010 3.2025852
#> exo1 0.20419214 0.1680288 0.02533555 0.4725921
#> exo2 -1.19004329 0.4396373 -1.72232036 -0.6168846
#> exo3 0.68935370 0.4778114 -0.15700648 1.1114760
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49684886 0.6011815 -0.1280794 1.32702472
#> lag1_var2 -1.13935913 1.1507146 -2.9130876 0.11571050
#> lag1_var3 -1.88803928 1.7771788 -4.6261536 -0.03840198
#> lag1_var4 2.68378350 1.6111945 0.9436237 5.16680954
#> const 0.39614048 5.0302736 -4.2555398 8.04349293
#> exo1 -0.02637376 0.3149399 -0.4874192 0.35825470
#> exo2 0.53532545 0.6347128 -0.2238011 1.38601457
#> exo3 0.48623154 0.5194140 -0.3177867 1.14708267
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001142291 0.0002929235 0.000892793 0.001673215
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003465226 0.001444831 -0.001594218 0.002414344
#> Sigma[2,2] 0.1643989976 0.042929528 0.108493267 0.231933659
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002421375 0.003598303 -0.002591573 0.006780651
#> Sigma[3,2] -0.148403200 0.063094472 -0.230125238 -0.054195851
#> Sigma[3,3] 0.859781464 0.158964261 0.692528464 1.119676188
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002601295 0.003308478 -0.002157866 0.00686641
#> Sigma[4,2] -0.019539544 0.077928794 -0.108643395 0.10161141
#> Sigma[4,3] 0.748063829 0.141783387 0.593716978 0.94864945
#> Sigma[4,4] 0.737458008 0.156650287 0.566373037 0.99041675
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01364530 0.02179503 0.9841514297 1.044200152
#> lag1_var2 -0.15562056 0.16853132 -0.4043001893 0.023820351
#> lag1_var3 -0.20145530 0.22290891 -0.5257407506 0.045589839
#> lag1_var4 0.19513331 0.22120063 -0.0511658144 0.515021995
#> const 0.22277214 0.56114933 -0.6594905061 0.850101979
#> exo1 0.02568280 0.02017685 -0.0008378598 0.052799871
#> exo2 -0.05044671 0.02924775 -0.0879605129 -0.006555593
#> exo3 -0.05620851 0.03170561 -0.0819116086 -0.001540523
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4240371 0.1661826 -0.577573453 -0.1509928
#> lag1_var2 1.2924290 1.4000682 -0.454224866 3.5469557
#> lag1_var3 0.9187842 1.8124182 -1.315229766 3.8668862
#> lag1_var4 -0.8483701 1.8013449 -3.774971734 1.3688828
#> const 4.6393741 3.8026201 -1.001946833 9.0013630
#> exo1 -0.2630005 0.5282120 -1.076432185 0.3251147
#> exo2 0.4162856 0.4993783 0.004874585 1.2390755
#> exo3 0.2991796 0.4015442 -0.235600847 0.8079073
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5682874 0.3181040 0.1130097 0.9415698
#> lag1_var2 -1.4528464 2.1248031 -4.8488000 1.1814495
#> lag1_var3 -1.5027646 2.5956042 -5.5945831 1.6553217
#> lag1_var4 2.4148078 2.5802013 -0.7237865 6.5074064
#> const -6.7832339 6.9969389 -13.7828396 3.7383923
#> exo1 0.1189329 0.8854914 -1.3557604 1.1228214
#> exo2 1.2021401 1.3569745 -0.8427482 2.8743971
#> exo3 1.7803419 1.1497234 0.1824315 3.2993848
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24235315 0.2801785 -0.1764943 0.5472482
#> lag1_var2 -0.86699262 2.0520054 -3.7047579 2.1099422
#> lag1_var3 -1.33267902 2.6501385 -4.8088052 2.5457973
#> lag1_var4 2.30335124 2.6426936 -1.5375265 5.7839341
#> const -3.56505733 5.5999432 -8.9184839 4.9352150
#> exo1 -0.09279935 0.6733175 -1.1289343 0.7555686
#> exo2 1.53818871 1.1015070 0.1239530 2.9123071
#> exo3 2.02361937 1.2295775 0.3367979 3.6728129
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001217303 0.0002733259 0.0009316302 0.001627461
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003215441 0.002240437 -0.005539706 0.000616392
#> Sigma[2,2] 0.095880795 0.016572125 0.078179565 0.120644617
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002770109 0.003696804 -0.008989561 0.0009416408
#> Sigma[3,2] -0.139278824 0.029720058 -0.179504497 -0.1025601057
#> Sigma[3,3] 0.295411414 0.077731062 0.198194326 0.4050685944
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005638694 0.002402453 -0.008912955 -0.002773977
#> Sigma[4,2] -0.064049631 0.021726341 -0.091944798 -0.035820364
#> Sigma[4,3] 0.189827510 0.059370384 0.115704109 0.276072011
#> Sigma[4,4] 0.143444073 0.045121340 0.089927669 0.209618331
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9774574926 0.007816936 0.96491060 0.98577537
#> lag1_var2 -0.0006965733 0.096823220 -0.14038919 0.12367292
#> lag1_var3 0.0241366378 0.125368845 -0.15570598 0.18656206
#> lag1_var4 -0.0334218896 0.125215069 -0.19640164 0.14513227
#> const 1.4792157406 0.259936441 1.04165266 1.73205152
#> exo1 0.0137191614 0.028670624 -0.02538383 0.05445351
#> exo2 -0.0307103214 0.033295341 -0.06823832 0.01444893
#> exo3 0.0095182486 0.037152775 -0.04397686 0.06017105
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03192780 0.1606228 -0.1287335 0.2984547
#> lag1_var2 0.05563051 0.8371923 -1.1485644 0.9372359
#> lag1_var3 -0.83335149 1.0898411 -2.3998248 0.3343278
#> lag1_var4 0.84021592 1.0832479 -0.3249710 2.3792543
#> const -0.37021768 4.8571946 -7.9315588 4.9576432
#> exo1 -0.02868354 0.2434206 -0.2814884 0.3681086
#> exo2 0.88050285 0.3171069 0.4427279 1.3121747
#> exo3 0.30655480 0.2111620 0.0304098 0.5866998
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07126816 0.1810789 -0.2167700 0.2885698
#> lag1_var2 0.95055492 1.0370059 -0.5270045 1.9633336
#> lag1_var3 1.63646649 1.3864432 -0.4400646 2.9701772
#> lag1_var4 -0.68932308 1.3800180 -1.9881836 1.3844308
#> const 0.78096123 6.6912190 -7.4200539 10.7941320
#> exo1 -0.01659416 0.4747612 -0.6853479 0.5711326
#> exo2 -2.78438790 0.5205819 -3.5531003 -2.1979547
#> exo3 0.01028366 0.3991680 -0.5063441 0.5787323
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08961677 0.08709821 -0.01787208 0.2196457
#> lag1_var2 0.53091594 0.82487249 -0.70465488 1.5208742
#> lag1_var3 0.37474284 1.11019206 -1.37302096 1.7137139
#> lag1_var4 0.58813213 1.10207883 -0.73724850 2.3326604
#> const -0.17882608 3.49248084 -5.58633829 3.8976908
#> exo1 -0.04130755 0.36388891 -0.54861182 0.4339175
#> exo2 -2.18538396 0.38819684 -2.75554569 -1.7087720
#> exo3 0.26447986 0.28873381 -0.13879740 0.6398909
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006340926 0.0001497883 0.0004667627 0.0008664243
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01107248 0.002523879 -0.01487122 -0.008145825
#> Sigma[2,2] 0.40498408 0.091493748 0.27969737 0.537842247
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008925527 0.002089822 0.006899592 0.01220575
#> Sigma[3,2] -0.285773839 0.065532635 -0.378377567 -0.20105033
#> Sigma[3,3] 0.229093971 0.056864598 0.169383579 0.31719788
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002001304 0.0008746622 0.001030634 0.003117253
#> Sigma[4,2] -0.029284965 0.0199107536 -0.061003154 -0.009600528
#> Sigma[4,3] 0.050005068 0.0219414568 0.027419944 0.084446567
#> Sigma[4,4] 0.033681368 0.0123662325 0.019097686 0.052841358
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94781118 0.02873337 0.915505565 0.99182765
#> lag1_var2 -0.08190461 0.02766157 -0.117100271 -0.04082946
#> lag1_var3 -0.13741068 0.04480167 -0.199232514 -0.07170435
#> lag1_var4 0.13564552 0.04184493 0.075435100 0.19662254
#> const 1.32291596 0.43754661 0.713234251 1.81687709
#> exo1 -0.01675076 0.02742160 -0.058159143 0.01692307
#> exo2 -0.05317739 0.03204373 -0.100873680 -0.01873709
#> exo3 0.05793009 0.03208465 0.008042536 0.08930792
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3401826 0.8254530 -0.97309013 1.422359
#> lag1_var2 1.2550423 1.1921043 -0.61294190 2.616125
#> lag1_var3 1.0364906 2.0137230 -2.12919198 3.383002
#> lag1_var4 -1.1562113 1.8303391 -3.20202817 1.735097
#> const 1.9039049 8.8506361 -8.46232131 14.702463
#> exo1 1.1523593 0.6793721 0.10800731 2.019480
#> exo2 0.7860759 0.4582906 0.06886518 1.243766
#> exo3 0.1946828 0.8965225 -0.89924342 1.400949
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1736231 0.6287176 -0.6401843 1.14412815
#> lag1_var2 -1.0742325 0.7295719 -1.9224761 -0.01169415
#> lag1_var3 -1.2151545 1.2071672 -2.5934931 0.58836861
#> lag1_var4 2.1572068 1.0871796 0.5230773 3.39152340
#> const -1.8805921 7.8758209 -13.3443551 7.41377581
#> exo1 -0.6160597 0.6155889 -1.3913586 0.39913909
#> exo2 -1.3501875 0.3859427 -1.7498840 -0.76332620
#> exo3 0.4185803 0.7240928 -0.5510359 1.38684734
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4170290 0.1940672 0.09855129 0.6499490
#> lag1_var2 -0.8310845 0.2228534 -1.15958742 -0.5432476
#> lag1_var3 -1.4384511 0.3722150 -1.98846146 -0.9351415
#> lag1_var4 2.3092984 0.3462789 1.83633047 2.8104851
#> const -1.6314103 2.9838348 -5.17729005 2.6839543
#> exo1 0.1189251 0.2592460 -0.18317140 0.4894770
#> exo2 -0.9031753 0.1739679 -1.11614087 -0.6203881
#> exo3 0.5777959 0.2412183 0.28350164 0.9090893
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003994904 0.0001555269 0.0002597673 0.00066863
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006552208 0.002964455 -0.01068003 -0.002710275
#> Sigma[2,2] 0.627191137 0.137210521 0.47199607 0.836581970
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004731113 0.002786999 0.001011474 0.008265047
#> Sigma[3,2] -0.496026368 0.113104797 -0.645716410 -0.353120126
#> Sigma[3,3] 0.452410105 0.123053999 0.309998770 0.651216282
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003583015 0.001165991 -0.0009710823 0.002222784
#> Sigma[4,2] -0.0795889378 0.056005890 -0.1706590154 -0.012944700
#> Sigma[4,3] 0.1259285909 0.058161054 0.0722226007 0.228467077
#> Sigma[4,4] 0.0762295077 0.025546087 0.0493095212 0.119484902
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980430101 0.01772337 0.95843420 1.00560687
#> lag1_var2 -0.181454495 0.08127673 -0.31888139 -0.09093536
#> lag1_var3 -0.273182682 0.12528390 -0.48453109 -0.13237612
#> lag1_var4 0.263228556 0.12416976 0.12214971 0.47411761
#> const 1.211744900 0.37872636 0.65885920 1.63957486
#> exo1 -0.008490081 0.01559866 -0.02780989 0.01414725
#> exo2 -0.046039805 0.02070956 -0.06686132 -0.01019841
#> exo3 0.050884182 0.01868193 0.02143874 0.07355226
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2467028 0.4489938 -0.8858307 0.3694897
#> lag1_var2 2.4895693 2.9507904 -1.3713676 6.8754213
#> lag1_var3 2.5812544 4.5018065 -3.3481558 9.3306244
#> lag1_var4 -2.4875463 4.5199099 -9.2404674 3.4817585
#> const 1.5178116 8.3736501 -7.5848974 13.7392676
#> exo1 0.1064782 0.5760942 -0.6653090 0.9064211
#> exo2 -0.1758645 0.8812440 -1.4696457 1.0603963
#> exo3 0.1074630 1.0817145 -1.3342358 1.4915434
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.156776723 0.4627336 -0.4546859 0.8056279
#> lag1_var2 -0.330798670 2.5950978 -4.1434438 2.9893128
#> lag1_var3 0.282374144 3.9521000 -5.4460584 5.3674431
#> lag1_var4 0.613454296 3.9502888 -4.4973708 6.3261106
#> const 2.059018185 6.4370771 -7.7256584 8.6125418
#> exo1 -0.172769733 0.5778538 -0.9769399 0.4942398
#> exo2 -0.083793861 0.5750430 -0.8395701 0.6849502
#> exo3 -0.002506848 0.7509395 -0.8439431 1.1498778
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02119153 0.2054684 -0.345942533 0.23677592
#> lag1_var2 1.01619328 0.7475659 -0.017278704 1.90161861
#> lag1_var3 1.53630768 1.1312769 -0.002566395 2.90788528
#> lag1_var4 -0.56640537 1.1036606 -1.911516984 0.94052074
#> const 2.67621610 3.0683251 -0.914704249 7.56656611
#> exo1 -0.10270689 0.3085778 -0.490367613 0.34456265
#> exo2 -0.21345366 0.2231491 -0.562691003 0.03834486
#> exo3 0.06821658 0.2458464 -0.268756039 0.42621462
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001583923 4.875408e-05 9.719259e-05 0.0002258774
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001679545 0.0007652834 -0.00294186 -0.0007714858
#> Sigma[2,2] 0.208835400 0.0417484567 0.15779058 0.2728275142
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001426295 0.0008696489 0.0005954104 0.002867948
#> Sigma[3,2] -0.176503030 0.0452388704 -0.2402115187 -0.125912498
#> Sigma[3,3] 0.218652058 0.0559319061 0.1604982617 0.292922843
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003496572 0.0006165042 -0.0002659855 0.001435959
#> Sigma[4,2] -0.0412377369 0.0241625670 -0.0747412531 -0.010586100
#> Sigma[4,3] 0.1065101706 0.0298054081 0.0717854009 0.146633536
#> Sigma[4,4] 0.0822491745 0.0181748277 0.0602522294 0.108169723
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965211116 0.007905977 0.956947936 0.97680757
#> lag1_var2 -0.086838679 0.026762768 -0.116258445 -0.04092751
#> lag1_var3 -0.139405496 0.041973998 -0.188041931 -0.06802364
#> lag1_var4 0.131397564 0.039942808 0.063718753 0.17747682
#> const 1.454620307 0.092062851 1.365611644 1.60264141
#> exo1 -0.002617156 0.017607112 -0.028516817 0.01742694
#> exo2 -0.030791660 0.013182746 -0.048710034 -0.01353924
#> exo3 0.020482515 0.011112139 0.004999707 0.03718546
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1403324 0.2225169 -0.3592419 0.1827924
#> lag1_var2 2.8718909 1.3505212 1.0092892 4.7259870
#> lag1_var3 3.5190698 2.1103323 0.6403864 6.3998576
#> lag1_var4 -3.5002505 2.0468836 -6.2638984 -0.7328680
#> const 4.2120884 5.2002002 -4.4900120 8.5012608
#> exo1 -0.2550835 0.5066055 -0.8258934 0.4867153
#> exo2 0.5545486 0.3302954 0.2164118 1.0790146
#> exo3 0.1360173 0.4000837 -0.3250540 0.7268771
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04065874 0.2982630 -0.4680936 0.3347828
#> lag1_var2 -0.49044222 1.5292861 -2.8082594 1.3770067
#> lag1_var3 -0.40010672 2.4334743 -4.0582759 2.5530674
#> lag1_var4 1.38574243 2.3583652 -1.5400105 4.9117444
#> const 0.44793161 5.2044522 -6.1135484 7.9188721
#> exo1 0.30201235 0.5588786 -0.5389433 0.8668676
#> exo2 -0.58079394 0.3303785 -1.0561690 -0.1980449
#> exo3 -0.14311012 0.4890517 -0.9384208 0.3619536
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13952684 0.2117407 -0.4760538 0.13063668
#> lag1_var2 0.96893477 0.9866376 -0.6449589 2.02662635
#> lag1_var3 1.25171915 1.5997379 -1.4194589 2.92832582
#> lag1_var4 -0.24063218 1.5464628 -1.8169080 2.35795380
#> const 2.50947822 4.6374254 -2.9667994 9.46803103
#> exo1 0.13564107 0.3537195 -0.3197587 0.64046241
#> exo2 -0.21859554 0.2166003 -0.5227217 0.04808941
#> exo3 -0.05364475 0.3195783 -0.4811345 0.38731059
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003805541 0.0001037436 0.000267534 0.0005461383
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002897914 0.0004719874 -0.0008552014 0.0003985701
#> Sigma[2,2] 0.0242652227 0.0063075134 0.0190024371 0.0355755387
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003124987 0.0004168456 -0.0008644747 0.0003288025
#> Sigma[3,2] -0.0091893308 0.0039088092 -0.0155909960 -0.0049009657
#> Sigma[3,3] 0.0135498016 0.0023565022 0.0111793537 0.0171265371
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004899843 0.0003307063 -0.0009042608 0.0000418018
#> Sigma[4,2] 0.0002012838 0.0027094296 -0.0038939130 0.0029551803
#> Sigma[4,3] 0.0104818148 0.0018380071 0.0086325954 0.0132896449
#> Sigma[4,4] 0.0111828297 0.0022690896 0.0080273185 0.0139621927
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97012154 0.007057788 0.95823769 0.97707251
#> lag1_var2 -0.01237560 0.033660020 -0.05011570 0.04021345
#> lag1_var3 -0.04134415 0.081439635 -0.13435790 0.08218743
#> lag1_var4 0.02319956 0.077854923 -0.09553921 0.11330629
#> const 1.44055297 0.174653355 1.22035106 1.66219191
#> exo1 0.01158186 0.018793015 -0.01043003 0.03803617
#> exo2 -0.06365970 0.019251738 -0.08640304 -0.03991621
#> exo3 -0.01089024 0.017921203 -0.03018338 0.01318660
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4432096 0.0848152 0.3207235 0.54498341
#> lag1_var2 -0.5397916 0.2113163 -0.7247977 -0.18527534
#> lag1_var3 -1.5979976 0.5968349 -2.1462050 -0.59450236
#> lag1_var4 1.6192185 0.5745004 0.6592408 2.15101803
#> const -1.9347366 1.4894178 -4.4094243 -0.24770864
#> exo1 -0.0925960 0.1437856 -0.3008442 0.09250807
#> exo2 2.3566905 0.1476209 2.1438062 2.51556458
#> exo3 1.2945122 0.1503114 1.1513031 1.52553065
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19009288 0.05863743 -0.2626740 -0.1107790
#> lag1_var2 0.60400219 0.15279501 0.3810952 0.7943949
#> lag1_var3 1.66434671 0.39679940 1.1191511 2.1794450
#> lag1_var4 -0.66014249 0.38996683 -1.1701236 -0.1232747
#> const 0.73532659 1.29156936 -0.8496622 2.4345266
#> exo1 -0.02265431 0.10809566 -0.1514792 0.1383343
#> exo2 -1.16151932 0.11503831 -1.3358469 -1.0648179
#> exo3 -0.23067566 0.10039796 -0.3849205 -0.1108828
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05002031 0.04791776 -0.10608667 0.02914682
#> lag1_var2 0.16864239 0.13342894 -0.01382021 0.33026350
#> lag1_var3 0.44679426 0.32849106 0.03174133 0.88033123
#> lag1_var4 0.59663448 0.31900911 0.18256516 1.00703308
#> const -0.51256307 1.15273685 -2.03732374 0.99517811
#> exo1 -0.05960425 0.11908399 -0.25104195 0.07470890
#> exo2 -0.25781477 0.12880342 -0.44051791 -0.11600350
#> exo3 0.28929740 0.10490547 0.15362924 0.41299573
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003391435 0.0001150935 0.0002421511 0.0005279248
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008838673 0.002543203 -0.01302236 -0.006984051
#> Sigma[2,2] 0.439117995 0.096529601 0.32263138 0.565124915
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01035111 0.003835249 0.007589141 0.01669346
#> Sigma[3,2] -0.46432235 0.108333684 -0.616447410 -0.34395827
#> Sigma[3,3] 0.63058675 0.142232361 0.480858249 0.85393085
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004771207 0.002331558 0.002757228 0.00855155
#> Sigma[4,2] -0.184937433 0.053454472 -0.270914984 -0.13525492
#> Sigma[4,3] 0.341953603 0.081719443 0.261259429 0.47625653
#> Sigma[4,4] 0.231945983 0.053102584 0.172098746 0.31413462
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94412111 0.009928696 0.928296277 0.954891152
#> lag1_var2 -0.04432456 0.028097553 -0.076555245 -0.002758028
#> lag1_var3 -0.07273153 0.046274380 -0.129972267 -0.005275716
#> lag1_var4 0.07368797 0.044972742 0.009136504 0.131049879
#> const 1.37769310 0.157433275 1.185081921 1.593569946
#> exo1 -0.03011455 0.024080364 -0.061353319 0.002730222
#> exo2 -0.03622997 0.015925113 -0.049748806 -0.007749003
#> exo3 0.03394369 0.014655326 0.015593644 0.053235527
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006452562 0.2925484 -0.4954650 0.3134848
#> lag1_var2 0.736744512 1.0357937 -0.6720889 2.1272276
#> lag1_var3 -0.065947730 1.6698350 -2.3058362 2.1676873
#> lag1_var4 0.062860114 1.5990798 -2.0329654 2.2023862
#> const 1.505925722 7.9600933 -8.4002742 12.8201877
#> exo1 0.209000295 0.6695692 -0.6616275 1.1515184
#> exo2 0.275506129 0.5105122 -0.3587053 1.0305592
#> exo3 -1.020273588 0.5396040 -1.7826470 -0.2901739
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51762283 0.5209953 -0.2806457 1.12612315
#> lag1_var2 -0.09116845 1.2214826 -2.1324547 0.81637484
#> lag1_var3 0.81369208 1.9731944 -2.4231617 2.36277155
#> lag1_var4 0.02427702 1.8643023 -1.4668535 3.08693810
#> const -2.31423179 11.3912628 -16.9016305 15.04104976
#> exo1 -0.44913861 0.7641190 -1.4724273 0.55822516
#> exo2 -0.59679020 0.3588760 -1.0588502 -0.03251539
#> exo3 1.23969128 0.6923061 0.3895244 2.15241768
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54453236 0.4081036 -0.13485808 0.9293780
#> lag1_var2 -0.09796043 0.7985985 -1.35248338 0.8351730
#> lag1_var3 0.03244154 1.2792374 -1.92714554 1.6298162
#> lag1_var4 0.80668147 1.2033686 -0.69852744 2.6385223
#> const -2.27535024 7.3183490 -10.35202837 9.6154196
#> exo1 -0.32495095 0.4206521 -0.74891817 0.3116314
#> exo2 -0.41626610 0.2375865 -0.78290970 -0.1190457
#> exo3 0.55294365 0.4155247 0.04100291 1.0943083
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001435542 0.002258799 0.0004906169 0.004777232
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004928843 0.002333421 -0.004053251 0.001626213
#> Sigma[2,2] 0.0581004076 0.008554684 0.046359781 0.070240614
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01643208 0.01952104 0.004188106 0.04748116
#> Sigma[3,2] -0.02227779 0.03848690 -0.082226975 0.02291182
#> Sigma[3,3] 0.74257638 0.19002574 0.519869378 1.02138139
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01688204 0.01878647 0.005491044 0.04720911
#> Sigma[4,2] 0.01677808 0.04256934 -0.049575611 0.06528030
#> Sigma[4,3] 0.76009141 0.17967990 0.549873276 1.02334769
#> Sigma[4,4] 0.80547537 0.16728574 0.612577416 1.04618574
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987983331 0.02399808 0.95420109 1.02081341
#> lag1_var2 -0.168143897 0.10742505 -0.33469953 -0.05890512
#> lag1_var3 -0.264026140 0.17078906 -0.53727826 -0.07978083
#> lag1_var4 0.254044011 0.16348457 0.07795167 0.51598147
#> const 0.972631171 0.49020282 0.21444579 1.54728271
#> exo1 0.048166099 0.01833380 0.02646558 0.07083924
#> exo2 -0.040732133 0.07501950 -0.10231504 0.08579598
#> exo3 -0.007366868 0.03173560 -0.05716637 0.03579555
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3335883 0.2387552 -0.003918800 0.6388840
#> lag1_var2 -0.3523542 0.6132350 -1.195388804 0.4327166
#> lag1_var3 -1.2909694 0.7653993 -2.215539511 -0.1996830
#> lag1_var4 1.1615321 0.7095779 0.137128731 1.9995799
#> const 1.8805866 2.9344592 -1.066354015 6.8049315
#> exo1 -0.1044334 0.2083584 -0.411335728 0.1556314
#> exo2 0.3934991 0.2985645 0.005625838 0.7915296
#> exo3 -1.0536928 0.2133227 -1.415872766 -0.8556051
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8677715 0.5595962 1.003884 2.4848375
#> lag1_var2 -6.4934651 1.8713899 -8.905743 -4.2330700
#> lag1_var3 -9.4026172 3.0491135 -13.432178 -5.2700378
#> lag1_var4 9.9535626 2.9542536 5.899318 13.8817994
#> const -17.3406514 11.5872424 -31.449129 0.5425838
#> exo1 -0.1137595 0.3749689 -0.577425 0.4284059
#> exo2 -3.9876343 0.9515845 -5.141412 -2.5740461
#> exo3 -0.5360821 0.7192027 -1.622806 0.3145484
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1853618 0.5144491 1.4434211 2.7387085
#> lag1_var2 -7.5220926 1.8870016 -10.1439101 -5.0667439
#> lag1_var3 -11.4651541 3.0716766 -15.8675285 -7.4300717
#> lag1_var4 11.9174440 2.9757358 8.0404088 16.1933524
#> const -17.6434734 10.8030257 -29.2634536 -0.5159703
#> exo1 -0.1811308 0.4072544 -0.6718455 0.4479315
#> exo2 -3.8187732 0.9766107 -5.0687702 -2.4853228
#> exo3 -1.2663088 0.7688422 -2.4160784 -0.3116786
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004621073 0.0001124824 0.0003193305 0.0005985593
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000738016 0.002730405 -0.001624977 0.005733881
#> Sigma[2,2] 0.439529314 0.095870560 0.342207987 0.601422915
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001379908 0.002027488 -0.003776041 0.001122846
#> Sigma[3,2] -0.162013827 0.061687618 -0.262912867 -0.090715635
#> Sigma[3,3] 0.192520197 0.038937847 0.150253563 0.249741053
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001102683 0.001742202 -0.003605663 0.0007588348
#> Sigma[4,2] 0.065245476 0.036015420 0.006693874 0.1055161608
#> Sigma[4,3] 0.110997208 0.018491724 0.086225059 0.1308278556
#> Sigma[4,4] 0.147106629 0.021967906 0.121614380 0.1808640544
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.948816465 0.01556393 0.92852649 0.97218590
#> lag1_var2 -0.058316534 0.07604007 -0.14646343 0.05566497
#> lag1_var3 -0.122615544 0.14111878 -0.28518293 0.08481710
#> lag1_var4 0.126293719 0.14023689 -0.08145647 0.28504239
#> const 1.182458876 0.36355194 0.69793557 1.63698679
#> exo1 -0.003846442 0.02011340 -0.03581632 0.01497802
#> exo2 -0.039964489 0.03128823 -0.08808173 -0.01464839
#> exo3 0.010201089 0.02423381 -0.02750224 0.03892774
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0677806 0.6268928 0.2404109 1.8534660
#> lag1_var2 -0.7577839 1.6620423 -2.7015009 1.9192583
#> lag1_var3 -3.1223863 3.1921609 -7.0008846 1.9822261
#> lag1_var4 2.7620633 3.0476526 -2.0339422 6.3816329
#> const -9.2377699 10.4030483 -25.5205610 -0.7516627
#> exo1 -0.3254953 0.3722321 -0.7329841 0.2510681
#> exo2 1.3101728 0.3584617 0.8591115 1.8031376
#> exo3 0.5816060 0.6294810 -0.5306815 1.1937286
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3585412 0.3678079 -0.23564382 0.7962589
#> lag1_var2 0.5979791 1.1076094 -0.88225706 1.8606556
#> lag1_var3 2.0115979 2.1502873 -0.81440046 4.4535975
#> lag1_var4 -1.2422043 1.9960867 -3.53764552 1.4013993
#> const 2.1312148 4.3254637 -2.27751638 7.9788534
#> exo1 -0.1960848 0.4787319 -0.89166402 0.4008387
#> exo2 -0.6313370 0.3889844 -1.07605099 -0.1004667
#> exo3 0.5941976 0.4013088 -0.04873062 1.0572765
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92899735 0.4177926 0.3357869 1.4392070
#> lag1_var2 -0.12596380 1.1552670 -1.7435677 1.3620320
#> lag1_var3 -0.24160472 2.1297568 -3.1982732 2.5185335
#> lag1_var4 0.82501423 2.0491371 -1.8335804 3.6754937
#> const -3.14024633 5.9368015 -10.4421520 4.4739560
#> exo1 -0.37225739 0.4786942 -1.0887332 0.1373855
#> exo2 0.04507739 0.4426566 -0.5330827 0.6726638
#> exo3 0.95768740 0.4390642 0.3658940 1.5411335
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001300859 0.0002731594 0.00100601 0.001690371
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01295442 0.0040042 -0.01916567 -0.008077326
#> Sigma[2,2] 0.45610947 0.1069058 0.31800457 0.576929619
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008703815 0.004718563 0.00386988 0.01558205
#> Sigma[3,2] -0.163253742 0.080267416 -0.28216980 -0.07159857
#> Sigma[3,3] 0.693620789 0.125185293 0.51869355 0.85326712
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005187354 0.004306509 -0.00548389 0.005969859
#> Sigma[4,2] 0.1460983705 0.056914103 0.07701005 0.239274897
#> Sigma[4,3] 0.6271800701 0.130186459 0.45170059 0.808307121
#> Sigma[4,4] 0.7743073764 0.138283441 0.60560862 0.983475263
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.017455854 0.02364474 0.98595704 1.04948612
#> lag1_var2 -0.179513766 0.07675420 -0.30656360 -0.09979493
#> lag1_var3 -0.283424292 0.11657931 -0.47764012 -0.16328309
#> lag1_var4 0.261665462 0.10670985 0.15174872 0.43949662
#> const 1.014928806 0.30621291 0.55886039 1.38286217
#> exo1 0.027563423 0.03441435 -0.02129012 0.06990375
#> exo2 -0.227068022 0.04003016 -0.28247321 -0.18089918
#> exo3 0.009865659 0.04732923 -0.05644112 0.08146626
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0280135 0.3766313 -0.5252419 0.4298791
#> lag1_var2 0.7974879 1.2577436 -0.8945099 2.4323826
#> lag1_var3 0.2291294 1.8894044 -2.3078421 2.7716390
#> lag1_var4 -0.2014977 1.7494669 -2.5495620 2.1556405
#> const 0.9478089 9.9227784 -15.8274221 10.7583813
#> exo1 -0.0188870 0.4495507 -0.5638886 0.6543165
#> exo2 7.8290678 0.9366717 6.7493103 9.1115743
#> exo3 -0.7964776 0.9706825 -2.3505115 0.2751608
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.82138359 0.4636131 1.22466374 2.53674719
#> lag1_var2 -0.07635324 1.7568460 -2.19311841 2.69165936
#> lag1_var3 0.63417780 2.7966478 -2.78862097 5.06944298
#> lag1_var4 -0.13747980 2.5781922 -4.21169990 3.05065653
#> const -12.63227727 9.3032939 -25.39357669 -1.88638825
#> exo1 1.03411113 0.7794227 0.07717907 2.22814673
#> exo2 -6.77604846 0.5662632 -7.63133013 -6.20810708
#> exo3 -1.36870463 0.9332110 -2.18315496 0.03126086
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.93586979 0.4101429 1.35451207 2.3696597
#> lag1_var2 -0.05269609 1.6451305 -1.98422864 2.4492757
#> lag1_var3 0.01993214 2.6257881 -2.90984555 4.0898233
#> lag1_var4 0.47606086 2.4400635 -3.33598525 3.1426694
#> const -14.04501543 11.8124218 -28.18604278 1.2113961
#> exo1 1.08684058 0.7823485 0.07672539 2.2833112
#> exo2 -1.67462150 0.7430982 -2.67709923 -0.5626781
#> exo3 -2.20779239 0.8470872 -3.26708334 -0.8985175
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000744603 0.0001336751 0.0006395198 0.000982899
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003727483 0.001340343 -0.005260399 -0.002054875
#> Sigma[2,2] 0.122958961 0.025701418 0.087771843 0.151772887
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009361445 0.003703609 0.005326887 0.01527674
#> Sigma[3,2] -0.236363302 0.050208540 -0.290800746 -0.16491447
#> Sigma[3,3] 1.291463729 0.096518210 1.162696190 1.42239029
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007143357 0.003371914 0.003157897 0.01223896
#> Sigma[4,2] -0.155576218 0.041296004 -0.209564200 -0.09915451
#> Sigma[4,3] 1.174202618 0.092299150 1.034976698 1.27114974
#> Sigma[4,4] 1.112105287 0.096423325 0.967800647 1.21082931
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95653536 0.02217095 0.92872508 0.98643679
#> lag1_var2 -0.07518403 0.09600122 -0.19325445 0.04090390
#> lag1_var3 -0.10461545 0.13383551 -0.26267955 0.06421544
#> lag1_var4 0.10261899 0.12668133 -0.05777241 0.25184289
#> const 1.29830713 0.30318290 0.96156425 1.79023635
#> exo1 0.01949005 0.02840704 -0.00459137 0.06890686
#> exo2 -0.13521579 0.02717869 -0.17698309 -0.10668537
#> exo3 0.09030900 0.04802083 0.03239367 0.14930743
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1301436 0.2103426 -0.1317368 0.3972679
#> lag1_var2 0.6726429 0.9268428 -0.8432076 1.6722990
#> lag1_var3 0.1648747 1.2257167 -1.8628387 1.3754462
#> lag1_var4 -0.2017929 1.1637635 -1.3380249 1.7127201
#> const 1.2078946 5.5427980 -8.1164407 6.9848334
#> exo1 0.2067320 0.2675163 -0.1507733 0.5690168
#> exo2 3.4663905 0.2148004 3.2708915 3.8432845
#> exo3 -0.7561862 0.5813028 -1.3715035 0.1573732
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09870603 0.6231783 -0.7324841 0.8458421
#> lag1_var2 -0.64063080 3.1135260 -4.3503727 3.8223483
#> lag1_var3 -1.77324950 4.2241759 -6.6988329 4.1855910
#> lag1_var4 2.69388805 4.0066663 -2.9543991 7.3470100
#> const 3.14936164 12.4588037 -12.0226510 21.7157593
#> exo1 -0.31751338 0.5250711 -1.1049341 0.3209698
#> exo2 -9.97932381 0.5210023 -10.6083907 -9.3168947
#> exo3 -0.09524152 1.9011818 -2.6963833 2.1598296
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002089844 0.6485869 -0.8155962 0.9717518
#> lag1_var2 -0.714853256 2.8131074 -3.8480046 3.3876643
#> lag1_var3 -2.506031294 3.8525029 -6.7422613 3.0528971
#> lag1_var4 3.406857800 3.6520194 -1.8744101 7.4133324
#> const 3.247012327 10.2993427 -10.5624513 17.5886332
#> exo1 -0.177911362 0.5431855 -0.9863579 0.5615983
#> exo2 -7.857585713 0.6091248 -8.6192312 -7.0046619
#> exo3 -0.631220967 1.5946291 -2.6714750 1.2727589
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004260216 0.0001030404 0.0003359209 0.0006066416
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001616219 0.0008401229 -0.00288809 -0.0007203391
#> Sigma[2,2] 0.041300850 0.0116759252 0.02688302 0.0574326483
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006819346 0.002244068 -0.003231174 0.002930022
#> Sigma[3,2] -0.0240878861 0.018973519 -0.053507759 0.001773740
#> Sigma[3,3] 0.4106784656 0.077417926 0.304038547 0.515160764
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001712166 0.002309036 -0.004555569 0.001908201
#> Sigma[4,2] 0.001085053 0.020081081 -0.021348548 0.032432035
#> Sigma[4,3] 0.408381690 0.075955968 0.296345467 0.497392149
#> Sigma[4,4] 0.421844264 0.079914398 0.298593163 0.506359186
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.013351584 0.01178344 0.99898381 1.027873210
#> lag1_var2 -0.300695357 0.09513144 -0.45341891 -0.185714203
#> lag1_var3 -0.485747701 0.15430469 -0.74411941 -0.320431883
#> lag1_var4 0.468730198 0.14927730 0.30645769 0.718541369
#> const 0.754530388 0.42436733 0.10890821 1.233301592
#> exo1 -0.005457927 0.01424452 -0.02546435 0.011313312
#> exo2 -0.174885217 0.02129876 -0.20075580 -0.143632146
#> exo3 -0.025679008 0.02231988 -0.05226767 0.006128889
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2589080 0.1057832 -0.41303210 -0.1357321
#> lag1_var2 1.1021946 0.6323255 0.41319848 2.1374743
#> lag1_var3 0.4608462 1.0514283 -0.72879631 2.1597767
#> lag1_var4 -0.3862490 1.0269088 -2.03564760 0.7822163
#> const 2.7016311 2.4278009 0.47262779 6.7282863
#> exo1 0.2807918 0.1728974 0.07237539 0.5447910
#> exo2 0.5221948 0.2054188 0.25302956 0.7406287
#> exo3 1.0995555 0.1905639 0.80316444 1.2739612
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8647718 0.2841497 0.455360 1.2402202
#> lag1_var2 4.3447975 1.8768148 2.065686 6.7399580
#> lag1_var3 6.3133321 3.0321584 2.731309 10.1120265
#> lag1_var4 -5.8507741 2.9848967 -9.566896 -2.2922594
#> const 6.7219862 7.2262279 -0.564906 18.2566122
#> exo1 -0.3398573 0.8153737 -1.621144 0.7554225
#> exo2 -5.0701697 0.4739203 -5.868706 -4.6298780
#> exo3 -2.6919170 0.8980767 -3.720973 -1.2087413
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7268814 0.3211057 0.2354817 1.1170646
#> lag1_var2 4.7930032 1.7307632 2.6002835 7.0804571
#> lag1_var3 6.1794801 2.7037370 2.9299257 9.7601130
#> lag1_var4 -5.6746826 2.6665966 -9.1889950 -2.4306916
#> const 7.9554273 8.8052952 -0.6445443 22.4169785
#> exo1 -0.1782576 0.8460929 -1.4517978 1.0036883
#> exo2 -4.8793944 0.4979566 -5.7111964 -4.4126435
#> exo3 -2.1201773 0.8524512 -3.1163997 -0.7662877
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002152934 0.0005144363 0.00148746 0.00290108
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003645789 0.0009488753 -0.004922231 -0.002288718
#> Sigma[2,2] 0.017765659 0.0036204950 0.013763375 0.023001697
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000493719 0.001038570 -0.002022062 0.0008222288
#> Sigma[3,2] -0.000374912 0.002666093 -0.002347019 0.0037985176
#> Sigma[3,3] 0.023302955 0.002906739 0.019855979 0.0273592393
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002345287 0.001320364 -0.004406231 -0.0008022821
#> Sigma[4,2] 0.008615028 0.004045134 0.004903489 0.0150789776
#> Sigma[4,3] 0.023486260 0.002853414 0.019504123 0.0271872254
#> Sigma[4,4] 0.028255531 0.003660522 0.023383892 0.0334347753
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93329610 0.03472327 0.89728111 0.99268444
#> lag1_var2 -0.16643516 0.10318065 -0.29097128 -0.02826108
#> lag1_var3 -0.23223507 0.20613317 -0.47602375 0.05971624
#> lag1_var4 0.24553599 0.19576688 -0.03468105 0.46117194
#> const 1.08405338 0.37344435 0.57442941 1.60981953
#> exo1 -0.05825756 0.03183149 -0.09393215 -0.01248162
#> exo2 -0.05823306 0.06373339 -0.11959888 0.05692118
#> exo3 -0.02990312 0.06056814 -0.13051138 0.03167743
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19114017 0.1548035 0.004299967 0.40994498
#> lag1_var2 0.52248365 0.3036792 0.163057967 0.93343055
#> lag1_var3 -0.35908200 0.6177098 -1.118454219 0.49940580
#> lag1_var4 0.28805734 0.5876806 -0.554395906 1.00382813
#> const -0.21804599 1.3148220 -2.286488859 0.90612630
#> exo1 -0.07654479 0.1100026 -0.258093615 0.03688588
#> exo2 0.20011780 0.1584324 -0.050550846 0.37707883
#> exo3 0.16019892 0.1338258 -0.007816568 0.34343295
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48087540 0.13804869 0.2826348 0.6691052
#> lag1_var2 -0.29186027 0.32062357 -0.7345767 0.1142593
#> lag1_var3 -0.14044062 0.64766193 -0.9472056 0.6142919
#> lag1_var4 1.01446474 0.61580377 0.2916298 1.8147962
#> const -5.66071285 1.82015657 -8.1988818 -3.7029537
#> exo1 0.08382692 0.13676918 -0.1271895 0.2297390
#> exo2 -0.41278202 0.09514023 -0.5329674 -0.2913235
#> exo3 0.35719910 0.17197000 0.1361883 0.5777573
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5886484 0.1210261 0.4100698 0.73752729
#> lag1_var2 -0.3388342 0.2382251 -0.6604974 -0.02811848
#> lag1_var3 -0.9413197 0.4564997 -1.5084305 -0.33258106
#> lag1_var4 1.7879126 0.4528783 1.1846318 2.34833068
#> const -6.4651581 2.0113873 -9.2537216 -3.97862868
#> exo1 0.0473165 0.1543240 -0.2133189 0.22561645
#> exo2 -0.3192797 0.1237585 -0.5003727 -0.17275541
#> exo3 0.4573189 0.1560103 0.2650986 0.64117435
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003209201 7.673929e-05 0.0002342929 0.0004224869
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01603491 0.00550955 -0.02344755 -0.008425564
#> Sigma[2,2] 2.34841076 0.46071173 1.70905876 2.963066358
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006943303 0.002989874 0.002717089 0.01091791
#> Sigma[3,2] -1.246233829 0.299626986 -1.635454687 -0.84508824
#> Sigma[3,3] 0.761450534 0.198051882 0.499723255 1.01041453
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002408969 0.001031161 -0.004209607 -0.001444303
#> Sigma[4,2] 0.072404080 0.075339331 -0.053471918 0.144116277
#> Sigma[4,3] 0.075065005 0.051918507 0.028812167 0.164224327
#> Sigma[4,4] 0.132118556 0.022614020 0.104651961 0.168788525
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956316034 0.02229913 0.92393651 0.97965138
#> lag1_var2 -0.000441494 0.02808420 -0.03573289 0.03479814
#> lag1_var3 0.003041542 0.05192383 -0.06111057 0.06810381
#> lag1_var4 -0.006046139 0.04666387 -0.06309759 0.05155020
#> const 1.395901339 0.35027378 0.92083327 1.82211820
#> exo1 -0.001098151 0.01534191 -0.02398249 0.01755703
#> exo2 -0.051254062 0.01678395 -0.07440785 -0.02781906
#> exo3 0.043454668 0.01686211 0.01658576 0.06355751
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09527785 1.398441 -1.762341 1.8800922
#> lag1_var2 -0.03656300 2.372614 -3.610424 2.9314194
#> lag1_var3 -1.76581294 4.333608 -8.247369 3.5853410
#> lag1_var4 1.61874050 3.998256 -3.349511 7.5139305
#> const 10.93767525 20.329298 -13.677943 35.8681800
#> exo1 -1.95739583 1.308730 -3.661379 -0.2719479
#> exo2 0.07343942 1.103405 -1.438129 1.6380912
#> exo3 -0.62181643 1.553648 -2.467878 1.5418442
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7233888 0.7611876 -0.39448602 1.6018446
#> lag1_var2 -0.3571749 1.4118542 -2.04721168 1.7784272
#> lag1_var3 0.3649949 2.5786617 -2.68028853 4.2287541
#> lag1_var4 0.4510719 2.3901873 -3.06853608 3.3419964
#> const -8.6812981 11.1806013 -21.59699449 4.4225143
#> exo1 1.1167161 0.7034861 0.31318910 1.9545164
#> exo2 -0.4714796 0.6567391 -1.34333950 0.4576981
#> exo3 1.1263303 0.8651876 0.04707305 2.1111753
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74336794 0.1922248 0.5138753 1.0277415
#> lag1_var2 -0.94837246 0.3219749 -1.3552500 -0.5299941
#> lag1_var3 -1.63869590 0.5866019 -2.3797356 -0.8695336
#> lag1_var4 2.35881764 0.5284676 1.6592524 3.0092905
#> const -3.73134206 4.6502141 -9.7364643 2.9255404
#> exo1 0.04434323 0.3430202 -0.4042651 0.5005344
#> exo2 -0.46872327 0.3028183 -0.9322282 -0.1107778
#> exo3 0.78435989 0.2149819 0.5760979 1.1587540
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008510372 0.001049581 0.0004365073 0.002416872
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005503666 0.01548622 -0.03141694 0.006052171
#> Sigma[2,2] 1.540771777 0.31067220 1.11977247 2.008809332
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001427164 0.004467159 -0.007729782 0.00445176
#> Sigma[3,2] -0.916456676 0.268789521 -1.285631144 -0.56960354
#> Sigma[3,3] 0.927964702 0.303400214 0.569774620 1.38135995
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004730823 0.007518205 -0.01727531 0.001092104
#> Sigma[4,2] -0.277201906 0.220514791 -0.54110218 0.076402885
#> Sigma[4,3] 0.614298283 0.231457541 0.35107556 0.956351771
#> Sigma[4,4] 0.579236188 0.188016091 0.35200816 0.845849432
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.938558304 0.01537378 0.91588243 0.959039766
#> lag1_var2 -0.018122630 0.02490884 -0.05494525 0.013011223
#> lag1_var3 -0.040005766 0.05943736 -0.12795427 0.035280733
#> lag1_var4 0.039725342 0.05142588 -0.02448948 0.115909720
#> const 1.585290151 0.20277882 1.36922579 1.917670064
#> exo1 -0.023419753 0.02734508 -0.06591606 0.011112095
#> exo2 -0.053219348 0.05511527 -0.14658191 -0.003158417
#> exo3 0.002159737 0.02823667 -0.01881407 0.052851785
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9250247 1.1783632 -2.5699885 0.7123376
#> lag1_var2 2.6758809 1.7270466 0.2526671 5.0263364
#> lag1_var3 4.3320671 4.0117481 -1.2824790 9.9194395
#> lag1_var4 -3.6951823 3.5390421 -8.6603258 1.2492583
#> const -2.0241134 11.7154150 -14.9582168 14.9619293
#> exo1 0.1426442 0.9165253 -1.2893657 1.1991983
#> exo2 1.1882627 1.0358306 -0.3685452 2.3194181
#> exo3 -0.5575135 1.4753253 -2.5811043 1.2885956
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4999252 0.8468603 -0.6565008 1.6099967
#> lag1_var2 -1.4526130 1.2927091 -3.2699263 0.3037088
#> lag1_var3 -2.5913114 2.9727236 -6.7617815 1.3026149
#> lag1_var4 3.1153859 2.6194214 -0.2800348 6.7958544
#> const 6.7060584 9.3574926 -1.8628789 22.0767199
#> exo1 -0.6099723 0.8109929 -1.7149521 0.4932391
#> exo2 0.4140095 0.9737055 -0.5362904 1.8158563
#> exo3 1.9456502 1.1961426 0.3040605 3.4234578
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09213119 0.7502371 -0.83798748 0.9740791
#> lag1_var2 -0.71745864 0.9570838 -2.04205035 0.3899132
#> lag1_var3 -1.70077264 2.1966295 -4.73409202 0.7108359
#> lag1_var4 2.49733164 1.9295938 0.41898940 5.1748178
#> const 6.10532038 9.8190335 -4.95772825 21.0371955
#> exo1 -0.59637930 0.6098627 -1.45175140 0.1861326
#> exo2 1.03891137 0.9909720 -0.02487747 2.4987677
#> exo3 1.91159652 0.7749440 0.89933003 2.9088415
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006987445 0.0003811389 0.0004070588 0.001369096
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009587242 0.0004795198 0.0004672742 0.001745227
#> Sigma[2,2] 0.0050517939 0.0012938815 0.0031683903 0.006573127
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001832799 0.001182728 -0.003195261 -3.005153e-06
#> Sigma[3,2] -0.009369683 0.004899564 -0.016992649 -3.703207e-03
#> Sigma[3,3] 0.068361755 0.018922969 0.046619787 9.562886e-02
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001195382 0.001183149 -0.002512979 0.0006263577
#> Sigma[4,2] -0.005711679 0.004359896 -0.012825222 -0.0008778207
#> Sigma[4,3] 0.062366725 0.016962976 0.043804753 0.0883726513
#> Sigma[4,4] 0.059162124 0.015598886 0.043674269 0.0842258154
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94872664 0.03071224 0.910311747 0.994948593
#> lag1_var2 -0.26701941 0.19985977 -0.581458995 -0.068597148
#> lag1_var3 -0.44997721 0.26603794 -0.871335669 -0.184027354
#> lag1_var4 0.44587634 0.26444607 0.183666152 0.860667134
#> const 1.19287746 0.33033340 0.740504359 1.654919175
#> exo1 0.01962457 0.01597661 -0.001745092 0.043749630
#> exo2 -0.03847082 0.02556431 -0.071866137 -0.008496728
#> exo3 -0.01131366 0.02100533 -0.035463476 0.019098668
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13041795 0.06793185 -0.23415117 -0.05113061
#> lag1_var2 0.13099403 0.40271511 -0.38768215 0.67768497
#> lag1_var3 -0.80259338 0.52054157 -1.48926679 -0.12407535
#> lag1_var4 0.85149577 0.51723658 0.18011954 1.52921368
#> const -0.22743769 0.95727637 -1.21592021 1.25314506
#> exo1 -0.02383055 0.06883710 -0.12015282 0.06358896
#> exo2 0.15598120 0.04765888 0.11299133 0.23139151
#> exo3 0.14127461 0.07218719 0.04434916 0.23146783
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.727760893 0.2936732 0.3737086 1.1704569
#> lag1_var2 0.573674544 0.8543574 -0.4997774 1.6524122
#> lag1_var3 1.463778858 1.1215982 0.2230273 3.0191311
#> lag1_var4 -0.679286584 1.0816620 -2.1876423 0.5508800
#> const 0.008524076 3.3459932 -4.2834637 3.9274129
#> exo1 -0.151213921 0.2844052 -0.5398454 0.2070170
#> exo2 -1.709836793 0.2597668 -2.0593680 -1.3592581
#> exo3 -0.190264148 0.3001737 -0.5760589 0.3030765
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6297768 0.2869108 0.3055204 1.0689349
#> lag1_var2 0.3472224 0.7400695 -0.5363035 1.4493822
#> lag1_var3 0.4098472 0.9660766 -0.6358698 1.8413480
#> lag1_var4 0.4181021 0.9284434 -0.9594334 1.4370448
#> const -0.6281373 3.0920662 -4.6627402 3.0754678
#> exo1 -0.1794322 0.2654928 -0.5599032 0.1582494
#> exo2 -1.6405446 0.2540951 -1.9503589 -1.2893790
#> exo3 -0.0930553 0.2914228 -0.4900417 0.3486278
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006182017 0.0004873147 0.0003494568 0.001461358
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01154008 0.007586461 -0.01628196 0.0002190902
#> Sigma[2,2] 0.88134753 0.118870008 0.68505387 1.0120504183
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01009304 0.007272366 -0.001352292 0.01598132
#> Sigma[3,2] -0.69047677 0.122292433 -0.896812980 -0.55116026
#> Sigma[3,3] 0.76387177 0.139259163 0.607579281 0.99857249
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003405074 0.00317177 -0.001521941 0.006749345
#> Sigma[4,2] -0.174827432 0.09274454 -0.314509466 -0.056728860
#> Sigma[4,3] 0.373921893 0.08800014 0.260966828 0.496607421
#> Sigma[4,4] 0.286986256 0.06215558 0.187039979 0.356727303
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975696546 0.02257411 0.95109729 1.00615121
#> lag1_var2 -0.028586717 0.06164498 -0.12072851 0.04652022
#> lag1_var3 -0.045432803 0.10386891 -0.20118245 0.08007233
#> lag1_var4 0.033234160 0.09730639 -0.08596500 0.18048748
#> const 1.388133712 0.30138414 0.94502445 1.79159119
#> exo1 0.008994568 0.02163543 -0.02085445 0.03705247
#> exo2 -0.099130434 0.01136898 -0.11590692 -0.08450862
#> exo3 0.008042137 0.02766213 -0.03505452 0.03558150
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9839809 0.8688485 -0.1445304 2.1225906
#> lag1_var2 -4.8843639 2.2330731 -7.6600279 -1.4647535
#> lag1_var3 -9.7327166 3.7104887 -14.3193369 -4.0897393
#> lag1_var4 9.4237957 3.4280737 4.2054318 13.7306483
#> const -6.4854448 9.4459830 -19.8121502 4.4533779
#> exo1 -1.4117829 0.7687880 -2.3466048 -0.2462797
#> exo2 0.3121373 0.9171341 -0.6487031 1.7713027
#> exo3 0.8313820 1.1075012 -0.6603784 2.1672152
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03893428 0.6028762 -0.7295134 0.9693576
#> lag1_var2 3.06843562 1.6248636 0.6704784 5.1660633
#> lag1_var3 6.15933494 2.6817710 2.2049487 9.5818060
#> lag1_var4 -5.17983276 2.4813641 -8.3644020 -1.5216724
#> const 0.30782415 6.5607318 -9.1868103 7.8252349
#> exo1 0.96589465 0.7109946 -0.0382722 1.8664020
#> exo2 -1.94661328 0.7729425 -3.1264492 -0.9929101
#> exo3 -1.50257190 0.8114000 -2.5745162 -0.3589748
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6392916 0.3029652 0.2888409 1.1063653
#> lag1_var2 -0.2690202 0.8975149 -1.5423957 0.8159223
#> lag1_var3 -0.3468732 1.4698037 -2.4436421 1.4148673
#> lag1_var4 1.1543076 1.3805502 -0.5257314 3.1080963
#> const -4.5856430 3.8198849 -7.7973990 1.5090803
#> exo1 0.1346395 0.4239316 -0.4396459 0.7441548
#> exo2 -1.8805459 0.4949245 -2.5403320 -1.2269491
#> exo3 -1.0843643 0.4181584 -1.6658811 -0.5737686
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009227783 0.0002617404 0.0006086331 0.001291334
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01196499 0.005417394 -0.02004478 -0.005855873
#> Sigma[2,2] 1.19892217 0.445341297 0.60937835 1.889316672
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006165033 0.004633316 -0.007068931 0.005957932
#> Sigma[3,2] -0.7124704744 0.288362544 -1.199006880 -0.391289187
#> Sigma[3,3] 1.5567158517 0.350252985 1.210114724 2.171425870
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009233406 0.005442884 -0.01664434 -0.001814711
#> Sigma[4,2] 0.127308921 0.285421997 -0.24032464 0.539452661
#> Sigma[4,3] 1.124021044 0.214397694 0.84432268 1.430777871
#> Sigma[4,4] 1.283749939 0.139847746 1.09051415 1.481256534
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99528133 0.01335013 0.978473191 1.013422785
#> lag1_var2 -0.14815669 0.05492742 -0.216513772 -0.065139730
#> lag1_var3 -0.21144750 0.07721786 -0.306743670 -0.093726870
#> lag1_var4 0.19715596 0.07499343 0.081802185 0.289185248
#> const 1.14132197 0.46317475 0.436715577 1.622004318
#> exo1 0.02951701 0.02794333 -0.008318472 0.062815584
#> exo2 -0.03432021 0.02836628 -0.066574977 0.006028258
#> exo3 0.02801100 0.02861860 -0.009285660 0.066284120
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1037855 0.4694338 -0.60320573 0.667802
#> lag1_var2 0.7633704 1.9125980 -1.66074996 3.793644
#> lag1_var3 0.6678083 2.7584309 -2.87137818 5.005721
#> lag1_var4 -0.5095975 2.5573734 -4.55171575 2.768853
#> const -4.5870618 9.3248375 -17.13953484 8.337496
#> exo1 -0.8380219 1.0482186 -2.43911158 0.325014
#> exo2 1.3217857 1.0843564 0.07289217 3.062832
#> exo3 0.2775856 0.8007128 -0.96797856 1.156223
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0051412 0.5577980 0.38644718 1.7655259
#> lag1_var2 2.5558788 2.6022003 -0.96979253 6.1844481
#> lag1_var3 3.8596148 3.6404402 -1.04239278 8.9638754
#> lag1_var4 -3.4378190 3.4227519 -8.22520027 1.2197687
#> const 12.9991624 9.6420080 0.14960317 25.9662689
#> exo1 0.2788471 1.1543199 -1.55766826 1.4961105
#> exo2 -1.6643820 1.2901690 -3.26423574 0.1268983
#> exo3 0.8639170 0.7281005 -0.06825371 1.9161768
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9823600 0.4733365 0.2985865 1.635116
#> lag1_var2 2.7194027 2.2034035 -0.5464887 5.376343
#> lag1_var3 3.7913247 3.0939623 -0.8237368 7.599824
#> lag1_var4 -3.2718634 2.9331688 -6.8813615 1.063823
#> const 9.4701428 7.6542158 0.2531356 21.014849
#> exo1 -0.3249177 1.0802769 -1.7610884 1.189128
#> exo2 -0.7931260 0.8483606 -1.8435839 0.320423
#> exo3 1.1513018 1.0751530 -0.4690951 2.440529
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008751527 0.003759532 0.005354092 0.01478958
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1544848 0.04673089 -0.2187381 -0.09566316
#> Sigma[2,2] 8.3760838 2.79297478 5.3525991 12.90204029
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08459786 0.0238029 0.05965853 0.1211401
#> Sigma[3,2] -4.78572015 1.6278158 -7.44682931 -3.0323719
#> Sigma[3,3] 2.97928294 0.9687837 1.97005874 4.5788936
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02479594 0.01302188 0.01120175 0.04474528
#> Sigma[4,2] -1.72154043 0.66711403 -2.80782144 -1.07763680
#> Sigma[4,3] 1.30673562 0.40898877 0.92001283 1.98668771
#> Sigma[4,4] 0.79066645 0.18212490 0.61194196 1.09888757
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88589591 0.08670045 0.786440350 1.0099840
#> lag1_var2 0.05378403 0.03955608 0.002860179 0.1050372
#> lag1_var3 0.12585286 0.08909175 0.012100705 0.2458845
#> lag1_var4 -0.09267382 0.06280923 -0.177607193 -0.0119583
#> const 1.24948931 1.07531239 -0.095337698 2.8502818
#> exo1 0.00360165 0.09040048 -0.121013904 0.1142806
#> exo2 -0.13866878 0.10531443 -0.282981567 0.0102223
#> exo3 0.04139123 0.14591566 -0.169757104 0.2078266
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9684852 2.856632 -1.88673609 5.6768237
#> lag1_var2 -0.9112348 1.509717 -2.85089477 1.4066389
#> lag1_var3 -4.4204195 3.480174 -8.75537031 0.9033385
#> lag1_var4 3.6479208 2.419008 -0.06115454 6.6401923
#> const -11.2391727 30.721254 -53.85153979 33.5145970
#> exo1 3.9271231 2.908763 0.92960604 8.6766338
#> exo2 -1.8263317 2.549260 -5.47194389 1.2581370
#> exo3 0.6542589 4.624785 -4.57656363 7.6652044
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0644446 1.7050583 -3.3367209 1.3161696
#> lag1_var2 1.1955442 0.8563976 -0.0210864 2.2621263
#> lag1_var3 3.6711210 1.9825427 0.8856619 6.0896060
#> lag1_var4 -2.2183479 1.3496882 -3.8581563 -0.3330996
#> const 3.9595551 17.8239561 -20.0769224 29.3486474
#> exo1 -2.0607302 1.8054364 -4.9863029 -0.1057763
#> exo2 -1.5915877 1.4520055 -3.3452903 0.3496568
#> exo3 0.9934246 2.7515659 -3.1819267 4.1182698
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4709385 0.7530934 -1.46040432 0.5304941
#> lag1_var2 0.6584016 0.3763463 0.17140478 1.1226614
#> lag1_var3 1.3932967 0.8941398 0.24167790 2.4939723
#> lag1_var4 -0.1228372 0.6031891 -0.86532180 0.6663597
#> const -1.6917561 7.2942425 -10.38488952 8.1639183
#> exo1 -0.5780940 1.0617818 -2.10281513 0.9362912
#> exo2 -3.2078129 0.6115800 -3.94102010 -2.2857421
#> exo3 1.7084819 1.1061994 -0.06814675 2.8298864
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000367941 7.373492e-05 0.0002865889 0.0004795048
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001603763 0.0004658924 -0.002275745 -0.001064083
#> Sigma[2,2] 0.020129162 0.0057729467 0.013569736 0.027932727
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005558984 0.0007236538 -0.001659365 0.0003182566
#> Sigma[3,2] -0.0032179147 0.0044725296 -0.008612056 0.0032881099
#> Sigma[3,3] 0.0304640537 0.0108852694 0.022520952 0.0475388637
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001664829 0.0008639566 -0.003080952 -0.0006472261
#> Sigma[4,2] 0.008844350 0.0040682667 0.004050611 0.0146612588
#> Sigma[4,3] 0.032348874 0.0110544828 0.023918016 0.0493074233
#> Sigma[4,4] 0.042034244 0.0126793081 0.031626826 0.0611779142
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975645765 0.03188133 0.92871000 1.010640795
#> lag1_var2 -0.061345954 0.05144708 -0.12782948 0.008254061
#> lag1_var3 -0.099219227 0.08775594 -0.20431998 0.023929065
#> lag1_var4 0.086840241 0.07868964 -0.02249673 0.181503046
#> const 1.312461412 0.39826502 0.83387441 1.907039570
#> exo1 0.007434723 0.01734143 -0.02027444 0.028782971
#> exo2 -0.071295733 0.01868163 -0.09869194 -0.051208172
#> exo3 -0.008126544 0.01787790 -0.03498807 0.011207444
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01176998 0.2136756 -0.34150078 0.2373908
#> lag1_var2 0.79727113 0.4079955 0.33835099 1.4330085
#> lag1_var3 0.43508021 0.7462490 -0.49038533 1.4998720
#> lag1_var4 -0.36378417 0.6743536 -1.32073355 0.4727731
#> const 1.49456824 2.2172788 -1.01777522 4.8590976
#> exo1 0.02212738 0.1004667 -0.05580565 0.1922236
#> exo2 1.24089675 0.1262005 1.08508493 1.4313502
#> exo3 0.19668330 0.1218037 0.01752879 0.3493960
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04583857 0.2505213 -0.250272798 0.4523356
#> lag1_var2 -0.06786073 0.5067607 -0.787382250 0.5506639
#> lag1_var3 0.27580283 0.9545700 -1.026168770 1.5997272
#> lag1_var4 0.66147079 0.8494768 -0.516668858 1.8171952
#> const -1.67589758 2.1252415 -4.791490577 0.6431199
#> exo1 0.13621719 0.1439486 -0.002406094 0.3653899
#> exo2 -1.19089496 0.1325630 -1.389774248 -1.0263879
#> exo3 -0.05378501 0.1607023 -0.277664696 0.1516900
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02299899 0.2558431 -0.25537077 0.4004052
#> lag1_var2 -0.09274762 0.5382190 -0.94600273 0.4544557
#> lag1_var3 -0.34598046 0.9531040 -1.86473826 0.8074872
#> lag1_var4 1.34243962 0.8484226 0.31571739 2.6967082
#> const -1.73562593 2.4725844 -5.03902844 1.5919684
#> exo1 0.16806555 0.1810233 -0.02029221 0.4763482
#> exo2 -0.58560479 0.1011497 -0.74602298 -0.4587879
#> exo3 0.05913959 0.1854781 -0.22096441 0.3186596
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003390884 0.0005225755 0.002815998 0.004201787
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004001704 0.0007391522 -0.001500336 0.0004495099
#> Sigma[2,2] 0.0070865525 0.0017099541 0.004602138 0.0091422736
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008847804 0.002922883 -0.004686974 0.003258171
#> Sigma[3,2] -0.0127798768 0.010708735 -0.026186806 0.002190891
#> Sigma[3,3] 0.2007371676 0.033795144 0.156697093 0.245114120
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001272658 0.00284393 -0.005495589 0.002450071
#> Sigma[4,2] -0.006849461 0.01091043 -0.019313815 0.008740066
#> Sigma[4,3] 0.191358779 0.02974154 0.150125628 0.231859149
#> Sigma[4,4] 0.187123050 0.02893122 0.147360548 0.223594908
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.044809349 0.02558396 1.00786811 1.077356006
#> lag1_var2 -0.377375981 0.27655899 -0.72856725 0.003190094
#> lag1_var3 -0.574949368 0.36984958 -1.01876654 -0.056535152
#> lag1_var4 0.557663369 0.37619811 0.03454750 1.015763542
#> const 0.357608909 0.99719030 -1.06234178 1.588865442
#> exo1 0.093976656 0.03829131 0.06419554 0.163362630
#> exo2 -0.076326132 0.05351233 -0.13700587 0.002890285
#> exo3 0.004132451 0.05097467 -0.05551468 0.069891849
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09260469 0.03099239 -0.13850451 -0.05943520
#> lag1_var2 0.73785014 0.22909847 0.43909285 1.08581064
#> lag1_var3 -0.04794378 0.35056885 -0.51013798 0.50925291
#> lag1_var4 0.05396811 0.36029566 -0.51526758 0.53271177
#> const 1.89233415 1.12590990 0.46239262 3.27091918
#> exo1 -0.14420462 0.05660120 -0.22421472 -0.06154305
#> exo2 0.09091552 0.05633211 0.01034504 0.16481125
#> exo3 0.01079032 0.08622978 -0.10245279 0.12701971
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5116678 0.1779581 0.2802827 0.761683422
#> lag1_var2 -0.9686920 1.4214277 -2.8747353 0.978541697
#> lag1_var3 -0.5981951 1.8840550 -2.8782298 2.039158579
#> lag1_var4 1.4436538 1.9342848 -1.2690165 3.737006302
#> const 0.3218213 4.9216073 -5.3884116 7.505742818
#> exo1 0.6547483 0.4524691 0.1112072 1.326009749
#> exo2 -0.5008288 0.5758923 -1.3065334 0.239270955
#> exo3 -0.5347250 0.3530055 -0.9598309 -0.007447016
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4264085 0.1799505 0.220624733 0.69487766
#> lag1_var2 -0.7530614 1.4296400 -2.668217078 1.27721412
#> lag1_var3 -1.1253656 1.9010785 -3.392219997 1.55062088
#> lag1_var4 1.9820087 1.9533277 -0.771497798 4.27093324
#> const 1.5744249 4.6097989 -3.578866463 8.63868152
#> exo1 0.5355324 0.4585028 -0.003431067 1.20272926
#> exo2 -0.4279918 0.5743987 -1.228077589 0.31967044
#> exo3 -0.5297556 0.2922104 -0.899943655 -0.09767355
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001651784 0.0005487038 0.001158007 0.00264298
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005769608 0.006766723 -0.01559232 0.002691931
#> Sigma[2,2] 0.415659286 0.103740815 0.27742488 0.571629543
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009299021 0.006617237 0.001536736 0.01867819
#> Sigma[3,2] -0.315454464 0.122212316 -0.477896602 -0.17300456
#> Sigma[3,3] 0.753449064 0.179925436 0.525267173 1.01679587
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006739454 0.004622229 -0.0004002011 0.01235976
#> Sigma[4,2] -0.110863179 0.105030590 -0.2471923362 0.04227207
#> Sigma[4,3] 0.634487599 0.175447608 0.4367220214 0.90696033
#> Sigma[4,4] 0.618942140 0.188224779 0.4469606422 0.92947610
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98445485 0.02213837 0.9501192638 1.01030606
#> lag1_var2 -0.17278569 0.14259642 -0.3620362559 0.01355182
#> lag1_var3 -0.33814877 0.28753141 -0.7082430500 0.04162648
#> lag1_var4 0.32822928 0.27516712 -0.0341795085 0.68279084
#> const 0.93927590 0.28534399 0.5492262589 1.29474436
#> exo1 0.04001786 0.03077144 0.0007668265 0.08466220
#> exo2 -0.08811030 0.03953728 -0.1433792315 -0.03025674
#> exo3 0.04283523 0.03152568 -0.0057516952 0.08725605
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4290533 0.4848661 -1.0083657 0.2827746
#> lag1_var2 2.7953972 1.7981100 0.1373040 5.1015299
#> lag1_var3 4.0571556 3.5065102 -1.0668659 8.6801687
#> lag1_var4 -3.9617352 3.2896452 -8.3557248 0.7778239
#> const 7.7537912 6.2659914 -0.8600058 15.4696246
#> exo1 -0.4317344 0.5036763 -1.1617419 0.2647052
#> exo2 0.5585707 0.8101663 -0.8187065 1.3711987
#> exo3 0.4310316 0.8827491 -0.9160351 1.6950476
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5418922 0.8443265 -0.4646691 1.781930
#> lag1_var2 1.3224651 2.7583007 -2.4074659 5.204864
#> lag1_var3 3.3679193 5.4488433 -4.1198362 10.826105
#> lag1_var4 -2.5945847 5.0344919 -9.4438127 4.349066
#> const -3.0935715 6.8462206 -14.4103383 4.356156
#> exo1 0.5118905 0.7558895 -0.4818491 1.666981
#> exo2 0.3834941 1.5569729 -0.7347935 3.161936
#> exo3 0.8310862 1.2768564 -0.9146482 2.524159
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3407707 0.8390376 -0.5273716 1.738418
#> lag1_var2 2.5532336 2.6831896 -1.4031573 5.996765
#> lag1_var3 5.0577335 5.4131927 -3.0467302 11.939237
#> lag1_var4 -4.2297815 5.0306350 -10.6762751 3.283517
#> const 0.1028873 8.1169167 -12.6934654 9.358372
#> exo1 0.3155043 0.7006870 -0.5536788 1.447641
#> exo2 0.7261798 1.3728086 -0.3186481 2.982644
#> exo3 1.1290558 1.0140747 -0.2827554 2.443063
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001835936 0.0004898188 0.001214464 0.002522456
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02966236 0.01047229 -0.04538419 -0.01754434
#> Sigma[2,2] 0.96873733 0.32393560 0.63722707 1.47644408
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02863665 0.01045132 0.01532796 0.04474016
#> Sigma[3,2] -0.83842606 0.25520166 -1.28753043 -0.59953239
#> Sigma[3,3] 1.03108801 0.22620888 0.79959970 1.41591217
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01169222 0.00688058 0.002170958 0.01937795
#> Sigma[4,2] -0.27711985 0.12418721 -0.435775963 -0.10075486
#> Sigma[4,3] 0.58226597 0.12982818 0.380524674 0.70974850
#> Sigma[4,4] 0.46409237 0.08469673 0.355081140 0.57879031
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0770948156 0.02850764 1.0382232 1.11529221
#> lag1_var2 -0.2289753106 0.05359430 -0.2918150 -0.14504870
#> lag1_var3 -0.3831586319 0.09253864 -0.4925354 -0.23923857
#> lag1_var4 0.3347734018 0.08678542 0.1997426 0.43438856
#> const 0.8214177225 0.65688344 -0.3046854 1.53846649
#> exo1 0.0283846283 0.02382666 -0.0116427 0.05555562
#> exo2 -0.0456888490 0.05139772 -0.1187494 0.01699745
#> exo3 0.0005262301 0.03362927 -0.0365506 0.05096394
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5827113 0.5422926 -2.4415563 -1.0817195
#> lag1_var2 4.1749494 1.4410790 2.5229296 6.3811311
#> lag1_var3 5.4719071 2.4390903 2.7792186 9.1824389
#> lag1_var4 -5.0733076 2.2728172 -8.4430988 -2.5526754
#> const 20.4346391 12.6681933 7.6370720 39.4268235
#> exo1 0.2992734 0.6001476 -0.7104253 0.9197178
#> exo2 1.2175860 1.0936108 -0.3002670 2.4818366
#> exo3 -0.2888721 0.9016269 -1.7583388 0.6265204
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6060248 0.7657442 0.4664435 2.5178684
#> lag1_var2 -0.6071100 1.4718308 -2.5164162 1.5257443
#> lag1_var3 -0.1173430 2.5588700 -3.4949734 3.6642741
#> lag1_var4 0.7038349 2.4277050 -2.9084354 3.8687302
#> const -19.5708421 18.1414939 -42.7412710 6.7100095
#> exo1 0.4231962 0.6403822 -0.2958703 1.3470117
#> exo2 -1.0590185 1.1604219 -2.3342621 0.3793799
#> exo3 0.5727389 0.5249121 -0.1939852 1.2169936
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6339358 0.6142108 -0.3775728 1.2208666
#> lag1_var2 1.7811088 1.0895208 0.4319405 3.5784854
#> lag1_var3 2.9767475 1.9183547 0.5193688 6.0984115
#> lag1_var4 -2.1231310 1.8271929 -5.0567418 0.2694860
#> const -8.3217802 13.2898579 -23.9244574 13.6363561
#> exo1 0.6507275 0.4542734 0.1524930 1.2840542
#> exo2 -0.3172008 0.6236699 -1.0106896 0.4851511
#> exo3 0.4212534 0.5264592 -0.2967743 1.1537459
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02403515 0.008708456 0.01445445 0.03687864
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01504851 0.00911760 -0.0263545 -0.001749896
#> Sigma[2,2] 0.16417130 0.04995292 0.1105694 0.235188535
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002167067 0.01905478 -0.02608644 0.02573043
#> Sigma[3,2] -0.191139024 0.04338217 -0.24895071 -0.14609341
#> Sigma[3,3] 0.358971560 0.07908645 0.27344094 0.48076909
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01299271 0.01840652 -0.03961478 0.01122438
#> Sigma[4,2] -0.10476298 0.03117452 -0.15219633 -0.06682213
#> Sigma[4,3] 0.27610117 0.07280996 0.20118375 0.39326592
#> Sigma[4,4] 0.24105738 0.06768230 0.17011292 0.34910330
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973130816 0.06068805 0.8907645 1.05090217
#> lag1_var2 -0.005485859 0.16208992 -0.2138160 0.18739830
#> lag1_var3 -0.009695702 0.28030544 -0.3287461 0.34321982
#> lag1_var4 -0.004205032 0.26429670 -0.3329320 0.31008787
#> const 1.493969917 1.64131882 -1.0686495 3.61080688
#> exo1 0.061592018 0.18667175 -0.2162035 0.25963482
#> exo2 -0.173718113 0.15012138 -0.4135953 -0.02600854
#> exo3 0.099876979 0.18229324 -0.1482524 0.33150869
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1008436 0.08532224 -0.2245554 0.01474722
#> lag1_var2 1.5735917 0.50638241 0.8969366 2.26340228
#> lag1_var3 1.8429599 0.73588388 0.8580219 2.86469548
#> lag1_var4 -1.7453102 0.69484217 -2.6982858 -0.81471443
#> const 2.7622452 3.07257917 -2.3193331 5.98622100
#> exo1 -0.0879272 0.34048382 -0.5756505 0.35877155
#> exo2 0.2785390 0.36296888 -0.2781322 0.66574332
#> exo3 3.7352466 0.41963393 3.1559204 4.24988105
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14515607 0.1888075 -0.3581323 0.1639109
#> lag1_var2 0.03357533 0.8743297 -1.1602341 1.1099204
#> lag1_var3 -0.59255649 1.4593824 -2.4129267 1.2747811
#> lag1_var4 1.40167240 1.3889446 -0.3286995 3.1381977
#> const 2.97958903 4.3581764 -3.6460233 8.2246115
#> exo1 0.23700888 0.4766320 -0.3167359 0.9720703
#> exo2 3.49942824 0.5236730 2.8223378 4.1049990
#> exo3 -5.42570883 0.4212259 -5.9923684 -4.8059185
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2495611 0.1841334 -0.4768529 0.01784149
#> lag1_var2 0.5983846 0.7954083 -0.5151397 1.66905049
#> lag1_var3 -0.2811792 1.3729227 -2.2354855 1.58055882
#> lag1_var4 1.1503421 1.3081286 -0.5835646 3.01318925
#> const 4.4019387 3.7375686 -2.1337343 7.30722607
#> exo1 0.2069835 0.4495051 -0.2180884 0.96968515
#> exo2 4.1270102 0.5416052 3.3452431 4.71856213
#> exo3 -3.6546094 0.2626135 -3.9717076 -3.29397687
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009410277 0.0002212054 0.0006568281 0.00121423
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003032872 0.002240376 -3.815316e-05 0.006130141
#> Sigma[2,2] 0.183542649 0.036959100 1.316461e-01 0.230630512
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00267034 0.003784738 -0.001978163 0.007904466
#> Sigma[3,2] -0.12776856 0.046007691 -0.162291386 -0.042736782
#> Sigma[3,3] 0.65893602 0.180849587 0.437717879 0.932994762
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004556362 0.00359199 -0.0007642898 0.008851281
#> Sigma[4,2] -0.023353958 0.05793977 -0.0771059461 0.077257424
#> Sigma[4,3] 0.614665758 0.17792990 0.4044274404 0.895121928
#> Sigma[4,4] 0.632075130 0.16705893 0.4436437506 0.898507051
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98696324 0.02057869 0.955920771 1.00921692
#> lag1_var2 -0.11374356 0.05647450 -0.185147228 -0.03637645
#> lag1_var3 -0.20748685 0.10300015 -0.343922634 -0.06836968
#> lag1_var4 0.19574376 0.09762541 0.063230785 0.32398379
#> const 1.02297681 0.50025742 0.316575979 1.60015762
#> exo1 0.02593458 0.02394470 -0.004145482 0.06027656
#> exo2 -0.05267595 0.01964340 -0.077034575 -0.02585515
#> exo3 0.01117706 0.04354959 -0.041588057 0.07800884
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3135058 0.3184819 -0.08456237 0.72458715
#> lag1_var2 0.2927457 0.9527098 -1.14024122 1.48292983
#> lag1_var3 -0.7978318 1.7250910 -3.40113366 1.32755830
#> lag1_var4 0.7033384 1.6252421 -1.30008400 3.15668822
#> const -1.9790377 6.8283624 -10.95231493 7.47210668
#> exo1 -0.6187917 0.4109189 -1.16220061 -0.03114241
#> exo2 2.2945603 0.5143898 1.61214591 3.02959238
#> exo3 -0.1731699 0.7347274 -1.29669033 0.77737195
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8116231 0.3757459 0.2502643 1.24189453
#> lag1_var2 -1.7067252 1.1548560 -3.4302920 -0.04598923
#> lag1_var3 -2.5860886 2.1668310 -5.5652133 0.75077535
#> lag1_var4 3.3938759 2.0454904 0.2572044 6.21786533
#> const -12.1860877 8.2444311 -23.1472373 -0.48188113
#> exo1 0.2888153 0.5391236 -0.4681902 0.85401389
#> exo2 -1.0612692 0.8523175 -2.3557048 -0.22218807
#> exo3 0.0807249 1.2096337 -1.8656471 1.37036045
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05742707 0.4156828 0.5215520 1.6824898
#> lag1_var2 -2.10805834 1.3228492 -3.6662890 -0.2509848
#> lag1_var3 -4.06126806 2.5116909 -6.8194817 -0.4759718
#> lag1_var4 4.80936106 2.3703503 1.4370510 7.4329267
#> const -14.85853105 7.7943078 -27.9672241 -6.4282739
#> exo1 -0.04292075 0.5331809 -0.8511623 0.5724902
#> exo2 0.39419475 0.8112791 -0.7063495 1.3878015
#> exo3 -0.01605208 1.0867818 -1.7552327 0.9976004
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005184078 0.001270907 0.003754842 0.007251747
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01892437 0.01010857 -0.03106447 -0.003550531
#> Sigma[2,2] 1.21493812 0.29125305 0.91022710 1.635945586
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01294402 0.007021467 -0.02534167 -0.005778074
#> Sigma[3,2] -0.45344042 0.129237246 -0.61959422 -0.315820476
#> Sigma[3,3] 0.34076940 0.094035660 0.21703976 0.454342139
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02138993 0.00690696 -0.03214936 -0.01363961
#> Sigma[4,2] 0.05885337 0.05239926 -0.02051121 0.11429071
#> Sigma[4,3] 0.15600355 0.05755142 0.08838781 0.24044228
#> Sigma[4,4] 0.19167951 0.06236818 0.11736536 0.27913499
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88661269 0.06553255 0.792506507 0.97891689
#> lag1_var2 0.12992144 0.08766635 0.015102089 0.25316247
#> lag1_var3 0.35221345 0.17691736 0.127557389 0.60685859
#> lag1_var4 -0.28508451 0.15745829 -0.510734541 -0.08358814
#> const 0.15926399 1.17570033 -1.270418802 1.84598601
#> exo1 0.06144844 0.03167060 0.009575396 0.09703335
#> exo2 0.01284488 0.07215247 -0.065150120 0.12336184
#> exo3 0.11561728 0.06933008 0.028329727 0.21584832
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2047972 0.3833004 -0.1804508 0.7994127
#> lag1_var2 -0.3635682 0.6243683 -1.3409962 0.3871874
#> lag1_var3 -1.0335301 1.2791736 -2.9649837 0.5321595
#> lag1_var4 1.2251022 1.1309503 -0.1247249 2.9629378
#> const -1.5003930 9.3668070 -13.7750940 8.5607547
#> exo1 0.3376204 1.3237686 -0.9454368 2.5236329
#> exo2 0.6392672 0.8798271 -0.5338307 1.7029380
#> exo3 0.2538076 1.1702458 -1.4873369 1.9089814
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04235915 0.3751276 -0.6081663 0.42823464
#> lag1_var2 -0.38892146 0.7085923 -1.3057821 0.50106653
#> lag1_var3 -0.59700170 1.5720049 -2.6595633 1.36934387
#> lag1_var4 1.29972190 1.3723496 -0.3811290 3.10321283
#> const 9.41270476 8.8775101 -2.6789832 20.47313746
#> exo1 -0.32038868 0.6688454 -1.3216283 0.56017940
#> exo2 -0.76039036 0.5646244 -1.4702501 0.06341143
#> exo3 -0.32023769 0.5872080 -1.2171135 0.37834524
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003772775 0.4200754 -0.6404278 0.45950946
#> lag1_var2 -0.937042179 0.6638579 -1.7535156 -0.08165848
#> lag1_var3 -1.865271465 1.4843894 -3.7373974 -0.08038697
#> lag1_var4 2.696250022 1.2917110 1.1189049 4.32513630
#> const 8.239436471 8.2887073 -1.4176253 20.65532671
#> exo1 -0.172432671 0.2829771 -0.4320412 0.25943345
#> exo2 -0.549254847 0.3420091 -1.0347885 -0.14032528
#> exo3 -0.140043743 0.4516330 -0.7856486 0.44258570
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004585769 0.000128736 0.0002904545 0.0006264527
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007832909 0.002081142 -0.003652507 0.00207673
#> Sigma[2,2] 0.2751115480 0.067481559 0.213765943 0.39400407
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007954502 0.005220767 -0.005324176 0.008690043
#> Sigma[3,2] -0.5727512450 0.165845575 -0.798755317 -0.342989277
#> Sigma[3,3] 1.8501791712 0.539903344 1.202093841 2.569285110
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003905705 0.004698707 -0.005123352 0.007690938
#> Sigma[4,2] -0.4641622342 0.146828459 -0.643055380 -0.252773259
#> Sigma[4,3] 1.6490047459 0.495047285 1.080543842 2.349825175
#> Sigma[4,4] 1.4917776663 0.455264609 0.996670917 2.166108850
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991876138 0.01284649 0.97496552 1.01053391
#> lag1_var2 -0.113646495 0.03469161 -0.16927326 -0.06981645
#> lag1_var3 -0.255346696 0.07475547 -0.37876059 -0.17063878
#> lag1_var4 0.243974125 0.07362781 0.16245926 0.36551065
#> const 0.752871277 0.28244070 0.36250542 1.11724835
#> exo1 -0.006333807 0.02160751 -0.04093324 0.01832828
#> exo2 -0.017190664 0.02072157 -0.04431847 0.01371974
#> exo3 0.029716996 0.02829350 0.00211439 0.07342779
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03283252 0.2315843 -0.3970287 0.2128553
#> lag1_var2 1.22447839 0.8480962 -0.1942463 2.0614476
#> lag1_var3 1.16063731 1.8967712 -2.0190692 3.0863225
#> lag1_var4 -1.22507934 1.8698157 -3.0994457 1.9035334
#> const 5.07943953 4.3877147 -0.3064974 11.7883049
#> exo1 -0.21226736 0.5149774 -0.9100296 0.3653222
#> exo2 0.65363224 0.6027122 -0.1010989 1.4259432
#> exo3 0.11401136 0.5803160 -0.5819317 1.0921985
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03014934 0.6560278 -0.7057671 0.9784526
#> lag1_var2 1.46589998 3.0464766 -2.2113670 5.7641884
#> lag1_var3 3.59498654 6.2564167 -3.8800292 12.8741970
#> lag1_var4 -2.67688133 6.0746993 -11.7418935 4.5278094
#> const 2.68148637 10.8391869 -11.7080550 13.6206575
#> exo1 -0.21744048 1.6728075 -2.5364614 2.2023459
#> exo2 -0.13963801 1.3239343 -1.5838030 1.9978157
#> exo3 0.97014073 1.4085483 -1.1561231 2.3365339
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007415398 0.5822976 -0.6525336 0.8754345
#> lag1_var2 1.845489773 2.8459709 -1.6216806 5.6796972
#> lag1_var3 3.708998547 5.7861530 -3.2592526 11.8810506
#> lag1_var4 -2.811539002 5.6064038 -10.7848737 3.8971658
#> const 4.776137578 10.0736161 -8.2892081 16.6874088
#> exo1 -0.323710387 1.5819426 -2.4706741 2.0482799
#> exo2 0.202164189 1.1414151 -1.0332148 2.0990152
#> exo3 1.075984338 1.2776865 -0.8482558 2.3828399
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007328312 0.0001252509 0.0005700881 0.0009060715
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00820549 0.003304668 -0.01304874 -0.003987862
#> Sigma[2,2] 0.45521160 0.088506767 0.35267670 0.587234897
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00748881 0.004000868 0.002410378 0.01288982
#> Sigma[3,2] -0.39614520 0.087756981 -0.537312621 -0.29531035
#> Sigma[3,3] 0.51303420 0.089786936 0.394446579 0.62732397
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00222486 0.003294941 -0.001282549 0.006227649
#> Sigma[4,2] -0.10114560 0.048332839 -0.165303678 -0.040571358
#> Sigma[4,3] 0.26454460 0.068253686 0.185669587 0.352193908
#> Sigma[4,4] 0.20775663 0.069308357 0.141746175 0.313899435
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99729707 0.02275150 0.963786163 1.0259089954
#> lag1_var2 -0.17139514 0.03795238 -0.228639867 -0.1285745397
#> lag1_var3 -0.29099813 0.06072867 -0.383098779 -0.2270585374
#> lag1_var4 0.27280342 0.05569736 0.214643101 0.3557716858
#> const 1.24187248 0.27029153 0.877636068 1.6616118875
#> exo1 -0.02820422 0.02559433 -0.070601550 0.0003006356
#> exo2 -0.04643938 0.02883121 -0.091917689 -0.0156509743
#> exo3 0.04426361 0.02528784 0.008293173 0.0776832191
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6582721 0.4804443 -1.2218574 0.04673825
#> lag1_var2 2.8170501 1.3002900 1.3400376 4.61707066
#> lag1_var3 3.3725028 2.0932297 0.9454119 6.31869259
#> lag1_var4 -3.1411694 1.9860269 -5.9441322 -0.87064227
#> const 3.4582782 6.5167246 -7.0768263 10.97376665
#> exo1 0.1424717 0.6538227 -0.9801147 0.88841583
#> exo2 0.5473855 1.1744649 -1.3629375 1.79669242
#> exo3 0.4822106 0.7225719 -0.5863317 1.26947109
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3720263 0.7540894 0.10899695 2.08045698
#> lag1_var2 -1.3833069 1.2136925 -3.37829094 0.03062848
#> lag1_var3 -1.4386424 1.9523922 -4.68433618 0.78479752
#> lag1_var4 2.0072226 1.7662600 0.03778518 4.98889789
#> const -7.8309973 7.8290964 -16.87604023 3.82152835
#> exo1 0.3130192 0.6411175 -0.27373785 1.46406688
#> exo2 -0.7154761 1.0256757 -1.87946130 1.01978754
#> exo3 1.4696484 0.8729064 0.61461752 2.88128806
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96819428 0.5889278 0.07367084 1.6521192
#> lag1_var2 0.05109539 0.9084805 -1.07540736 1.3436381
#> lag1_var3 0.14270292 1.3902663 -1.62688921 2.0256160
#> lag1_var4 0.58071429 1.2279859 -1.05968326 2.1556182
#> const -6.48464598 4.9057331 -12.06930615 1.2305389
#> exo1 0.42869064 0.3975718 -0.11027091 0.8636378
#> exo2 -0.33353157 0.3617938 -0.77895771 0.1677113
#> exo3 1.89658320 0.4884449 1.35313288 2.6436818
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002904368 0.002324257 0.001496839 0.006662582
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005034416 0.001633350 -0.007610357 -0.003145685
#> Sigma[2,2] 0.041290468 0.009818798 0.028714961 0.054247864
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001994055 0.005200098 -0.005783335 0.006251312
#> Sigma[3,2] -0.012789313 0.006926228 -0.022343123 -0.004214976
#> Sigma[3,3] 0.031503286 0.007533202 0.023736120 0.042584719
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006410046 0.004301190 -0.01002611 0.0002672754
#> Sigma[4,2] 0.022421142 0.005466865 0.01426915 0.0284792358
#> Sigma[4,3] 0.021486477 0.008249830 0.01135371 0.0334196231
#> Sigma[4,4] 0.041593014 0.006742130 0.03381404 0.0507725062
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.904231548 0.04301946 0.83705407 0.93564504
#> lag1_var2 -0.047293283 0.11573500 -0.16075721 0.12645643
#> lag1_var3 -0.012812868 0.14156768 -0.15521633 0.18037614
#> lag1_var4 0.020327619 0.14271657 -0.18081190 0.16931481
#> const 1.439909472 0.81169192 0.73448802 2.84412441
#> exo1 0.019910898 0.04978002 -0.02597049 0.10549851
#> exo2 -0.074476172 0.07016796 -0.17329290 0.02687675
#> exo3 -0.000108405 0.09681833 -0.11527780 0.15980592
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06865342 0.2170821 -0.1896541 0.38783974
#> lag1_var2 0.80326506 0.9428049 -0.6746605 1.67565872
#> lag1_var3 -0.08992500 1.2165594 -2.0125736 1.01682591
#> lag1_var4 0.04049004 1.1975986 -1.0497706 1.92600278
#> const 2.90552618 3.3103496 -1.6562110 7.37928560
#> exo1 0.16750290 0.2194157 -0.1333451 0.47223903
#> exo2 0.12803770 0.2081002 -0.1523604 0.41751688
#> exo3 -0.12993203 0.1785901 -0.4058834 0.08221988
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.300256731 0.1035724 0.16693562 0.440593915
#> lag1_var2 -0.004916565 0.4979644 -0.76009759 0.519767775
#> lag1_var3 0.712826886 0.6328240 -0.23580926 1.412810204
#> lag1_var4 0.242934417 0.6263975 -0.46234530 1.184961110
#> const -2.827403068 2.5836436 -6.93681466 -0.092473036
#> exo1 -0.212136881 0.1664418 -0.46912375 -0.004901813
#> exo2 -0.834683964 0.1770791 -1.04603875 -0.587364510
#> exo3 0.411023926 0.2067961 0.09985412 0.578447560
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35946571 0.1767144 0.17065548 0.6492788
#> lag1_var2 0.22137081 0.7503717 -0.96650618 1.1282918
#> lag1_var3 0.10417846 0.9224855 -1.34450281 1.2213358
#> lag1_var4 0.81583380 0.9178926 -0.30624105 2.2227450
#> const -0.90257847 3.9888326 -7.23476110 2.4225929
#> exo1 -0.07071266 0.1911401 -0.38752742 0.1523636
#> exo2 -0.73189961 0.1260245 -0.88533121 -0.5504097
#> exo3 0.30623009 0.2443727 -0.04966874 0.5936072
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008362947 0.001269464 0.006485001 0.01000763
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004302028 0.004404111 -0.01091745 0.0001484202
#> Sigma[2,2] 0.037157136 0.007693125 0.02795586 0.0476470134
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005944577 0.007994746 -0.01797986 0.002364414
#> Sigma[3,2] -0.068458438 0.014093039 -0.08697422 -0.047975796
#> Sigma[3,3] 0.266415139 0.049130315 0.18525702 0.320741531
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009093125 0.006897705 -0.01995610 -0.003454564
#> Sigma[4,2] -0.048408173 0.013131367 -0.06376963 -0.027610463
#> Sigma[4,3] 0.233848890 0.044469445 0.16026189 0.282823737
#> Sigma[4,4] 0.212347321 0.039502258 0.14855142 0.255928518
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974159909 0.06746492 0.89313709 1.07629357
#> lag1_var2 -0.025528719 0.17266998 -0.23043487 0.23314522
#> lag1_var3 -0.002704683 0.23840867 -0.27427059 0.32415302
#> lag1_var4 -0.001176842 0.23326065 -0.32374119 0.26552414
#> const 0.933039448 1.78573004 -2.13118572 2.51182165
#> exo1 0.075374947 0.08161671 -0.05123528 0.17076922
#> exo2 -0.114823377 0.04671133 -0.18133623 -0.05624713
#> exo3 -0.010266856 0.08452995 -0.13932369 0.09762839
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26977159 0.1609178 0.04190065 0.477109591
#> lag1_var2 -0.42285495 0.3076554 -0.79341659 -0.007656798
#> lag1_var3 -2.18850549 0.5528834 -2.87250764 -1.416047855
#> lag1_var4 2.15323134 0.5396936 1.40187060 2.819924842
#> const -3.54759711 3.8981677 -8.97685459 1.286888877
#> exo1 0.02125206 0.1333223 -0.16510360 0.187565115
#> exo2 0.45185376 0.1528392 0.27467082 0.680241180
#> exo3 0.12464540 0.2116287 -0.20918328 0.356735235
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5971778 0.3858247 -1.12961293 -0.03041275
#> lag1_var2 1.5086750 1.4070444 -0.31868735 3.49472786
#> lag1_var3 3.9531879 2.4645018 0.70649085 7.47976332
#> lag1_var4 -2.8702197 2.3894063 -6.25151000 0.30220109
#> const 9.1241192 10.9305547 -6.98585534 22.91251299
#> exo1 -0.6680797 0.2829095 -0.98786869 -0.23827958
#> exo2 -0.4388505 0.4369266 -0.99933757 0.08359545
#> exo3 0.8572097 0.7614722 -0.06300494 2.09086732
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4661363 0.3246688 -0.9006605 -0.01522516
#> lag1_var2 0.9339078 1.3875000 -0.7549515 3.04159582
#> lag1_var3 2.1490285 2.4198856 -0.8371493 5.87725002
#> lag1_var4 -1.0694258 2.3446469 -4.6519656 1.85023796
#> const 6.7155116 9.3540536 -7.0148750 18.32811773
#> exo1 -0.6757181 0.2477395 -0.9354589 -0.28831098
#> exo2 -0.1956864 0.3916143 -0.7348418 0.26215442
#> exo3 0.9577119 0.6679669 0.1226377 2.03628698
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002565112 6.956659e-05 0.000184176 0.0003666426
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002524563 0.002190398 -0.005649111 0.0006022459
#> Sigma[2,2] 0.582428020 0.097315680 0.453544161 0.7134081378
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006416948 0.002616036 0.003711622 0.01044415
#> Sigma[3,2] -0.274948535 0.125114306 -0.461302743 -0.11018387
#> Sigma[3,3] 0.766676913 0.241541693 0.487863198 1.13413970
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005223189 0.002024762 0.002831592 0.008292014
#> Sigma[4,2] 0.086565128 0.127934562 -0.099432226 0.243075867
#> Sigma[4,3] 0.635399160 0.214304960 0.341008463 0.929287917
#> Sigma[4,4] 0.731211075 0.203751578 0.432744492 0.994279123
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970984602 0.017446453 0.9469749684 0.99083976
#> lag1_var2 -0.069672693 0.059163892 -0.1342003269 0.02729088
#> lag1_var3 -0.115889996 0.095430530 -0.2207317428 0.04019780
#> lag1_var4 0.104865942 0.093442577 -0.0480479062 0.20693301
#> const 1.374107637 0.300235249 1.0400284809 1.76125814
#> exo1 0.008078933 0.007773762 -0.0003871307 0.01934810
#> exo2 -0.097949556 0.018919734 -0.1230564862 -0.07158005
#> exo3 0.068307122 0.020644197 0.0361672947 0.08934016
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5016006 0.7012667 -2.2827013 -0.5218189
#> lag1_var2 2.6046517 2.0460162 -0.6309997 5.2291946
#> lag1_var3 3.2862398 3.4285885 -2.0858689 7.6526521
#> lag1_var4 -2.8503891 3.2183376 -6.9147180 2.2526882
#> const 11.4457287 8.3010490 1.0890126 25.1106825
#> exo1 -0.1818772 0.6009533 -0.9249639 0.6559826
#> exo2 0.6822008 1.1580023 -1.1887654 1.6761857
#> exo3 0.1584380 0.7965873 -0.9282489 1.3586333
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6456384 0.7117910 0.8537647 2.633356
#> lag1_var2 -0.3425406 2.6503265 -4.2232377 3.016217
#> lag1_var3 -0.2857841 4.3680488 -6.7737500 5.141900
#> lag1_var4 0.7182601 4.1954412 -4.4931458 6.950246
#> const -7.1607232 11.6125500 -24.3894815 8.942338
#> exo1 0.2915845 0.6232298 -0.3449692 1.258708
#> exo2 -3.9242861 0.7413737 -4.6930240 -2.666834
#> exo3 0.6853550 1.1119103 -1.0305857 2.033539
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7504451 1.0105191 -0.3944172 2.260156
#> lag1_var2 0.9467493 3.6544758 -4.7088418 5.076527
#> lag1_var3 1.2025683 6.1185544 -8.3495232 7.964589
#> lag1_var4 -0.5057525 5.8082295 -6.8922036 8.564469
#> const -0.6743249 12.1188583 -13.8426307 20.325741
#> exo1 0.1927203 0.5817215 -0.4405030 1.106885
#> exo2 -3.7044119 0.4572186 -4.3903308 -3.163662
#> exo3 0.8081206 1.0504731 -0.6506573 2.122666
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002826877 0.000582098 0.002194441 0.003589957
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00821016 0.00225611 -0.01087906 -0.004591844
#> Sigma[2,2] 0.05222438 0.01496439 0.03347241 0.075266043
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002999952 0.001294555 0.00112063 0.004625451
#> Sigma[3,2] -0.027300947 0.007993788 -0.04027141 -0.018882859
#> Sigma[3,3] 0.019865455 0.004009049 0.01702722 0.027169443
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002968768 0.001076458 -0.001060805 0.001730789
#> Sigma[4,2] -0.0154718756 0.005372716 -0.025106009 -0.011133914
#> Sigma[4,3] 0.0154703859 0.002841515 0.012298607 0.020396298
#> Sigma[4,4] 0.0151539885 0.002354696 0.011740304 0.018057659
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003174232 0.01879986 0.9794390 1.02818890
#> lag1_var2 -0.149510092 0.04321431 -0.2091870 -0.08372926
#> lag1_var3 -0.304449919 0.11974285 -0.4786622 -0.14581370
#> lag1_var4 0.303490279 0.10483864 0.1586058 0.45863955
#> const 0.880314269 0.80412658 -0.3405951 1.60413062
#> exo1 -0.009507496 0.06691128 -0.1022614 0.06673540
#> exo2 -0.063654158 0.06482597 -0.1326043 0.04650165
#> exo3 0.015137827 0.05005139 -0.0450348 0.09505871
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03460671 0.08404948 -0.1611945 0.05959347
#> lag1_var2 0.40360479 0.18962205 0.1510607 0.67839727
#> lag1_var3 -0.87525207 0.41967857 -1.4072079 -0.25149910
#> lag1_var4 0.99322097 0.37655671 0.4505999 1.48907810
#> const 2.31527641 2.56127445 -0.2872705 6.45864915
#> exo1 -0.07647205 0.27362253 -0.4304293 0.26220100
#> exo2 0.57214582 0.22141971 0.2451523 0.81448298
#> exo3 0.49649082 0.26877974 0.1350166 0.85740824
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02430821 0.05470373 -0.03548867 0.109348313
#> lag1_var2 0.53376134 0.09337774 0.39719164 0.632758470
#> lag1_var3 2.10824278 0.25258289 1.80962516 2.470165086
#> lag1_var4 -1.20617700 0.21224927 -1.51770916 -0.955103068
#> const -0.11364293 1.07657286 -1.55242094 1.531369555
#> exo1 0.09191450 0.13795576 -0.08504536 0.271034139
#> exo2 -0.50451725 0.10981097 -0.63846511 -0.332685376
#> exo3 -0.21640860 0.18321373 -0.48347444 0.007596567
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01308528 0.04747897 -0.05038900 0.08342662
#> lag1_var2 0.67209646 0.04693035 0.61599237 0.73659816
#> lag1_var3 1.77078262 0.21247422 1.49172295 2.09251025
#> lag1_var4 -0.81465049 0.16479736 -1.06197640 -0.60203574
#> const -0.06888370 1.12259587 -1.28261399 1.85620586
#> exo1 0.11581871 0.10339360 -0.01808474 0.25363713
#> exo2 -0.38838459 0.09095098 -0.49182608 -0.25501140
#> exo3 -0.09973542 0.14912553 -0.31338945 0.10771364
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001285248 0.0002451329 0.00101677 0.001638068
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009830211 0.01298586 -0.03192419 0.0008806938
#> Sigma[2,2] 2.789571175 0.74805001 1.81797512 3.8871719426
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006454346 0.009809018 -0.00127692 0.02298892
#> Sigma[3,2] -2.018004510 0.583184266 -2.88046195 -1.21762921
#> Sigma[3,3] 1.681861244 0.479273769 1.01675194 2.35177472
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001481938 0.003966748 -0.002910573 0.007737581
#> Sigma[4,2] -0.651516451 0.254809301 -0.983507838 -0.295004630
#> Sigma[4,3] 0.727223464 0.224189885 0.439643799 0.993297464
#> Sigma[4,4] 0.449539696 0.117297944 0.321953699 0.593088067
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98953567 0.01801905 0.96685825 1.01694226
#> lag1_var2 -0.05783658 0.02270743 -0.09392485 -0.03587430
#> lag1_var3 -0.10599422 0.04276987 -0.17240774 -0.06137396
#> lag1_var4 0.09026337 0.03585565 0.05340188 0.14719440
#> const 1.14746265 0.42014318 0.57925385 1.74519716
#> exo1 0.02399216 0.03584467 -0.01020743 0.08043963
#> exo2 -0.04350056 0.04245058 -0.10089613 0.01638520
#> exo3 0.03134450 0.05040796 -0.02902702 0.11010149
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.10728813 0.8156581 -2.2206089 -0.03624771
#> lag1_var2 1.92780610 1.4184520 0.1078793 3.86220567
#> lag1_var3 2.04956043 2.8916008 -1.6871583 6.12428851
#> lag1_var4 -1.98448243 2.5908438 -5.6415906 1.31484526
#> const 25.88306483 14.3628518 7.1770342 46.48643831
#> exo1 -2.35866742 1.6723713 -4.7962036 -0.44707336
#> exo2 -1.77550210 2.2330178 -4.6317838 1.34853875
#> exo3 0.02167486 1.4750221 -1.7166311 2.20684421
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73343052 0.5219212 0.03851535 1.447367
#> lag1_var2 0.06917930 1.0526963 -1.42953073 1.532271
#> lag1_var3 1.07735089 2.1813783 -2.06581074 4.154990
#> lag1_var4 -0.02290413 1.9691683 -2.86430208 2.803116
#> const -21.09770590 10.9269684 -38.19371404 -9.222839
#> exo1 0.87955179 1.2482567 -0.71871013 2.672234
#> exo2 0.09698481 1.5958739 -2.14209021 2.016897
#> exo3 1.89459080 1.4536121 -0.24595183 3.648615
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1499343 0.3295703 -0.2957102 0.5709841
#> lag1_var2 0.6894092 0.6518158 -0.2361304 1.6327339
#> lag1_var3 1.3980769 1.3304215 -0.4952644 3.3100449
#> lag1_var4 -0.2779478 1.2133012 -2.0259074 1.4382664
#> const -9.2057764 5.2664120 -17.4993408 -4.1226400
#> exo1 -0.4641126 0.5053834 -1.1711601 0.1511622
#> exo2 -0.8575412 0.5612803 -1.7177825 -0.1843573
#> exo3 2.1858837 0.8564446 1.0079630 3.2981841
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005300478 0.001051283 0.003868089 0.006651433
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006959837 0.003554988 -0.01201906 -0.00258044
#> Sigma[2,2] 0.053783079 0.011376203 0.04022249 0.07152225
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006865766 0.002804251 0.003238993 0.01093051
#> Sigma[3,2] -0.039362714 0.011974876 -0.059772937 -0.02786078
#> Sigma[3,3] 0.044651963 0.011738132 0.035304516 0.06537217
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0021239891 0.0008719355 0.0008467786 0.003279512
#> Sigma[4,2] 0.0005092877 0.0067265565 -0.0077079667 0.010292052
#> Sigma[4,3] 0.0178130627 0.0041077998 0.0124804567 0.023898108
#> Sigma[4,4] 0.0209531852 0.0051790005 0.0161723898 0.030307502
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94271428 0.02262792 0.9118993065 0.97107831
#> lag1_var2 -0.57558109 0.15248576 -0.7828559369 -0.37242107
#> lag1_var3 -0.81693023 0.19320090 -1.0732913705 -0.56695142
#> lag1_var4 0.82512814 0.19277238 0.5744289151 1.08015500
#> const 0.33973245 0.73806247 -0.6887374597 1.35603278
#> exo1 0.06370115 0.04927056 -0.0002460537 0.13421615
#> exo2 -0.06771021 0.08487857 -0.1639695010 0.05566883
#> exo3 0.08790062 0.09154674 -0.0371991950 0.21719410
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1960755 0.1068847 0.04146274 0.3237708
#> lag1_var2 1.6505240 0.4979245 0.92913672 2.2771561
#> lag1_var3 1.9677544 0.6406496 1.11009608 2.8631092
#> lag1_var4 -1.9096777 0.6320070 -2.78920766 -1.0344672
#> const 1.2473219 2.6929764 -2.82273222 4.4380218
#> exo1 -0.2005616 0.1790691 -0.36277509 0.1061017
#> exo2 1.7704001 0.1566109 1.57307080 1.9593226
#> exo3 0.9795992 0.3395772 0.60074879 1.4639992
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19856956 0.09864333 -0.32981024 -0.07339316
#> lag1_var2 -0.13056111 0.60779903 -0.92514524 0.68762314
#> lag1_var3 0.08067712 0.79152269 -1.01085684 1.14662843
#> lag1_var4 0.87766604 0.77930739 -0.18408132 1.93489626
#> const 0.76334211 2.70243277 -1.74307818 5.19298429
#> exo1 0.13219167 0.12392776 -0.01563261 0.32631130
#> exo2 -1.88254064 0.16707970 -2.06572790 -1.66002925
#> exo3 -0.38703152 0.27709079 -0.76810151 -0.03004657
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07452708 0.06968645 -0.1294988 0.03948998
#> lag1_var2 0.61865113 0.49915083 -0.1347006 1.29698533
#> lag1_var3 0.91422013 0.70959819 -0.1607557 1.88914934
#> lag1_var4 0.10527933 0.70206609 -0.8627187 1.16402243
#> const 0.96580921 1.43739608 -0.5120165 3.11205675
#> exo1 -0.01856112 0.10364404 -0.1567374 0.11312020
#> exo2 -0.66669538 0.17446940 -0.8916701 -0.41081623
#> exo3 0.38025985 0.17342261 0.1503809 0.60431557
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006542259 0.0001797903 0.000474948 0.0009655309
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009014674 0.008271204 0.0003925497 0.02307212
#> Sigma[2,2] 1.234626229 0.474136344 0.7127259434 1.93254928
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003439946 0.002750167 -0.008177585 -0.0007779149
#> Sigma[3,2] -0.367563069 0.133445335 -0.558731811 -0.2054605163
#> Sigma[3,3] 0.115247155 0.038264924 0.064628636 0.1675930833
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001562371 0.001054637 -0.003258793 -0.0005330441
#> Sigma[4,2] -0.087442324 0.032191157 -0.137906764 -0.0428228118
#> Sigma[4,3] 0.032509733 0.011116176 0.018275556 0.0510752888
#> Sigma[4,4] 0.013546476 0.005335027 0.009106332 0.0216690683
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972288255 0.01715643 0.953428167 0.994846645
#> lag1_var2 -0.015728996 0.01870077 -0.041208818 0.009023091
#> lag1_var3 -0.058804047 0.07847769 -0.165379665 0.045255067
#> lag1_var4 0.034323971 0.07639558 -0.061848417 0.138059085
#> const 1.167265855 0.39825516 0.623197449 1.780290457
#> exo1 0.029899590 0.02177983 0.007736614 0.066754943
#> exo2 -0.009755146 0.02470534 -0.042568345 0.025242905
#> exo3 -0.014001383 0.01859831 -0.040131372 0.011332789
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.128556221 0.6344551 -2.0378466 -0.2207807
#> lag1_var2 0.316285280 0.7849670 -0.4099391 1.5833784
#> lag1_var3 -1.346422546 3.3764717 -4.9687037 3.6906683
#> lag1_var4 2.142619580 2.8847285 -2.4277333 4.9331815
#> const 6.691849159 10.3248357 -6.0293939 20.6869477
#> exo1 0.843852039 0.9370004 -0.2501522 2.2481192
#> exo2 0.575181603 0.5408304 -0.2135888 1.1396837
#> exo3 -0.004271363 0.6199654 -0.6070240 0.9803749
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3670539 0.1914951 0.09747398 0.6308585
#> lag1_var2 0.2022430 0.2224889 -0.15713020 0.4044699
#> lag1_var3 1.3447749 0.9697303 -0.14936357 2.3729344
#> lag1_var4 -0.6450294 0.8136322 -1.40160978 0.6288927
#> const -1.2628142 3.0394127 -5.28336340 2.9491993
#> exo1 -0.2851781 0.3136610 -0.72478663 0.1154267
#> exo2 -0.5366911 0.1837068 -0.74668380 -0.2843191
#> exo3 0.1349101 0.1645445 -0.11258575 0.3533712
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09420646 0.05114408 0.01486891 0.15926668
#> lag1_var2 0.14201609 0.06693598 0.04061512 0.21594851
#> lag1_var3 0.43344199 0.27923015 0.02975644 0.75578981
#> lag1_var4 0.47537332 0.23646872 0.21990313 0.81717611
#> const -0.11188504 1.36978860 -1.84171027 1.87764909
#> exo1 -0.10304736 0.11366799 -0.24087777 0.07285785
#> exo2 -0.43688334 0.10434015 -0.56159800 -0.29668119
#> exo3 0.15351300 0.06023611 0.08450146 0.25162279
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009230391 0.0001852208 0.000649694 0.00113244
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01113273 0.008303154 -0.02195306 -0.0002515504
#> Sigma[2,2] 1.19375863 0.203615918 0.93979529 1.4834133639
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009623759 0.006255942 0.001886314 0.01852885
#> Sigma[3,2] -0.718893555 0.119329867 -0.861265211 -0.56085567
#> Sigma[3,3] 0.521650415 0.092366586 0.406010099 0.65286650
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004830491 0.002723393 0.001402391 0.008931742
#> Sigma[4,2] -0.156095421 0.068265580 -0.270304707 -0.092732906
#> Sigma[4,3] 0.192663639 0.051134660 0.127889632 0.274489445
#> Sigma[4,4] 0.131207693 0.024717498 0.091850468 0.162103151
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989050141 0.02762896 0.94281923 1.017084594
#> lag1_var2 -0.104796888 0.03898471 -0.15595163 -0.052638204
#> lag1_var3 -0.205274768 0.08479814 -0.31910324 -0.091019399
#> lag1_var4 0.184401787 0.07822606 0.07869920 0.292030800
#> const 1.344171728 0.28676927 1.04833150 1.816802815
#> exo1 -0.008852727 0.03503611 -0.05050032 0.040870606
#> exo2 -0.175050038 0.02976341 -0.22322616 -0.138650539
#> exo3 -0.042095601 0.03203464 -0.09615727 -0.007530419
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3591251 1.459672 -2.3908069 1.458758
#> lag1_var2 1.8503318 2.452366 -1.0353232 5.553391
#> lag1_var3 2.6276236 5.125094 -3.4590558 10.293347
#> lag1_var4 -2.5779574 4.617976 -9.5105828 2.925925
#> const 9.7504825 9.967275 -2.6631869 25.112967
#> exo1 0.5054330 1.135073 -1.4434210 1.599806
#> exo2 1.9159763 1.111513 0.5689063 3.539876
#> exo3 -0.5374753 1.180309 -2.0903389 1.139424
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8709584 1.1685715 -0.3754657 2.6730448
#> lag1_var2 -1.3048681 1.5724474 -3.7094337 0.5192088
#> lag1_var3 -2.1353210 3.3006400 -7.1172604 1.7469429
#> lag1_var4 2.9251580 2.9555095 -0.5384876 7.3973878
#> const -10.7946061 9.9230419 -27.2400387 -0.2422860
#> exo1 -0.3044712 0.8907597 -1.3360771 1.0958760
#> exo2 -4.3842508 0.7053986 -5.5763048 -3.7560706
#> exo3 0.5360507 0.8466295 -0.7078251 1.5601108
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71890068 0.5615103 0.2125485 1.61323659
#> lag1_var2 -0.77453369 0.5483790 -1.5195721 -0.10939250
#> lag1_var3 -1.62213433 1.1343731 -3.1571263 -0.26478974
#> lag1_var4 2.45458421 1.0036025 1.2241550 3.78999552
#> const -7.45569043 6.7068573 -17.7998327 -0.05041668
#> exo1 -0.04132961 0.5305196 -0.8335495 0.52050698
#> exo2 -3.66406027 0.4141457 -4.3330945 -3.22560616
#> exo3 0.31109915 0.3892669 -0.2160791 0.81441774
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0016552 0.002366392 0.000751725 0.005159548
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02473913 0.0066030 -0.03410079 -0.01686506
#> Sigma[2,2] 1.87316776 0.4602426 1.27503516 2.58147660
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004316607 0.01936219 -0.02487197 0.0152666
#> Sigma[3,2] -1.141923380 0.28278326 -1.53432079 -0.7883513
#> Sigma[3,3] 0.900846613 0.23804752 0.58787061 1.2162844
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01190781 0.02513850 -0.04905928 -0.001501319
#> Sigma[4,2] -0.03128986 0.09462527 -0.13528943 0.119963620
#> Sigma[4,3] 0.25080499 0.20923346 0.12966617 0.574140973
#> Sigma[4,4] 0.26320787 0.27573738 0.12915962 0.684989661
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955770934 0.03538286 0.90240915 0.99247267
#> lag1_var2 0.027094447 0.08322127 -0.05495028 0.15687273
#> lag1_var3 0.044693129 0.14283331 -0.09631984 0.26597859
#> lag1_var4 -0.050008495 0.12946694 -0.24933761 0.07573799
#> const 1.448123578 0.43361044 0.78418695 1.90437079
#> exo1 0.006910159 0.02432081 -0.02146102 0.04582715
#> exo2 -0.038150731 0.03403897 -0.09244458 -0.00202815
#> exo3 0.015564804 0.02633769 -0.02555594 0.04206975
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8640889 1.043612 -2.9716051 -0.08477428
#> lag1_var2 4.5027051 2.766155 0.3047309 7.79859994
#> lag1_var3 6.0743818 4.651705 -1.0744989 11.63372676
#> lag1_var4 -5.6042658 4.145490 -10.5659844 0.75389522
#> const 19.6766355 26.817525 -20.1924186 56.99897392
#> exo1 -1.0220834 1.021882 -2.3285706 0.37594367
#> exo2 1.2156637 1.173127 -0.6385259 2.55426718
#> exo3 0.7701172 1.223886 -0.6280917 2.58308863
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4753253 0.8038033 0.163125 2.42628059
#> lag1_var2 -1.4928397 2.1501293 -3.775605 1.62449366
#> lag1_var3 -1.6477006 3.6103614 -5.484697 3.65459473
#> lag1_var4 2.2065921 3.2478682 -2.559893 5.57105570
#> const -11.4442888 15.8245430 -33.192779 9.85686239
#> exo1 0.8961781 0.7554753 -0.178551 1.80167109
#> exo2 -1.4746728 0.9673223 -2.614585 -0.06265532
#> exo3 0.4619850 0.9944268 -1.260644 1.45195717
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3962158 0.3809889 0.01622566 0.9762743
#> lag1_var2 0.7899087 1.0498997 -0.78317051 1.9250769
#> lag1_var3 1.2947123 1.7751056 -1.37253302 3.1986929
#> lag1_var4 -0.4570698 1.6095015 -2.21895823 1.9246327
#> const -0.4736037 4.5573151 -5.60419770 6.7734577
#> exo1 0.3333730 0.4670120 -0.22424348 1.0666677
#> exo2 -0.7925943 0.5511257 -1.53225899 -0.1272859
#> exo3 1.0087958 0.5071596 0.26408064 1.5212190
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008608261 0.000144005 0.0006973346 0.001082023
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01368964 0.001828719 -0.01608645 -0.01123957
#> Sigma[2,2] 0.48938802 0.056054178 0.42328405 0.56794950
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01287236 0.002525246 0.008946526 0.01560728
#> Sigma[3,2] -0.39717555 0.069947599 -0.509906305 -0.30849913
#> Sigma[3,3] 0.70449315 0.148320297 0.487787978 0.88267343
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005168839 0.002434815 0.001456987 0.007736812
#> Sigma[4,2] -0.117937877 0.077866442 -0.214061749 0.003809812
#> Sigma[4,3] 0.503321191 0.123227216 0.328514891 0.661381437
#> Sigma[4,4] 0.463305958 0.095205981 0.346718893 0.606100162
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98634062 0.02237463 0.95753379 1.01789588
#> lag1_var2 -0.10200104 0.09282943 -0.23326835 0.01982866
#> lag1_var3 -0.17663299 0.16387447 -0.40938037 0.03749026
#> lag1_var4 0.16024883 0.15670470 -0.04057993 0.38825225
#> const 1.30524661 0.32564332 0.76542892 1.69547383
#> exo1 0.01597157 0.02908028 -0.01548575 0.05165356
#> exo2 -0.05925114 0.02709859 -0.08820121 -0.01630739
#> exo3 0.06186376 0.03522608 0.01306416 0.11253014
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32344946 0.3689478 -0.8717853 0.1586588
#> lag1_var2 -0.39371709 1.5953326 -2.3513147 2.1855619
#> lag1_var3 -2.35641445 2.7820674 -5.6692739 2.2143251
#> lag1_var4 2.54848026 2.6199446 -1.8030925 5.6407261
#> const -3.27625366 4.1168086 -7.8323517 2.1502390
#> exo1 -0.38507911 0.4435283 -0.9286723 0.3203024
#> exo2 0.70869687 0.8901911 -0.5759827 1.6144896
#> exo3 0.06201685 0.7282833 -1.0371320 0.7803162
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27629083 0.2994099 -0.1148026 0.5930626
#> lag1_var2 3.75354440 1.7741610 1.3270971 6.2192619
#> lag1_var3 7.66929948 3.1996821 3.3089516 12.2510105
#> lag1_var4 -6.96360840 3.0681791 -11.4144270 -2.8236110
#> const 11.41301073 11.0327402 -4.2851324 26.7566109
#> exo1 0.13417310 0.7097678 -0.8400395 1.1002020
#> exo2 -0.97835958 0.8904209 -1.8685732 0.3742630
#> exo3 -0.06523485 1.0803791 -1.4236003 1.4844518
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08755244 0.3936825 -0.5375400 0.5675530
#> lag1_var2 3.32176742 1.5270707 1.4241550 5.7320675
#> lag1_var3 5.97237603 2.7777612 2.6044534 10.3858777
#> lag1_var4 -5.15125637 2.6933981 -9.4563592 -1.9714312
#> const 9.40003617 10.4432015 -6.3504118 22.8468758
#> exo1 -0.10481916 0.6225192 -0.9015594 0.7694893
#> exo2 -0.60283275 0.6463720 -1.0848707 0.5024530
#> exo3 -0.04992426 0.9800973 -1.6838527 1.0359999
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006159313 0.0009450224 0.0001989742 0.002035326
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002233492 0.01132063 -0.008334525 0.01497612
#> Sigma[2,2] 0.757924506 0.22546957 0.486573854 1.09058403
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -3.787816e-05 0.01360613 -0.02041362 0.007055102
#> Sigma[3,2] -5.961323e-01 0.24976228 -0.98197129 -0.369858350
#> Sigma[3,3] 5.734780e-01 0.28323290 0.38088390 1.023317540
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001402138 0.006688436 -0.01129791 0.002242736
#> Sigma[4,2] -0.125746023 0.126055568 -0.31992560 -0.044669457
#> Sigma[4,3] 0.210242397 0.139064210 0.11342252 0.423008399
#> Sigma[4,4] 0.139580259 0.065533385 0.08327264 0.243162839
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99403171 0.01424231 0.97849686 1.0156352605
#> lag1_var2 -0.07237037 0.05411283 -0.14532777 0.0033005647
#> lag1_var3 -0.12291142 0.09139235 -0.24326355 0.0073610788
#> lag1_var4 0.10592850 0.08564613 -0.01582201 0.2206712905
#> const 1.21685356 0.35917961 0.67350131 1.6861456971
#> exo1 -0.01507041 0.01091077 -0.02992752 -0.0009600895
#> exo2 -0.03383496 0.02490724 -0.07557768 -0.0069230547
#> exo3 0.03834863 0.02041055 0.01802667 0.0705055881
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.24706003 0.6153698 -2.0631346 -0.3253902
#> lag1_var2 0.35223922 1.3126362 -1.4352143 2.1473111
#> lag1_var3 -0.46905275 2.0256134 -3.2992240 2.1662369
#> lag1_var4 0.93231432 1.8193559 -1.4061079 3.4746588
#> const 6.63010546 13.7861222 -10.1699805 27.7589716
#> exo1 -0.03695851 0.6941763 -0.7208295 1.1241525
#> exo2 0.77329651 0.7902093 -0.5502822 1.7423738
#> exo3 0.03545511 0.3142627 -0.3947660 0.3902959
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.95347983 0.4868912 1.2179676 2.5536220
#> lag1_var2 -0.78540502 0.8996547 -2.2984079 0.1276170
#> lag1_var3 -0.65659891 1.4173366 -2.9365473 0.7859688
#> lag1_var4 0.95382159 1.3112946 -0.4171840 3.1636747
#> const -9.69921785 13.4896333 -29.1933983 7.9798513
#> exo1 0.23373994 0.6200059 -0.6802588 1.0090521
#> exo2 -0.72934725 0.6056767 -1.5481590 0.1709009
#> exo3 -0.08960487 0.4257626 -0.7783220 0.3728007
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.23036927 0.2362835 0.83110633 1.4638469
#> lag1_var2 -1.10458571 0.5474316 -1.64321049 -0.3072563
#> lag1_var3 -1.80805905 0.9078622 -2.67962316 -0.4845124
#> lag1_var4 2.39167136 0.8727179 1.14579065 3.2451057
#> const -6.82819719 5.6353752 -13.55139907 1.0184735
#> exo1 0.21515958 0.2552104 -0.01644654 0.6364700
#> exo2 -0.25049951 0.3004369 -0.67635643 0.1665713
#> exo3 -0.05861953 0.3377639 -0.56498827 0.3042623
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003849429 0.0001756027 0.0002598056 0.0007086485
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0113322 0.009376284 -0.02637066 -0.001104398
#> Sigma[2,2] 1.9835622 0.221381901 1.69938606 2.301868698
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005715732 0.004724305 0.0005229537 0.01307631
#> Sigma[3,2] -1.069723887 0.112555445 -1.2298125343 -0.91494791
#> Sigma[3,3] 0.593531728 0.065569342 0.5082969151 0.68463795
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.432801e-05 0.0007823915 -0.0009714143 0.0009910017
#> Sigma[4,2] -9.649407e-02 0.0468751019 -0.1678591791 -0.0346649094
#> Sigma[4,3] 7.363926e-02 0.0263375380 0.0421644430 0.1176322071
#> Sigma[4,4] 3.335688e-02 0.0096819229 0.0204499138 0.0476932260
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94250093 0.03091814 0.90114781 0.980610409
#> lag1_var2 0.01052859 0.03605224 -0.03468310 0.063668429
#> lag1_var3 0.01487110 0.06987906 -0.07343887 0.116577807
#> lag1_var4 -0.01734650 0.06054725 -0.10384820 0.058351469
#> const 1.34479958 0.24185017 1.06018104 1.670103770
#> exo1 -0.03226033 0.01989661 -0.05624772 -0.007823729
#> exo2 -0.04555037 0.01470269 -0.06561899 -0.025721739
#> exo3 0.04372864 0.01203107 0.02713439 0.058291964
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1419189 1.318717 0.9150270 4.2597572
#> lag1_var2 -2.5333951 1.399248 -4.2991674 -0.5691448
#> lag1_var3 -6.5822786 2.656154 -10.0209192 -2.8287904
#> lag1_var4 5.4197505 2.209205 2.2384981 8.2391693
#> const -5.0973947 14.677844 -24.1294181 15.0613340
#> exo1 0.4142766 1.165089 -1.2520208 1.7560690
#> exo2 4.9153712 1.372156 3.0086511 6.8082319
#> exo3 2.4841728 1.593266 0.6028329 4.8810307
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0147564 0.6518984 -2.624018 -0.8822256
#> lag1_var2 2.2890487 0.6798185 1.287207 3.1241394
#> lag1_var3 5.2446193 1.3016225 3.329943 6.8897041
#> lag1_var4 -3.5324137 1.0780106 -4.876598 -1.9096955
#> const 4.6959085 9.1138049 -5.674477 18.3106352
#> exo1 -0.3315283 0.6632678 -1.165931 0.5581732
#> exo2 -3.0858564 0.8345238 -4.193727 -1.9452871
#> exo3 -1.5003348 0.8247120 -2.721554 -0.5864362
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6671027 0.1640692 -0.8795421 -0.4272544
#> lag1_var2 0.8292392 0.1767229 0.5595047 1.0604759
#> lag1_var3 1.5222326 0.3477153 1.0004418 1.9929332
#> lag1_var4 -0.3009544 0.3075099 -0.7156973 0.1596294
#> const 2.0320771 3.5462134 -0.5589712 7.9248249
#> exo1 -0.1648665 0.1532142 -0.3902158 0.0350148
#> exo2 -0.9134398 0.3064554 -1.4003482 -0.5084173
#> exo3 -0.4153603 0.1264695 -0.6213604 -0.2671599
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006739241 0.002913396 0.003850313 0.01155526
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07704647 0.02877151 -0.1170459 -0.04427276
#> Sigma[2,2] 1.57591582 0.40079231 1.1241712 2.21111828
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06360759 0.02386329 0.03776285 0.09965057
#> Sigma[3,2] -1.14864779 0.33620911 -1.67774336 -0.76604650
#> Sigma[3,3] 1.11985494 0.27218336 0.76632668 1.49953569
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0358221 0.01478133 0.02195932 0.05934363
#> Sigma[4,2] -0.5344084 0.21168236 -0.84574087 -0.29571235
#> Sigma[4,3] 0.7146603 0.16029233 0.49899010 0.92328168
#> Sigma[4,4] 0.5577282 0.10295793 0.41526280 0.68910441
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.909254417 0.04347241 0.852222500 0.96213985
#> lag1_var2 0.005436088 0.05518998 -0.058318192 0.08542251
#> lag1_var3 0.026285327 0.12700141 -0.103863293 0.21871682
#> lag1_var4 -0.017911592 0.11415279 -0.191641798 0.10041342
#> const 1.850935515 0.94767599 0.753644498 3.25363154
#> exo1 0.049058638 0.05282296 -0.004398823 0.13384806
#> exo2 0.037249894 0.09124534 -0.106239304 0.11384839
#> exo3 0.032435671 0.06711972 -0.061573161 0.11011936
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3710733 0.5974223 -0.4610326 1.178535
#> lag1_var2 0.2354576 0.7313460 -0.6209474 1.482097
#> lag1_var3 -1.0964468 1.6561445 -2.8946758 1.720765
#> lag1_var4 0.8821785 1.4828650 -1.6116538 2.462804
#> const 3.8092600 16.0820953 -14.2843407 30.243936
#> exo1 1.1342312 0.9058518 -0.3461620 2.167643
#> exo2 1.9625134 1.9310649 -0.3253465 4.752361
#> exo3 0.4941977 0.9132159 -0.8619002 1.558637
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6911207 0.5615588 -1.4940030 0.1190908
#> lag1_var2 1.2710802 0.6340388 0.3962825 2.0816850
#> lag1_var3 3.6352249 1.4181647 1.5827818 5.4059720
#> lag1_var4 -2.3245983 1.2616634 -3.8943278 -0.4801745
#> const 0.7900080 13.5160435 -19.6042896 17.6441609
#> exo1 -0.5338896 0.8592907 -1.6878962 0.7068603
#> exo2 -2.1868536 1.2122411 -3.9006955 -0.4575302
#> exo3 -0.1750571 0.5237666 -0.7304946 0.6636236
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.61186165 0.3936487 -1.1460682 -0.09044357
#> lag1_var2 1.17002207 0.4142401 0.6149745 1.75838778
#> lag1_var3 2.67932555 0.9744130 1.2695414 3.96758546
#> lag1_var4 -1.40425104 0.8778511 -2.5421095 -0.12870412
#> const 1.73048646 8.5545000 -8.9370115 12.60464565
#> exo1 -0.01621596 0.6932245 -1.1204105 0.87755540
#> exo2 -1.66650398 0.5875036 -2.3596796 -0.76331926
#> exo3 0.01732960 0.2833638 -0.3778426 0.39361621
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004334123 0.0007963454 0.003437228 0.005606732
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001466762 0.000706238 -0.002596771 -0.0006125749
#> Sigma[2,2] 0.005409981 0.002095290 0.002772098 0.0084977944
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002942008 0.001768921 -0.004662359 3.862119e-06
#> Sigma[3,2] -0.011249265 0.004868256 -0.018489124 -5.433026e-03
#> Sigma[3,3] 0.057783280 0.014721994 0.038011920 7.891060e-02
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003894779 0.001465954 -0.005445821 -0.001422436
#> Sigma[4,2] -0.008059815 0.003959579 -0.014395043 -0.003477228
#> Sigma[4,3] 0.051453417 0.012506259 0.034099932 0.068666969
#> Sigma[4,4] 0.047037091 0.010769648 0.031586907 0.060854336
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96934618 0.02684786 0.93497963 1.00561312
#> lag1_var2 -0.21899020 0.22163603 -0.53066451 0.06530825
#> lag1_var3 -0.33092014 0.31837647 -0.74787611 0.09053976
#> lag1_var4 0.32569712 0.31710432 -0.09309044 0.74018208
#> const 1.08764884 0.59605061 0.16993882 1.80886025
#> exo1 -0.01918656 0.03568143 -0.07795679 0.01499610
#> exo2 -0.05496936 0.06939098 -0.16003172 0.01930307
#> exo3 -0.03202874 0.04602506 -0.07929437 0.03762487
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06164876 0.04227752 0.006597541 0.11721052
#> lag1_var2 0.22053328 0.27067638 -0.197748655 0.56755862
#> lag1_var3 -0.41825290 0.37747479 -1.002874475 0.01650166
#> lag1_var4 0.41015747 0.37655032 -0.030283805 0.99024730
#> const -0.41749934 1.39909632 -2.383648872 1.48254494
#> exo1 0.02776270 0.06128099 -0.058580550 0.09724000
#> exo2 0.62305019 0.08865101 0.493226401 0.74464220
#> exo3 0.23888388 0.09863038 0.087473637 0.35786218
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29753131 0.1566542 -0.5538041 -0.1082281
#> lag1_var2 2.70073606 0.9705326 1.1870411 3.8355368
#> lag1_var3 4.29970130 1.4029274 1.9992823 5.8438305
#> lag1_var4 -3.30476738 1.3890844 -4.8517606 -1.0326950
#> const 6.14968179 4.7493932 1.7570360 13.9965309
#> exo1 0.04381474 0.1404069 -0.1822133 0.1924980
#> exo2 -0.66343405 0.3171806 -1.1459409 -0.3488265
#> exo3 -0.19847689 0.2297321 -0.5393295 0.1286443
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24946930 0.1437908 -0.4807074 -0.063237908
#> lag1_var2 2.49123486 0.8998170 1.1021280 3.519366241
#> lag1_var3 3.45323225 1.3347732 1.3079310 4.815377787
#> lag1_var4 -2.45837886 1.3223288 -3.8237485 -0.336936827
#> const 5.33707256 4.2147838 1.0629733 12.343791144
#> exo1 0.06232181 0.1369212 -0.1452877 0.213928041
#> exo2 -0.29471530 0.2875495 -0.7257511 0.008465427
#> exo3 -0.05908501 0.1929654 -0.3756977 0.176635452
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002607954 0.0005425717 0.001896436 0.003234978
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00440592 0.002882796 -0.007827655 -0.0004467796
#> Sigma[2,2] 0.11055598 0.024136946 0.079588919 0.1478963722
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002507499 0.00180605 0.0005103244 0.004895648
#> Sigma[3,2] -0.067754239 0.01558288 -0.0919197991 -0.046709959
#> Sigma[3,3] 0.044583133 0.01043512 0.0300870386 0.060434262
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.744905e-05 0.0005601231 -0.0009485737 0.0006727001
#> Sigma[4,2] -3.738746e-03 0.0029748407 -0.0069458831 0.0007519763
#> Sigma[4,3] 5.470409e-03 0.0018446999 0.0025793801 0.0076807526
#> Sigma[4,4] 3.444299e-03 0.0006939616 0.0025611614 0.0044506903
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975353849 0.02781211 0.93791266 1.00690446
#> lag1_var2 -0.082072512 0.14887525 -0.31968579 0.09762094
#> lag1_var3 -0.114363192 0.26220341 -0.53580274 0.20401872
#> lag1_var4 0.100562697 0.25959099 -0.20930593 0.51540267
#> const 1.435339948 0.81539339 0.34714426 2.58560837
#> exo1 -0.003010734 0.05545640 -0.05633288 0.08830915
#> exo2 -0.044289097 0.05906987 -0.09445154 0.04242105
#> exo3 0.045523778 0.04154800 -0.01081941 0.10459686
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36819535 0.1390518 -0.58501765 -0.2109684
#> lag1_var2 0.83990045 1.0526831 -0.55950574 2.2603875
#> lag1_var3 0.12505138 1.6518739 -2.12528598 2.2624608
#> lag1_var4 0.01431093 1.6922169 -2.21053958 2.2611659
#> const 0.74223025 3.7759817 -4.53760117 5.8590635
#> exo1 -0.21428857 0.3428260 -0.75123340 0.1685862
#> exo2 0.11692844 0.3032338 -0.29073492 0.5251707
#> exo3 0.22059343 0.2420166 -0.07596178 0.5885086
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24917173 0.09594885 0.1579056 0.4049438
#> lag1_var2 0.52758671 0.72521438 -0.4586904 1.4649150
#> lag1_var3 1.67224619 1.12708251 0.1747837 3.2248393
#> lag1_var4 -0.78888453 1.15386653 -2.3186509 0.7599493
#> const 0.84346311 2.20823402 -2.0658732 3.9463953
#> exo1 0.09870587 0.19574547 -0.1574845 0.3779958
#> exo2 -0.57751611 0.19452681 -0.8369769 -0.3192676
#> exo3 0.06846343 0.16323687 -0.1623134 0.2976176
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03473523 0.03946141 -0.01676209 0.08868812
#> lag1_var2 0.66386787 0.21524042 0.42625409 0.98518466
#> lag1_var3 1.13958398 0.35671230 0.75418202 1.68050794
#> lag1_var4 -0.16405208 0.36204446 -0.70942452 0.23239170
#> const 0.63609169 1.02350009 -0.78705144 2.02621206
#> exo1 -0.02846769 0.07988301 -0.12964329 0.08709694
#> exo2 -0.52302905 0.03551322 -0.58082563 -0.48610712
#> exo3 0.20405018 0.05983781 0.11478763 0.27078746
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009216737 0.0002022294 0.0007309448 0.001229075
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01125034 0.003468559 -0.01650953 -0.00811743
#> Sigma[2,2] 0.27596907 0.068801913 0.21248128 0.37515747
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009623045 0.003951094 0.004967249 0.01584495
#> Sigma[3,2] -0.241424844 0.096474896 -0.381370423 -0.14668438
#> Sigma[3,3] 0.650004493 0.170449037 0.447941057 0.91356398
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001304333 0.002447602 -0.002232467 0.004764309
#> Sigma[4,2] -0.037573993 0.057729367 -0.125637928 0.038581876
#> Sigma[4,3] 0.474431248 0.126210623 0.330208459 0.688002573
#> Sigma[4,4] 0.449515009 0.109902313 0.333617123 0.627103268
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965164352 0.01592101 0.94799379 0.987098377
#> lag1_var2 -0.067195068 0.11689993 -0.19632147 0.133455101
#> lag1_var3 -0.107296468 0.15998437 -0.27674578 0.167523431
#> lag1_var4 0.102270732 0.15918619 -0.17221311 0.270200600
#> const 1.304060905 0.42886439 0.72039464 1.783623527
#> exo1 0.005571021 0.01892247 -0.02283658 0.025708315
#> exo2 -0.095349034 0.03953089 -0.13304756 -0.032879225
#> exo3 -0.034780382 0.01999121 -0.06163929 -0.006099256
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3083812 0.3482984 -0.82853683 0.0640574
#> lag1_var2 1.5353320 1.5006869 -0.05240038 3.7588887
#> lag1_var3 1.3832450 2.1001945 -0.76746486 4.5675790
#> lag1_var4 -1.3257526 2.0921372 -4.50278382 0.7938751
#> const 4.5412426 9.6108457 -5.02857218 17.2233285
#> exo1 -0.3497963 0.4943647 -0.95138319 0.3679272
#> exo2 0.5151904 0.7638423 -0.63513386 1.4724247
#> exo3 0.4713735 0.2098497 0.19495209 0.7839173
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19949291 0.3443177 -0.6957263 0.2444323
#> lag1_var2 2.87054988 3.5481621 -1.7475921 7.1180986
#> lag1_var3 4.44220892 4.9138781 -2.0312352 10.2724858
#> lag1_var4 -3.49377056 4.8877166 -9.3239563 2.9554920
#> const 8.27843491 11.6195685 -8.0479682 24.3286341
#> exo1 0.44593929 0.7314116 -0.5914840 1.4263320
#> exo2 -0.06933064 0.8978356 -1.3276905 1.1507474
#> exo3 -0.40162451 0.7637598 -1.4380567 0.5847798
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42207820 0.2692112 -0.7695254 -0.0950954
#> lag1_var2 3.64779576 2.8061599 0.2614087 7.6422834
#> lag1_var3 4.98816863 3.7976449 0.3675387 10.3660352
#> lag1_var4 -3.99224466 3.7879814 -9.4057721 0.6280741
#> const 11.13186622 9.9145354 -2.0295372 22.7309592
#> exo1 0.18264135 0.5902053 -0.4332088 0.9417437
#> exo2 0.28965154 0.6255969 -0.5289361 1.1535042
#> exo3 -0.06891051 0.7085278 -1.0071288 0.9481214
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00454151 0.001010136 0.003240295 0.006082141
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008804579 0.006725264 -0.01995163 -0.0009674667
#> Sigma[2,2] 0.262193261 0.119395738 0.18089272 0.4836244269
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001265615 0.0205899 -0.01679891 0.03118467
#> Sigma[3,2] -0.323226073 0.4242666 -1.12812283 -0.05861302
#> Sigma[3,3] 1.069640470 1.3869906 0.28105235 3.69869703
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005241065 0.0185378 -0.01883293 0.02530108
#> Sigma[4,2] -0.208933616 0.3828131 -0.93490499 0.02707812
#> Sigma[4,3] 0.956240511 1.2354327 0.26486772 3.30213184
#> Sigma[4,4] 0.894591101 1.0984910 0.28997099 2.98328219
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98892835 0.02815239 0.957181485 1.03424488
#> lag1_var2 -0.18656451 0.07856255 -0.286162061 -0.07350972
#> lag1_var3 -0.49175891 0.16266233 -0.703260729 -0.26442461
#> lag1_var4 0.46956548 0.15366207 0.253487889 0.66911349
#> const 1.14969346 0.94703681 -0.470629498 2.07747977
#> exo1 0.04676958 0.06439259 -0.040753320 0.12806922
#> exo2 -0.01126006 0.06420959 -0.073562182 0.09034568
#> exo3 0.06989339 0.05181349 -0.006384496 0.13611544
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14031675 0.4036926 -0.38681782 0.6511975
#> lag1_var2 -0.07495682 0.8263024 -1.39767408 0.8221323
#> lag1_var3 -1.69293649 1.8018685 -4.52942652 0.2564621
#> lag1_var4 1.55274347 1.7265038 -0.31525196 4.2722190
#> const 5.14779682 9.3261849 -8.23630281 17.4253576
#> exo1 0.80746847 0.6673639 0.12988554 1.9915955
#> exo2 0.58414546 0.4445029 -0.06161432 1.1263846
#> exo3 0.37598888 0.4897883 -0.13772829 1.1055687
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.16024845 0.7949091 -2.375309 -0.3116409
#> lag1_var2 4.25766779 1.6048754 2.584457 6.8009854
#> lag1_var3 8.91752706 3.4630404 5.048043 14.3757229
#> lag1_var4 -7.45763402 3.2972340 -12.666831 -3.7973527
#> const 0.17338607 17.6431399 -16.134973 28.9584637
#> exo1 -0.02992053 1.2770574 -1.580242 1.9469912
#> exo2 -0.21585371 0.8055324 -1.051440 1.0016391
#> exo3 -0.51906124 1.3402333 -2.886631 0.4553155
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.18150851 0.7060983 -2.2948218 -0.4499102
#> lag1_var2 4.14401295 1.5624321 2.7322024 6.6170832
#> lag1_var3 7.92030735 3.3100941 4.7797751 13.1362168
#> lag1_var4 -6.48520683 3.1455786 -11.4481423 -3.5086103
#> const 2.41297723 14.8102201 -11.6476914 25.7793156
#> exo1 0.40083119 1.1491627 -0.6490681 2.3696506
#> exo2 -0.01263483 0.7434167 -0.8957097 1.0623610
#> exo3 -0.40003934 1.3198217 -2.7058286 0.7010514
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00457737 0.0009278454 0.003376811 0.005964909
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01730322 0.006813052 -0.02944051 -0.01136577
#> Sigma[2,2] 0.61380639 0.197980053 0.37858716 0.90253613
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04747020 0.01085890 -0.06425719 -0.03536231
#> Sigma[3,2] -0.06753374 0.07728209 -0.18373168 0.03549313
#> Sigma[3,3] 0.65248430 0.15289534 0.48096565 0.87694851
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.06014531 0.01182956 -0.07758232 -0.04489298
#> Sigma[4,2] 0.27952536 0.08398676 0.18659884 0.42038017
#> Sigma[4,3] 0.65364639 0.14639087 0.48433554 0.85529402
#> Sigma[4,4] 0.85500058 0.15435786 0.64658786 1.06516681
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96058923 0.04015869 0.91792390 1.023252459
#> lag1_var2 0.07320106 0.09976962 -0.08675757 0.185096946
#> lag1_var3 0.10692380 0.18945448 -0.19358513 0.326013607
#> lag1_var4 -0.11764868 0.18232304 -0.32742589 0.171974436
#> const 1.37154206 0.92512960 0.08022295 2.521931937
#> exo1 0.07972022 0.07703262 -0.02579924 0.177976756
#> exo2 -0.04730288 0.04055762 -0.09577868 0.018552527
#> exo3 -0.06262284 0.06551261 -0.16351564 -0.002839562
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4898051 0.4482524 -0.2771838 0.9958494
#> lag1_var2 -1.9157766 1.2223024 -3.4815358 -0.1216868
#> lag1_var3 -5.0477440 2.2927234 -7.9227620 -1.6315505
#> lag1_var4 5.0119167 2.2316099 1.6768907 7.8362056
#> const -7.4770713 9.5051869 -19.1964740 6.5196627
#> exo1 -0.1197686 0.9177966 -1.6487972 0.8938612
#> exo2 0.3936581 0.6829084 -0.5038988 1.4427072
#> exo3 0.1441580 0.8724932 -0.5069731 1.4852589
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3734185 0.3120800 -0.8287122 0.01767742
#> lag1_var2 0.7314781 1.1159895 -0.7106038 2.17866481
#> lag1_var3 2.5001667 2.0949639 -0.3261174 5.15862185
#> lag1_var4 -1.4534917 2.0200954 -4.0218969 1.24178888
#> const 6.6038060 7.9828656 -2.5360114 18.18859406
#> exo1 -0.7730020 0.8084883 -1.9029276 0.36761043
#> exo2 -1.4095476 0.3179004 -1.8740750 -1.02152754
#> exo3 0.1687841 0.9894833 -0.9314804 1.63185723
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1128254 0.5482870 -1.0484255 0.4566128
#> lag1_var2 -0.6815176 1.3016344 -2.1222116 1.3978993
#> lag1_var3 -0.9080083 2.4757018 -3.7673200 2.9820421
#> lag1_var4 1.9518397 2.3839611 -1.8054148 4.6851418
#> const 1.8460335 13.3352061 -13.7342946 22.5108183
#> exo1 -0.8555984 0.9882113 -2.0578803 0.4249241
#> exo2 -1.3164489 0.5760894 -2.2044047 -0.5694065
#> exo3 0.2571500 0.9605232 -0.6011352 1.7910703
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01527229 0.004418408 0.01110712 0.02219001
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007329827 0.005403102 -0.01297829 0.001377368
#> Sigma[2,2] 0.078476023 0.016181679 0.05614175 0.100561008
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.06527677 0.02396713 -0.10214946 -0.040231587
#> Sigma[3,2] -0.03106504 0.02792364 -0.07889308 -0.002349406
#> Sigma[3,3] 0.37703759 0.11985089 0.24209997 0.560275428
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.07294234 0.02424117 -0.1108511 -0.04884452
#> Sigma[4,2] 0.02210104 0.02951329 -0.0288656 0.04898131
#> Sigma[4,3] 0.37007050 0.12632216 0.2321889 0.57100944
#> Sigma[4,4] 0.39968613 0.13021155 0.2625587 0.60890702
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86085865 0.1051377 0.70750550 0.97104457
#> lag1_var2 0.24125032 0.3578218 -0.13709094 0.78137222
#> lag1_var3 0.38887019 0.5494991 -0.18547110 1.19859265
#> lag1_var4 -0.38977189 0.5463927 -1.19404745 0.18332747
#> const 3.09315735 2.5575257 0.01767855 6.90651645
#> exo1 0.04387046 0.1427617 -0.15711488 0.23559166
#> exo2 -0.15467491 0.1404893 -0.25968134 0.07507932
#> exo3 -0.03287260 0.1701988 -0.27089691 0.21453120
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17282261 0.2125898 -0.3985445 0.15880199
#> lag1_var2 1.26431736 0.8251215 0.1614828 2.26530619
#> lag1_var3 0.46687629 1.2937633 -1.2397851 2.15775301
#> lag1_var4 -0.43778755 1.2759321 -2.0958929 1.26210837
#> const 1.71692604 4.9988454 -6.3595441 6.77251912
#> exo1 -0.08884798 0.1572985 -0.3650843 0.05755908
#> exo2 -0.12473157 0.2947311 -0.4871876 0.30456523
#> exo3 -0.30055652 0.1965981 -0.5673814 -0.03351719
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5366282 0.5148148 -0.2154578 1.2072620
#> lag1_var2 -0.5265884 2.0564930 -3.4159585 2.0894160
#> lag1_var3 0.1714216 3.0768562 -4.1615084 4.0575516
#> lag1_var4 0.7666585 3.0381282 -3.0679346 5.0488388
#> const -7.1616111 10.8065679 -23.8493590 6.0711210
#> exo1 -0.2878914 0.7231302 -1.1914689 0.7711163
#> exo2 -0.2188461 0.7179092 -1.3298094 0.4907909
#> exo3 0.7524894 0.7598000 -0.3185939 1.7405907
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42921184 0.5476146 -0.2738571 1.1927238
#> lag1_var2 -0.09237782 2.0250998 -2.8900766 2.2921338
#> lag1_var3 -0.13170181 3.1052125 -4.5642236 3.4416932
#> lag1_var4 1.09970839 3.0762580 -2.4614613 5.4488888
#> const -6.88380324 12.6053077 -24.4035638 8.2319684
#> exo1 -0.36182059 0.6996290 -1.2944528 0.6825577
#> exo2 -0.30883796 0.7691360 -1.5131010 0.3510161
#> exo3 0.57059004 0.8012947 -0.5379221 1.7279196
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005729649 0.0001235212 0.0004155585 0.0007500744
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002506171 0.002131952 0.0004904519 0.005914967
#> Sigma[2,2] 0.186625469 0.040041386 0.1437750552 0.252733234
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001045594 0.002136148 -0.004333001 0.001639525
#> Sigma[3,2] -0.122951846 0.050158558 -0.201229568 -0.065517678
#> Sigma[3,3] 0.195215148 0.078044075 0.120482564 0.336218231
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004042371 0.001208642 -0.001150743 0.00194727
#> Sigma[4,2] -0.0150286957 0.040133676 -0.079076345 0.02910555
#> Sigma[4,3] 0.1255192359 0.052475999 0.081428780 0.22164332
#> Sigma[4,4] 0.1182975095 0.033053676 0.089789325 0.17859813
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944189206 0.03145268 0.9048253171 0.98909556
#> lag1_var2 -0.088085534 0.17263757 -0.3276422833 0.16109960
#> lag1_var3 -0.149730715 0.29346739 -0.5573394240 0.27749787
#> lag1_var4 0.145966351 0.28871115 -0.2746211433 0.54653015
#> const 1.340237850 0.45821913 0.6081793618 1.96843354
#> exo1 0.024515661 0.01978902 -0.0004212995 0.05077738
#> exo2 0.008320627 0.01977760 -0.0207315311 0.03213599
#> exo3 0.010585675 0.03044529 -0.0254772409 0.05383547
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.00552751 0.4416834 -0.5915222 0.64525005
#> lag1_var2 0.27021719 1.4028517 -1.6470385 2.02024093
#> lag1_var3 -1.00087769 2.4096349 -4.2742979 2.01869042
#> lag1_var4 1.02691060 2.3896313 -1.9819548 4.27216061
#> const -1.19179594 9.2441784 -15.3752613 9.95869714
#> exo1 0.04969339 0.3509258 -0.4366923 0.53610658
#> exo2 0.53901311 0.4315692 -0.1337428 1.13997737
#> exo3 -0.25608892 0.1715480 -0.4751037 -0.02283328
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5566129 0.5291066 -1.2349375 0.1820489
#> lag1_var2 1.8077531 1.3934752 0.3572623 4.0000622
#> lag1_var3 4.1293817 2.4047299 1.6428871 7.8629333
#> lag1_var4 -3.0202180 2.3731639 -6.7177545 -0.5627029
#> const 4.6487948 10.5840424 -8.1446674 20.9338110
#> exo1 -0.2712322 0.2996221 -0.6258875 0.1728033
#> exo2 -1.0555612 0.5294631 -1.8519331 -0.5758735
#> exo3 0.1099221 0.5318346 -0.8190326 0.5853421
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.56078233 0.3482345 -0.9549422 0.004090156
#> lag1_var2 1.66431770 0.9907989 0.6017344 3.252153555
#> lag1_var3 3.03381551 1.7217597 1.1457713 5.802021690
#> lag1_var4 -1.89812128 1.6902880 -4.6322100 -0.060390238
#> const 3.44430618 6.7306972 -6.3915262 13.233211548
#> exo1 -0.24325169 0.2463097 -0.5754038 0.101425352
#> exo2 -0.79270294 0.4471543 -1.4271687 -0.220719339
#> exo3 -0.02534239 0.5087302 -0.9009704 0.495913319
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001087758 0.0002556575 0.0007367657 0.001406252
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001750723 0.001626921 -0.004391736 1.000585e-05
#> Sigma[2,2] 0.311468883 0.046667561 0.254734997 3.746888e-01
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01111491 0.003237596 0.007540224 0.0157392
#> Sigma[3,2] -0.23895142 0.068257189 -0.339125735 -0.1409424
#> Sigma[3,3] 0.48471407 0.101838214 0.353223068 0.6250368
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01038004 0.003618819 0.006955486 0.01618146
#> Sigma[4,2] -0.05072569 0.050988607 -0.131957312 0.01777034
#> Sigma[4,3] 0.35983837 0.088723277 0.254904257 0.47628198
#> Sigma[4,4] 0.35142563 0.085138041 0.262043871 0.47177855
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95957234 0.03608111 0.90232187 0.990644629
#> lag1_var2 -0.10444447 0.03519212 -0.15028342 -0.051351870
#> lag1_var3 -0.17360720 0.06087285 -0.25059037 -0.079468157
#> lag1_var4 0.16910873 0.05554930 0.08383973 0.239587547
#> const 1.23968975 0.61783783 0.49299878 2.219864940
#> exo1 -0.01150979 0.01619242 -0.03712529 0.008815268
#> exo2 -0.10076641 0.03185101 -0.13736719 -0.052581263
#> exo3 -0.01528318 0.03372479 -0.07282220 0.017941161
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6234983 0.4441691 -1.283524763 -0.00588936
#> lag1_var2 3.0258478 0.9224522 1.657337935 4.20996767
#> lag1_var3 3.4657649 1.5523716 1.163501698 5.44186009
#> lag1_var4 -3.2891896 1.4370297 -5.133459290 -1.17007695
#> const 4.2315005 5.5382942 -3.350078138 11.91024852
#> exo1 -0.3388262 0.4122826 -0.767562713 0.36263645
#> exo2 0.8094330 0.5227069 0.002556973 1.32989394
#> exo3 0.1490709 0.7310851 -0.929568547 1.00994133
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0147996 0.5819555 0.1209685 1.7466663
#> lag1_var2 -2.3507483 0.9273133 -3.5733224 -0.9810654
#> lag1_var3 -3.0952421 1.5591701 -5.1450828 -0.8113514
#> lag1_var4 3.7949359 1.4371683 1.6998898 5.7067672
#> const -6.4462735 10.8749385 -18.8544145 9.6731908
#> exo1 0.2947183 0.4689092 -0.3695266 0.9901301
#> exo2 -2.2453969 0.8966892 -3.7925532 -1.3169525
#> exo3 -1.1521601 0.7983112 -2.0695733 0.1495043
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69488002 0.4441168 -0.0166656 1.1943626
#> lag1_var2 -1.06982820 0.5036834 -1.7712262 -0.4921531
#> lag1_var3 -1.92342466 0.8511067 -3.0624427 -0.9482692
#> lag1_var4 2.72171815 0.7894674 1.8086325 3.7896800
#> const -4.78896970 9.1461925 -16.2364953 8.8202326
#> exo1 0.06579005 0.5557086 -0.7858816 0.7773963
#> exo2 -1.82489369 0.8810296 -3.1707005 -0.6580251
#> exo3 -1.14927720 0.6670647 -2.2035911 -0.4076403
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001698774 0.004191151 0.0001963811 0.007769473
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00758843 0.003321183 -0.01120282 -0.003001505
#> Sigma[2,2] 0.80836360 0.184911019 0.60891364 1.097868879
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002967656 0.006498076 -0.007705521 0.008711946
#> Sigma[3,2] -0.325643739 0.136475787 -0.547565485 -0.165688549
#> Sigma[3,3] 0.315342381 0.093172248 0.222882696 0.467435729
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000784961 0.008025951 -0.01343575 0.004401012
#> Sigma[4,2] 0.072261778 0.094679218 -0.05972622 0.200593795
#> Sigma[4,3] 0.190189400 0.060648645 0.13190329 0.291114107
#> Sigma[4,4] 0.267776384 0.078971765 0.18503751 0.384884091
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954932954 0.02484200 0.91649555 0.97901101
#> lag1_var2 -0.003942403 0.07772852 -0.06562729 0.11927284
#> lag1_var3 -0.013882044 0.15432615 -0.13325797 0.23146869
#> lag1_var4 0.005572817 0.13904417 -0.21525526 0.11189538
#> const 1.477228269 0.27881635 1.04339144 1.79758939
#> exo1 0.028618120 0.07687677 -0.02548962 0.14248560
#> exo2 -0.080447612 0.07965011 -0.11671796 0.03660187
#> exo3 0.005466496 0.05216240 -0.07593465 0.05053771
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.225243916 0.4444388 0.7842063 1.9374296
#> lag1_var2 -1.885764634 1.2561862 -3.7123040 -0.5375938
#> lag1_var3 -4.720267270 2.6605379 -8.6534160 -1.8784430
#> lag1_var4 4.578103246 2.3686812 2.0904453 8.0730786
#> const -13.354114742 6.5420543 -23.7383283 -8.2938735
#> exo1 -0.856132365 0.9614348 -2.4874716 -0.1123991
#> exo2 0.004049916 0.8395111 -1.1612989 1.2388881
#> exo3 1.784815616 0.6936478 0.7051816 2.6199739
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4656487 0.3165705 -0.8191062 -0.07306723
#> lag1_var2 1.5826103 0.7404403 0.8860400 2.70467560
#> lag1_var3 3.4751299 1.5314644 1.9551760 5.80208901
#> lag1_var4 -2.5047998 1.3701285 -4.5683630 -1.11890262
#> const 6.6555560 6.1267271 0.6928670 16.71197193
#> exo1 0.4182668 0.7010237 -0.4065329 1.49918021
#> exo2 -3.2584318 0.7049797 -4.1935685 -2.20406082
#> exo3 -1.4301333 0.4967707 -2.0909289 -0.78812167
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.127713538 0.2786081 -0.2717869 0.4533415
#> lag1_var2 0.346155097 0.6688622 -0.3546369 1.3782878
#> lag1_var3 0.472252824 1.3720626 -0.9573110 2.5688432
#> lag1_var4 0.436458055 1.2226727 -1.4759245 1.7063810
#> const -0.542198511 4.4784093 -6.0887604 5.8594013
#> exo1 0.005850028 0.5523451 -0.9470816 0.4686772
#> exo2 -3.926675918 0.6716956 -4.7883154 -2.9662298
#> exo3 -0.704516268 0.5716344 -1.5641802 0.0378702
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001518116 0.0001724205 0.001286518 0.001734616
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02055896 0.00629712 -0.0294273 -0.01165491
#> Sigma[2,2] 1.05062422 0.22683824 0.7927081 1.39435235
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005787972 0.005819464 -0.01415203 0.001653771
#> Sigma[3,2] -0.451430392 0.239203889 -0.75064927 -0.118123909
#> Sigma[3,3] 1.124941587 0.256020601 0.86895712 1.512451548
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01759874 0.007536591 -0.02837504 -0.007818038
#> Sigma[4,2] 0.08532495 0.271264081 -0.21543915 0.491047632
#> Sigma[4,3] 0.98447180 0.248919492 0.72122920 1.388766568
#> Sigma[4,4] 1.12802019 0.317210629 0.79032002 1.563341240
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95245746 0.01664834 0.928507647 0.974243924
#> lag1_var2 -0.02945653 0.05780159 -0.125373184 0.042005928
#> lag1_var3 -0.09166010 0.10542174 -0.261514434 0.043291909
#> lag1_var4 0.08668291 0.09459004 -0.035323598 0.236946974
#> const 1.42116417 0.35168938 1.005899679 1.976868421
#> exo1 -0.02299283 0.03146571 -0.071146150 0.007557223
#> exo2 -0.08642410 0.05016412 -0.163034432 -0.025304096
#> exo3 0.03690671 0.03705222 -0.005311053 0.092397608
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66114462 0.4648112 0.2330658 1.3885274
#> lag1_var2 -0.18195421 0.7610631 -0.8769281 1.1223505
#> lag1_var3 -1.54459925 1.3687390 -2.9113088 0.8180167
#> lag1_var4 1.30840011 1.2199529 -0.7928310 2.5191073
#> const -1.87278113 11.3623577 -20.7546324 10.1560804
#> exo1 0.21660226 0.9029068 -0.9980925 1.5535144
#> exo2 0.73408776 1.3097168 -1.0435860 2.3114880
#> exo3 -0.03989589 0.9095877 -1.2528701 1.2165812
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3965512 0.4592419 -0.2814969 0.9306794
#> lag1_var2 0.1381722 0.9851719 -1.4026649 1.2055685
#> lag1_var3 0.6431970 1.9408807 -2.4837980 2.7219268
#> lag1_var4 0.2698353 1.8075338 -1.6856396 3.1987121
#> const -9.4821937 11.8431747 -27.4367025 4.7797687
#> exo1 -0.0992826 0.9980402 -1.6111618 1.1517567
#> exo2 -3.9963006 1.7441984 -6.6900208 -1.7986196
#> exo3 0.6572307 1.0574289 -0.9187184 1.8771126
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79867569 0.4856811 0.1225162 1.4441170
#> lag1_var2 -0.37305432 0.8872151 -1.7966521 0.4615658
#> lag1_var3 -1.00433932 1.7908514 -3.8174011 0.5601736
#> lag1_var4 1.80280281 1.6720831 0.2896900 4.3946284
#> const -12.68935216 15.2346810 -35.2763220 5.9161806
#> exo1 -0.02758377 1.0279752 -1.5231586 1.2253900
#> exo2 -4.15702642 1.8618139 -6.8399573 -1.8058549
#> exo3 0.74575054 0.9637527 -0.7382946 1.8734133
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004473628 0.0001480295 0.0003164608 0.0006843917
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006191866 0.002789149 -0.01034919 -0.003348767
#> Sigma[2,2] 0.209686444 0.074783678 0.12656744 0.328625174
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00539955 0.002118455 0.003347426 0.008732816
#> Sigma[3,2] -0.16338303 0.053891400 -0.245403813 -0.102860619
#> Sigma[3,3] 0.15290302 0.040500500 0.108982857 0.220230869
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001894482 0.0007829205 0.001129938 0.003190163
#> Sigma[4,2] -0.043797880 0.0140966208 -0.067777514 -0.029266572
#> Sigma[4,3] 0.060510137 0.0144612275 0.046578786 0.083611769
#> Sigma[4,4] 0.036362804 0.0089232640 0.026172082 0.050470550
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944527368 0.01942762 0.91019762 0.96115399
#> lag1_var2 -0.077036752 0.06582119 -0.15780063 0.02827120
#> lag1_var3 -0.149670106 0.11429017 -0.28954289 0.03477472
#> lag1_var4 0.151704024 0.11317562 -0.03247334 0.28691225
#> const 1.379841783 0.22782367 1.02584006 1.62617823
#> exo1 -0.032585030 0.01028850 -0.04721041 -0.02084749
#> exo2 0.002977895 0.01689465 -0.01518201 0.02814127
#> exo3 0.041147450 0.01395746 0.02406975 0.06187825
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39997878 0.3509825 -0.11259889 0.7791511
#> lag1_var2 1.08381024 0.7125170 0.20687846 2.1647546
#> lag1_var3 0.70333806 1.2106301 -1.01324896 2.3065947
#> lag1_var4 -0.88122876 1.1823909 -2.31164694 0.8882764
#> const 0.84039347 4.9284015 -5.36398590 7.4612061
#> exo1 0.34785496 0.2566880 -0.02424479 0.6663535
#> exo2 0.08569844 0.4268807 -0.54167171 0.6496992
#> exo3 -0.10293679 0.4775567 -0.70074085 0.5656597
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05227916 0.2812242 -0.3593664 0.3499327
#> lag1_var2 0.04733308 0.6538571 -0.8374861 0.8765740
#> lag1_var3 0.69603679 1.1605837 -0.7107436 2.2541873
#> lag1_var4 0.33303869 1.1540914 -1.2673916 1.7427564
#> const -1.11435097 3.8353637 -5.7794769 4.2672845
#> exo1 -0.23867773 0.2555431 -0.5747690 0.0785013
#> exo2 -0.06351748 0.3908970 -0.5944643 0.4373703
#> exo3 -0.06043954 0.3868528 -0.5446947 0.4977920
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18799135 0.1127581 0.02662198 0.3318731
#> lag1_var2 0.30195274 0.4293550 -0.32071219 0.8328505
#> lag1_var3 0.45597176 0.7697660 -0.66309446 1.3904512
#> lag1_var4 0.47854762 0.7797118 -0.42644238 1.6043543
#> const -1.35484101 1.8537407 -4.15186055 0.9199129
#> exo1 -0.03693701 0.1682575 -0.28712816 0.1617084
#> exo2 -0.01250547 0.1904666 -0.27868482 0.2463937
#> exo3 -0.12346542 0.1613886 -0.31727216 0.1027076
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005567385 0.0001971415 0.0003035158 0.0008064954
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001033572 0.0009401815 -0.002173546 7.631227e-05
#> Sigma[2,2] 0.042971257 0.0104245988 0.032845419 6.105528e-02
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008760202 0.001774827 -0.001388643 0.003381224
#> Sigma[3,2] -0.0361890479 0.013625416 -0.055564386 -0.018130446
#> Sigma[3,3] 0.0958830346 0.021198896 0.069142128 0.126290338
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.503827e-05 0.001323549 -0.001542647 0.002228104
#> Sigma[4,2] 5.498836e-04 0.010618222 -0.011611016 0.016085645
#> Sigma[4,3] 6.710561e-02 0.017962899 0.043005318 0.092585175
#> Sigma[4,4] 6.984584e-02 0.018557935 0.045784569 0.093526724
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99694034 0.01283396 0.98243645 1.01489918
#> lag1_var2 -0.12211972 0.07838336 -0.24328905 -0.01948954
#> lag1_var3 -0.13998443 0.09686568 -0.29205431 -0.02167036
#> lag1_var4 0.13229313 0.09377799 0.01744176 0.28030567
#> const 0.78966253 0.36362834 0.17981126 1.23074213
#> exo1 0.01480619 0.02467476 -0.01474635 0.05112323
#> exo2 -0.02134644 0.02139597 -0.04885585 0.01030465
#> exo3 -0.01411515 0.02220296 -0.05041644 0.01211375
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.361096214 0.1137564 -0.48405598 -0.18722029
#> lag1_var2 0.603004555 0.6129816 -0.30468180 1.39104450
#> lag1_var3 -0.007062143 0.7555753 -1.16515039 0.91722424
#> lag1_var4 0.092259889 0.7393708 -0.82446435 1.22319987
#> const 2.447568875 2.8123580 0.01115896 6.70274323
#> exo1 -0.229763119 0.1926648 -0.42225284 0.07651989
#> exo2 0.062892238 0.2376467 -0.24041018 0.39170045
#> exo3 0.294415572 0.1768345 0.09145903 0.55245580
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12589109 0.2090533 -0.4276534 0.1547865
#> lag1_var2 0.91185641 1.1073250 -0.3742637 2.5892465
#> lag1_var3 2.15674817 1.4431913 0.3884930 4.2479315
#> lag1_var4 -1.14968299 1.4095805 -3.1925470 0.5744309
#> const 2.62328487 3.0552328 -1.6870492 6.7499466
#> exo1 -0.09773975 0.1939953 -0.3715777 0.1615477
#> exo2 -0.85010776 0.3602923 -1.3358378 -0.4278966
#> exo3 0.62181241 0.3307270 0.1763599 1.0442711
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4532127 0.1312092 -0.61705138 -0.2632557
#> lag1_var2 0.9542209 1.0399423 -0.29098370 2.2809009
#> lag1_var3 1.6165863 1.3335833 -0.04014067 3.2887731
#> lag1_var4 -0.5244744 1.2997111 -2.15355231 1.0756651
#> const 4.1694006 2.7114977 2.05812019 8.3955707
#> exo1 -0.3087275 0.2354247 -0.65436344 -0.0302682
#> exo2 -0.8132101 0.3298156 -1.25370238 -0.3662959
#> exo3 0.8872550 0.2317428 0.58325190 1.1970938
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004507698 7.893361e-05 0.0003614846 0.0005581991
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003889869 0.000965734 -0.0006821679 0.001823055
#> Sigma[2,2] 0.1326253358 0.030925136 0.0948827499 0.177269868
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004465607 0.008169061 -0.007315611 0.01331308
#> Sigma[3,2] -0.510562812 0.154215744 -0.700215488 -0.28375970
#> Sigma[3,3] 5.698008741 1.396212600 3.712481438 7.43316468
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005032113 0.007887728 -0.005951561 0.01369643
#> Sigma[4,2] -0.420797534 0.148051584 -0.591702110 -0.18563159
#> Sigma[4,3] 5.471651247 1.354482183 3.601799507 7.19065232
#> Sigma[4,4] 5.310167696 1.320625439 3.565588101 7.07044351
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985343277 0.004962734 0.97769538 0.99165741
#> lag1_var2 -0.161627744 0.047646312 -0.23224070 -0.10400041
#> lag1_var3 -0.203591369 0.067059940 -0.30803801 -0.13435403
#> lag1_var4 0.197217718 0.065779774 0.12824725 0.29860728
#> const 0.916548665 0.199033366 0.60941764 1.11648530
#> exo1 0.010652920 0.013091145 -0.01058850 0.02701595
#> exo2 -0.061437084 0.024738604 -0.09362135 -0.02771768
#> exo3 0.001704185 0.031473108 -0.04160311 0.04152544
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1918002 0.09975368 -0.3412088 -0.06789764
#> lag1_var2 1.1271646 0.43925607 0.4573774 1.68048470
#> lag1_var3 0.7046686 0.61237665 -0.1999866 1.43087074
#> lag1_var4 -0.6539569 0.59465248 -1.3528078 0.22322526
#> const 1.9454035 1.74467041 -0.2379356 4.66815605
#> exo1 0.2709704 0.27603115 -0.1274073 0.64391208
#> exo2 0.7301144 0.41353150 0.2501745 1.34869234
#> exo3 -0.1208413 0.39178380 -0.7864677 0.36382909
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.7615672 0.7970174 1.5388093 3.681282
#> lag1_var2 3.7741290 4.4401208 -1.4584559 10.383990
#> lag1_var3 4.7814151 6.0151890 -1.9784600 14.344288
#> lag1_var4 -4.7273981 5.9186517 -14.1975248 1.869597
#> const 2.8893033 10.6281025 -10.6649832 16.692007
#> exo1 -1.5513508 1.7796394 -3.4582961 1.078437
#> exo2 0.4135474 2.9677614 -3.1986585 4.829035
#> exo3 1.5702159 1.9481880 -0.5633313 4.703707
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.684892 0.7834254 1.4964036 3.5827065
#> lag1_var2 4.309387 4.4446559 -0.6181870 11.0765601
#> lag1_var3 4.891277 6.1252877 -1.5280329 14.8170136
#> lag1_var4 -4.811397 6.0340996 -14.6280324 1.4555281
#> const 3.662387 10.1692392 -10.1256853 16.6976980
#> exo1 -1.399604 1.6793197 -3.2515221 0.9954066
#> exo2 1.008586 2.8656273 -2.3913652 5.3939049
#> exo3 1.536729 1.8934122 -0.4516022 4.5549924
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007388907 0.001772961 0.005627293 0.01003488
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02929601 0.0219911 -0.05242167 0.007922563
#> Sigma[2,2] 1.00581531 0.2014624 0.76612136 1.256100839
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03877908 0.01565899 0.01837626 0.06060868
#> Sigma[3,2] -0.53991777 0.15347586 -0.74828629 -0.36705854
#> Sigma[3,3] 0.48799706 0.15494072 0.29660539 0.69551993
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02443244 0.008305095 0.01272319 0.03517487
#> Sigma[4,2] 0.03982253 0.105307962 -0.11276248 0.17766503
#> Sigma[4,3] 0.19570805 0.087144531 0.07968802 0.30628205
#> Sigma[4,4] 0.23955970 0.049588269 0.16259226 0.28898729
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97992992 0.04778178 0.925502471 1.05579188
#> lag1_var2 -0.06666297 0.21421689 -0.314945644 0.27587765
#> lag1_var3 -0.14659469 0.37932907 -0.579830028 0.46197393
#> lag1_var4 0.13741915 0.35555469 -0.431119375 0.54578824
#> const 0.87881019 1.42998592 -1.600876254 2.37865547
#> exo1 0.03960407 0.06664047 -0.079005881 0.10514333
#> exo2 -0.03961174 0.08300181 -0.177809771 0.05455926
#> exo3 0.07817542 0.05635640 0.007025095 0.15381998
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1834728 0.8034806 -2.2887570 -0.2281117
#> lag1_var2 1.6472005 2.2805301 -1.7242404 4.3498386
#> lag1_var3 1.4248932 3.9564906 -4.3795303 6.1226464
#> lag1_var4 -1.1958109 3.6807726 -5.6642696 4.1566105
#> const 18.2653631 13.0694374 4.2501030 38.2306292
#> exo1 -0.1851539 0.4204740 -0.5797631 0.5303343
#> exo2 0.9799687 1.1364941 -0.1304465 2.6501725
#> exo3 0.7830601 0.9407758 -0.3247292 2.2129009
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7145082 0.4776957 0.2207473 1.4490931
#> lag1_var2 0.3048619 1.9782229 -2.2584649 3.0069282
#> lag1_var3 1.4239854 3.4683398 -3.1062873 6.1825249
#> lag1_var4 -0.5811977 3.2693190 -5.0074842 3.7562918
#> const -9.8127060 11.0012175 -28.5614656 0.1630600
#> exo1 0.2073603 0.3655862 -0.2633513 0.6941747
#> exo2 -1.5608018 0.6637695 -2.5078862 -0.8300926
#> exo3 -0.5976520 0.6415235 -1.4409391 0.2008926
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01686102 0.3117457 -0.3473789 0.4478813
#> lag1_var2 0.89983841 1.2408229 -0.5562201 2.8777749
#> lag1_var3 1.63952020 2.1934151 -0.9137365 5.1389364
#> lag1_var4 -0.64477742 2.0886687 -3.9545197 1.7846173
#> const -0.02213341 7.9305017 -11.1626646 8.9095259
#> exo1 0.11371698 0.4811238 -0.4815449 0.7900897
#> exo2 -1.11524423 0.3929504 -1.6538504 -0.5797838
#> exo3 -0.17613804 0.3614738 -0.6225017 0.4102085
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00100941 0.0001988385 0.0007518077 0.001299016
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02430646 0.005612406 -0.03202709 -0.01670762
#> Sigma[2,2] 1.11754243 0.205844934 0.87809688 1.42370773
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02370906 0.005073351 0.01656082 0.03008308
#> Sigma[3,2] -0.85481414 0.191557051 -1.11338997 -0.63795215
#> Sigma[3,3] 1.33114560 0.286783340 0.98001859 1.77683312
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009982177 0.003327198 0.005868985 0.01465432
#> Sigma[4,2] -0.199552817 0.106740982 -0.346046548 -0.06244161
#> Sigma[4,3] 0.900017999 0.230089865 0.643217161 1.23954756
#> Sigma[4,4] 0.861581544 0.220613454 0.585938150 1.18691022
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92938836 0.02171907 0.90206946 0.95928397
#> lag1_var2 0.01729107 0.03658444 -0.03760886 0.06315700
#> lag1_var3 0.03635065 0.05877284 -0.05239344 0.10799842
#> lag1_var4 -0.02999483 0.05183109 -0.09163750 0.04963782
#> const 1.41010420 0.15322170 1.22915644 1.61994924
#> exo1 0.01344445 0.02606174 -0.01751491 0.05302082
#> exo2 -0.07729507 0.04108912 -0.13210377 -0.01777220
#> exo3 0.05732800 0.03381367 0.01557145 0.10685227
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73333570 0.7375653 -0.06649255 1.7491942
#> lag1_var2 -0.04838479 1.5813057 -2.31778359 2.0491552
#> lag1_var3 -1.53760424 2.5919981 -5.26877062 1.9228484
#> lag1_var4 1.26057297 2.3318080 -1.91467617 4.5618005
#> const 0.17230327 12.3535144 -17.71356470 15.3371045
#> exo1 -0.94477879 0.9493764 -2.23082915 0.3784420
#> exo2 1.14928034 1.1289784 -0.38979687 2.3861581
#> exo3 -1.36201347 1.1676516 -3.00721062 -0.1525181
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1403625 0.7188884 -0.6036113 1.249930
#> lag1_var2 0.5181810 1.3237549 -1.4498552 2.318306
#> lag1_var3 1.8888260 2.2374330 -1.4729593 4.908717
#> lag1_var4 -0.8978063 2.0293015 -3.5718661 2.224015
#> const -2.3317313 8.2629295 -13.7072121 8.765548
#> exo1 0.6407862 0.9435446 -0.5284460 1.933351
#> exo2 -3.6149049 1.1087876 -5.2929901 -2.332295
#> exo3 1.9606578 1.3300471 0.4896089 3.959726
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61791446 0.5301993 -0.08197063 1.385304
#> lag1_var2 0.07145666 1.4359274 -1.89544004 1.918485
#> lag1_var3 0.28840374 2.4314486 -3.07920644 3.446915
#> lag1_var4 0.54323349 2.2379449 -2.33900972 3.716782
#> const -3.39332944 4.8919051 -10.46474854 3.543609
#> exo1 0.05464010 0.9573528 -1.24745653 1.342706
#> exo2 -3.19600812 0.9506917 -4.27929378 -1.828965
#> exo3 1.24873190 0.8523555 0.32281312 2.407483
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001840385 6.475987e-05 0.0001323969 0.0002887051
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006447454 0.002179303 -0.01008972 -0.003951392
#> Sigma[2,2] 0.570658312 0.084205191 0.46104500 0.681331232
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00515403 0.001798285 0.002779787 0.00802247
#> Sigma[3,2] -0.45140366 0.067841347 -0.559507673 -0.37390939
#> Sigma[3,3] 0.39642884 0.057662942 0.339911271 0.49416700
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001039042 0.0006297834 0.000260384 0.001866448
#> Sigma[4,2] -0.089841980 0.0279579699 -0.128278142 -0.057469727
#> Sigma[4,3] 0.112780973 0.0267763216 0.082407573 0.152281367
#> Sigma[4,4] 0.058520892 0.0133855271 0.043441849 0.077817515
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96598691 0.01137644 0.95215511 0.983590258
#> lag1_var2 -0.03575029 0.04325951 -0.09197724 0.028265113
#> lag1_var3 -0.05358026 0.06795169 -0.14113278 0.047884157
#> lag1_var4 0.04823973 0.06600591 -0.05007072 0.134101761
#> const 1.41027555 0.29821703 0.89607415 1.705639880
#> exo1 -0.01776322 0.01003668 -0.03263180 -0.007074856
#> exo2 -0.04264735 0.02117456 -0.07272687 -0.016224687
#> exo3 0.03564640 0.01573270 0.01564788 0.058973878
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5984034 0.5172045 -0.2181443 1.11316975
#> lag1_var2 -3.8840147 2.7627262 -7.6009767 0.02798981
#> lag1_var3 -7.4427113 4.3141623 -13.2711038 -1.32771577
#> lag1_var4 7.2999210 4.1452157 1.3728560 12.88368467
#> const -8.5967388 9.2912460 -19.4383672 4.25428520
#> exo1 0.7416068 0.7761346 -0.2596662 1.94952599
#> exo2 4.0684462 0.8527742 2.9990017 5.23674593
#> exo3 -0.8169832 0.8019802 -2.0481782 0.12977629
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6709067 0.4426815 -1.1310181 -0.006638671
#> lag1_var2 4.4209275 2.7124439 1.0010161 8.586827022
#> lag1_var3 7.9136089 4.2300040 2.5674236 14.442057087
#> lag1_var4 -6.7634465 4.0575674 -12.9884850 -1.573780008
#> const 10.9021744 7.6594869 0.6591908 20.059493749
#> exo1 -0.4412320 0.6592461 -1.4253223 0.478993186
#> exo2 -3.6378469 0.7117745 -4.4516696 -2.701131967
#> exo3 0.4226123 0.6687907 -0.3185555 1.433621236
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32439783 0.1974976 -0.5946073 -0.08963249
#> lag1_var2 1.66257914 1.3745803 0.5951137 4.10178135
#> lag1_var3 2.73805061 2.1515067 1.0703033 6.56234662
#> lag1_var4 -1.65676347 2.0651853 -5.3155657 -0.03741649
#> const 5.11716197 3.8083494 0.6649087 10.61358755
#> exo1 0.04844866 0.2122796 -0.2521263 0.34500605
#> exo2 -1.17973736 0.2504994 -1.5027621 -0.81634163
#> exo3 -0.07721866 0.2111986 -0.3484348 0.23259314
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001487447 0.002846958 0.0004960011 0.00558803
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.008720421 0.02877515 -0.004233029 0.05168839
#> Sigma[2,2] 0.611789859 0.34462345 0.367318387 1.17217905
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007246327 0.01514272 -0.0302187 -0.001055082
#> Sigma[3,2] -0.300643475 0.18974095 -0.6119873 -0.181205103
#> Sigma[3,3] 0.240115530 0.11237466 0.1614495 0.427081439
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002399988 0.001702286 -0.004279012 0.0002138552
#> Sigma[4,2] 0.053414869 0.029946134 0.020675794 0.1023475581
#> Sigma[4,3] 0.071574065 0.011221921 0.058682049 0.0872039012
#> Sigma[4,4] 0.108379478 0.016422120 0.081989800 0.1283877600
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.039938266 0.006615889 1.032661731 1.05079560
#> lag1_var2 -0.102224085 0.065374816 -0.184317006 -0.01011772
#> lag1_var3 -0.196571776 0.108120409 -0.334731637 -0.05014941
#> lag1_var4 0.160514930 0.108330335 0.009985439 0.29768395
#> const 1.038033818 0.314177666 0.688313716 1.44713207
#> exo1 0.021648803 0.030310191 -0.019766135 0.05951936
#> exo2 -0.024274794 0.045148154 -0.066060639 0.05253636
#> exo3 -0.008746298 0.029253684 -0.044877737 0.03705070
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.78822910 0.1898526 -0.9943644 -0.4959056
#> lag1_var2 -1.24919908 1.6623988 -3.7952392 0.7517895
#> lag1_var3 -3.54784933 2.9212090 -7.9497080 0.0241432
#> lag1_var4 3.99282641 2.8093553 0.5717544 8.2474939
#> const -4.08056594 7.7434723 -16.0495376 6.3111485
#> exo1 0.13402261 0.7571762 -0.8140873 1.2544733
#> exo2 -0.01280533 0.6770378 -0.7922138 0.9956517
#> exo3 0.55869340 0.5964634 -0.1576248 1.3244921
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6466838 0.1675067 0.4265037 0.8535476
#> lag1_var2 0.8245664 1.0951084 -0.8175407 2.1645737
#> lag1_var3 2.2814197 1.9065051 -0.6012053 4.6450591
#> lag1_var4 -1.5875944 1.8648120 -3.8862851 1.2521893
#> const 0.7415363 5.8781301 -5.9653343 10.0022698
#> exo1 -0.2846956 0.6715846 -1.3478815 0.3344138
#> exo2 -1.2716386 0.2971395 -1.6371752 -0.8797115
#> exo3 -0.2889983 0.3829948 -0.7754745 0.2518022
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20094685 0.1142617 0.06124359 0.3605147
#> lag1_var2 -0.31790648 1.0136381 -1.81265151 0.9539550
#> lag1_var3 -0.48922354 1.7953848 -3.11035087 1.7746339
#> lag1_var4 1.45031627 1.7358410 -0.68479461 4.0470270
#> const -2.42094968 5.1824061 -7.73705720 5.9410443
#> exo1 -0.21858629 0.5272314 -0.90176501 0.4824961
#> exo2 -1.34409310 0.3313982 -1.82245544 -1.0173375
#> exo3 0.03772477 0.2800648 -0.41786754 0.3887489
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008003564 0.0001879132 0.0005729462 0.001070866
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007343503 0.002051349 -0.01080467 -0.005308929
#> Sigma[2,2] 0.122092510 0.030720827 0.08484723 0.165179900
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007136483 0.001789093 0.0055041 0.01031069
#> Sigma[3,2] -0.111329622 0.026321835 -0.1488781 -0.08161635
#> Sigma[3,3] 0.116691942 0.022810757 0.0907921 0.14914408
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00276156 0.0007657868 0.001779247 0.003886459
#> Sigma[4,2] -0.03804858 0.0094198324 -0.053957382 -0.028138627
#> Sigma[4,3] 0.05180487 0.0092331982 0.041890792 0.065201329
#> Sigma[4,4] 0.03130288 0.0072136410 0.025639400 0.043041400
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977024000 0.04172353 0.910194067 1.030012851
#> lag1_var2 -0.041611908 0.03326849 -0.085347762 0.001561183
#> lag1_var3 -0.069601855 0.05787016 -0.143884869 0.002693995
#> lag1_var4 0.056138406 0.05128698 -0.007685663 0.121987883
#> const 1.300496919 0.56707097 0.436655591 1.916745084
#> exo1 0.001177391 0.03489086 -0.054292540 0.045479249
#> exo2 -0.072138813 0.03986679 -0.123430395 -0.026492010
#> exo3 -0.003212957 0.02705464 -0.030641422 0.038919483
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3090138 0.4979580 -0.9296079 0.4090302
#> lag1_var2 1.4675434 0.2421775 1.2183090 1.8129191
#> lag1_var3 1.1509433 0.4379180 0.7135752 1.7802344
#> lag1_var4 -1.0007134 0.3693795 -1.5557373 -0.6162416
#> const 1.9763980 3.8269109 -3.2747747 6.7262461
#> exo1 -0.3550051 0.3799851 -0.8568796 0.1668062
#> exo2 1.5438898 0.4331061 1.0103964 2.0844116
#> exo3 0.2909294 0.3522371 -0.1098103 0.8143447
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.400702074 0.4804011 -0.3342665 0.9360223
#> lag1_var2 -0.418949830 0.2717119 -0.8344574 -0.1652299
#> lag1_var3 0.008461229 0.5153322 -0.7728893 0.5246458
#> lag1_var4 0.815040814 0.4517537 0.3212266 1.4747817
#> const -0.889944712 4.2869891 -7.4596984 4.6635787
#> exo1 0.245007097 0.4349787 -0.3709881 0.7877633
#> exo2 -1.825194806 0.3922905 -2.3252656 -1.3449032
#> exo3 -0.235154842 0.2938342 -0.6285654 0.1324624
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24014385 0.2532275 -0.1370059 0.5552236
#> lag1_var2 -0.06951429 0.1629259 -0.3086614 0.1121521
#> lag1_var3 -0.18901084 0.3157369 -0.6459425 0.1170102
#> lag1_var4 1.11166376 0.2842146 0.8183333 1.4838405
#> const -0.67998888 2.8467913 -5.1906069 2.8091994
#> exo1 0.01559713 0.2301270 -0.3402800 0.2609343
#> exo2 -0.99629767 0.1410161 -1.1765493 -0.8025539
#> exo3 -0.05433158 0.1422134 -0.1953183 0.1593055
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008028702 0.001808576 0.005748883 0.01063572
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05058034 0.01484681 -0.07146085 -0.03095464
#> Sigma[2,2] 1.85424661 0.39731559 1.43341142 2.48310787
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08133446 0.01642292 0.06297315 0.1047141
#> Sigma[3,2] -1.52618517 0.30863204 -1.99853244 -1.1962666
#> Sigma[3,3] 1.64689466 0.32096789 1.36086337 2.1399148
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0534508 0.01024068 0.03761501 0.06561529
#> Sigma[4,2] -0.3865331 0.16192762 -0.61866160 -0.18605053
#> Sigma[4,3] 0.7444025 0.16465627 0.59010121 1.01057830
#> Sigma[4,4] 0.5462833 0.08807019 0.44568774 0.67834483
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92935103 0.08243795 0.8228218 1.0482182
#> lag1_var2 0.08796945 0.15675576 -0.1298017 0.3079489
#> lag1_var3 0.12433636 0.25773128 -0.2344416 0.4839097
#> lag1_var4 -0.11231029 0.23336307 -0.4365767 0.2149129
#> const 1.01136738 0.88332266 -0.2684913 2.2263533
#> exo1 0.05582591 0.10157039 -0.0583099 0.2126272
#> exo2 -0.33883632 0.07900521 -0.4483617 -0.2344955
#> exo3 -0.02545043 0.11629510 -0.1593838 0.1277664
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2928346 1.3588008 -2.1322146 1.289848
#> lag1_var2 -0.3757654 3.1879461 -4.6031151 3.433621
#> lag1_var3 -2.0454343 5.2656947 -9.0094978 4.255833
#> lag1_var4 1.9754976 4.7867709 -3.7854645 8.284614
#> const 12.6723913 13.4721451 -3.1121432 33.615102
#> exo1 -0.6689928 1.3863622 -2.6189669 1.172861
#> exo2 1.9130505 0.9753148 0.6501714 3.115309
#> exo3 0.4267951 1.2227967 -1.1525820 2.061877
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1546329 1.2704681 -1.7619689 1.7685069
#> lag1_var2 2.7664839 2.6811355 -0.8113993 6.6235005
#> lag1_var3 5.1491351 4.4335142 -0.7888807 11.4944757
#> lag1_var4 -3.9644563 4.0230046 -9.7056447 1.4518731
#> const -8.9176292 12.4562936 -26.9155575 6.7852101
#> exo1 0.5313785 1.3254753 -1.2374538 2.3964217
#> exo2 -7.2292711 0.9239081 -8.7281751 -6.1252074
#> exo3 -1.2690101 1.2114573 -2.7749692 0.3705934
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41569927 0.6986951 -1.4470258 0.46037172
#> lag1_var2 2.36847542 1.2734347 0.5669317 4.21297353
#> lag1_var3 3.59169912 2.0549011 0.7688011 6.61740715
#> lag1_var4 -2.40945486 1.8571328 -5.1284795 0.18326383
#> const -1.60062913 7.3467457 -9.1271534 9.88753460
#> exo1 0.09701741 0.6420105 -0.7919714 0.97878534
#> exo2 -6.69278778 0.6528895 -7.5601326 -5.89817916
#> exo3 -1.17538006 0.9761655 -2.1948455 0.07571409
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001501883 0.0003399686 0.001187241 0.002067821
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007921963 0.003770927 -0.01343423 -0.003256662
#> Sigma[2,2] 0.146054370 0.029676797 0.10394336 0.186469434
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004256497 0.01046381 -0.01045059 0.01814031
#> Sigma[3,2] -0.171393151 0.08347416 -0.30354535 -0.08511561
#> Sigma[3,3] 2.346374141 0.56118358 1.50981991 3.14993681
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006958098 0.01199336 -0.01823785 0.014527962
#> Sigma[4,2] -0.0953752099 0.09330286 -0.25290883 0.005201134
#> Sigma[4,3] 2.5351753673 0.60638902 1.63092815 3.393576970
#> Sigma[4,4] 2.8001085522 0.66311466 1.81118655 3.714517578
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91282792 0.03137609 0.876358922 0.958412040
#> lag1_var2 0.03998160 0.04797506 -0.015169915 0.110313032
#> lag1_var3 0.10108356 0.08732100 0.004219042 0.239660047
#> lag1_var4 -0.08915879 0.07746435 -0.212531750 -0.004397959
#> const 1.44123079 0.40011380 0.955513342 1.953301734
#> exo1 0.01786912 0.04531244 -0.050509946 0.070899171
#> exo2 -0.19841001 0.03102635 -0.248075589 -0.162195443
#> exo3 0.06201768 0.03346034 0.016781961 0.105195913
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36926763 0.3353118 -0.02453347 0.81988559
#> lag1_var2 0.09676158 0.6121515 -0.76972587 0.83255755
#> lag1_var3 -1.13937338 1.1271876 -2.71597659 0.20449680
#> lag1_var4 1.02040104 1.0005427 -0.17771133 2.42087073
#> const 1.31360360 2.9118198 -3.07145553 5.16988640
#> exo1 -0.27508953 0.2656394 -0.64383093 0.08872277
#> exo2 3.02597333 0.3206957 2.57301050 3.49155273
#> exo3 0.16443404 0.4895588 -0.47907197 0.91615650
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06348404 1.585016 -2.3555282 1.494309
#> lag1_var2 1.01857156 2.672411 -1.9504371 4.996975
#> lag1_var3 3.25367427 4.916886 -2.4380006 10.708227
#> lag1_var4 -2.12951157 4.363172 -8.7484172 2.894575
#> const -2.77338647 18.606658 -26.7373722 25.084263
#> exo1 0.05121606 1.074196 -1.1693851 1.757453
#> exo2 -1.63004820 1.811794 -3.3795470 1.039399
#> exo3 1.31629180 2.014862 -0.8757232 4.154523
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1388180 1.836408 -2.6830327 1.839691
#> lag1_var2 0.7134536 3.087427 -2.6084986 5.255712
#> lag1_var3 2.0584228 5.626618 -4.2078877 10.538833
#> lag1_var4 -0.9672797 4.988817 -8.4897812 4.556295
#> const -3.2955587 21.872639 -31.9325516 28.581244
#> exo1 -0.1210384 1.099801 -1.4002766 1.635977
#> exo2 -0.0447555 2.116668 -2.2618492 3.109672
#> exo3 1.5952010 2.157634 -0.4716429 4.754436
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002171348 5.528834e-05 0.000157797 0.0003014883
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007784337 0.0007229673 -0.00155030 0.0003391836
#> Sigma[2,2] 0.0891646524 0.0200250712 0.06783306 0.1228653359
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008313628 0.001181272 -0.001025545 0.002329887
#> Sigma[3,2] -0.1159385367 0.043953599 -0.189260254 -0.074027666
#> Sigma[3,3] 0.4259513810 0.132913320 0.337934729 0.652449185
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002625804 0.0009225065 -0.00119301 0.001278819
#> Sigma[4,2] -0.0490942989 0.0384047126 -0.11070581 -0.015596640
#> Sigma[4,3] 0.3438491941 0.1087709901 0.26450788 0.535601582
#> Sigma[4,4] 0.3119986873 0.0866080468 0.23517013 0.467150843
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98713910 0.004647682 0.98016111 0.992344325
#> lag1_var2 -0.16442206 0.056290194 -0.24941594 -0.091060870
#> lag1_var3 -0.21239982 0.072284127 -0.32578719 -0.124736004
#> lag1_var4 0.20666488 0.070577044 0.12305412 0.317362151
#> const 0.83875532 0.305126665 0.40736437 1.210298349
#> exo1 -0.01494542 0.014527595 -0.03239179 0.009661884
#> exo2 -0.02739974 0.009689457 -0.03962109 -0.013540574
#> exo3 -0.02845409 0.013551962 -0.04633059 -0.009603095
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27098843 0.09830806 -0.39555554 -0.1387049
#> lag1_var2 1.49624961 0.67996843 0.42139949 2.2546326
#> lag1_var3 1.40367182 1.00796541 -0.13581331 2.4711702
#> lag1_var4 -1.36466346 1.01039465 -2.45493348 0.1584721
#> const 5.06861726 4.45768411 0.08026997 11.9773038
#> exo1 0.07240864 0.31487434 -0.39971668 0.4287440
#> exo2 0.36632076 0.33114448 -0.06918455 0.7688553
#> exo3 0.64201315 0.26294387 0.27244238 0.9788304
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2293551 0.1961129 -0.0739797 0.4429942
#> lag1_var2 1.4980845 1.5480430 -0.5348103 3.9627715
#> lag1_var3 2.6410421 2.2335267 -0.1822983 6.2996828
#> lag1_var4 -1.7111409 2.2405587 -5.3947851 1.1153615
#> const -1.1103577 6.8583696 -11.7731067 6.9677384
#> exo1 0.2427616 0.5687823 -0.6121790 0.9486765
#> exo2 -2.1175351 0.6902969 -2.9072382 -1.0291446
#> exo3 -1.1763084 0.7195933 -2.1831011 -0.1932760
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02451105 0.1700784 -0.19734916 0.2601717
#> lag1_var2 2.25928182 1.4631825 -0.01956192 4.2047215
#> lag1_var3 3.21959884 1.9912118 0.13199346 5.9753813
#> lag1_var4 -2.25270218 1.9903369 -5.04016262 0.8183884
#> const 2.16177547 5.1646615 -4.00713312 9.7464175
#> exo1 0.30157260 0.3981679 -0.29346042 0.7814875
#> exo2 -1.87688524 0.5486576 -2.59489244 -1.0676941
#> exo3 -0.71016274 0.5987547 -1.59314611 0.1128636
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008641397 0.0002916613 0.0004978404 0.0013261
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005054523 0.00257439 -0.009162289 -0.002193373
#> Sigma[2,2] 0.137593670 0.03792087 0.107123418 0.206517431
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004071713 0.003664581 -0.01029328 -0.0006043954
#> Sigma[3,2] 0.116021762 0.041745241 0.06549894 0.1792167668
#> Sigma[3,3] 0.265836046 0.100047299 0.14929215 0.4187140368
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008418247 0.005349119 -0.01810334 -0.003564841
#> Sigma[4,2] 0.230562536 0.060639028 0.15979412 0.318513369
#> Sigma[4,3] 0.373742394 0.134740842 0.20967346 0.574173919
#> Sigma[4,4] 0.578295244 0.176669481 0.37587548 0.856037564
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94578028 0.02886963 0.915097414 0.994754825
#> lag1_var2 -0.01121683 0.08590238 -0.138640831 0.095858781
#> lag1_var3 -0.03308526 0.11832939 -0.215167544 0.109742534
#> lag1_var4 0.02715061 0.11193875 -0.109124811 0.198454829
#> const 1.45432259 0.23150423 1.193207119 1.803178224
#> exo1 0.03517382 0.02357630 0.004655188 0.071263263
#> exo2 -0.09369946 0.02389300 -0.130108685 -0.070658607
#> exo3 -0.04267621 0.03312484 -0.086715572 0.003611089
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11017066 0.6368428 -0.6402522 1.1383401
#> lag1_var2 -0.00501719 1.6166399 -2.5110258 1.6732386
#> lag1_var3 -1.28171165 2.1294631 -4.5992537 1.0592875
#> lag1_var4 1.21400999 2.0380387 -1.0069215 4.3935928
#> const 3.04147107 7.3326101 -7.2968045 11.9533234
#> exo1 -0.85781856 0.2782904 -1.2114410 -0.4432377
#> exo2 -1.10876471 0.5150502 -1.7656381 -0.3217296
#> exo3 0.34973737 0.4022487 -0.2358787 0.8922296
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04858198 0.5696030 -0.5559476 0.9266840
#> lag1_var2 0.47889717 1.3585877 -1.5499695 2.3156915
#> lag1_var3 0.43263364 1.8037166 -2.3847122 2.7498203
#> lag1_var4 0.37912148 1.7232980 -1.8391923 3.0624915
#> const 5.75888917 8.3185115 -5.6909641 16.0192984
#> exo1 -0.91429449 0.4341670 -1.5633150 -0.5014150
#> exo2 0.06120852 0.5925673 -0.7434228 0.9738559
#> exo3 0.71771820 0.5563143 -0.1179412 1.4551539
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07819160 1.0772324 -1.110985071 1.8136954
#> lag1_var2 0.03079446 2.5732678 -4.022011134 2.7366831
#> lag1_var3 -1.17296954 3.4244413 -6.674566530 2.2001693
#> lag1_var4 1.94488956 3.2744841 -1.290636009 7.2018608
#> const 7.97446349 14.0114529 -11.714562575 23.1756353
#> exo1 -1.66366191 0.5976188 -2.505097306 -0.8904539
#> exo2 -0.58145715 0.9519741 -1.928996206 0.7759890
#> exo3 0.99517517 0.7541847 0.007108241 2.0070677
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009923534 0.0002669927 0.0005900559 0.001341785
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005049223 0.003518988 -0.01028897 -0.0004070605
#> Sigma[2,2] 0.286080736 0.104436657 0.19195388 0.4635091613
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003225203 0.00186147 0.0005494983 0.005440963
#> Sigma[3,2] -0.081402476 0.03572047 -0.1411275808 -0.051543016
#> Sigma[3,3] 0.167019411 0.04780162 0.1331199888 0.254671268
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003442522 0.002352427 -0.003532774 0.002788259
#> Sigma[4,2] 0.0797139915 0.037806616 0.038793553 0.130681680
#> Sigma[4,3] 0.1328404387 0.044762658 0.100918424 0.213275854
#> Sigma[4,4] 0.1907563806 0.053429534 0.143677437 0.286157051
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97387973 0.02583530 0.93778057 1.00945744
#> lag1_var2 -0.13203749 0.04785778 -0.20269278 -0.06920841
#> lag1_var3 -0.24276445 0.08491082 -0.36794930 -0.13122795
#> lag1_var4 0.22674134 0.08100893 0.12099295 0.34639759
#> const 1.43498662 0.41943145 0.76506380 1.97915732
#> exo1 0.00552546 0.02763443 -0.03781373 0.03412014
#> exo2 -0.04030430 0.01721307 -0.06919720 -0.02046630
#> exo3 -0.07557005 0.02392636 -0.10423355 -0.04014844
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8201071 0.3660333 0.34474799 1.3134143
#> lag1_var2 -2.0981782 1.1278893 -3.87283876 -0.6003891
#> lag1_var3 -5.3576763 1.9939868 -8.43976474 -2.6592821
#> lag1_var4 5.1649044 1.9040280 2.59223097 8.1072019
#> const -4.9135584 4.3402171 -10.94585279 0.9198173
#> exo1 -0.2599943 0.3934243 -0.75860504 0.2849376
#> exo2 0.5417516 0.3463260 0.01426842 0.9862996
#> exo3 0.6607565 0.7277338 -0.23447425 1.7966525
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4826843 0.4553878 -0.17500351 1.01022488
#> lag1_var2 -1.6648973 1.2596753 -3.51774836 -0.01820418
#> lag1_var3 -1.8551686 2.1790606 -5.11337878 0.95917477
#> lag1_var4 2.7440495 2.0758033 0.06146038 5.84388178
#> const -3.4466878 3.7861331 -8.18293111 2.07763784
#> exo1 0.0176845 0.3476463 -0.48574985 0.47127409
#> exo2 -1.1712637 0.4818417 -1.53724046 -0.32263177
#> exo3 -0.3624419 0.4619559 -0.90604884 0.37654492
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98286447 0.3786097 0.5550303 1.5386508
#> lag1_var2 -3.35753714 1.1507474 -5.3716296 -2.2146539
#> lag1_var3 -5.75602962 2.0147011 -9.3026750 -3.8176673
#> lag1_var4 6.54170412 1.9186698 4.6999388 9.9157915
#> const -7.23917240 3.7827811 -12.8897706 -1.9728572
#> exo1 -0.11837057 0.3992338 -0.6822085 0.4702521
#> exo2 -0.99783760 0.4819439 -1.3624655 -0.1214207
#> exo3 -0.03561002 0.5637284 -0.7398244 0.7482435
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003838093 0.001181463 0.002835262 0.005990521
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04002202 0.01362242 -0.06463836 -0.03052423
#> Sigma[2,2] 0.56437822 0.17937599 0.44948275 0.86467784
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04611669 0.01542839 0.03462557 0.07473442
#> Sigma[3,2] -0.58689818 0.18789306 -0.91323490 -0.44653776
#> Sigma[3,3] 0.73456080 0.20901254 0.55175333 1.09658957
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03833665 0.01287032 0.02849501 0.06217971
#> Sigma[4,2] -0.46512248 0.15263699 -0.72963788 -0.33503981
#> Sigma[4,3] 0.63122755 0.17247732 0.47171896 0.92564569
#> Sigma[4,4] 0.55925278 0.14320418 0.42270027 0.79829997
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89538241 0.04131765 0.863677002 0.96566502
#> lag1_var2 0.05073566 0.03150116 0.021119263 0.09768639
#> lag1_var3 0.10081042 0.09586002 -0.004202793 0.23315210
#> lag1_var4 -0.07295706 0.08784803 -0.190317406 0.02745254
#> const 1.30446721 1.01749384 -0.477900761 2.27027951
#> exo1 0.06063714 0.08367644 -0.040896159 0.17452232
#> exo2 -0.04210454 0.05617980 -0.131116958 0.02205643
#> exo3 0.01848667 0.08144434 -0.091886721 0.13838011
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7520626 0.3997784 0.1541847 1.2827787
#> lag1_var2 -0.2038745 0.4309928 -0.9045416 0.2412586
#> lag1_var3 -2.6371368 1.1910306 -4.5355807 -1.3338841
#> lag1_var4 2.1916417 1.0517509 1.0238777 3.8456899
#> const 2.0030551 9.3440546 -8.9639675 17.1715726
#> exo1 -0.7423877 1.0465130 -2.2890088 0.4054679
#> exo2 0.6350192 0.7807480 -0.5950326 1.5925717
#> exo3 0.5814160 0.9092613 -0.4420524 2.0398162
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2024859 0.3562890 -1.6356001 -0.6337093
#> lag1_var2 1.8113284 0.4911490 1.2447340 2.5951957
#> lag1_var3 5.3453626 1.3730880 3.8063174 7.4493663
#> lag1_var4 -3.6844169 1.2259960 -5.5522235 -2.3062863
#> const 0.9792354 8.3435163 -10.6570703 10.2195974
#> exo1 0.8199665 1.1352550 -0.5913183 2.4068512
#> exo2 -0.2348643 0.7596889 -1.2828124 0.7411266
#> exo3 -0.5277334 1.1704452 -2.3258845 1.0665240
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.09693889 0.2642969 -1.4103534 -0.6700246
#> lag1_var2 1.68542706 0.4291975 1.1632820 2.3663228
#> lag1_var3 4.14598691 1.2001098 2.7471412 6.0365818
#> lag1_var4 -2.53000050 1.0758841 -4.2215383 -1.3286025
#> const 0.88444250 6.5697269 -7.8518858 9.2474714
#> exo1 0.66262475 0.9460252 -0.5570532 1.9366426
#> exo2 -0.04806721 0.6415720 -0.9250292 0.8544879
#> exo3 -0.39818349 1.0490586 -1.9426181 1.1003977
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008159483 0.0001694058 0.0005516653 0.001031814
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02436844 0.004581384 -0.03013432 -0.01720131
#> Sigma[2,2] 1.36623756 0.267770123 1.00405103 1.73690190
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01037097 0.00325590 0.006710836 0.01488058
#> Sigma[3,2] -0.58637877 0.14562259 -0.833411819 -0.42732015
#> Sigma[3,3] 0.41683162 0.09142239 0.324461948 0.57697395
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003657513 0.003014222 -0.008077606 -0.0001924317
#> Sigma[4,2] 0.195615738 0.121936786 0.063484500 0.4041960929
#> Sigma[4,3] 0.134325888 0.050013439 0.067877886 0.1914663421
#> Sigma[4,4] 0.317305243 0.065788152 0.231597625 0.4131556818
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.921044272 0.01132177 0.907217600 0.93805131
#> lag1_var2 0.028609819 0.01821198 0.009952158 0.05435740
#> lag1_var3 0.046339295 0.03161347 0.015925442 0.09086548
#> lag1_var4 -0.038216984 0.02620367 -0.075889865 -0.01141269
#> const 1.579706957 0.26896255 1.182524873 1.91521225
#> exo1 0.023454388 0.02697583 -0.012575290 0.05545276
#> exo2 -0.099471602 0.01559667 -0.117872318 -0.07774938
#> exo3 0.008124416 0.03712736 -0.040973312 0.06140832
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.9223322 0.6910627 2.2035717 3.96705044
#> lag1_var2 -1.6464125 1.3846401 -3.8763036 -0.09065052
#> lag1_var3 -4.2529573 2.5063238 -8.2744683 -1.44229142
#> lag1_var4 3.1464002 2.0230369 0.9834130 6.44085527
#> const -8.2386051 16.8053220 -29.6641960 12.40069543
#> exo1 -0.8432906 0.9918252 -2.1526534 0.33954113
#> exo2 1.5899898 0.8355917 0.5497133 2.84868814
#> exo3 4.9644986 1.5631113 2.9988884 7.03170396
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6709674 0.4724855 -2.13023197 -0.9370913
#> lag1_var2 1.6801003 0.7956327 0.56193596 2.7665644
#> lag1_var3 3.6405760 1.4479152 1.62258737 5.5829209
#> lag1_var4 -2.0223125 1.1653854 -3.60583276 -0.4258864
#> const 4.2573219 7.6151974 -5.04798028 14.5510906
#> exo1 0.4885064 0.4377488 -0.01693601 1.1031505
#> exo2 -4.0904033 0.4975317 -4.85413256 -3.5048734
#> exo3 -2.1818252 0.4811956 -2.91399473 -1.6398835
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16980126 0.3776614 -0.4444457 0.4934241
#> lag1_var2 0.44303787 0.3479391 -0.1077661 0.8116109
#> lag1_var3 0.63690507 0.6711888 -0.4166943 1.3404021
#> lag1_var4 0.42966408 0.5693794 -0.1704624 1.3333109
#> const -1.42503301 6.8238644 -11.2489035 7.4395011
#> exo1 0.06164409 0.4517646 -0.5170958 0.5786755
#> exo2 -4.58237941 0.4166490 -5.1207250 -3.9173390
#> exo3 0.50971049 0.7199596 -0.4803892 1.4241104
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00123301 0.0002796299 0.0009637857 0.001664091
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002617072 0.0133449 -0.01368624 0.02152522
#> Sigma[2,2] 2.252524640 0.7200755 1.57822635 3.45685867
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002259688 0.006654623 -0.01131103 0.007151196
#> Sigma[3,2] -1.176471000 0.363179314 -1.72774567 -0.791171019
#> Sigma[3,3] 0.832566411 0.215463377 0.60997046 1.094271800
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008291472 0.002572675 -0.0038593083 0.003036099
#> Sigma[4,2] 0.1733387451 0.176080807 -0.0611678909 0.423935098
#> Sigma[4,3] 0.1412363709 0.105089051 -0.0000870743 0.290012025
#> Sigma[4,4] 0.2597177556 0.055665704 0.1838699448 0.335275348
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977753406 0.03465844 0.926196817 1.015682884
#> lag1_var2 -0.006185011 0.06779732 -0.121769760 0.064082756
#> lag1_var3 -0.005093376 0.11668782 -0.204005822 0.117470786
#> lag1_var4 -0.006955933 0.11486626 -0.121373836 0.192130338
#> const 1.312319517 0.79878472 0.173570300 2.361304118
#> exo1 0.012394655 0.02913049 -0.022198219 0.054076034
#> exo2 -0.059902313 0.04520902 -0.112895350 0.002277735
#> exo3 0.033068436 0.03389659 0.003118893 0.089080177
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.5199051 0.8155003 -4.586490 -2.2904553
#> lag1_var2 9.0720066 4.2238275 1.796836 13.3062295
#> lag1_var3 14.3378621 7.0683799 2.208883 21.5511393
#> lag1_var4 -13.3260042 7.1144924 -20.581655 -1.1453090
#> const 26.4168392 22.9067699 -7.997192 55.1264827
#> exo1 -1.6624267 1.4600748 -3.213831 0.7396071
#> exo2 0.8799760 1.6446244 -1.303610 3.1501980
#> exo3 -0.6161812 1.6659925 -2.954336 1.5541170
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2312466 0.4382217 1.6341453 2.8261072
#> lag1_var2 -4.5986248 2.5111843 -7.4266896 -0.7404386
#> lag1_var3 -7.1922333 4.1726485 -11.9231741 -0.8336397
#> lag1_var4 7.5303097 4.1617241 1.1393969 12.1203196
#> const -15.3289168 11.8203673 -31.5385816 1.5019444
#> exo1 0.5671830 0.9331139 -0.6406038 1.6715390
#> exo2 0.5700860 1.2814386 -1.2724570 2.2371329
#> exo3 -0.3625316 0.8772404 -1.3581502 0.8079012
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1306462 0.4176948 -0.4145868 0.70782259
#> lag1_var2 0.4305549 1.2828348 -1.1810182 2.14112306
#> lag1_var3 0.7217008 2.2016085 -2.0804530 3.68151561
#> lag1_var4 0.2333326 2.1329858 -2.5970270 2.99151444
#> const -0.3343947 6.6872881 -11.5973616 5.88823592
#> exo1 -0.4453606 0.5201944 -1.3349839 0.06749728
#> exo2 1.1621043 0.5387607 0.5134727 1.81605916
#> exo3 -0.7753528 0.4940204 -1.3730590 -0.02053164
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004668889 0.001661473 0.00294651 0.007476607
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001235931 0.003864432 -0.005605965 0.004752861
#> Sigma[2,2] 0.143960277 0.033081040 0.105309703 0.193238476
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003371844 0.005205999 -0.007596984 0.005786712
#> Sigma[3,2] -0.1410087661 0.033764311 -0.190743471 -0.098128335
#> Sigma[3,3] 0.2440178980 0.030440381 0.203740751 0.281876947
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005178013 0.003981778 -0.006067531 0.004665745
#> Sigma[4,2] -0.0505505756 0.017691830 -0.074863542 -0.030559625
#> Sigma[4,3] 0.1658190630 0.033026521 0.121069621 0.214585908
#> Sigma[4,4] 0.1455293740 0.038907011 0.098432664 0.204162953
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84315596 0.08490876 0.75691862 0.97510919
#> lag1_var2 0.08913128 0.24286932 -0.21100970 0.40628789
#> lag1_var3 0.10590514 0.36429992 -0.33266842 0.58383793
#> lag1_var4 -0.07838893 0.35746204 -0.55026539 0.33586218
#> const 1.79162340 1.12089351 0.36799534 3.35475074
#> exo1 -0.20548784 0.05862258 -0.29542031 -0.12499235
#> exo2 -0.10718739 0.04633300 -0.15703238 -0.03991885
#> exo3 0.07952559 0.05014298 0.01351426 0.14793224
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05085262 0.4368476 -0.46973595 0.7133452
#> lag1_var2 0.23754806 1.0822578 -1.06971824 1.6576418
#> lag1_var3 -1.14767399 1.5828493 -3.01599708 0.9407125
#> lag1_var4 1.15289084 1.4684481 -0.82571076 2.8734409
#> const -1.45681720 5.1271110 -6.74758415 7.5426957
#> exo1 0.35205030 0.2407713 0.04042132 0.7137856
#> exo2 1.24257207 0.4414890 0.84352171 1.9646056
#> exo3 0.86466958 0.2513838 0.58573290 1.2811083
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5375073 0.2920420 -0.9845629 -0.2138910
#> lag1_var2 2.7665032 0.8823345 1.2931764 3.6546476
#> lag1_var3 5.0047097 1.2971647 2.9017363 6.4019560
#> lag1_var4 -3.9517244 1.2196469 -5.2108570 -1.9870150
#> const 8.4644190 4.6079561 1.9513540 13.9765258
#> exo1 -0.2358165 0.3887832 -0.6312443 0.3644422
#> exo2 -2.1519329 0.5350225 -2.9958863 -1.6368656
#> exo3 -0.5426911 0.2956997 -0.9630124 -0.1516695
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55346363 0.2611264 -0.8841353 -0.2097242
#> lag1_var2 2.63043630 0.7456885 1.6557876 3.5302734
#> lag1_var3 3.78384843 1.1080033 2.3179748 5.0980264
#> lag1_var4 -2.70774371 1.0695825 -3.9675639 -1.2526435
#> const 7.30270638 5.0484930 0.7597794 14.0780916
#> exo1 -0.00586649 0.3276471 -0.4285961 0.4587606
#> exo2 -1.46657178 0.3102129 -2.0107576 -1.1624423
#> exo3 0.01156823 0.2027558 -0.1589638 0.3248246
#>
#>
#>