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] 0.002641894 0.0005540728 0.002112229 0.003560491
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005182978 0.004484188 -0.01201201 -0.0004461765
#> Sigma[2,2] 0.193310013 0.045324683 0.14421701 0.2609166671
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004888881 0.006573341 -0.004778097 0.01320486
#> Sigma[3,2] -0.192238088 0.063246491 -0.276426168 -0.10547367
#> Sigma[3,3] 0.408718992 0.098905838 0.258419029 0.53027899
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002719303 0.006016488 -0.006829436 0.009214813
#> Sigma[4,2] -0.123797865 0.059445365 -0.207809088 -0.039416625
#> Sigma[4,3] 0.374570882 0.090289599 0.244617750 0.498447128
#> Sigma[4,4] 0.370781789 0.081448110 0.264168242 0.490868796
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96603568 0.02097383 0.94257948 0.99777177
#> lag1_var2 -0.02249889 0.02201308 -0.04835608 0.01035321
#> lag1_var3 -0.02543085 0.05916033 -0.07786672 0.07171252
#> lag1_var4 0.02962354 0.05969196 -0.06819638 0.08376913
#> const 0.73426811 0.22617701 0.38190646 0.93996191
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2022943 0.1911847 0.01464155 0.5152296
#> lag1_var2 0.7989178 0.2346278 0.55090000 1.1830808
#> lag1_var3 -0.5223999 0.5477833 -1.11711992 0.3562536
#> lag1_var4 0.4044164 0.5000293 -0.37144389 0.9713544
#> const 0.6686441 1.8963250 -1.91694112 3.3823188
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02735979 0.2203444 -0.3866936 0.1527163
#> lag1_var2 -0.10778276 0.3211512 -0.4646488 0.4059422
#> lag1_var3 1.68372590 0.7620240 0.6602598 2.7788358
#> lag1_var4 -0.65557354 0.7228406 -1.7023374 0.3132980
#> const 2.58227772 2.4275767 -1.1471422 5.1354431
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08096106 0.1739110 -0.1925422 0.2666675
#> lag1_var2 -0.07465104 0.3031848 -0.4647210 0.4095870
#> lag1_var3 0.83300049 0.7698774 -0.3462515 1.8296371
#> lag1_var4 0.18969284 0.7454341 -0.7689194 1.3259884
#> const 0.69742104 2.4012241 -2.4856231 4.0814685
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005832517 0.001504995 0.004336676 0.008239409
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01435845 0.005558944 -0.02153694 -0.008044274
#> Sigma[2,2] 0.10538439 0.029162802 0.06925653 0.147021103
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01151435 0.004626072 0.005620765 0.01813219
#> Sigma[3,2] -0.07025771 0.022875074 -0.107791062 -0.04930330
#> Sigma[3,3] 0.12368022 0.032958119 0.088027956 0.16616230
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008379853 0.004604446 -0.003774253 0.008475133
#> Sigma[4,2] 0.0108147585 0.027657866 -0.025083765 0.047162536
#> Sigma[4,3] 0.0837354900 0.027749841 0.051715168 0.122427925
#> Sigma[4,4] 0.1090480050 0.025155382 0.082088123 0.147969988
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0289230 0.03828602 0.9813230 1.07731044
#> lag1_var2 -0.1915488 0.13247217 -0.3953853 -0.03536737
#> lag1_var3 -0.2719769 0.17881472 -0.5398054 -0.05307484
#> lag1_var4 0.2565675 0.17314594 0.0506598 0.51946289
#> const 0.2221945 0.42361600 -0.3759656 0.65503710
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03485952 0.1265550 -0.129323148 0.19740437
#> lag1_var2 0.27717532 0.4002920 -0.218453975 0.83072471
#> lag1_var3 -0.68547359 0.5557707 -1.422493827 0.05342823
#> lag1_var4 0.72518308 0.5373363 -0.005116194 1.43139621
#> const -0.76895533 2.5660850 -4.596809269 2.51921710
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2549362 0.1186572 -0.3842121 -0.08104981
#> lag1_var2 0.9910634 0.4406060 0.4772309 1.68891888
#> lag1_var3 1.9984574 0.5828310 1.3221292 2.89481834
#> lag1_var4 -1.0280064 0.5696159 -1.9178193 -0.35987793
#> const 4.8932522 2.4265019 1.6860880 8.28411783
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2816319 0.1261397 -0.48082603 -0.156025
#> lag1_var2 0.7711539 0.5501303 0.08566775 1.470461
#> lag1_var3 0.8836664 0.6962497 -0.01346556 1.815150
#> lag1_var4 0.1579799 0.6962742 -0.76408930 1.066595
#> const 2.1753986 2.5330379 -1.00377885 5.630852
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001810692 0.0003959264 0.001352325 0.002406471
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.065870 0.03213673 -0.1121115 -0.02408793
#> Sigma[2,2] 8.255315 2.15141023 6.5677102 11.98540113
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03239205 0.02651881 -0.004600157 0.07074297
#> Sigma[3,2] -4.92189008 1.43418260 -7.466394398 -3.69671621
#> Sigma[3,3] 4.89176307 0.99615259 3.833233003 6.32704560
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0107660 0.01352116 -0.02966387 0.00772694
#> Sigma[4,2] 0.3378644 0.88057773 -0.70140461 1.76699406
#> Sigma[4,3] 2.1226917 0.75453849 1.29907345 3.23136371
#> Sigma[4,4] 2.7834422 1.02179863 1.91039107 4.41590680
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99627708 0.02413538 0.960594599 1.029473069
#> lag1_var2 -0.03278944 0.03213489 -0.070268508 0.006429677
#> lag1_var3 -0.06418446 0.05257154 -0.127197250 0.002402989
#> lag1_var4 0.05210873 0.04660831 -0.007032528 0.109284260
#> const 0.75468372 0.32333467 0.350880513 1.241748547
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.746728 1.221417 -5.54801401 -2.279037
#> lag1_var2 4.594266 1.860158 2.32642318 7.415703
#> lag1_var3 7.001147 2.928629 3.25998199 11.284581
#> lag1_var4 -5.733785 2.544695 -9.47486464 -2.466735
#> const 19.961721 13.936723 -0.04583006 37.497700
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.340658 1.028509 1.12658056 3.8641977
#> lag1_var2 -1.859585 1.424252 -3.82863888 0.1011575
#> lag1_var3 -2.775310 2.259428 -5.88024128 0.4807169
#> lag1_var4 2.912848 1.994450 0.06962855 5.6244289
#> const -8.737835 12.629376 -26.57331865 8.3254548
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0663895 0.7469353 -0.9023276 1.007588
#> lag1_var2 0.7068811 1.0302248 -0.8921415 1.834744
#> lag1_var3 1.1407540 1.6708646 -1.5086848 2.817984
#> lag1_var4 -0.1528169 1.4666570 -1.7161307 2.135058
#> const 1.8254555 6.9339483 -9.2718219 9.040464
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001280105 0.0003117068 0.0009228391 0.001766783
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00692992 0.00197257 -0.009203844 -0.003952767
#> Sigma[2,2] 0.17523803 0.02645577 0.139132991 0.209924273
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007298501 0.003215971 0.003075738 0.01156706
#> Sigma[3,2] -0.143730131 0.048849832 -0.200871691 -0.07065009
#> Sigma[3,3] 0.294704888 0.063175850 0.224985336 0.39665792
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001767950 0.002215938 -0.00100504 0.004757868
#> Sigma[4,2] -0.002310648 0.043198391 -0.05253520 0.059641871
#> Sigma[4,3] 0.180684506 0.036694489 0.13583118 0.238192019
#> Sigma[4,4] 0.181052489 0.035270143 0.14083924 0.237733948
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94263309 0.03437919 0.90859116 0.99635199
#> lag1_var2 0.08638581 0.09746900 -0.07003679 0.19297624
#> lag1_var3 0.08830267 0.11574539 -0.09560114 0.21278591
#> lag1_var4 -0.08359813 0.10932563 -0.20081481 0.09033263
#> const 1.13807911 0.36702624 0.53141525 1.49947774
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3089070 0.2697058 -0.08228903 0.65707356
#> lag1_var2 -0.3483637 0.6976428 -1.39005004 0.63708621
#> lag1_var3 -1.2390353 0.8480895 -2.46377207 -0.06030761
#> lag1_var4 1.1895492 0.8147544 0.10244307 2.37436357
#> const -3.3291806 3.0657600 -8.34310790 0.15294374
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1812174 0.4920057 -0.8386692 0.4601246
#> lag1_var2 0.6142185 1.5769528 -0.9197925 3.1808225
#> lag1_var3 1.4514594 1.9850145 -0.6586898 4.6278987
#> lag1_var4 -0.4379173 1.8990781 -3.5094987 1.5364507
#> const 3.2990918 5.4138764 -3.2248899 11.0752499
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06039647 0.4344623 -0.5609089 0.5937158
#> lag1_var2 0.09660135 1.2441918 -1.0305303 2.1732124
#> lag1_var3 0.17941741 1.6081505 -1.4683100 2.7981661
#> lag1_var4 0.81332424 1.5266380 -1.6967709 2.3438580
#> const -0.67513937 4.7874688 -5.7516881 7.1010826
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00266072 0.0007213214 0.001843619 0.003735565
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06365869 0.01720449 -0.08737114 -0.04051819
#> Sigma[2,2] 3.19275294 0.68563998 2.23382348 4.13606344
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06206543 0.01630871 0.04029203 0.08408422
#> Sigma[3,2] -2.39133329 0.69484644 -3.15847847 -1.24865187
#> Sigma[3,3] 2.71655500 0.81766563 1.93170662 4.05645070
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02668738 0.01056622 0.01740047 0.04424662
#> Sigma[4,2] -0.50428536 0.48763654 -1.12908919 0.23241340
#> Sigma[4,3] 1.41545858 0.63053287 0.89812669 2.46964168
#> Sigma[4,4] 1.24440051 0.60030473 0.80606502 2.31272549
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8798671 0.02912798 0.8453060 0.9197063
#> lag1_var2 0.2037086 0.06453082 0.1048503 0.2916968
#> lag1_var3 0.3367861 0.10556040 0.1772595 0.4815172
#> lag1_var4 -0.3103965 0.09914394 -0.4479366 -0.1616026
#> const 1.6608828 0.34329833 1.2197335 2.0826615
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4582533 0.9817324 -2.7518933 -0.1315647
#> lag1_var2 1.5989436 1.7524957 -0.7636163 4.0542327
#> lag1_var3 1.4508394 2.9510529 -2.5402664 5.4633533
#> lag1_var4 -0.8248932 2.6993806 -4.6202798 2.8073445
#> const 4.2542289 10.8355040 -11.4028734 15.5165256
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04901703 1.066582 -1.3383138 1.7358055
#> lag1_var2 2.94117103 2.311970 -0.1082347 6.3955217
#> lag1_var3 5.44885919 3.815698 0.3633811 11.1582370
#> lag1_var4 -4.71218000 3.536772 -10.0107977 -0.1530772
#> const 12.18081683 10.758320 -3.2891815 26.0605719
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9671761 0.9279085 -2.350719 0.1890412
#> lag1_var2 4.0014791 1.9982040 2.059133 7.0217322
#> lag1_var3 6.4614964 3.2807496 3.294862 11.4487451
#> lag1_var4 -5.2818226 3.0461691 -9.867833 -2.4067767
#> const 14.3769662 9.2420511 4.309678 28.1938973
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008554412 0.002517868 0.005768236 0.01262793
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.006626962 0.02364464 -0.01373924 0.04572132
#> Sigma[2,2] 0.746249401 0.19454116 0.51329496 1.03713169
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01455571 0.01821847 -0.04457551 -0.0002953796
#> Sigma[3,2] -0.44624691 0.15245992 -0.68648214 -0.2965204897
#> Sigma[3,3] 0.38846846 0.11190902 0.27403549 0.5722747296
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01060606 0.006040182 -0.01963571 -0.002586309
#> Sigma[4,2] 0.02454792 0.062743305 -0.05191491 0.123436045
#> Sigma[4,3] 0.12048539 0.036965129 0.07099972 0.169033795
#> Sigma[4,4] 0.15143843 0.030521821 0.11745605 0.191193981
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9172229 0.03660415 0.88055739 0.9725671
#> lag1_var2 0.1149430 0.11063426 -0.03779605 0.2448830
#> lag1_var3 0.1392868 0.17430819 -0.10259536 0.3478591
#> lag1_var4 -0.1367583 0.17300487 -0.34568167 0.1011272
#> const 1.4490644 0.67055803 0.53854140 2.3149419
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4618388 0.3120717 -0.9370531 -0.1146003
#> lag1_var2 1.8385794 0.7040798 1.0307065 2.8758286
#> lag1_var3 1.5877367 1.1499885 0.3044698 3.2446008
#> lag1_var4 -1.4504839 1.1302859 -3.0641768 -0.1146655
#> const 3.5931179 5.1270945 -3.0908608 10.7778276
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2958505 0.1949810 0.06610568 0.6169025
#> lag1_var2 -0.1274985 0.5508494 -0.83199055 0.6575160
#> lag1_var3 0.6020466 0.8974514 -0.55138113 1.8798762
#> lag1_var4 0.2298757 0.8845115 -1.04187657 1.3573605
#> const 2.2588061 3.7200602 -2.77079626 7.4757759
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.00375557 0.1734071 -0.2601852 0.2055821
#> lag1_var2 0.68346276 0.3095764 0.3869584 1.1803645
#> lag1_var3 1.04937433 0.4774527 0.5927316 1.8360425
#> lag1_var4 -0.10104747 0.4545751 -0.8341415 0.3534812
#> const 2.61674602 3.2261114 -1.6014063 6.6228025
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002902252 9.56658e-05 0.000167257 0.0004254259
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007657684 0.003168487 -0.01195071 -0.00340533
#> Sigma[2,2] 0.423673822 0.132707633 0.25560450 0.64044180
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00692383 0.002684276 0.003537068 0.01054271
#> Sigma[3,2] -0.40711361 0.105554665 -0.561591710 -0.26631346
#> Sigma[3,3] 0.47268766 0.087389311 0.345027722 0.56730315
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002149665 0.001042133 0.0007303058 0.003737535
#> Sigma[4,2] -0.144268780 0.034024291 -0.1846070807 -0.093932104
#> Sigma[4,3] 0.223675552 0.033545182 0.1804422532 0.273193369
#> Sigma[4,4] 0.138111693 0.019836923 0.1098398890 0.163729625
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98597666 0.01445962 0.96606428 1.006029082
#> lag1_var2 -0.03248177 0.03503296 -0.09289834 0.005295835
#> lag1_var3 -0.04968765 0.05619946 -0.14750737 0.010290422
#> lag1_var4 0.04419749 0.05357368 -0.01455529 0.138113032
#> const 0.77500645 0.18228940 0.53013190 1.033856905
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7853525 0.5971947 -1.6035304 0.08197451
#> lag1_var2 1.7238639 1.8677381 -0.7139289 4.35327141
#> lag1_var3 1.2823491 3.0519161 -2.7436424 5.60000937
#> lag1_var4 -1.0149677 2.9391038 -5.2037399 2.84790285
#> const 4.9559302 9.8203721 -9.0309834 16.84811047
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8653360 0.5793077 0.1692699 1.701757
#> lag1_var2 -0.3152541 1.8073047 -3.1049806 1.705437
#> lag1_var3 0.5846661 2.9175345 -3.9253012 3.946263
#> lag1_var4 0.0317249 2.8153012 -3.3125453 4.396202
#> const 1.2783652 8.9118863 -10.0290058 12.295285
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3880308 0.3130295 -0.06236346 0.7586335
#> lag1_var2 0.5262382 0.8455770 -0.65673109 1.6710239
#> lag1_var3 1.0148578 1.3395613 -0.85064912 2.9034929
#> lag1_var4 -0.2137810 1.2889019 -2.11236265 1.5802249
#> const 2.9617852 3.8386948 -1.10443554 8.4763293
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004092212 9.330628e-05 0.0003085731 0.0005417085
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001370199 0.001808399 -0.003901602 0.0008961102
#> Sigma[2,2] 0.296518907 0.080464242 0.211903456 0.4147957219
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001792673 0.002713105 -0.001833251 0.005194101
#> Sigma[3,2] -0.246079832 0.071370475 -0.356998878 -0.171737770
#> Sigma[3,3] 0.455570594 0.125378102 0.290536168 0.654876030
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001009885 0.002241658 -0.001743596 0.003766162
#> Sigma[4,2] -0.072482350 0.038006521 -0.116503100 -0.010096165
#> Sigma[4,3] 0.325930370 0.106151010 0.183245638 0.477874377
#> Sigma[4,4] 0.298885739 0.104733031 0.167548044 0.460627064
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96791306 0.02166842 0.93712935 0.99363200
#> lag1_var2 0.03947913 0.05536490 -0.03119028 0.11797762
#> lag1_var3 0.03369369 0.09028884 -0.08056806 0.16275463
#> lag1_var4 -0.03779524 0.08512519 -0.15890826 0.07279638
#> const 1.01719548 0.22000775 0.81594539 1.36792656
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2110402 0.5203498 -0.7899028 0.5741014
#> lag1_var2 0.2373059 1.3950740 -1.5743750 2.3684930
#> lag1_var3 -0.2573747 2.1723338 -3.2309207 2.8794822
#> lag1_var4 0.3908177 2.0608866 -2.6580703 3.1534606
#> const 0.7550703 5.4798051 -7.3102914 7.7142339
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5965763 0.5889645 -0.315185 1.399115
#> lag1_var2 0.3266890 1.7356193 -2.143200 2.569758
#> lag1_var3 0.7987644 2.6843499 -2.976478 4.211414
#> lag1_var4 -0.1130154 2.5602608 -3.322324 3.541098
#> const 0.7964025 7.1005644 -8.321397 11.836688
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4961259 0.3912423 0.01490523 1.055619
#> lag1_var2 0.2070302 1.1995991 -1.70589246 1.525732
#> lag1_var3 0.1980903 1.8545658 -2.76539226 2.087976
#> lag1_var4 0.5832536 1.7743014 -1.25944960 3.405046
#> const -0.4000354 4.8993093 -6.75088013 6.828939
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00443777 0.001265917 0.003077579 0.006662657
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00260579 0.004619332 -0.00803925 0.003712247
#> Sigma[2,2] 0.29858922 0.066578030 0.22967032 0.408864029
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01378479 0.01452897 -0.03562846 0.00339915
#> Sigma[3,2] -0.28567486 0.10087855 -0.42729436 -0.17688909
#> Sigma[3,3] 1.04643561 0.38945550 0.58267212 1.61775769
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01627454 0.0141473 -0.03711008 0.001942442
#> Sigma[4,2] -0.07114268 0.0895992 -0.18050513 0.038525595
#> Sigma[4,3] 0.91676202 0.3993779 0.46404292 1.545338142
#> Sigma[4,4] 0.95177449 0.4193480 0.52291212 1.630189839
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96627402 0.01393122 0.948906730 0.98658218
#> lag1_var2 0.11534477 0.04350016 0.048112115 0.16539033
#> lag1_var3 0.09783102 0.05684414 0.009998388 0.16732202
#> lag1_var4 -0.10659403 0.05509788 -0.172260777 -0.02127877
#> const 1.14033229 0.23681883 0.778892608 1.40437204
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03540846 0.1911431 -0.1788946 0.3342972
#> lag1_var2 -0.26873542 0.5458512 -1.1047857 0.3716897
#> lag1_var3 -1.34281068 0.7538930 -2.4858220 -0.4496031
#> lag1_var4 1.37825740 0.7264102 0.5168901 2.4754698
#> const -1.05603547 4.2755258 -7.0388885 4.6920539
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6335417 0.4270767 0.05683807 1.2445420
#> lag1_var2 -1.6853105 1.1040164 -3.09909213 -0.1498466
#> lag1_var3 -0.9792412 1.5739441 -3.05975619 1.1835976
#> lag1_var4 1.8702204 1.4993064 -0.20301995 3.8432286
#> const -5.8073177 7.2000927 -17.13563262 1.8708127
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7125963 0.4039296 0.2072346 1.3463114
#> lag1_var2 -2.4786355 1.0332637 -3.6954538 -1.1422571
#> lag1_var3 -2.7355293 1.4765241 -4.5536953 -0.8274715
#> lag1_var4 3.6736331 1.4092581 1.8611729 5.4097229
#> const -9.1660453 6.8594571 -20.3386172 -2.7759654
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007951001 0.0002088707 0.0006151679 0.00117594
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004903126 0.001151259 -0.001322829 0.001529214
#> Sigma[2,2] 0.0342950277 0.007926714 0.023554624 0.044543786
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003126265 0.002596497 -0.00370699 0.003215339
#> Sigma[3,2] -0.0583362944 0.015436638 -0.07542140 -0.035746897
#> Sigma[3,3] 0.1693697013 0.039377506 0.10831733 0.213906037
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000123317 0.001915759 -0.002554658 0.002403908
#> Sigma[4,2] -0.032751895 0.010802847 -0.044214190 -0.014976724
#> Sigma[4,3] 0.127964674 0.029429582 0.083245010 0.162330989
#> Sigma[4,4] 0.105782199 0.022469532 0.074106000 0.134339482
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986344175 0.03182820 0.93749168 1.0301985
#> lag1_var2 0.010985132 0.07447694 -0.09757882 0.1000216
#> lag1_var3 0.007495253 0.10189320 -0.14359087 0.1376585
#> lag1_var4 -0.015153278 0.09742242 -0.13816745 0.1291390
#> const 0.915647588 0.33751267 0.48642016 1.4513455
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09765663 0.1483026 -0.1217880 0.2706159
#> lag1_var2 -0.12037281 0.4866247 -0.7554532 0.5895371
#> lag1_var3 -1.29754022 0.6679505 -2.1673583 -0.3255307
#> lag1_var4 1.29318118 0.6496882 0.3504639 2.1434447
#> const -1.70536628 1.8459669 -4.0283677 0.9057626
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1367770 0.3944738 -0.3696626 0.6592628
#> lag1_var2 0.2177792 1.2782012 -1.5248906 1.7828843
#> lag1_var3 1.4588923 1.7340783 -0.8769727 3.5949737
#> lag1_var4 -0.5239228 1.6856829 -2.5954056 1.7478470
#> const 2.4267999 4.8217434 -3.7049790 8.5658758
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2193053 0.3276379 -0.1962619 0.6618461
#> lag1_var2 -0.1651427 1.0498782 -1.4608445 1.0908741
#> lag1_var3 0.0773603 1.4264147 -1.7282813 1.7977290
#> lag1_var4 0.8722716 1.3859484 -0.7942371 2.6179430
#> const -0.4579275 4.0000202 -5.6156250 4.5979630
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004187746 9.909602e-05 0.0002860644 0.0005560837
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002838372 0.002301484 -0.006375962 0.0001626771
#> Sigma[2,2] 0.552572918 0.105282538 0.408046500 0.6978254197
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0061452 0.002743632 0.002383954 0.009888588
#> Sigma[3,2] -0.2523820 0.081576376 -0.371636030 -0.129500964
#> Sigma[3,3] 0.3652307 0.110185374 0.250379829 0.545261564
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004954363 0.002196056 0.002326053 0.008114094
#> Sigma[4,2] 0.041347739 0.067315098 -0.048422529 0.132292483
#> Sigma[4,3] 0.249293387 0.096626419 0.148854915 0.410333090
#> Sigma[4,4] 0.291152574 0.091492072 0.168600902 0.433189957
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962861553 0.02288693 0.93061529 0.99254914
#> lag1_var2 0.008581417 0.03591844 -0.03685125 0.05732906
#> lag1_var3 0.009476898 0.06614469 -0.07823505 0.09682277
#> lag1_var4 -0.006501616 0.05918770 -0.08693726 0.07211700
#> const 0.826197405 0.22673429 0.55336011 1.15868261
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3291646 0.7839103 -0.6730026 1.2603927
#> lag1_var2 1.2201529 1.1431804 0.1071272 3.0862517
#> lag1_var3 0.9577439 2.0191680 -0.9091329 4.3420656
#> lag1_var4 -1.1541462 1.7818770 -4.1838411 0.5510489
#> const 3.5668032 7.7571030 -4.8851535 14.2277303
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.129710436 0.5946895 -0.8077516 0.8264832
#> lag1_var2 -0.004290837 0.8452073 -1.2178997 1.1120156
#> lag1_var3 0.674347180 1.6245304 -1.6047859 2.8932440
#> lag1_var4 0.363977042 1.4602793 -1.6716787 2.3739858
#> const 0.391579013 6.2939420 -8.1893588 9.7956728
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0599568 0.5851712 -0.7776945 0.7299343
#> lag1_var2 0.3479653 0.7834308 -0.6336396 1.3996655
#> lag1_var3 0.6194603 1.5102642 -1.2724754 2.5898288
#> lag1_var4 0.3423747 1.3233518 -1.3561781 1.9915155
#> const 0.3878056 5.6658376 -5.4447708 8.8228106
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002792851 6.300571e-05 0.0001862624 0.00035855
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001409735 0.001052918 -0.003071286 -0.0004003716
#> Sigma[2,2] 0.083548925 0.018560995 0.058076647 0.1094697954
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003496852 0.00119375 -0.00113731 0.002172963
#> Sigma[3,2] -0.0493736895 0.02605935 -0.08863573 -0.015255682
#> Sigma[3,3] 0.2221857771 0.04224175 0.17267328 0.290277469
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006820945 0.001606806 -0.003103891 0.001283597
#> Sigma[4,2] 0.0105057786 0.029587412 -0.018998116 0.055739994
#> Sigma[4,3] 0.1912495734 0.038842296 0.148557513 0.251871359
#> Sigma[4,4] 0.2033973062 0.048826553 0.152872888 0.290315239
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98340555 0.009747592 0.973803974 0.999084494
#> lag1_var2 -0.04313881 0.051227900 -0.119781805 0.009601690
#> lag1_var3 -0.07367650 0.072008329 -0.180502622 0.001412286
#> lag1_var4 0.06974110 0.071011656 -0.004418807 0.175380928
#> const 0.68616280 0.181101754 0.413693432 0.899257272
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2594590 0.1481942 0.08986222 0.4811602
#> lag1_var2 -0.7006882 0.7532924 -1.84004763 0.1749793
#> lag1_var3 -2.0892106 1.0686309 -3.76840902 -0.9135604
#> lag1_var4 2.0772602 1.0678577 0.88826397 3.7490140
#> const -4.7695965 3.3160927 -9.33471989 -0.5079939
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7432714 0.3432193 -1.116651 -0.2074793
#> lag1_var2 3.0145975 1.6065885 0.549933 4.7968851
#> lag1_var3 6.0434601 2.2591217 2.658116 8.5972685
#> lag1_var4 -5.0277358 2.2501153 -7.570136 -1.6532885
#> const 16.2158421 7.1857473 4.916932 22.6529337
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5571254 0.3138403 -0.9297085 -0.1141017
#> lag1_var2 2.3847151 1.3698229 0.4617618 4.2402478
#> lag1_var3 4.3956752 1.8913158 1.7590690 7.0562871
#> lag1_var4 -3.3754748 1.8744069 -6.0077342 -0.7634296
#> const 11.8781467 5.9377520 2.5949080 18.1231353
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005178275 9.534043e-05 0.0003994288 0.0006467047
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007702983 0.0007092002 -0.001986373 -8.352657e-06
#> Sigma[2,2] 0.0348246351 0.0064456602 0.026469718 4.300394e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003197875 0.0006494764 -0.0004144091 0.001231902
#> Sigma[3,2] -0.0162914248 0.0088754857 -0.0296785602 -0.006778112
#> Sigma[3,3] 0.0744155002 0.0126689776 0.0574156976 0.089939321
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001289914 0.0009739208 -0.001056644 0.001213671
#> Sigma[4,2] 0.0084952876 0.0077792415 -0.002614293 0.019080574
#> Sigma[4,3] 0.0625131474 0.0144912989 0.045385451 0.080842153
#> Sigma[4,4] 0.0686001844 0.0168032049 0.045822893 0.089197864
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98140004 0.01090406 0.96468000 0.99220514
#> lag1_var2 -0.04435126 0.03414723 -0.06534023 0.01131529
#> lag1_var3 -0.06038859 0.05194964 -0.10558119 0.02342556
#> lag1_var4 0.05689420 0.05131443 -0.02615451 0.10257395
#> const 0.73299785 0.16542139 0.56996476 0.98169206
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1310301 0.0967297 0.01690760 0.2878633
#> lag1_var2 0.8326387 0.4221553 0.09264599 1.2499054
#> lag1_var3 0.3500285 0.6495533 -0.81133444 0.9565348
#> lag1_var4 -0.3889985 0.6408086 -0.98857578 0.7561097
#> const 1.4160752 1.5879012 -1.22538000 3.2814300
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7767484 0.3098462 -1.2006590 -0.3267265
#> lag1_var2 2.7095926 1.3162376 0.8545585 4.6422570
#> lag1_var3 4.1335677 2.0456758 1.4198540 7.2788029
#> lag1_var4 -3.0556665 2.0232174 -6.1731312 -0.3792062
#> const 9.6522438 5.4493312 1.8389473 16.9212951
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.654184 0.2453198 -1.007312 -0.3159175
#> lag1_var2 2.929073 1.0377845 1.473678 4.2919294
#> lag1_var3 3.876760 1.6067141 1.696204 6.1295262
#> lag1_var4 -2.809625 1.5912656 -5.046652 -0.6541137
#> const 8.785382 4.2607166 2.585098 13.8980695
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001749093 4.325798e-05 0.0001228641 0.0002378263
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000864503 0.001039815 -0.002104747 0.0006607255
#> Sigma[2,2] 0.148695889 0.018817451 0.123036104 0.1749030726
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008931542 0.001418552 -0.001273634 0.002251215
#> Sigma[3,2] -0.0969704470 0.048027036 -0.161239050 -0.027415226
#> Sigma[3,3] 0.2408078988 0.054993552 0.164877281 0.313415632
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004140097 0.0009959115 -0.001108569 0.001384908
#> Sigma[4,2] -0.0112796096 0.0432298694 -0.069218261 0.051617670
#> Sigma[4,3] 0.1931542142 0.0339871866 0.140729015 0.234625148
#> Sigma[4,4] 0.1952874921 0.0284048169 0.154337366 0.235555850
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99952439 0.007143233 0.99184040 1.010626734
#> lag1_var2 -0.06543182 0.038751417 -0.11348608 -0.008318001
#> lag1_var3 -0.12151624 0.062935639 -0.19262081 -0.024874231
#> lag1_var4 0.11250342 0.062794540 0.01583148 0.182624790
#> const 0.57186049 0.133207872 0.39631489 0.759499637
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5285358 0.233846 0.2452382 0.8580933
#> lag1_var2 -1.1879619 1.181051 -2.9273848 0.3437876
#> lag1_var3 -3.2006624 1.895270 -5.9429087 -0.7436113
#> lag1_var4 3.0998201 1.903477 0.6137249 5.8642646
#> const -6.2679826 4.783792 -13.7989454 -1.2222601
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2489646 0.1951518 -0.5220955 0.01429873
#> lag1_var2 2.3119444 1.0858406 0.7688154 3.69118330
#> lag1_var3 4.7468377 1.7913018 2.3421885 7.16235220
#> lag1_var4 -3.8307396 1.8417489 -6.3077654 -1.41820870
#> const 10.5877088 4.4996748 4.5671355 16.52935785
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05813135 0.241833 -0.1679431 0.4529078
#> lag1_var2 1.46378863 1.078267 -0.1683041 2.5486626
#> lag1_var3 2.61514292 1.695730 0.1227575 4.3761255
#> lag1_var4 -1.73748691 1.717461 -3.5416629 0.7491647
#> const 5.77116064 4.280064 -0.7808381 9.8490961
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002496174 0.0006541275 0.001749286 0.003499723
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04404869 0.02053138 -0.07562773 -0.02068305
#> Sigma[2,2] 3.66673478 0.90729459 2.45586478 4.95795450
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02955991 0.01704273 0.01073624 0.05389828
#> Sigma[3,2] -1.89821701 0.63202248 -2.97155675 -1.22493127
#> Sigma[3,3] 1.50245702 0.56433874 0.94130219 2.48597381
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006304346 0.009115918 -0.003267474 0.02033385
#> Sigma[4,2] 0.088579138 0.388658800 -0.550089064 0.52604344
#> Sigma[4,3] 0.519391409 0.291310094 0.174545527 0.95272467
#> Sigma[4,4] 0.620549285 0.200662054 0.349652457 0.89839043
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00260374 0.03035361 0.94814734 1.02242984
#> lag1_var2 -0.02118285 0.04254598 -0.06512192 0.05192701
#> lag1_var3 -0.03334316 0.08108094 -0.11569460 0.10626305
#> lag1_var4 0.01868828 0.07246466 -0.10556450 0.09500863
#> const 0.77541584 0.44637174 0.23949662 1.44966870
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.691357 0.7957703 -2.8729230 -0.8534316
#> lag1_var2 2.463447 1.4281429 1.0375089 4.7455121
#> lag1_var3 2.856124 2.6648946 0.1921486 7.1353659
#> lag1_var4 -2.317451 2.3499286 -6.0194219 0.0115142
#> const 12.793273 12.2436323 -0.3528974 30.9447147
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.664903 0.5426232 0.9118642 2.2963120
#> lag1_var2 -1.635648 0.8373570 -2.6196838 -0.3708112
#> lag1_var3 -1.988999 1.6336565 -3.9673727 0.4412688
#> lag1_var4 2.367064 1.4221125 0.2829242 4.1305179
#> const -6.754548 7.7726408 -17.9868241 4.2194749
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8774140 0.4968763 0.4354078 1.68598598
#> lag1_var2 -0.7842491 0.7417147 -1.9964548 -0.10863697
#> lag1_var3 -1.3236829 1.4263841 -3.6535316 -0.02304087
#> lag1_var4 1.9833550 1.2817717 0.8176452 4.05071223
#> const -2.3894188 5.1269121 -8.8773574 4.35472001
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007617987 8.823526e-05 0.0006397818 0.0008795757
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002216777 0.0004606474 -0.003000351 -0.001768787
#> Sigma[2,2] 0.014542683 0.0028133655 0.011551789 0.018408970
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005491531 0.001754468 0.002862406 0.007739615
#> Sigma[3,2] -0.030187262 0.012042289 -0.042812345 -0.011469870
#> Sigma[3,3] 0.214152440 0.053479020 0.167214063 0.300083269
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00401239 0.001673333 0.001558271 0.006017104
#> Sigma[4,2] -0.02023438 0.010899098 -0.030537224 -0.003461276
#> Sigma[4,3] 0.19459388 0.052898116 0.157030517 0.280023792
#> Sigma[4,4] 0.18197525 0.053363875 0.147414385 0.266926177
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95393825 0.02748135 0.9193743 0.9952696
#> lag1_var2 0.01584352 0.08270001 -0.1273410 0.1022056
#> lag1_var3 0.02347051 0.11751633 -0.1746361 0.1551210
#> lag1_var4 -0.02055414 0.11254474 -0.1461888 0.1692252
#> const 0.93566389 0.29554331 0.5236742 1.3484000
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06084002 0.05492175 -0.01651450 0.12993764
#> lag1_var2 0.08766366 0.17165416 -0.07273118 0.36179146
#> lag1_var3 -0.62226079 0.30366194 -0.99560939 -0.18867948
#> lag1_var4 0.61967977 0.29202895 0.19611740 0.97611396
#> const -0.70165638 0.54628660 -1.46977590 0.06653826
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2796386 0.2772587 -0.07778316 0.6771140
#> lag1_var2 -0.6096512 1.0283228 -2.23482415 0.6606823
#> lag1_var3 -0.2569855 1.6109029 -2.86379231 1.4605573
#> lag1_var4 1.1781657 1.5726290 -0.47456075 3.7207258
#> const -1.3375309 3.7713662 -6.57464324 3.2430760
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3381190 0.2696462 0.02133312 0.7508842
#> lag1_var2 -0.6766625 1.0592819 -2.38181218 0.6093323
#> lag1_var3 -0.8600581 1.5719611 -3.46597478 0.6817779
#> lag1_var4 1.7876985 1.5348720 0.29686989 4.3255239
#> const -2.7711614 3.6653267 -8.03035869 1.4466016
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003711371 0.0008010584 0.002665885 0.004692508
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06048806 0.01727204 -0.08590671 -0.03887224
#> Sigma[2,2] 3.22381818 0.51140899 2.64898589 4.00988306
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08928465 0.02049455 0.06060859 0.1143984
#> Sigma[3,2] -2.83261073 0.54739133 -3.76094150 -2.1976887
#> Sigma[3,3] 3.12829484 0.64092314 2.28986624 4.1162958
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05115289 0.01261677 0.0356797 0.06993647
#> Sigma[4,2] -0.51206126 0.25518805 -0.9038284 -0.22844606
#> Sigma[4,3] 1.18228207 0.32053024 0.7534620 1.57796263
#> Sigma[4,4] 0.92106428 0.25516997 0.6466147 1.30031335
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9466219 0.04939950 0.888761443 1.02523320
#> lag1_var2 0.1004451 0.06468347 0.002755940 0.18134464
#> lag1_var3 0.1370017 0.08688939 0.008683344 0.24325231
#> lag1_var4 -0.1359062 0.07749126 -0.229762651 -0.02260665
#> const 1.1745357 0.42973804 0.544740459 1.73130834
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3986739 2.196920 -2.629095 3.671274
#> lag1_var2 0.4602213 3.085588 -4.551888 3.531816
#> lag1_var3 -0.4355667 4.277756 -7.291395 3.773331
#> lag1_var4 0.3540761 3.751510 -3.208421 6.291141
#> const -0.8137954 14.458000 -15.908161 21.365992
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.132237 2.035110 -3.6323751 1.9768499
#> lag1_var2 2.585667 2.680853 -0.7653971 6.1674387
#> lag1_var3 4.246050 3.694066 -0.2632269 9.3825463
#> lag1_var4 -3.065657 3.238564 -7.6549235 0.8111445
#> const 10.705174 14.477159 -13.3060210 28.5578811
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9323156 0.7069915 -1.8736205 0.0550815
#> lag1_var2 2.7430208 1.1784230 1.4696483 4.3751291
#> lag1_var3 3.6703342 1.5682941 1.9191127 5.9093389
#> lag1_var4 -2.5033893 1.4435092 -4.6423430 -0.9280581
#> const 8.7692361 6.6333241 0.2936971 17.4032092
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01395671 0.00283992 0.009830847 0.01695614
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0361797 0.0408879 -0.100651 0.009962346
#> Sigma[2,2] 2.4333487 0.6450743 1.859500 3.495444635
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02279118 0.01849615 0.005540999 0.05494912
#> Sigma[3,2] -1.18526606 0.37337602 -1.834387598 -0.83509926
#> Sigma[3,3] 0.79855240 0.25739224 0.526396283 1.21381082
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006316468 0.006546791 -0.003568171 0.01379366
#> Sigma[4,2] -0.098590043 0.190223512 -0.386173101 0.14236564
#> Sigma[4,3] 0.314330344 0.135500243 0.170558489 0.53156244
#> Sigma[4,4] 0.328254289 0.091084510 0.191912889 0.43382881
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97447159 0.03577079 0.92252101 1.012231656
#> lag1_var2 0.01367912 0.02227719 -0.01794019 0.037117972
#> lag1_var3 0.03948069 0.04881055 -0.03285160 0.094443015
#> lag1_var4 -0.05088902 0.04171731 -0.10556912 0.009566203
#> const 1.25964262 0.59567133 0.66267769 2.195544471
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4394204 0.6362675 -1.228119 0.4399304
#> lag1_var2 2.2356689 0.4673864 1.460837 2.8186639
#> lag1_var3 2.8899093 1.0182446 1.256228 4.1547655
#> lag1_var4 -2.8048869 0.8354424 -3.936383 -1.5761523
#> const 7.5438027 7.6404891 -2.765740 17.2892053
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8612765 0.3414023 0.5200268 1.3876477
#> lag1_var2 -1.0260709 0.1962997 -1.2718578 -0.7548992
#> lag1_var3 -1.2309802 0.5196423 -1.9743044 -0.5408045
#> lag1_var4 1.8700239 0.4843991 1.2204024 2.6368867
#> const -2.8436187 4.3615185 -9.5960493 1.7671606
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7733049 0.2253241 0.5110508 1.10957924
#> lag1_var2 -0.4252221 0.2025210 -0.6098842 -0.08422917
#> lag1_var3 -0.8325543 0.4760334 -1.2047844 -0.02322959
#> lag1_var4 1.5068416 0.4084976 0.8083222 1.83613893
#> const -1.8665687 2.6382246 -5.9563348 1.15960856
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002845486 0.0009110801 0.001906528 0.004360585
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06245027 0.02088501 -0.09381005 -0.04059103
#> Sigma[2,2] 4.47982527 1.48215405 3.55781211 7.08361975
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03997201 0.01350834 0.0241124 0.05932224
#> Sigma[3,2] -2.74897026 0.91033541 -4.3817284 -2.15604078
#> Sigma[3,3] 1.73617636 0.56272767 1.3496987 2.76092741
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003458719 0.00298251 -0.001066142 0.006991531
#> Sigma[4,2] -0.110042860 0.09907594 -0.263620045 -0.010696061
#> Sigma[4,3] 0.121409416 0.06400021 0.061996610 0.223208582
#> Sigma[4,4] 0.062153559 0.01597818 0.040689248 0.082097765
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0558915 0.05296272 1.0031539 1.1357136
#> lag1_var2 -0.2230669 0.09014055 -0.3418909 -0.1156321
#> lag1_var3 -0.3931107 0.15624425 -0.5995247 -0.2065200
#> lag1_var4 0.3715089 0.14668735 0.1968616 0.5608742
#> const -0.1387154 0.59230811 -1.0549527 0.4802112
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.999186 2.031427 -5.145149 0.7937488
#> lag1_var2 6.802817 3.897083 1.835728 12.2223454
#> lag1_var3 10.416106 6.720289 1.833548 19.7590677
#> lag1_var4 -10.102590 6.268367 -18.646069 -2.1186505
#> const 33.882554 17.459405 14.071242 61.4205176
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.841101 1.200279 0.3325777 3.766449
#> lag1_var2 -4.627228 2.440161 -7.9970486 -1.649030
#> lag1_var3 -7.181840 4.211852 -12.9934671 -2.005780
#> lag1_var4 7.784938 3.943361 2.7283604 13.086493
#> const -23.140636 10.973831 -39.9786506 -10.131833
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7854903 0.2378484 0.5223558 1.1558117
#> lag1_var2 -1.0571613 0.4178139 -1.6343376 -0.5618509
#> lag1_var3 -1.7884693 0.7181710 -2.7923536 -0.9423269
#> lag1_var4 2.5673959 0.6598783 1.7870687 3.4855178
#> const -5.5623344 2.2341184 -9.2449104 -3.2827441
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002250673 0.0008162285 0.001442791 0.003601885
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01903891 0.01084046 -0.03657775 -0.006623139
#> Sigma[2,2] 0.90198627 0.21680910 0.63977441 1.225537388
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02294048 0.009432727 0.01214033 0.03779844
#> Sigma[3,2] -0.74117483 0.216613097 -1.05874451 -0.49156908
#> Sigma[3,3] 0.81142555 0.227514739 0.50961463 1.14145487
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01279367 0.004295581 0.007095058 0.01813035
#> Sigma[4,2] -0.21972181 0.112260903 -0.382458423 -0.09554442
#> Sigma[4,3] 0.39909485 0.123185329 0.229746487 0.56220737
#> Sigma[4,4] 0.29011219 0.078241549 0.185700689 0.41006731
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01106858 0.02325160 0.98397319 1.04621447
#> lag1_var2 -0.07453808 0.02986899 -0.11528088 -0.03037992
#> lag1_var3 -0.14304234 0.05439037 -0.21939514 -0.06486821
#> lag1_var4 0.12863258 0.04909335 0.05770707 0.19715045
#> const 0.56130032 0.21013411 0.23377556 0.76471410
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9589823 0.800447 -2.3480108 -0.1363234
#> lag1_var2 2.8926678 1.252637 1.3188975 4.6485392
#> lag1_var3 3.7067980 2.288024 0.7706111 6.8686559
#> lag1_var4 -3.4801816 2.130287 -6.4151804 -0.7273657
#> const 9.8808980 7.001888 1.6391145 18.8089092
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.100645 0.6467715 0.3514209 2.1396390
#> lag1_var2 -1.641881 0.8316246 -2.8788727 -0.5501508
#> lag1_var3 -2.165964 1.5421774 -4.2763823 -0.1613205
#> lag1_var4 2.851404 1.4339748 0.9686461 4.7380286
#> const -6.601651 6.5105487 -15.0482708 1.3945197
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5740722 0.3928136 0.08153825 1.0865651
#> lag1_var2 -0.3216735 0.3745695 -0.83089838 0.2096985
#> lag1_var3 -0.6513304 0.6556941 -1.61866323 0.1671601
#> lag1_var4 1.4940402 0.5798036 0.77393181 2.3462425
#> const -3.0655432 3.6522986 -8.00644091 1.7109932
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007599865 0.0001399605 0.0006448782 0.0009945064
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0193681 0.004528251 -0.02645998 -0.01510379
#> Sigma[2,2] 0.7772142 0.186366816 0.59865479 1.06825250
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0194229 0.01557137 0.0002411444 0.04361163
#> Sigma[3,2] -1.1486730 0.52708541 -1.9865916530 -0.56675172
#> Sigma[3,3] 5.0295223 1.65831820 3.1996591517 7.78634121
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006125615 0.01319462 -0.01095879 0.02606758
#> Sigma[4,2] -0.627125962 0.42332971 -1.31322570 -0.14764450
#> Sigma[4,3] 4.365109660 1.40622290 2.80705448 6.63507528
#> Sigma[4,4] 4.054353203 1.22229395 2.70946789 5.91653921
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98166795 0.01698700 0.95172827 0.99891962
#> lag1_var2 -0.01743882 0.04785295 -0.08050519 0.05518131
#> lag1_var3 -0.02658387 0.06285558 -0.10348300 0.06873691
#> lag1_var4 0.02271559 0.06170378 -0.06949503 0.09701120
#> const 0.74100803 0.28515867 0.46225487 1.22557878
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7404002 0.5032914 0.03930586 1.4670718
#> lag1_var2 -1.8233492 1.9033198 -3.92362161 0.7236167
#> lag1_var3 -3.2971696 2.5244827 -6.07934463 0.1796335
#> lag1_var4 3.1745601 2.5088590 -0.23946335 5.9190772
#> const -7.4928824 8.7331455 -20.91758380 1.7769310
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2863258 1.084046 -1.242709 1.552185
#> lag1_var2 4.3027228 4.089774 -1.564326 9.892001
#> lag1_var3 6.7159595 5.579808 -1.561374 13.954470
#> lag1_var4 -6.0652752 5.564883 -13.244578 2.127710
#> const 17.0243641 19.180854 -12.826559 40.742067
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8295845 0.9703732 -0.4311008 2.000205
#> lag1_var2 2.8852435 3.7102604 -2.7168097 7.328076
#> lag1_var3 4.2121119 5.2070649 -3.7068162 10.347170
#> lag1_var4 -3.6401268 5.1909738 -9.7922247 4.177859
#> const 10.7039132 16.2726116 -14.1897926 30.202230
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006983922 0.0001055435 0.0006106943 0.0008809735
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02171365 0.004776384 -0.02992563 -0.01661049
#> Sigma[2,2] 1.39245917 0.344438508 0.95866504 1.90094085
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01953938 0.003769113 0.0147673 0.02500115
#> Sigma[3,2] -1.06161387 0.227537346 -1.4044707 -0.79393096
#> Sigma[3,3] 1.38100359 0.257939556 1.0972967 1.78722283
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006614275 0.002790037 0.002251196 0.009757888
#> Sigma[4,2] -0.204599782 0.160093273 -0.382855367 0.041055879
#> Sigma[4,3] 0.801654601 0.175586612 0.535907153 1.036109350
#> Sigma[4,4] 0.760140903 0.098526027 0.632995290 0.909464370
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95418604 0.01472689 0.93932074 0.97650327
#> lag1_var2 0.01902772 0.02448451 -0.02160290 0.04637492
#> lag1_var3 0.02841398 0.03840321 -0.03563644 0.07223196
#> lag1_var4 -0.02251214 0.03544821 -0.06420967 0.03561151
#> const 0.91726955 0.20832131 0.66621175 1.19238041
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5563721 0.7537406 -0.5442579 1.489786
#> lag1_var2 -0.3119839 1.5075439 -2.3375798 1.672953
#> lag1_var3 -1.8427472 2.3649164 -4.9717310 1.270611
#> lag1_var4 1.6658654 2.1416946 -1.0840636 4.560333
#> const -2.8751873 7.4929033 -14.7127258 4.703256
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.088874 0.830520 -1.924508 0.3678931
#> lag1_var2 3.329696 1.530153 1.245544 5.1277561
#> lag1_var3 5.985790 2.350884 2.774690 8.7072684
#> lag1_var4 -4.747222 2.119548 -7.263857 -1.9477832
#> const 13.837255 6.817891 3.456958 22.8181711
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8382567 0.5812920 -1.334223 0.1846592
#> lag1_var2 3.0992954 0.8742371 1.661598 3.9210267
#> lag1_var3 4.7516522 1.3386075 2.550765 6.0440865
#> lag1_var4 -3.5683728 1.1772269 -4.766042 -1.7070794
#> const 11.2054379 4.2236007 4.558715 16.4851881
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00177316 0.0006566259 0.00113498 0.002806118
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02930864 0.01453869 -0.05210232 -0.0129881
#> Sigma[2,2] 1.75988955 0.48130108 1.22286382 2.5043262
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02681729 0.01336151 0.0149745 0.04861344
#> Sigma[3,2] -1.40155253 0.35750909 -1.8524917 -0.92317697
#> Sigma[3,3] 1.73151961 0.43362060 1.1778855 2.27297955
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008650148 0.005618045 0.002199457 0.01726359
#> Sigma[4,2] -0.251922799 0.261983185 -0.516933369 0.16072893
#> Sigma[4,3] 0.897845873 0.294057529 0.492521097 1.28477944
#> Sigma[4,4] 0.827421131 0.193989994 0.556456337 1.10082759
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93278005 0.02914760 0.8893146644 0.9644522599
#> lag1_var2 0.04992495 0.03846854 0.0004729458 0.0964999674
#> lag1_var3 0.07511109 0.05887583 -0.0025444830 0.1462155001
#> lag1_var4 -0.06797963 0.05213138 -0.1317629739 0.0009990946
#> const 1.03196856 0.26443965 0.7362491952 1.4408294985
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.054705 0.8371032 -2.20684847 0.05553475
#> lag1_var2 2.739060 1.4443564 0.68853438 4.44862684
#> lag1_var3 2.790797 2.1629108 -0.28120086 5.40984846
#> lag1_var4 -2.538301 1.9565230 -4.85367797 0.23780640
#> const 7.687924 5.9952652 0.05000676 15.04621044
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4580737 1.342303 -2.337307 1.480718
#> lag1_var2 0.4529214 2.214376 -2.754632 3.580125
#> lag1_var3 1.5195418 3.369605 -3.421641 6.272715
#> lag1_var4 -0.4755076 3.048619 -4.721121 4.047823
#> const 5.9980155 9.478844 -10.205182 15.831426
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.350450 1.198028 -3.1205119 0.3171778
#> lag1_var2 2.176811 1.927010 -0.4817046 5.1236913
#> lag1_var3 3.218924 2.949876 -0.8935604 7.6986033
#> lag1_var4 -1.933677 2.674953 -5.9776731 1.8118867
#> const 10.390077 8.752750 -3.2132399 21.2889925
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004320208 0.0001021465 0.0002821397 0.0005679611
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002474722 0.001249788 -0.003901664 -0.0007140067
#> Sigma[2,2] 0.369654419 0.088577426 0.265743358 0.4973616946
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001318202 0.002266614 -0.002286132 0.003960848
#> Sigma[3,2] -0.268669547 0.059998636 -0.370211992 -0.204900114
#> Sigma[3,3] 0.451102162 0.097160683 0.376243657 0.624843796
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003081882 0.002054711 -0.00337455 0.002234767
#> Sigma[4,2] -0.0353845175 0.031370136 -0.08216826 0.001938698
#> Sigma[4,3] 0.3025367377 0.074304779 0.23909406 0.434287813
#> Sigma[4,4] 0.3030603884 0.074752365 0.22966451 0.434341695
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94230642 0.01429678 0.92334384 0.95997367
#> lag1_var2 0.01789410 0.03213705 -0.01637806 0.06929227
#> lag1_var3 0.02516525 0.05106235 -0.02925177 0.10847689
#> lag1_var4 -0.01875858 0.04857147 -0.09893810 0.03272855
#> const 0.92106194 0.14559371 0.73250940 1.12347533
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14530739 0.3198388 -0.3461290 0.5092816
#> lag1_var2 0.66320090 0.9738337 -0.5059875 2.1387203
#> lag1_var3 -0.12485648 1.4933045 -1.8554599 2.1364608
#> lag1_var4 0.06727969 1.4369297 -2.0577390 1.7432448
#> const 1.97018320 2.8201305 -2.0772484 5.7190140
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8534138 0.6888604 -1.696587 0.2074812
#> lag1_var2 2.7854188 1.3652140 1.080143 4.4715829
#> lag1_var3 5.2537177 2.0620650 2.814909 7.8880541
#> lag1_var4 -4.1338392 1.9274369 -6.603171 -1.9196605
#> const 11.9637276 6.0032296 6.120024 21.2848506
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8114796 0.7117769 -1.831783 0.1514415
#> lag1_var2 3.0764472 1.3448474 1.250634 5.1219173
#> lag1_var3 4.9693881 2.0493713 2.287404 8.1490328
#> lag1_var4 -3.8499867 1.8974518 -6.810887 -1.4057619
#> const 12.1133391 5.7907838 5.855367 21.6463181
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001398149 0.0004365727 0.000897965 0.002049045
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004563335 0.00292010 -0.008123562 -0.0002637758
#> Sigma[2,2] 0.245901959 0.04653256 0.182180265 0.3024287298
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006136798 0.007927755 -0.01545351 0.006338071
#> Sigma[3,2] 0.052822636 0.068200777 -0.02906462 0.158254055
#> Sigma[3,3] 0.763654183 0.121143911 0.60078599 0.924544145
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009414416 0.009101901 -0.02000228 0.004809537
#> Sigma[4,2] 0.226133709 0.075504090 0.12892336 0.339571332
#> Sigma[4,3] 0.823000805 0.150369066 0.66238208 1.056097209
#> Sigma[4,4] 1.005296052 0.195339567 0.79255945 1.325331195
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97739387 0.02058729 0.94595252 1.00275927
#> lag1_var2 -0.05872246 0.08347920 -0.15173028 0.08012539
#> lag1_var3 -0.09148187 0.11161601 -0.21430657 0.09603966
#> lag1_var4 0.08895892 0.11053169 -0.09720593 0.21064727
#> const 0.69393697 0.32637461 0.33776867 1.22197734
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.838293 0.3046267 0.4861423 1.287366
#> lag1_var2 -3.277430 1.7672371 -5.8526743 -1.276769
#> lag1_var3 -5.710715 2.3812700 -9.2182274 -3.003244
#> lag1_var4 5.657513 2.3671302 2.9640304 9.153518
#> const -12.628734 4.9996355 -20.2809808 -6.807069
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.176558 0.5798959 -2.051282 -0.4269011
#> lag1_var2 6.326493 2.7356369 2.384992 9.9976082
#> lag1_var3 9.490484 3.6528147 4.378696 14.3871686
#> lag1_var4 -8.523485 3.6200237 -13.364757 -3.4667571
#> const 25.111319 9.4200507 12.665198 38.6272210
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6168051 0.6982498 -1.5528300 0.3333024
#> lag1_var2 3.9759419 3.4653449 -0.8177464 8.4279333
#> lag1_var3 5.4031344 4.6174909 -0.9831763 11.5168999
#> lag1_var4 -4.4547461 4.5806418 -10.5068067 1.9191770
#> const 15.4970988 11.4907276 -2.1647386 29.8663718
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002443466 0.0003654947 0.0019122 0.002898376
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004729913 0.01110592 -0.01289833 0.01581273
#> Sigma[2,2] 1.618118511 0.29602925 1.13670503 1.93913704
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002155303 0.00612422 -0.01048107 0.005934057
#> Sigma[3,2] -0.949283792 0.20033359 -1.19661395 -0.695100528
#> Sigma[3,3] 0.884757006 0.16132932 0.69495977 1.154908574
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001677027 0.005157068 -0.003079532 0.01033112
#> Sigma[4,2] 0.013989267 0.103869318 -0.117567670 0.15306410
#> Sigma[4,3] 0.396385716 0.109579122 0.277369679 0.54606648
#> Sigma[4,4] 0.501057831 0.128536067 0.335318610 0.64802090
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98278028 0.03063628 0.94575814 1.02727926
#> lag1_var2 -0.01524271 0.02961861 -0.05758633 0.02153857
#> lag1_var3 -0.03300772 0.04965265 -0.10754289 0.02913947
#> lag1_var4 0.02477397 0.03925512 -0.02216260 0.08108877
#> const 0.83968855 0.19602619 0.55253248 1.10705900
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3930369 0.7270596 -2.4174194 -0.4779206
#> lag1_var2 1.3494792 0.6271666 0.6269718 2.2773120
#> lag1_var3 0.9933687 1.1016437 -0.2806089 2.5762029
#> lag1_var4 -0.4633935 0.8812599 -1.7312148 0.5408512
#> const 5.3391092 3.9137802 0.3689558 10.9664433
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.149716 0.5007144 1.539188 2.9218112
#> lag1_var2 -1.162983 0.4629572 -1.862941 -0.6025437
#> lag1_var3 -1.136620 0.7443104 -2.300776 -0.3183855
#> lag1_var4 1.341920 0.5789811 0.704923 2.2727681
#> const -4.201321 3.3653297 -8.320470 1.2298081
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.615567 0.3538155 1.102011 2.0887470
#> lag1_var2 -1.030947 0.3412081 -1.448402 -0.4680423
#> lag1_var3 -1.669989 0.5236330 -2.206069 -0.7842302
#> lag1_var4 2.133281 0.4324829 1.382631 2.5719775
#> const -4.316333 3.5859458 -8.587101 1.2240620
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006841398 0.001282263 0.005280223 0.008792237
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001535692 0.002325902 -0.0004948016 0.005251603
#> Sigma[2,2] 0.022255416 0.004943687 0.0167465494 0.030203463
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003828612 0.003963416 -0.01074174 0.0002493525
#> Sigma[3,2] -0.029126313 0.007107944 -0.03995257 -0.0227556576
#> Sigma[3,3] 0.055670009 0.014690789 0.03930669 0.0770381172
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002934923 0.002807998 -0.007516269 -3.384298e-05
#> Sigma[4,2] -0.014349694 0.004607277 -0.021920275 -1.049378e-02
#> Sigma[4,3] 0.037318658 0.010945679 0.024539073 5.259279e-02
#> Sigma[4,4] 0.028864497 0.008665208 0.018323374 4.096624e-02
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9019016 0.04199692 0.84146148 0.94670380
#> lag1_var2 0.1895937 0.20927664 -0.08176357 0.49794814
#> lag1_var3 0.2705222 0.31294652 -0.07896298 0.74676284
#> lag1_var4 -0.2648232 0.31911426 -0.75246728 0.08141696
#> const 1.7131626 0.70984711 0.87448706 2.85608182
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03569116 0.1109271 -0.1144949 0.1673452
#> lag1_var2 0.22841436 0.5760733 -0.6375868 0.8975488
#> lag1_var3 -0.89283513 0.9167809 -2.2729070 0.1968384
#> lag1_var4 0.91340439 0.9418517 -0.1803099 2.3505614
#> const -1.36677292 2.6250255 -4.9131934 2.1066166
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1094262 0.2061976 -0.1807637 0.3985553
#> lag1_var2 1.2360396 1.0236766 -0.3547782 2.4576743
#> lag1_var3 2.5998849 1.6341672 0.1087106 4.6749841
#> lag1_var4 -1.7426180 1.6571147 -3.8770807 0.7855006
#> const 7.0815383 4.9344265 -0.4513597 12.5102541
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1389730 0.1714771 -0.099428950 0.3734232
#> lag1_var2 1.1790611 0.7047575 0.009945267 1.8507517
#> lag1_var3 1.6635283 1.1119489 -0.137137362 2.8553946
#> lag1_var4 -0.7744012 1.1175578 -1.984744598 1.0443381
#> const 4.8090253 3.3786982 -0.480433608 8.0467652
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004024147 0.0001115263 0.0002818624 0.0005871086
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01602486 0.00644245 -0.02761119 -0.01081407
#> Sigma[2,2] 0.92839004 0.37158095 0.65710481 1.62203166
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01592779 0.005336711 0.01066896 0.02528724
#> Sigma[3,2] -0.86838385 0.309708683 -1.43412802 -0.62333706
#> Sigma[3,3] 0.95427145 0.285001543 0.71415831 1.44128249
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005953759 0.001804691 0.003954024 0.008843569
#> Sigma[4,2] -0.285031752 0.089755593 -0.426330217 -0.199253684
#> Sigma[4,3] 0.420706816 0.107927578 0.317327930 0.603984468
#> Sigma[4,4] 0.254943868 0.058599050 0.197680190 0.354226457
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97891934 0.02171090 0.94759187 1.00563322
#> lag1_var2 0.01672982 0.05234720 -0.05617252 0.07963807
#> lag1_var3 0.02282971 0.08404162 -0.09566293 0.12238459
#> lag1_var4 -0.02704857 0.07930645 -0.12164738 0.08352027
#> const 0.87524691 0.25067246 0.50151661 1.18393123
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4925094 0.826991 -1.793798 0.4335106
#> lag1_var2 0.4303495 2.281138 -2.335189 3.8688700
#> lag1_var3 -0.5472766 3.616333 -4.874330 4.9592530
#> lag1_var4 0.7690985 3.500791 -4.693456 4.8761447
#> const 0.6178755 13.014004 -13.148037 19.7652794
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007487956 0.7692951 -1.031940 1.124072
#> lag1_var2 1.956749506 2.2751084 -1.157876 4.778351
#> lag1_var3 3.925345126 3.5764024 -1.035689 8.335732
#> lag1_var4 -3.071863763 3.4923283 -7.247120 1.847565
#> const 9.267472589 13.6729929 -11.236943 24.750073
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.348489 0.3504298 -0.8105205 0.14481879
#> lag1_var2 2.049338 1.0738939 0.5542359 3.40496753
#> lag1_var3 3.292938 1.6925089 0.9926665 5.46688022
#> lag1_var4 -2.259217 1.6561511 -4.3729981 -0.01451123
#> const 8.394213 6.6428722 -1.1325400 16.61515688
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008520034 0.000160887 0.0006590781 0.001068135
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00615004 0.003327937 -0.009974947 -0.0007820394
#> Sigma[2,2] 0.21738824 0.053896636 0.160353157 0.3083440376
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00675497 0.003283392 0.00242338 0.01033943
#> Sigma[3,2] -0.13583256 0.046597537 -0.20526430 -0.08858674
#> Sigma[3,3] 0.17798841 0.053649846 0.12811135 0.26739525
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003331206 0.00214429 0.0003054871 0.00566280
#> Sigma[4,2] -0.008131887 0.03793821 -0.0619225175 0.04281276
#> Sigma[4,3] 0.104793362 0.03325545 0.0790106619 0.15900950
#> Sigma[4,4] 0.107212679 0.02154050 0.0791254778 0.13658540
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94520211 0.01502916 0.92001418 0.96117399
#> lag1_var2 0.02796147 0.03368398 -0.01542259 0.07993504
#> lag1_var3 0.03214440 0.05051456 -0.03116406 0.11175004
#> lag1_var4 -0.02909902 0.04929455 -0.10786988 0.03372875
#> const 0.99870556 0.14793520 0.79559923 1.21670044
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09688978 0.2646213 -0.4899801 0.2095017
#> lag1_var2 1.00086482 0.6981509 0.0979536 1.9090916
#> lag1_var3 0.26169531 1.1867939 -1.2453070 1.8104936
#> lag1_var4 -0.23892800 1.1575512 -1.7610831 1.2383676
#> const 1.79078670 2.7786499 -1.8488137 6.1018306
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3629301 0.2106896 -0.5675453 -0.01530992
#> lag1_var2 0.8944912 0.5118346 0.2727212 1.59040418
#> lag1_var3 2.4147577 0.8990932 1.2994418 3.60749868
#> lag1_var4 -1.3855713 0.8965484 -2.5634400 -0.27067908
#> const 5.9512148 2.5859284 2.4976406 9.70969839
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4453994 0.1938697 -0.6589663 -0.1595402
#> lag1_var2 1.2521359 0.2867197 0.8699865 1.6694254
#> lag1_var3 2.1749735 0.5291314 1.5543727 2.9586440
#> lag1_var4 -1.0979231 0.5203406 -1.8569346 -0.5080927
#> const 5.5374655 2.0870100 2.2537951 8.1083741
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002694377 5.99897e-05 0.000186367 0.0003587272
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00138397 0.001425662 -0.003660842 0.0004170638
#> Sigma[2,2] 0.18038606 0.048084791 0.131937958 0.2504771777
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000655521 0.001570369 -0.002737458 0.001323004
#> Sigma[3,2] -0.093780514 0.036957308 -0.150604882 -0.052885414
#> Sigma[3,3] 0.454872120 0.104192913 0.342436062 0.615398848
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001646668 0.001577615 -0.003696645 0.0006502071
#> Sigma[4,2] 0.027052492 0.033873990 -0.015521132 0.0735964652
#> Sigma[4,3] 0.407798879 0.104591666 0.275694033 0.5659882968
#> Sigma[4,4] 0.442515970 0.103291610 0.314867698 0.5935394864
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95826278 0.01099198 0.93852765 0.96741063
#> lag1_var2 0.02297260 0.03668471 -0.01566561 0.08291453
#> lag1_var3 0.01395940 0.05212239 -0.03524870 0.09874949
#> lag1_var4 -0.01172558 0.05164623 -0.09395185 0.03949882
#> const 0.94603833 0.21624495 0.72150953 1.28530842
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3492363 0.3356439 2.680923e-04 0.8721515
#> lag1_var2 -0.9736291 0.9539161 -2.417005e+00 0.1533937
#> lag1_var3 -2.3515073 1.4265821 -4.518712e+00 -0.6431852
#> lag1_var4 2.3071413 1.3687085 6.043739e-01 4.3639743
#> const -4.8694646 4.8510750 -1.234086e+01 0.6551673
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09145397 0.5813695 -0.6012717 0.9042642
#> lag1_var2 2.16754469 2.2469321 -1.5823579 4.6076150
#> lag1_var3 3.90257094 3.2500324 -1.5295210 7.5340964
#> lag1_var4 -3.06862533 3.1647231 -6.6369259 2.2373531
#> const 7.79611985 7.7702656 -4.0772841 16.0530050
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3519836 0.5061394 -0.270804 1.038339
#> lag1_var2 1.2746275 2.0250546 -2.042935 3.506124
#> lag1_var3 1.9657583 2.9235960 -2.775218 5.067227
#> lag1_var4 -1.1496456 2.8652195 -4.177725 3.486114
#> const 3.0176272 7.5570003 -8.135727 12.386247
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007758657 0.0001394554 0.0006420007 0.001002637
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02658872 0.006560737 -0.03640809 -0.01784884
#> Sigma[2,2] 1.59835291 0.387425516 1.09198158 2.12378576
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0268005 0.007007592 0.01827232 0.03779532
#> Sigma[3,2] -1.3845806 0.398459800 -2.01809965 -0.98884135
#> Sigma[3,3] 1.6324648 0.532154939 1.08505142 2.46407009
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01266198 0.004284249 0.007615954 0.01856546
#> Sigma[4,2] -0.51245640 0.227740989 -0.881505117 -0.29255714
#> Sigma[4,3] 0.91934014 0.351885281 0.519708965 1.43667313
#> Sigma[4,4] 0.68661667 0.257550121 0.374312333 1.04105612
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983950347 0.01910941 0.95727328 1.00868516
#> lag1_var2 -0.006305336 0.03098051 -0.03981402 0.04448663
#> lag1_var3 -0.016963392 0.05258883 -0.07529546 0.06947813
#> lag1_var4 0.009829515 0.04591228 -0.06525046 0.06016214
#> const 0.834737009 0.14821761 0.62486431 1.03064494
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2510161 1.186065 -1.677185 1.432306
#> lag1_var2 1.0733969 1.807297 -1.585976 3.068198
#> lag1_var3 0.7127008 3.058652 -3.892925 3.846110
#> lag1_var4 -0.5868499 2.660410 -3.420043 3.427876
#> const 2.1645497 7.804080 -7.227501 13.664599
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.358848 1.112911 -0.1334517 2.8292595
#> lag1_var2 -1.823761 1.744723 -4.1124218 0.7304115
#> lag1_var3 -2.478478 2.929006 -6.1682485 1.9492597
#> lag1_var4 2.932040 2.565579 -0.9565282 6.1342209
#> const -5.045993 7.022927 -16.3132972 2.8622499
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.361039 0.6351952 0.5857569 2.2298856
#> lag1_var2 -1.727366 0.9091452 -3.0127275 -0.5805659
#> lag1_var3 -2.964460 1.5006426 -5.0916788 -0.9706281
#> lag1_var4 3.471412 1.3074618 1.7010957 5.3143871
#> const -6.439204 4.0357493 -12.0435817 -1.2027442
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003309738 7.052949e-05 0.0002314103 0.0004029926
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000988765 0.0005241058 -0.001673303 -0.0002663687
#> Sigma[2,2] 0.036135905 0.0091697234 0.026513483 0.0509452810
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001929771 0.0009508556 0.0008413583 0.003320535
#> Sigma[3,2] -0.045682334 0.0158474920 -0.0683232023 -0.025949673
#> Sigma[3,3] 0.165247134 0.0427007298 0.1020820219 0.219600156
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001289897 0.0007267622 0.0003841068 0.002299423
#> Sigma[4,2] -0.020663923 0.0107797177 -0.0340805211 -0.007210384
#> Sigma[4,3] 0.139783384 0.0343765014 0.0882846766 0.179989637
#> Sigma[4,4] 0.132165884 0.0299062221 0.0881730331 0.167738499
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96380425 0.01447596 0.94339132 0.98268918
#> lag1_var2 0.03738919 0.07716701 -0.05776620 0.15276632
#> lag1_var3 0.02638663 0.09751022 -0.08353188 0.17665804
#> lag1_var4 -0.02473470 0.09586218 -0.17329785 0.08187631
#> const 0.94813179 0.28092183 0.69766942 1.39554873
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3368613 0.1241582 0.1744317 0.5022396
#> lag1_var2 -0.8904356 0.6480747 -1.7783233 -0.1011424
#> lag1_var3 -2.1803894 0.8901079 -3.4092791 -1.0812957
#> lag1_var4 2.1263901 0.8785509 1.0408443 3.3419033
#> const -4.5646989 2.8075823 -8.3508725 -0.9116621
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5331946 0.2149494 -0.8454379 -0.2823928
#> lag1_var2 2.5808436 1.0279584 1.5309430 4.1870002
#> lag1_var3 4.3341555 1.3635947 2.8042122 6.3688975
#> lag1_var4 -3.2919002 1.3515771 -5.3156332 -1.7681328
#> const 11.3648784 5.3158354 4.7684375 19.1116017
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3028349 0.1960251 -0.5484585 -0.04663706
#> lag1_var2 1.6765576 0.8891619 0.6909053 2.74075373
#> lag1_var3 2.3601542 1.1448297 1.1303262 3.65014840
#> lag1_var4 -1.3312951 1.1301976 -2.5969001 -0.11415299
#> const 6.4540053 4.5040155 0.6119567 12.09278611
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00167164 0.0004390774 0.00123318 0.002347216
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01719858 0.00430163 -0.02403703 -0.01185472
#> Sigma[2,2] 0.52314759 0.10510959 0.39796366 0.66351689
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01218786 0.002981087 0.008468099 0.01637681
#> Sigma[3,2] -0.34708392 0.071925580 -0.444668271 -0.25379140
#> Sigma[3,3] 0.24482593 0.051198780 0.172735631 0.31376337
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001042402 0.001189144 -0.0002402036 0.002932961
#> Sigma[4,2] -0.007956608 0.012259005 -0.0290181317 0.004727626
#> Sigma[4,3] 0.020346760 0.010222254 0.0082505752 0.037666769
#> Sigma[4,4] 0.015742994 0.003644130 0.0115149220 0.021368347
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99651456 0.01773011 0.97157957 1.02107746
#> lag1_var2 0.04341608 0.07511608 -0.04982583 0.14994610
#> lag1_var3 0.07502030 0.11543322 -0.07649082 0.23254028
#> lag1_var4 -0.08846038 0.11571787 -0.24563501 0.06305904
#> const 1.01724426 0.40022878 0.44148051 1.52490648
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1868116 0.3942419 -0.7175242 0.3226256
#> lag1_var2 -0.1314376 1.9084946 -2.5314350 2.4645879
#> lag1_var3 -1.5352819 2.9644877 -5.2484997 2.5394186
#> lag1_var4 1.6237125 2.9409079 -2.4258925 5.2357497
#> const -0.6757721 7.9980746 -10.7624985 11.0005378
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08865569 0.2696335 -0.2463474 0.4711881
#> lag1_var2 1.45604015 1.2344938 -0.1408217 3.1674516
#> lag1_var3 3.10543542 1.9301656 0.5945670 5.7547658
#> lag1_var4 -2.24393988 1.9095495 -4.8878770 0.2482701
#> const 6.47256738 5.2052119 -1.0660407 13.3361172
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03281716 0.05409295 -0.08212027 0.05528138
#> lag1_var2 1.18154922 0.34155235 0.68000781 1.61957428
#> lag1_var3 1.81715305 0.52785580 1.04772261 2.50174140
#> lag1_var4 -0.87899524 0.54425250 -1.58118530 -0.06710202
#> const 4.78925866 1.70297835 2.27130683 6.62830110
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007527427 0.0001750435 0.0005400981 0.001004555
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003934503 0.001587827 -0.006321091 -0.002364138
#> Sigma[2,2] 0.088625049 0.015296432 0.070514915 0.109026792
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006556906 0.003106774 0.003822376 0.01171039
#> Sigma[3,2] -0.173188670 0.036885315 -0.221298024 -0.12257745
#> Sigma[3,3] 0.484730766 0.097367618 0.381478372 0.64474796
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003422581 0.002238516 0.001476184 0.007037513
#> Sigma[4,2] -0.104804675 0.027532472 -0.143692196 -0.067199071
#> Sigma[4,3] 0.357874000 0.075994845 0.273931998 0.484964123
#> Sigma[4,4] 0.284236345 0.062378178 0.218408595 0.384710028
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95680789 0.01503867 0.93504134 0.97865755
#> lag1_var2 0.03850305 0.05864742 -0.05007417 0.09287420
#> lag1_var3 0.05710116 0.07175259 -0.05094114 0.12592564
#> lag1_var4 -0.05577798 0.06997631 -0.12241186 0.04962248
#> const 0.99669528 0.24881672 0.68559820 1.38332447
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2973238 0.3096375 -0.0783713 0.7987246
#> lag1_var2 -0.1050844 0.9669125 -1.4725645 1.1582185
#> lag1_var3 -1.3664435 1.2132886 -3.0980453 0.2135632
#> lag1_var4 1.3005591 1.1762342 -0.2393210 2.9726758
#> const -2.0170756 4.5429482 -9.4414063 3.5990658
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24027659 0.5724317 -0.4660102 1.086206
#> lag1_var2 -0.52730786 1.7980878 -2.9485854 1.893417
#> lag1_var3 0.03674769 2.2821535 -3.1044769 3.030127
#> lag1_var4 0.88416908 2.2069430 -2.0223305 3.913999
#> const -1.00283929 8.3288554 -12.7240133 10.280500
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4990988 0.3864542 0.08411299 1.1485751
#> lag1_var2 -0.9770435 1.1779764 -2.72689624 0.5949508
#> lag1_var3 -1.5433490 1.5206889 -3.84229631 0.3986781
#> lag1_var4 2.4269758 1.4636321 0.54331371 4.6351839
#> const -4.4825168 5.3421846 -13.17858922 1.2349304
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002194501 0.0004010953 0.00168445 0.002781916
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001893807 0.001731210 -0.004936901 -0.0002791635
#> Sigma[2,2] 0.034753018 0.009888895 0.023442530 0.0509169205
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004668494 0.004033843 -0.00857638 0.001849855
#> Sigma[3,2] -0.063390438 0.019585263 -0.09742309 -0.044871702
#> Sigma[3,3] 0.218455225 0.040011913 0.17108668 0.274297083
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006170395 0.003478799 -0.01053812 -0.0007182643
#> Sigma[4,2] -0.041626230 0.013823324 -0.06512450 -0.0276389548
#> Sigma[4,3] 0.181081677 0.031076764 0.14082059 0.2181620116
#> Sigma[4,4] 0.157447132 0.027169686 0.12202299 0.1941653098
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9365188 0.0302916 0.90243669 0.98627836
#> lag1_var2 0.2553657 0.1397266 0.04429489 0.42011790
#> lag1_var3 0.3920221 0.2189715 0.08634963 0.68142157
#> lag1_var4 -0.3963606 0.2167097 -0.68533168 -0.09540974
#> const 1.9048829 0.4976175 1.12484969 2.47393586
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29729071 0.1758533 0.04370232 0.4835434
#> lag1_var2 0.49535236 0.6931373 -0.36425128 1.5102297
#> lag1_var3 0.04026995 1.0817866 -1.30823270 1.7152848
#> lag1_var4 -0.13128830 1.0705956 -1.79843624 1.1970082
#> const 1.28170294 3.1557664 -1.96177517 6.4855952
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3723644 0.2826838 -0.7811789 0.03699112
#> lag1_var2 0.2188178 1.3628450 -1.8048741 1.75491479
#> lag1_var3 0.3871316 2.5400801 -3.1559623 3.81636408
#> lag1_var4 0.6923145 2.5567672 -2.7989379 4.22979571
#> const 0.7167237 6.6249441 -8.7772411 8.68658078
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17819284 0.2236217 -0.4928561 0.1442103
#> lag1_var2 0.31196599 1.1711740 -1.1014397 1.8553132
#> lag1_var3 0.04798781 2.2313888 -2.4911635 3.4104088
#> lag1_var4 0.99346191 2.2482380 -2.4136831 3.5318985
#> const 0.11307341 5.8965702 -7.1128004 8.2787702
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002023437 0.0003442716 0.001486802 0.002401524
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01003235 0.003886399 -0.01527376 -0.004243465
#> Sigma[2,2] 0.17615688 0.051733629 0.11986507 0.259736823
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008299581 0.00369028 0.002696668 0.01341548
#> Sigma[3,2] -0.157648690 0.04664945 -0.235738509 -0.10861051
#> Sigma[3,3] 0.150736203 0.04415383 0.105353648 0.22511002
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001828892 0.001480427 -0.0002403319 0.003812488
#> Sigma[4,2] -0.048879923 0.016501921 -0.0745371322 -0.030275717
#> Sigma[4,3] 0.055533948 0.016655551 0.0375897793 0.081695128
#> Sigma[4,4] 0.028123282 0.006636448 0.0200858337 0.037984788
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9505510 0.02302591 0.92129656 0.9837816
#> lag1_var2 0.1683825 0.06335369 0.07082769 0.2452365
#> lag1_var3 0.2896118 0.09230796 0.14980153 0.4035317
#> lag1_var4 -0.2894982 0.09295196 -0.40291944 -0.1539784
#> const 1.7152459 0.28157772 1.31149837 2.0830102
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3891105 0.2725982 -0.01728339 0.6899399
#> lag1_var2 -0.1209612 0.9127448 -1.38622250 0.8166936
#> lag1_var3 -1.2919258 1.3059308 -2.99451366 0.2217036
#> lag1_var4 1.2729709 1.3134933 -0.29740718 3.0161096
#> const -2.7119107 3.7698629 -7.91062140 2.2997374
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3194025 0.2322161 -0.5668016 0.003814827
#> lag1_var2 1.3415749 0.9093467 0.4514945 2.573827888
#> lag1_var3 2.7345448 1.3208475 1.3008605 4.481940296
#> lag1_var4 -1.7794344 1.3285403 -3.4929944 -0.243618749
#> const 7.0558138 3.3163601 2.1589376 11.334672808
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08226776 0.09109414 -0.1905840 0.03614241
#> lag1_var2 0.96106405 0.41252159 0.5608869 1.61905925
#> lag1_var3 1.42241533 0.62461749 0.8255282 2.42478593
#> lag1_var4 -0.44562884 0.62280927 -1.4303359 0.16391242
#> const 3.55110695 1.27031615 1.7190395 5.24171862
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008688698 0.0001832877 0.0006462249 0.001153521
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03818298 0.009132784 -0.05013778 -0.02761132
#> Sigma[2,2] 3.68086091 0.582387664 2.79031774 4.43174771
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02442393 0.006569928 0.01584582 0.03341625
#> Sigma[3,2] -2.56619431 0.418855265 -3.07504077 -1.96685549
#> Sigma[3,3] 2.21200982 0.364533482 1.65844535 2.67406299
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006446323 0.003185836 -0.004106698 0.003949235
#> Sigma[4,2] -0.1428404348 0.210692954 -0.432766994 0.144623638
#> Sigma[4,3] 0.5754957400 0.204827167 0.296699534 0.886367099
#> Sigma[4,4] 0.5429096785 0.122434734 0.357514134 0.683595833
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94842387 0.01627491 0.92447392 0.96787017
#> lag1_var2 0.07134105 0.03380659 0.03667349 0.12163390
#> lag1_var3 0.10707042 0.05007819 0.05609245 0.18083155
#> lag1_var4 -0.10226009 0.04651168 -0.17168762 -0.05437106
#> const 1.05578310 0.21035119 0.72254001 1.30650830
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9021366 0.965034 -0.2531019 2.4484837
#> lag1_var2 -2.0768844 1.792841 -4.9260134 -0.2456405
#> lag1_var3 -4.1867658 2.645739 -8.4593531 -1.4410648
#> lag1_var4 3.9924411 2.473217 1.3334490 7.8547753
#> const -7.2193223 13.964854 -21.9414187 17.2697163
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.066739 0.8583542 -2.13884561 0.2858958
#> lag1_var2 3.049580 1.9308893 -0.07658174 5.5095183
#> lag1_var3 5.329335 2.8912834 0.60530181 8.9068408
#> lag1_var4 -4.151065 2.7150563 -7.49587017 0.3071651
#> const 13.928588 11.5292086 -4.75797137 25.4616767
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5473081 0.5185806 -1.0046983 0.3194802
#> lag1_var2 1.3965424 1.4324921 -0.8882228 2.8504326
#> lag1_var3 2.1353509 2.1726422 -1.3768885 4.3068453
#> lag1_var4 -1.0355466 2.0543265 -3.0979027 2.2791463
#> const 7.8383425 6.2774939 -2.3889454 14.5963772
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008133518 0.000190477 0.0004987761 0.001058474
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001721523 0.000882432 -0.002998079 -0.0006764911
#> Sigma[2,2] 0.032132214 0.007200063 0.023122981 0.0442611778
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002727305 0.001438999 0.001070631 0.004723513
#> Sigma[3,2] -0.027684071 0.008797682 -0.039605772 -0.016154636
#> Sigma[3,3] 0.059567787 0.016639627 0.040896462 0.079804916
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002043699 0.001184142 0.0007458927 0.003731195
#> Sigma[4,2] -0.014514683 0.007065213 -0.0232693500 -0.004809377
#> Sigma[4,3] 0.049657045 0.013934864 0.0339961998 0.066238699
#> Sigma[4,4] 0.045273063 0.011603561 0.0323395953 0.058681239
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98521925 0.02392749 0.95033233 1.00657677
#> lag1_var2 -0.04212491 0.04583736 -0.08446190 0.03325443
#> lag1_var3 -0.10713467 0.08639081 -0.18678321 0.03074342
#> lag1_var4 0.09930538 0.08323849 -0.03045704 0.17125804
#> const 0.64646335 0.17530875 0.41592783 0.88657867
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03554417 0.1700191 -0.2065335 0.25423669
#> lag1_var2 0.51267445 0.2471325 0.1981818 0.86419290
#> lag1_var3 -0.67277269 0.4669560 -1.3032505 -0.05660892
#> lag1_var4 0.70180009 0.4391694 0.1210217 1.27991529
#> const -1.00423109 1.0071058 -2.6761657 -0.09980373
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26653184 0.2339539 -0.05028469 0.6083211
#> lag1_var2 -0.08626101 0.2456114 -0.44222410 0.2377933
#> lag1_var3 0.49336654 0.4621839 -0.20832341 1.0721282
#> lag1_var4 0.35780748 0.4094150 -0.18140403 0.9685242
#> const 0.35063160 1.6719853 -2.25285586 2.4783840
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29445365 0.1885258 0.06714351 0.5844883
#> lag1_var2 -0.02223231 0.2308341 -0.28167735 0.3098517
#> lag1_var3 -0.18546923 0.4237792 -0.77573261 0.3903050
#> lag1_var4 1.07392890 0.3853667 0.50768533 1.5743590
#> const -1.45602930 1.5487473 -3.87349665 0.2151300
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003828816 0.001108816 0.002628395 0.00558571
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02931034 0.01164156 -0.04843064 -0.01651644
#> Sigma[2,2] 0.51688493 0.13703041 0.37009005 0.74056953
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04493667 0.02443809 0.02185599 0.08667237
#> Sigma[3,2] -0.59310626 0.25698683 -0.99054744 -0.35200495
#> Sigma[3,3] 1.15690815 0.48690029 0.69320631 1.93980250
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03268689 0.02081541 0.01405033 0.06817339
#> Sigma[4,2] -0.33953445 0.20970538 -0.65157698 -0.14271000
#> Sigma[4,3] 0.93803947 0.39641704 0.53997328 1.57962608
#> Sigma[4,4] 0.85481646 0.32655744 0.51127789 1.38985069
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92199499 0.03196540 0.867667274 0.94628333
#> lag1_var2 0.05819090 0.03710859 0.008792588 0.10957511
#> lag1_var3 0.07973404 0.07609166 -0.018214066 0.19682191
#> lag1_var4 -0.07350719 0.07120735 -0.182396795 0.02078915
#> const 1.17919734 0.52673706 0.576389845 1.97166677
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03233506 0.3917945 -0.4816454 0.5650624
#> lag1_var2 0.60112728 0.7222447 -0.2702704 1.7290693
#> lag1_var3 -0.07699488 1.3372757 -1.7030976 1.8631145
#> lag1_var4 0.12658972 1.2639374 -1.6944886 1.6874451
#> const 0.82268516 5.9080470 -7.2678590 8.9841566
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6762092 0.5567329 -1.4043542 0.1390805
#> lag1_var2 1.7327049 0.7711956 0.5792169 2.7224419
#> lag1_var3 3.6477189 1.5089531 1.4565749 5.6157696
#> lag1_var4 -2.5976325 1.3945128 -4.4068590 -0.5654363
#> const 8.9336737 8.0846711 -0.5257370 21.9393736
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7686492 0.4297083 -1.2461956 -0.06629716
#> lag1_var2 1.9486375 0.6618058 0.8398916 2.66426822
#> lag1_var3 3.3760406 1.3154905 1.1313382 4.87775251
#> lag1_var4 -2.2389114 1.2032974 -3.5853462 -0.16954206
#> const 8.3887937 6.1427386 1.2408562 17.98289168
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004890732 0.0001098991 0.0003175052 0.0006115088
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01998799 0.005761956 -0.02745754 -0.01218099
#> Sigma[2,2] 2.01365865 0.459316492 1.49469927 2.65029537
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01531588 0.005205569 0.007932987 0.02182566
#> Sigma[3,2] -0.75674692 0.344797259 -1.198624071 -0.32065876
#> Sigma[3,3] 2.37513662 0.527490895 1.568228768 2.90552376
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003661784 0.005287171 -0.003153415 0.01059917
#> Sigma[4,2] 0.502850611 0.321068629 0.084199916 0.94403636
#> Sigma[4,3] 2.084839286 0.468418909 1.437339531 2.57547199
#> Sigma[4,4] 2.600268107 0.408837446 2.104568878 3.12317914
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95204664 0.02441008 0.914363920 0.97957328
#> lag1_var2 0.04774490 0.04715730 -0.006451235 0.12026122
#> lag1_var3 0.07021134 0.07337434 -0.017174382 0.18277550
#> lag1_var4 -0.06743686 0.06773542 -0.172252053 0.01215736
#> const 1.00919256 0.22386029 0.771268584 1.36006582
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.320554 0.8917068 1.092667 3.416546
#> lag1_var2 -4.699685 1.8018434 -7.108796 -2.123563
#> lag1_var3 -8.717531 2.6592507 -12.294702 -4.931622
#> lag1_var4 8.185260 2.5527642 4.549031 11.599831
#> const -21.493697 13.3722943 -38.067317 -3.349140
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3934561 1.545066 -2.8889663 1.3727434
#> lag1_var2 3.8086181 3.042257 0.5025478 8.6266618
#> lag1_var3 6.8064747 4.822973 1.4712510 14.4572537
#> lag1_var4 -5.8624100 4.450825 -13.0186044 -0.8900283
#> const 10.9923649 12.803747 -3.7303638 30.8837076
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0695019 1.452225 -0.9539374 3.047600
#> lag1_var2 0.7596581 2.879801 -2.7886905 5.251966
#> lag1_var3 1.1775136 4.581234 -4.4514544 8.422000
#> lag1_var4 -0.5484590 4.234737 -7.2809094 4.541678
#> const -3.9232305 12.215413 -21.9131141 11.226811
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002547491 0.0003520251 0.00207199 0.002980221
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01034351 0.0027711 -0.0144152 -0.00683594
#> Sigma[2,2] 0.23470674 0.0628192 0.1654617 0.32278497
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02375216 0.004724886 0.01676841 0.03037828
#> Sigma[3,2] -0.18983685 0.066620821 -0.26253690 -0.09637946
#> Sigma[3,3] 0.64837960 0.104722482 0.48863528 0.77018842
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01922375 0.004786291 0.0119559 0.02552445
#> Sigma[4,2] -0.07006714 0.060991045 -0.1459725 0.03059963
#> Sigma[4,3] 0.56041981 0.094500418 0.4180445 0.66255655
#> Sigma[4,4] 0.53435553 0.092869973 0.3821792 0.62877656
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98003515 0.04077590 0.91018823 1.01524302
#> lag1_var2 0.03639031 0.07526865 -0.05093138 0.14738769
#> lag1_var3 0.09304790 0.14332217 -0.07132417 0.30572374
#> lag1_var4 -0.10328317 0.13400025 -0.29784579 0.05565965
#> const 1.11860199 0.49217173 0.43647566 1.89351968
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3095409 0.3137588 -0.7988084 0.05449514
#> lag1_var2 1.1764766 0.7376787 0.4010883 2.41657269
#> lag1_var3 0.4022905 1.4103000 -1.0822108 2.77384069
#> lag1_var4 -0.2748115 1.3229455 -2.5121320 1.07859693
#> const 0.7344606 3.8301281 -4.4626389 6.11745004
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.234909 0.7497815 0.4496996 2.2835775
#> lag1_var2 -1.464891 1.5368695 -3.4486395 0.6659154
#> lag1_var3 -1.700963 2.9730180 -5.5268721 2.4661375
#> lag1_var4 2.221191 2.8523324 -1.9059202 5.8551758
#> const -4.415716 9.9479635 -16.1982963 8.5191028
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.128028 0.6877689 0.3368079 1.9866281
#> lag1_var2 -1.089855 1.4622429 -3.0907785 0.9602518
#> lag1_var3 -1.949683 2.8575207 -5.8621221 2.0944004
#> lag1_var4 2.540934 2.7556136 -1.4651194 6.2840626
#> const -5.614725 9.1003650 -15.4618235 7.1412668
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001073312 0.0002610001 0.0007399834 0.00144115
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02654108 0.01058623 -0.0435049 -0.01636681
#> Sigma[2,2] 1.60702299 0.52129076 1.1562398 2.49863082
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01923195 0.006982861 0.01237599 0.03079862
#> Sigma[3,2] -1.03851822 0.345108129 -1.66095301 -0.79253007
#> Sigma[3,3] 1.01397499 0.295559596 0.76702128 1.52869931
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002233357 0.003530344 -0.001211888 0.008078499
#> Sigma[4,2] -0.014455448 0.164983292 -0.205036249 0.249293585
#> Sigma[4,3] 0.376661620 0.113978803 0.231027115 0.510896242
#> Sigma[4,4] 0.395030449 0.107903596 0.267398530 0.542665395
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9424303 0.01668189 0.91756267 0.96422291
#> lag1_var2 0.1000000 0.03237133 0.04364104 0.12702539
#> lag1_var3 0.1576220 0.05171024 0.06752118 0.19948810
#> lag1_var4 -0.1547464 0.04930839 -0.19616527 -0.06819819
#> const 1.2024848 0.15737518 0.99656373 1.44292473
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7273085 1.193371 -1.143012 2.049882
#> lag1_var2 -3.0498477 1.746485 -5.374076 -0.479709
#> lag1_var3 -6.2065867 2.768515 -9.875096 -2.128223
#> lag1_var4 6.1870631 2.597170 2.467450 9.720286
#> const -14.7733719 12.673793 -28.111516 7.155056
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2083282 0.9023816 -0.78286262 1.6229222
#> lag1_var2 1.6031245 1.9011968 -0.60918151 4.2604777
#> lag1_var3 3.4653518 3.0191078 -0.02474645 7.6539538
#> lag1_var4 -2.6435354 2.8663545 -6.67615712 0.6435688
#> const 5.8548595 9.2849523 -8.28010546 17.8324182
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7226625 0.5834975 -0.05406336 1.4131530
#> lag1_var2 -0.6824838 1.3557435 -2.47811094 0.9361087
#> lag1_var3 -1.0143755 2.1569855 -3.88159076 1.5095669
#> lag1_var4 1.8363877 2.0158458 -0.58315422 4.5448562
#> const -5.5224206 4.3222998 -10.20350642 0.9236477
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007622542 0.0002845015 0.0004805669 0.001257646
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01435385 0.006650394 -0.02387961 -0.006884623
#> Sigma[2,2] 0.80194761 0.147114853 0.63240435 1.029959333
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01004846 0.004661626 0.004173099 0.01675293
#> Sigma[3,2] -0.50281140 0.106767656 -0.657778191 -0.35747441
#> Sigma[3,3] 0.39819444 0.097605355 0.263253335 0.54975440
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001533049 0.003134201 -0.003214324 0.005732564
#> Sigma[4,2] -0.023578827 0.057189406 -0.098334023 0.055907328
#> Sigma[4,3] 0.103013595 0.047568986 0.051578451 0.177939613
#> Sigma[4,4] 0.094766622 0.031811174 0.061995570 0.144219323
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99133064 0.01570276 0.96758109 1.00871773
#> lag1_var2 -0.05421909 0.04849237 -0.12114611 0.01435273
#> lag1_var3 -0.09838943 0.08142248 -0.20924265 0.01754102
#> lag1_var4 0.09220573 0.08057449 -0.02085623 0.20294053
#> const 0.59090540 0.29726826 0.24249783 1.03039893
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.010872 0.5736487 -1.67801457 -0.1940523
#> lag1_var2 3.209327 2.2075525 -0.06637924 5.8272057
#> lag1_var3 3.845698 3.6988636 -1.73350181 8.0546231
#> lag1_var4 -3.550709 3.6241805 -7.70155852 1.8964844
#> const 8.859989 9.9422904 -5.65685773 20.2179181
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5098747 0.4441405 -0.1590702 1.002664
#> lag1_var2 -0.5233401 1.6842932 -2.5265344 1.857183
#> lag1_var3 0.1131794 2.7989276 -3.2353053 4.076747
#> lag1_var4 0.6439756 2.7505002 -3.1999722 3.974898
#> const 1.3285379 8.4447537 -10.2223833 12.554257
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09474992 0.2359024 -0.41973684 0.2468701
#> lag1_var2 1.14813682 0.7491746 0.04758758 2.1023789
#> lag1_var3 2.00133425 1.2567284 0.15446064 3.5913464
#> lag1_var4 -1.04243898 1.2280180 -2.59574251 0.7474734
#> const 5.11867017 3.9490553 -0.25276575 10.1414256
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004240048 5.426464e-05 0.0003539646 0.0004960684
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006182553 0.001457405 -0.008311431 -0.004452424
#> Sigma[2,2] 0.363746471 0.097038616 0.250043522 0.510008889
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006032114 0.002079035 0.003731987 0.008984681
#> Sigma[3,2] -0.330777217 0.081600983 -0.452968368 -0.231203066
#> Sigma[3,3] 0.504786068 0.102539338 0.370632772 0.650574133
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002504128 0.001412257 0.0009937848 0.004478515
#> Sigma[4,2] -0.124915453 0.037035496 -0.1696866465 -0.065530642
#> Sigma[4,3] 0.331496623 0.079871263 0.2451262552 0.449657741
#> Sigma[4,4] 0.276073241 0.077013344 0.1901252112 0.394973798
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97495596 0.02208359 0.94869685 1.00836157
#> lag1_var2 -0.02157046 0.05556921 -0.09302332 0.05436362
#> lag1_var3 -0.03912498 0.09585824 -0.15895618 0.09467524
#> lag1_var4 0.03818486 0.09055009 -0.09247585 0.14560494
#> const 0.77780345 0.19687486 0.55222268 1.05130742
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3417086 0.6550641 -1.172316 0.6002855
#> lag1_var2 4.4186769 1.4326321 2.347947 6.3434973
#> lag1_var3 6.2634320 2.4529717 2.768492 9.6516499
#> lag1_var4 -6.3626092 2.3163008 -9.678730 -3.1407056
#> const 17.4133434 7.2853957 7.675902 26.5914594
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6618566 0.8014664 -0.3469412 1.77498926
#> lag1_var2 -2.8896874 1.8751352 -5.5475609 -0.48414887
#> lag1_var3 -4.1560856 3.2423345 -8.7830804 0.02885378
#> lag1_var4 5.0251994 3.0418857 1.0765173 9.37541740
#> const -12.1385233 9.0191170 -23.3242344 1.87729183
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4753243 0.5632378 -0.3527842 1.162873
#> lag1_var2 -0.6532047 1.3274414 -2.5019767 1.206701
#> lag1_var3 -1.1022792 2.2898977 -4.3666239 2.063857
#> lag1_var4 1.9401153 2.1491300 -0.9867887 5.057141
#> const -3.9711365 6.3990725 -10.8068068 6.437458
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004945843 0.000103469 0.0003568429 0.0006248049
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003952727 0.001067366 -0.005291577 -0.002394752
#> Sigma[2,2] 0.116019381 0.034465017 0.075916485 0.169474204
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001828863 0.0008373526 0.0006284159 0.002738021
#> Sigma[3,2] -0.071965992 0.0261348130 -0.1131649689 -0.046139001
#> Sigma[3,3] 0.054711418 0.0200828583 0.0376088078 0.087044483
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004632231 0.0007102911 -0.0005039325 0.001264895
#> Sigma[4,2] -0.0437547573 0.0211545956 -0.0790434349 -0.027041934
#> Sigma[4,3] 0.0407655473 0.0164456275 0.0287858838 0.066652511
#> Sigma[4,4] 0.0359667751 0.0137164507 0.0259719982 0.059027555
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95897116 0.01734299 0.942675676 0.98286450
#> lag1_var2 0.01602933 0.01557399 -0.004985943 0.03391514
#> lag1_var3 0.06760306 0.04259718 0.007340795 0.12151359
#> lag1_var4 -0.06731154 0.03388324 -0.108842795 -0.01910523
#> const 1.08631834 0.18029661 0.828812597 1.31729328
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13849856 0.1465312 -0.06665785 0.3186205
#> lag1_var2 0.70947401 0.1580734 0.54248312 0.9456675
#> lag1_var3 0.21486112 0.4320563 -0.34166589 0.8354392
#> lag1_var4 -0.07538852 0.3334175 -0.57325918 0.3550416
#> const 1.98498127 1.8316870 -0.05391478 4.7053402
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13826834 0.1079666 -0.02598640 0.24606825
#> lag1_var2 -0.06080254 0.1150373 -0.22104517 0.08514851
#> lag1_var3 0.14512895 0.2025462 -0.07499083 0.47296200
#> lag1_var4 0.58703273 0.1636652 0.32585684 0.78934401
#> const -0.08985574 0.8149178 -1.18985902 1.04747920
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1942112 0.1447878 -0.0407689 0.3169108
#> lag1_var2 -0.0616742 0.1315385 -0.2099593 0.1397237
#> lag1_var3 -0.6067724 0.2692335 -0.8782730 -0.2044870
#> lag1_var4 1.4199309 0.2196365 1.0869320 1.6591108
#> const -1.8131169 0.8843560 -3.0192205 -0.5845239
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005177216 0.000148132 0.0003330643 0.0007381914
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01411356 0.004107842 -0.01989348 -0.008764572
#> Sigma[2,2] 0.83165707 0.161351607 0.61452669 1.043016599
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0141906 0.004477296 0.008647211 0.02052243
#> Sigma[3,2] -0.5603162 0.142524878 -0.749186488 -0.39446960
#> Sigma[3,3] 0.7284548 0.157187516 0.572116507 1.00187928
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00530983 0.003513967 0.000852028 0.01057738
#> Sigma[4,2] -0.01486151 0.084292541 -0.135044622 0.06926194
#> Sigma[4,3] 0.39107805 0.112233087 0.261768054 0.55699155
#> Sigma[4,4] 0.41445807 0.100301752 0.290939144 0.56552689
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974194004 0.01543246 0.95397935 0.99257813
#> lag1_var2 -0.003620133 0.04248795 -0.05710451 0.05967843
#> lag1_var3 -0.011986459 0.06396397 -0.08947020 0.08567151
#> lag1_var4 0.008776545 0.06100636 -0.08315834 0.08459965
#> const 0.877927448 0.24299628 0.57844128 1.20994379
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5395192 0.7642197 -0.3391213 1.490282
#> lag1_var2 -0.9281650 2.1493257 -3.4725856 2.198379
#> lag1_var3 -2.6161092 3.3024413 -6.5350884 2.223432
#> lag1_var4 2.5031504 3.1213445 -2.0907074 6.222731
#> const -5.5406741 8.7196000 -18.3051649 3.973625
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5305255 0.7479051 -1.3381994 0.7156673
#> lag1_var2 1.8453696 1.9207331 -1.1064015 3.8587684
#> lag1_var3 3.8019907 2.9466400 -0.6426283 6.9483797
#> lag1_var4 -2.7550696 2.7744142 -5.6915028 1.4325176
#> const 10.6442465 8.7062908 -4.1583898 20.0608632
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1842635 0.6204122 -0.9734731 0.7057019
#> lag1_var2 0.9282709 1.7331641 -1.5059618 3.0550944
#> lag1_var3 1.6314253 2.6476157 -2.0467454 4.8916223
#> lag1_var4 -0.6310278 2.5153998 -3.7382305 2.8683518
#> const 5.4525810 7.9970280 -6.0548618 15.3718193
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001007559 0.0002226108 0.0007216882 0.001274081
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008015945 0.004218411 -0.005476585 0.005776193
#> Sigma[2,2] 0.3664017967 0.081954974 0.276291730 0.483319627
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02333388 0.00485102 0.01701123 0.03043398
#> Sigma[3,2] -0.06463394 0.12114223 -0.24887530 0.08469558
#> Sigma[3,3] 1.12132575 0.22590335 0.88678892 1.47426728
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02559298 0.00556262 0.01858994 0.03211945
#> Sigma[4,2] 0.16819448 0.12690846 -0.03562402 0.33468583
#> Sigma[4,3] 1.15783543 0.19080136 0.89444537 1.41568250
#> Sigma[4,4] 1.34801177 0.15609910 1.08961830 1.52769647
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00260209 0.02071285 0.9801654712 1.032466382
#> lag1_var2 -0.04803109 0.03283211 -0.0976979984 -0.007559032
#> lag1_var3 -0.09052188 0.06981295 -0.1922429577 -0.002638044
#> lag1_var4 0.07964811 0.06468198 -0.0001478514 0.174120559
#> const 0.59534993 0.22358684 0.2261995875 0.863268221
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2213706 0.3778781 -0.7490606 0.2684683
#> lag1_var2 1.1546538 0.5566729 0.3529960 1.7784921
#> lag1_var3 1.0449616 1.0435001 -0.4006894 2.2639662
#> lag1_var4 -0.9588434 0.9107275 -1.9945876 0.3139767
#> const 3.2612588 2.9117027 -2.0706621 5.3663991
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.221634 0.5596003 0.4613177 1.99839556
#> lag1_var2 -1.481984 0.8728451 -2.8678515 -0.34473123
#> lag1_var3 -2.126151 1.7137650 -4.8612041 -0.06941866
#> lag1_var4 2.693266 1.5524272 0.8916099 5.21451231
#> const -6.512030 5.0971614 -15.3624251 -1.38675444
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.166545 0.5914621 0.3724641 2.09341647
#> lag1_var2 -1.173833 0.8626442 -2.2920586 -0.02176946
#> lag1_var3 -2.141747 1.6658704 -4.4869694 -0.11041625
#> lag1_var4 2.764655 1.4920756 0.9704427 4.83741025
#> const -6.720011 5.3763178 -15.4997867 -2.11739699
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005682416 0.0001442063 0.0003804567 0.0007593276
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01166532 0.007160193 -0.0221071 -0.00335441
#> Sigma[2,2] 3.58572758 0.928570399 2.6865649 5.00413361
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006647405 0.004034842 0.001615284 0.01311834
#> Sigma[3,2] -1.396096770 0.479701290 -2.086685922 -0.92147033
#> Sigma[3,3] 0.925658271 0.232984872 0.663315128 1.25556734
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001649632 0.004411282 -0.005483854 0.00661913
#> Sigma[4,2] 0.208913058 0.241976587 -0.133545638 0.52284067
#> Sigma[4,3] 0.363620011 0.136892587 0.225015083 0.58846189
#> Sigma[4,4] 0.531965817 0.125711215 0.387295439 0.71812477
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983027475 0.01666984 0.96187600 1.00732224
#> lag1_var2 -0.005245991 0.01960641 -0.03259809 0.02274190
#> lag1_var3 -0.014134055 0.04558901 -0.07722508 0.05117835
#> lag1_var4 0.004485254 0.03975991 -0.05260263 0.06007491
#> const 0.857730877 0.16570811 0.60179803 1.04609106
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5760739 1.267191 -2.459898 1.135729
#> lag1_var2 -0.1015396 1.830178 -2.117773 2.563750
#> lag1_var3 -2.0737015 4.233628 -6.686721 4.136558
#> lag1_var4 2.6900624 3.730098 -2.780926 6.950292
#> const -8.2678251 10.185705 -23.576965 3.264404
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6807795 0.6118247 -0.1337393 1.500463
#> lag1_var2 0.2630767 0.7656897 -0.7388691 1.366121
#> lag1_var3 1.3082891 1.7874418 -1.0044630 3.875861
#> lag1_var4 -0.8868212 1.5287529 -3.0892905 1.214004
#> const 5.1039029 5.1858724 -2.0173537 12.809526
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.46345927 0.4802719 0.0504333 1.2326173
#> lag1_var2 -0.07702978 0.6065480 -1.0339815 0.5285156
#> lag1_var3 -0.28201716 1.4364187 -2.5546084 1.1528453
#> lag1_var4 0.99726244 1.2439306 -0.2347135 2.9336188
#> const -0.52006225 3.8313276 -6.2893488 3.8485423
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001008153 0.0002953101 0.0007207806 0.001465558
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01419796 0.005901245 -0.02426209 -0.008734256
#> Sigma[2,2] 0.39549310 0.115570053 0.28575005 0.586569631
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03041224 0.01078459 0.01488826 0.04238186
#> Sigma[3,2] -0.58992924 0.20980729 -0.84453080 -0.28864631
#> Sigma[3,3] 2.70966212 0.76457398 1.75200124 3.83226477
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02250273 0.009188086 0.00882125 0.03317742
#> Sigma[4,2] -0.35476553 0.162336023 -0.55552946 -0.11113611
#> Sigma[4,3] 2.44940896 0.684596648 1.63248663 3.47343590
#> Sigma[4,4] 2.33368895 0.632400939 1.62726109 3.28683555
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98654308 0.01433967 0.96349748 1.00397302
#> lag1_var2 -0.01007706 0.04802484 -0.05842991 0.07264631
#> lag1_var3 -0.03624325 0.07083112 -0.10331939 0.08802858
#> lag1_var4 0.02930835 0.06841862 -0.09046748 0.09442743
#> const 0.75535995 0.19779153 0.52178860 1.05587235
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1791536 0.2865009 -0.5522422 0.193384
#> lag1_var2 0.8262123 0.8743691 -0.5373497 1.918047
#> lag1_var3 0.6257813 1.4624611 -1.6167680 2.428009
#> lag1_var4 -0.5691240 1.4320170 -2.3300345 1.627103
#> const 3.2587528 5.4224935 -3.5338540 10.982168
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2520273 0.8141791 -1.49018747 0.6444968
#> lag1_var2 3.7371960 2.7718549 1.36106356 8.2642988
#> lag1_var3 5.2299870 4.7038845 1.15324358 12.7784005
#> lag1_var4 -4.4297814 4.5416319 -11.67460546 -0.4583642
#> const 14.8915525 9.2675361 0.05855094 25.8893068
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3881466 0.8679831 -1.8181291 0.5273889
#> lag1_var2 4.2278467 2.8042179 1.4818044 8.4276303
#> lag1_var3 5.5186136 4.8176638 0.8479614 12.7534022
#> lag1_var4 -4.6649897 4.6496301 -11.6925334 -0.1248332
#> const 16.2806174 9.7865753 0.7758260 28.6940159
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002664827 3.354747e-05 0.0002364351 0.0003204057
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007751614 0.003832202 -0.01293248 -0.002933311
#> Sigma[2,2] 0.884010952 0.259740644 0.62648023 1.288380422
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004577705 0.003541774 0.0007067834 0.0101500
#> Sigma[3,2] -0.427711544 0.278088023 -0.8773872907 -0.2283508
#> Sigma[3,3] 0.856855974 0.245712170 0.6530371741 1.2430597
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009838534 0.00258184 -0.002939254 0.004464537
#> Sigma[4,2] -0.0114636870 0.18582733 -0.300211034 0.141365353
#> Sigma[4,3] 0.7205741595 0.14489577 0.576891772 0.950544386
#> Sigma[4,4] 0.7874695618 0.12194153 0.650222186 0.953113613
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98574497 0.00451597 0.97982206 0.99063119
#> lag1_var2 -0.03031475 0.01143417 -0.04281935 -0.01191408
#> lag1_var3 -0.06136379 0.02298297 -0.08820199 -0.02570285
#> lag1_var4 0.05475485 0.02147833 0.02097283 0.08017949
#> const 0.74151867 0.07707638 0.59756247 0.80101992
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1719408 0.2874801 -0.2676375 0.4623421
#> lag1_var2 -0.1030443 0.5287184 -0.7252134 0.6051181
#> lag1_var3 -1.8321875 1.1310429 -3.2329018 -0.3609397
#> lag1_var4 1.8712563 1.0656447 0.5433907 3.1673381
#> const -3.8256198 3.6804858 -7.8204552 1.3988113
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3013618 0.3664979 -0.72232605 0.2823093
#> lag1_var2 0.9906266 0.6180506 0.08376715 1.8952721
#> lag1_var3 2.9924207 1.3007555 1.10947999 4.8536828
#> lag1_var4 -1.9614042 1.2153400 -3.71915294 -0.2126067
#> const 5.6614268 6.6329572 -2.92088112 15.1886438
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2246257 0.4200351 -0.8591835 0.3055351
#> lag1_var2 0.7064827 0.7547254 -0.2207184 1.8257755
#> lag1_var3 1.6473918 1.5835485 -0.2814125 3.9843401
#> lag1_var4 -0.5561025 1.4693923 -2.6981009 1.2282003
#> const 2.0713023 6.4585110 -4.8089859 12.0230118
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006931945 0.001149401 0.005688809 0.008735287
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001049258 0.000906120 -0.002352311 -1.326534e-05
#> Sigma[2,2] 0.017204987 0.003601149 0.012185911 2.253432e-02
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007609514 0.004513439 -0.005386286 0.005923732
#> Sigma[3,2] -0.0346129172 0.010648718 -0.047356372 -0.019227272
#> Sigma[3,3] 0.1473029673 0.039688926 0.091971362 0.198550932
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000124459 0.004369652 -0.006151215 0.004884643
#> Sigma[4,2] -0.022832161 0.008948742 -0.034180503 -0.010549254
#> Sigma[4,3] 0.127861665 0.034729773 0.081515968 0.175301868
#> Sigma[4,4] 0.116803194 0.031014857 0.077545223 0.159788164
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88772640 0.02789624 0.84432245 0.9213817
#> lag1_var2 0.12909252 0.14531448 -0.07019584 0.3136533
#> lag1_var3 0.10074820 0.24939133 -0.25149848 0.4540365
#> lag1_var4 -0.09028632 0.24649259 -0.43598360 0.2623639
#> const 1.31667547 0.45571688 0.70818619 1.9763962
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1799656 0.1025605 0.02095595 0.3266280
#> lag1_var2 0.3567047 0.3031820 0.03112598 0.8605680
#> lag1_var3 -0.3143749 0.4157527 -0.77836991 0.3683661
#> lag1_var4 0.2921943 0.4100188 -0.37980442 0.7514589
#> const 0.1692033 1.6818562 -1.90740095 2.9239170
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4337609 0.3349058 -0.958172145 -0.05128597
#> lag1_var2 1.3905334 0.9834425 -0.001521934 2.48381357
#> lag1_var3 2.4998944 1.4982628 0.275717785 4.15255613
#> lag1_var4 -1.4730608 1.4601777 -3.050362357 0.70396458
#> const 5.9185517 4.9645900 -0.199659841 12.42834265
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3217368 0.2955142 -0.78988408 0.01216523
#> lag1_var2 1.3688231 0.8997327 -0.06522065 2.38515365
#> lag1_var3 1.8756734 1.3943832 -0.41018135 3.37983166
#> lag1_var4 -0.8371526 1.3578025 -2.27327549 1.40087936
#> const 4.4233213 4.2390220 -1.02977375 9.99975770
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004364629 9.265256e-05 0.0003499098 0.0005826855
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003425537 0.0009025508 -0.004800311 -0.002475506
#> Sigma[2,2] 0.077654540 0.0142003410 0.057093324 0.093407808
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007302483 0.002327915 0.004639165 0.01112884
#> Sigma[3,2] -0.131883509 0.029890405 -0.166276104 -0.09086866
#> Sigma[3,3] 0.400203071 0.086100075 0.302195131 0.52327728
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005961841 0.002124457 0.003383978 0.009399117
#> Sigma[4,2] -0.097551257 0.024460533 -0.128276114 -0.065517080
#> Sigma[4,3] 0.356035044 0.077400631 0.269603836 0.471063400
#> Sigma[4,4] 0.328288060 0.071299483 0.249478726 0.437280817
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99843830 0.02177888 0.97038301 1.03065110
#> lag1_var2 -0.04098176 0.01401494 -0.06318272 -0.02585384
#> lag1_var3 -0.04821610 0.02762821 -0.09475357 -0.01931524
#> lag1_var4 0.03851607 0.02457284 0.01003544 0.07646431
#> const 0.72658628 0.13066100 0.58220447 0.92012380
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3993564 0.3149203 -0.7970130 0.01188203
#> lag1_var2 1.0684489 0.2440596 0.6955111 1.31756367
#> lag1_var3 0.2409834 0.5253287 -0.5821943 0.78620713
#> lag1_var4 -0.1128740 0.4403959 -0.5639798 0.58638120
#> const 1.6249207 1.8893200 -0.2879045 4.37617020
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2628911 0.4444222 0.7155457 1.8783681
#> lag1_var2 -0.8798244 0.4159339 -1.4202371 -0.3540031
#> lag1_var3 -0.3641496 0.8480642 -1.4546061 0.8275467
#> lag1_var4 0.9337084 0.7265923 -0.1233322 1.8394915
#> const -0.9399340 2.7786212 -4.3747918 2.4401467
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1524962 0.3630073 0.7472563 1.675277599
#> lag1_var2 -0.6782743 0.3492684 -1.1463164 -0.227366919
#> lag1_var3 -0.9029416 0.6929285 -1.8614978 0.002736397
#> lag1_var4 1.5439832 0.5982628 0.7208998 2.354254335
#> const -2.1913309 2.3588648 -5.1463382 0.883829718
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001092923 0.0002529887 0.0007791112 0.001476804
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04654644 0.01291199 -0.06168331 -0.02486989
#> Sigma[2,2] 4.72551658 0.69430207 3.87668799 5.56207378
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03276901 0.007946273 0.01976639 0.04200301
#> Sigma[3,2] -2.64674621 0.453984813 -3.11981517 -1.96363031
#> Sigma[3,3] 1.67199290 0.316261381 1.19597367 1.98766937
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007857948 0.003800017 0.003770737 0.01357186
#> Sigma[4,2] -0.023053368 0.215624327 -0.253972479 0.34078545
#> Sigma[4,3] 0.227032491 0.135163377 0.018474097 0.40372010
#> Sigma[4,4] 0.252015747 0.068174430 0.162314281 0.33313566
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98617641 0.01377873 0.968530358 1.003825794
#> lag1_var2 -0.01448535 0.01275732 -0.031140293 0.003927800
#> lag1_var3 -0.02523178 0.02273324 -0.055099690 0.007878099
#> lag1_var4 0.01830001 0.01794443 -0.007030203 0.042688343
#> const 0.79313192 0.24271295 0.508392237 1.110596857
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.759828 1.255660 -3.3672314 -0.1264543
#> lag1_var2 2.422454 1.334415 0.4822335 4.0198399
#> lag1_var3 2.704092 2.353844 -0.7829438 5.4548945
#> lag1_var4 -2.042754 1.881973 -4.2537506 0.7497549
#> const 13.312638 13.222333 -8.0409287 26.5960113
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1936058 0.6316494 0.35366883 1.93149002
#> lag1_var2 -1.1058055 0.6560457 -1.76970197 -0.05448717
#> lag1_var3 -0.9642088 1.1546371 -2.06167903 0.92813496
#> lag1_var4 1.4501757 0.9310449 -0.08037408 2.34076570
#> const -4.0116180 8.1584060 -12.57779578 8.58234032
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2661604 0.2376944 -0.1306817 0.55815675
#> lag1_var2 -0.2376100 0.2189770 -0.5089742 0.09347179
#> lag1_var3 -0.3083997 0.3978218 -0.7800617 0.28195642
#> lag1_var4 1.1804676 0.3156518 0.7152325 1.57201060
#> const 1.1141813 3.0711081 -2.6994378 5.32449432
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001998091 0.0004204434 0.00139013 0.002507381
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0553648 0.01669684 -0.07808086 -0.03356178
#> Sigma[2,2] 3.8068906 0.89540559 2.62801216 4.93059540
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0393237 0.01020099 0.02254081 0.05057378
#> Sigma[3,2] -2.6215240 0.62228805 -3.57102990 -1.88789157
#> Sigma[3,3] 2.2558347 0.45345017 1.73301708 3.02198958
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006091976 0.004796436 -0.00186916 0.01091781
#> Sigma[4,2] -0.352814626 0.232528298 -0.69761752 -0.06811207
#> Sigma[4,3] 0.727667471 0.142259623 0.56007669 0.94576988
#> Sigma[4,4] 0.555480140 0.096315411 0.44213737 0.69185608
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97281128 0.01614233 0.94814206 0.99295607
#> lag1_var2 0.01343245 0.03228582 -0.02205204 0.06285992
#> lag1_var3 0.01354204 0.05378857 -0.04135571 0.09747981
#> lag1_var4 -0.01688752 0.05182935 -0.09853025 0.03458590
#> const 0.83579268 0.29498911 0.45084902 1.22352956
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6594407 0.5759356 -1.415953 0.1035917
#> lag1_var2 1.7387122 1.7582572 -0.293173 4.5315299
#> lag1_var3 1.6745937 2.8521120 -1.592891 6.1921206
#> lag1_var4 -1.5343084 2.7140647 -5.806136 1.6195588
#> const 9.2228744 10.6954223 -3.389617 22.8087633
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.612540 0.493888 0.8604119 2.1742244
#> lag1_var2 -2.608164 1.586454 -5.1707198 -0.8624222
#> lag1_var3 -3.555143 2.639710 -7.7948954 -0.6721250
#> lag1_var4 4.121906 2.539071 1.3337990 8.1690544
#> const -12.789681 9.560512 -22.3373657 2.9025532
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.287749 0.2069561 0.963663 1.4771236
#> lag1_var2 -2.026187 0.6549290 -2.978522 -1.4004887
#> lag1_var3 -3.312577 1.1332010 -4.955347 -2.1705879
#> lag1_var4 3.976906 1.1090241 2.797594 5.5698848
#> const -9.695923 5.3228356 -14.901011 -0.4864839
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002174884 0.0003661462 0.00179584 0.00279008
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005063481 0.001991184 -0.008015248 -0.002933758
#> Sigma[2,2] 0.063926765 0.015344468 0.042983546 0.087269067
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004180096 0.002864639 0.001178888 0.008174784
#> Sigma[3,2] -0.071368730 0.022753507 -0.100286608 -0.039721838
#> Sigma[3,3] 0.121154145 0.032038267 0.078732503 0.164558822
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001119776 0.001852507 -0.00244702 0.002978977
#> Sigma[4,2] -0.0209371215 0.011978168 -0.03638618 -0.003081152
#> Sigma[4,3] 0.0665301987 0.016777415 0.04644235 0.087632863
#> Sigma[4,4] 0.0518108470 0.011270996 0.03788298 0.066897532
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0017562 0.01187948 0.98662248 1.01759168
#> lag1_var2 -0.2056042 0.10267070 -0.32298779 -0.04408074
#> lag1_var3 -0.2258989 0.13766579 -0.38055350 -0.01532637
#> lag1_var4 0.2253595 0.14183550 0.01007258 0.38510688
#> const 0.1473136 0.30223766 -0.29701955 0.52098658
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1570452 0.05884785 0.06928008 0.2279518
#> lag1_var2 0.8962768 0.62753211 0.01419989 1.7410000
#> lag1_var3 0.1353325 0.87202225 -1.07008717 1.3313970
#> lag1_var4 -0.1996850 0.88478127 -1.40721460 1.0233144
#> const 2.0019542 2.09707452 -0.27431279 4.6738806
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27730393 0.08294547 -0.3826234 -0.1487855
#> lag1_var2 0.04009584 0.90718718 -1.2363765 1.3522030
#> lag1_var3 0.52406368 1.31998839 -1.3128756 2.4390540
#> lag1_var4 0.53390349 1.34042391 -1.4131184 2.3920713
#> const 0.87480052 3.37023206 -3.4746499 5.1842088
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1531837 0.04337445 -0.2049802 -0.09059803
#> lag1_var2 0.4995737 0.50688397 -0.2009006 1.13182323
#> lag1_var3 0.3003378 0.78249327 -0.8001758 1.29046457
#> lag1_var4 0.7243637 0.80134676 -0.2840981 1.85413282
#> const 1.0322958 2.26167053 -2.4645831 3.88488952
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005291453 0.0001040678 0.0004055941 0.000678388
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01302486 0.003555036 -0.01788686 -0.00824178
#> Sigma[2,2] 1.18464696 0.234076125 0.87974127 1.50582484
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01305671 0.00384551 0.008082743 0.01783727
#> Sigma[3,2] -0.94722594 0.17516162 -1.181775814 -0.68909204
#> Sigma[3,3] 0.89811421 0.13508172 0.708706918 1.07361936
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005636627 0.002135947 0.002454346 0.008153749
#> Sigma[4,2] -0.246265644 0.066394636 -0.349181790 -0.162522738
#> Sigma[4,3] 0.352309578 0.065866727 0.273418068 0.446468257
#> Sigma[4,4] 0.223263896 0.041281338 0.163599015 0.266805185
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992049629 0.02708349 0.9570777 1.02882177
#> lag1_var2 -0.008037704 0.06870206 -0.1108319 0.07586303
#> lag1_var3 -0.022593898 0.11851273 -0.1998507 0.12208929
#> lag1_var4 0.012662891 0.11174364 -0.1226852 0.18088932
#> const 0.768381825 0.31075701 0.3284743 1.18726312
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.638953 0.9970638 -4.01841975 -1.389260
#> lag1_var2 3.428426 2.4363916 0.01722411 6.775930
#> lag1_var3 4.424243 4.1470124 -1.35650210 10.204582
#> lag1_var4 -3.511631 3.8617690 -8.89665162 1.929928
#> const 16.070894 10.0167843 3.21123927 29.468875
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.050545 0.8278779 1.168606 3.3308424
#> lag1_var2 -1.539802 2.0917695 -4.723619 0.7639034
#> lag1_var3 -1.819437 3.5879190 -7.290200 2.0806889
#> lag1_var4 2.028797 3.3383149 -1.653652 7.1158766
#> const -7.378777 8.0787646 -19.085379 2.0988249
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4392735 0.4603851 -0.2647686 0.9521978
#> lag1_var2 0.2894848 1.0923295 -1.0078626 1.8438072
#> lag1_var3 0.4600420 1.8824090 -1.7406761 3.1499873
#> lag1_var4 0.3322656 1.7510702 -2.1843039 2.3659844
#> const 0.9018189 4.9041579 -4.1560271 7.9468957
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003147517 0.0009612548 0.002076069 0.004626509
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003673582 0.001016817 -0.005122558 -0.002504018
#> Sigma[2,2] 0.030165710 0.008981731 0.017498668 0.042566386
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02050904 0.01029939 0.006463512 0.03409744
#> Sigma[3,2] -0.01340085 0.03012992 -0.056507350 0.02620227
#> Sigma[3,3] 0.60217879 0.12986235 0.437738814 0.74909841
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.019299896 0.01029913 0.005130108 0.03273955
#> Sigma[4,2] 0.004058203 0.03108892 -0.036311618 0.04648592
#> Sigma[4,3] 0.621624956 0.12672532 0.465656422 0.77086389
#> Sigma[4,4] 0.652442844 0.12459920 0.490767473 0.80761296
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95041317 0.04574273 0.90412120 1.0118602
#> lag1_var2 0.03998024 0.13517207 -0.15159126 0.1661118
#> lag1_var3 0.02674164 0.23839322 -0.31258840 0.2580434
#> lag1_var4 -0.02574331 0.23356255 -0.25234884 0.3071560
#> const 0.94736380 0.72744489 -0.03627592 1.7146749
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1398354 0.1061429 -0.2901851 -0.009882872
#> lag1_var2 1.0160554 0.2210902 0.7453163 1.321987901
#> lag1_var3 0.7623860 0.4630267 0.1910648 1.343402233
#> lag1_var4 -0.7326083 0.4372381 -1.2776518 -0.190998401
#> const 3.2610197 1.0843335 1.6331379 4.632048005
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5841422 0.7670801 -1.6892548 0.4758831
#> lag1_var2 2.0282318 2.0505882 -0.5217464 5.0355993
#> lag1_var3 5.4754925 4.1769851 0.1019491 11.5204611
#> lag1_var4 -4.4232487 4.0407976 -10.2219665 0.7800231
#> const 12.4405098 10.7039734 -3.1894113 24.9361751
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.699695 0.7923213 -1.84271362 0.4001178
#> lag1_var2 2.500295 2.1317097 -0.13172720 5.6207602
#> lag1_var3 5.772925 4.3907751 0.04160779 12.0636408
#> lag1_var4 -4.672535 4.2502987 -10.71146862 0.8731111
#> const 13.452146 11.2679017 -3.20302268 26.6083163
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004667165 0.0001347708 0.0003291295 0.000668457
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003368822 0.001264684 -0.005259637 -0.001839943
#> Sigma[2,2] 0.472592794 0.109211163 0.316950263 0.624846991
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004945148 0.001525185 0.003084019 0.007015201
#> Sigma[3,2] -0.229996498 0.065846185 -0.320683688 -0.145734308
#> Sigma[3,3] 0.208645942 0.059571191 0.143679186 0.296456998
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003321461 0.00165991 0.001462314 0.005478786
#> Sigma[4,2] 0.037387284 0.04825334 -0.025620797 0.100793410
#> Sigma[4,3] 0.087016310 0.03857182 0.051322780 0.156894429
#> Sigma[4,4] 0.117560970 0.03264427 0.085068522 0.168332381
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98721515 0.01283285 0.96773839 1.00198221
#> lag1_var2 -0.02114952 0.04587025 -0.07410890 0.04501844
#> lag1_var3 -0.04278429 0.08276977 -0.13719312 0.07808140
#> lag1_var4 0.03577587 0.08208840 -0.08618053 0.12870269
#> const 0.74097150 0.15164134 0.54271106 0.94338085
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.158119 0.7763486 -2.0316160 -0.0858679
#> lag1_var2 2.376417 1.6875381 0.1590062 4.7674419
#> lag1_var3 2.761575 3.1191483 -1.3744789 7.1639398
#> lag1_var4 -2.305862 2.9750319 -6.5227210 1.7228323
#> const 9.128354 8.9189249 -3.1362179 19.9820493
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85062052 0.341329 0.3547631 1.223953
#> lag1_var2 0.01091868 1.143334 -1.5403866 1.546944
#> lag1_var3 0.95510033 2.105298 -1.8814231 3.854253
#> lag1_var4 -0.42330590 2.087184 -3.3257121 2.400502
#> const 1.61416493 4.445591 -4.6172004 7.538235
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2233335 0.2687043 -0.04226535 0.6373649
#> lag1_var2 1.1205908 0.7791762 0.01959850 2.1475425
#> lag1_var3 2.1182412 1.4424173 0.07168732 4.0305855
#> lag1_var4 -1.3150149 1.3894373 -3.19466916 0.6358246
#> const 5.2697354 3.6688573 -1.01584489 8.2071386
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001078745 0.0003760012 0.0006873355 0.001646679
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00638349 0.002586577 -0.009253124 -0.002053326
#> Sigma[2,2] 0.18908965 0.042994464 0.141413438 0.255027857
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007147734 0.00310226 0.002055682 0.0104765
#> Sigma[3,2] -0.218131277 0.05850375 -0.309154079 -0.1597412
#> Sigma[3,3] 0.412203639 0.07849063 0.312686643 0.5275241
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005036353 0.00273800 0.0008773636 0.00800358
#> Sigma[4,2] -0.156757798 0.04880167 -0.2306486674 -0.10427495
#> Sigma[4,3] 0.384291322 0.07556170 0.2891030869 0.49877529
#> Sigma[4,4] 0.388012703 0.08211742 0.2834736115 0.50801677
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.935855810 0.02973514 0.88988665 0.97128084
#> lag1_var2 0.016341741 0.03005085 -0.02524817 0.05033887
#> lag1_var3 0.001073853 0.06531472 -0.09965490 0.07244005
#> lag1_var4 0.002747319 0.05906415 -0.06185021 0.09687556
#> const 1.017699405 0.29609851 0.64240135 1.46612008
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3107948 0.3514895 -0.10751498 0.8725196
#> lag1_var2 0.6899482 0.4622418 -0.04403077 1.2452656
#> lag1_var3 -0.4987573 0.9442892 -1.90903737 0.7031061
#> lag1_var4 0.3976299 0.8551448 -0.73300306 1.6425838
#> const -0.8616886 3.0902836 -5.35528866 2.9535561
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6487942 0.5140612 -1.541099 -0.1985386
#> lag1_var2 1.2062786 0.5910381 0.521339 2.1473428
#> lag1_var3 3.6711103 1.1625851 2.124790 5.2871899
#> lag1_var4 -2.5227172 1.0048153 -3.870367 -1.2047472
#> const 9.6195144 3.1969787 6.488295 14.7479151
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6530404 0.4737516 -1.4003623 -0.1106004
#> lag1_var2 1.5185682 0.4891794 0.8803579 2.2172422
#> lag1_var3 3.4554236 0.9824037 2.0455988 4.5537134
#> lag1_var4 -2.2625423 0.8330826 -3.1882839 -1.1054050
#> const 8.9637076 2.9584152 5.2750310 13.3379202
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008318779 0.0001241271 0.0006602764 0.0009789401
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007966083 0.003942323 -0.01213739 -0.001428898
#> Sigma[2,2] 0.444371646 0.081500071 0.37657886 0.571992126
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004530313 0.002469164 0.0004940586 0.007380662
#> Sigma[3,2] -0.288096092 0.062382642 -0.3988730133 -0.233541496
#> Sigma[3,3] 0.246869687 0.058767830 0.1889897021 0.349243134
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004940906 0.001106572 -0.002215903 0.0008181154
#> Sigma[4,2] -0.0120065975 0.034573210 -0.052874858 0.0383042893
#> Sigma[4,3] 0.0713525448 0.025366265 0.043884557 0.1084528458
#> Sigma[4,4] 0.0677206646 0.010944443 0.055561403 0.0819871598
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98073806 0.0242839 0.94265163 1.0023483
#> lag1_var2 0.06179532 0.1019313 -0.09268117 0.1852188
#> lag1_var3 0.09653152 0.1689805 -0.15917041 0.3012401
#> lag1_var4 -0.10438315 0.1706039 -0.30296965 0.1572693
#> const 1.04723353 0.4634736 0.46558489 1.6716774
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7926462 0.7439692 -1.696338 0.2767285
#> lag1_var2 0.4010555 1.4912049 -2.014268 2.1418817
#> lag1_var3 -0.7889965 2.4577481 -4.807505 1.9983626
#> lag1_var4 1.1430045 2.2827405 -1.632774 4.7841505
#> const 1.0411170 5.2730918 -6.510784 8.0936506
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0185095 0.6640012 0.03248862 1.8064939
#> lag1_var2 0.2108344 1.2390622 -0.83059661 2.4808709
#> lag1_var3 1.2441144 2.0636465 -0.40956016 5.0502049
#> lag1_var4 -0.7397789 1.8929224 -4.24445368 0.6904121
#> const 1.5699955 5.8159925 -3.41040154 11.5239921
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5546014 0.2633948 0.2098702 0.9054023
#> lag1_var2 0.1812376 0.6908511 -0.9211102 1.0211113
#> lag1_var3 0.3076755 1.1438094 -1.4874254 1.7343499
#> lag1_var4 0.4302468 1.1024494 -0.9254662 2.1825088
#> const 0.5647002 4.0740393 -4.7406757 6.2483587
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01056946 0.002686591 0.008140351 0.01505551
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02029766 0.02544294 -0.04969608 0.01559663
#> Sigma[2,2] 2.26699941 0.42480493 1.62060977 2.78291424
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0211456 0.01576774 -0.04042913 0.0009916686
#> Sigma[3,2] -1.2856023 0.40565291 -1.82907404 -0.6918828328
#> Sigma[3,3] 1.5007598 0.42955640 0.98705254 2.1184455605
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03907701 0.01330435 -0.05691782 -0.02167718
#> Sigma[4,2] 0.22537387 0.28879812 -0.23289871 0.47581802
#> Sigma[4,3] 0.75605021 0.23652965 0.50411865 1.13034175
#> Sigma[4,4] 1.03667768 0.23781737 0.83309148 1.42989045
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9069893 0.03437297 0.86577760 0.955665827
#> lag1_var2 0.1044320 0.06593702 0.02878298 0.197141819
#> lag1_var3 0.1275143 0.09918197 0.01343755 0.262652213
#> lag1_var4 -0.1223489 0.09438942 -0.24465668 -0.004949314
#> const 1.5441083 0.55111634 0.81721777 2.279129668
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4840707 0.4118641 -1.11438176 0.04330069
#> lag1_var2 2.3883915 1.0558030 0.89777197 3.70550551
#> lag1_var3 2.3500326 1.5864811 0.07459117 4.28312830
#> lag1_var4 -2.2369943 1.4957838 -4.03579781 -0.04491733
#> const 6.0343753 9.8977204 -6.95822522 21.67220973
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2316083 0.3690502 -0.2546727 0.7975225
#> lag1_var2 -0.3404286 0.9134478 -1.6603470 0.9495682
#> lag1_var3 0.2610881 1.3860765 -1.7343101 2.2186472
#> lag1_var4 0.6427428 1.2637930 -1.1455677 2.4713125
#> const -1.2538158 6.9187592 -12.8522289 6.4611892
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1063779 0.3359456 -0.5776837 0.3475005
#> lag1_var2 0.8701004 0.5074906 0.2097757 1.5117279
#> lag1_var3 1.2435772 0.7820431 0.2176756 2.2077486
#> lag1_var4 -0.2256410 0.7109645 -1.1621907 0.6899756
#> const 0.3971343 5.6969340 -6.6857601 9.3813122
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005554304 0.000173046 0.0004159989 0.0008591528
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007531528 0.002982024 -0.01240421 -0.003900423
#> Sigma[2,2] 0.621334574 0.141039537 0.45948659 0.780081876
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004733444 0.002427881 0.001525256 0.007974227
#> Sigma[3,2] -0.455207606 0.115668565 -0.608123093 -0.327159557
#> Sigma[3,3] 0.371226268 0.099598335 0.266813952 0.520078077
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006608501 0.0008928892 -0.001932789 0.0005811143
#> Sigma[4,2] -0.0135370726 0.0305919733 -0.059864979 0.0256122695
#> Sigma[4,3] 0.0502673771 0.0269944839 0.021936884 0.0954073170
#> Sigma[4,4] 0.0441539858 0.0081243756 0.034979534 0.0570583630
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96620929 0.01228123 0.94981153 0.98270130
#> lag1_var2 0.06231693 0.04223318 0.01070825 0.12369210
#> lag1_var3 0.08358800 0.05887976 0.01184916 0.16802788
#> lag1_var4 -0.08692440 0.05757782 -0.16972049 -0.01624454
#> const 1.10212501 0.22395242 0.78351600 1.42288811
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3806198 0.313299 -0.1027047 0.7384849
#> lag1_var2 -2.6972885 1.310431 -4.0419423 -1.0096673
#> lag1_var3 -4.6761651 1.821636 -6.4987783 -2.2634707
#> lag1_var4 4.7265699 1.792310 2.3744847 6.5431686
#> const -11.3084788 5.559903 -17.2811152 -2.6085653
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2679544 0.1810008 -0.4878322 0.01565237
#> lag1_var2 2.5071744 0.8712815 1.4260036 3.45268479
#> lag1_var3 4.1403680 1.2029801 2.6104118 5.44394818
#> lag1_var4 -3.2239900 1.1897959 -4.4986180 -1.72053749
#> const 11.0850679 3.8005224 4.6469849 14.46880543
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02501171 0.07799698 -0.09542341 0.1060113
#> lag1_var2 0.13137458 0.29175717 -0.21573572 0.5854099
#> lag1_var3 0.16940582 0.41053130 -0.29658138 0.8304883
#> lag1_var4 0.80588016 0.39424180 0.17302815 1.2570975
#> const 0.85485703 1.07339240 -0.92453564 2.0001705
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004375256 0.0001176283 0.0002765467 0.0006013351
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001667224 0.0007434313 -0.002729399 -0.0008380184
#> Sigma[2,2] 0.035742652 0.0071531492 0.025741981 0.0454114946
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005272094 0.001274208 -0.00136808 0.001980885
#> Sigma[3,2] -0.0295783991 0.014576034 -0.05201417 -0.014437230
#> Sigma[3,3] 0.1135675020 0.030735535 0.08294878 0.163288266
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004436783 0.001218413 -0.002277327 0.0008461246
#> Sigma[4,2] -0.0106049201 0.013032452 -0.028487708 0.0056120453
#> Sigma[4,3] 0.1005863003 0.025526553 0.074061608 0.1395344821
#> Sigma[4,4] 0.0978315357 0.022353468 0.073664501 0.1331644092
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95540725 0.01650881 0.9312710054 0.973951585
#> lag1_var2 0.05548387 0.04728637 -0.0005433336 0.131429658
#> lag1_var3 0.10009858 0.08864445 -0.0070211925 0.242796186
#> lag1_var4 -0.10185627 0.08628997 -0.2404987223 0.002320644
#> const 1.17980842 0.26059895 0.7992827903 1.514657828
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27989810 0.1793802 0.03506402 0.5232345
#> lag1_var2 0.04769732 0.5364892 -0.72427546 0.7633804
#> lag1_var3 -0.73061557 0.9563677 -1.98943021 0.4528066
#> lag1_var4 0.68632147 0.9246317 -0.46031022 1.9109032
#> const -1.14799728 2.2368587 -4.44586227 1.5368262
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8758849 0.3077005 -1.330015 -0.5036763
#> lag1_var2 2.2088249 0.9330440 1.073941 3.5610528
#> lag1_var3 3.9414317 1.7459498 1.598404 6.3954032
#> lag1_var4 -2.8173811 1.6873880 -5.189319 -0.5423326
#> const 9.8354745 4.0325494 4.459710 15.6776782
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7455684 0.2636846 -1.136993 -0.4399456
#> lag1_var2 2.0686754 0.8186415 1.197231 3.3235281
#> lag1_var3 3.2027832 1.3989923 1.524201 5.1970088
#> lag1_var4 -2.0714815 1.3493833 -3.990820 -0.4400413
#> const 7.8852599 3.1857319 3.349447 12.1532854
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001219234 0.0002943937 0.0007860314 0.001619945
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003809587 0.002548954 -0.007088787 -5.708951e-05
#> Sigma[2,2] 0.255861517 0.063167290 0.190899892 3.528164e-01
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002754882 0.001990563 -0.0001061344 0.00542136
#> Sigma[3,2] -0.202200758 0.051936403 -0.2795989724 -0.14310560
#> Sigma[3,3] 0.170762595 0.042921158 0.1196260686 0.23166672
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005044691 0.0007171399 -0.0003007299 0.001518042
#> Sigma[4,2] -0.0527246063 0.0169166998 -0.0735622866 -0.029446376
#> Sigma[4,3] 0.0534363207 0.0136471480 0.0354424970 0.069772800
#> Sigma[4,4] 0.0236002603 0.0040420698 0.0186950833 0.028266358
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96564367 0.03565417 0.91562215 1.01238498
#> lag1_var2 -0.03492131 0.04744885 -0.10203073 0.02014106
#> lag1_var3 -0.04961457 0.08529491 -0.16911296 0.05747727
#> lag1_var4 0.05024093 0.07997580 -0.06018209 0.15954656
#> const 0.76068639 0.25968553 0.39232291 1.09646491
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1799573 0.8361007 -1.0080802 1.3269391
#> lag1_var2 1.9148954 0.6703899 0.9539149 2.6421564
#> lag1_var3 1.7638198 1.1534516 0.1182030 3.0248566
#> lag1_var4 -1.9163944 0.9791327 -3.0217321 -0.4755923
#> const 6.2835206 4.6370986 0.5901051 12.9825440
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1726628 0.6581710 -0.7274669 1.1635932
#> lag1_var2 -0.9645725 0.5743134 -1.6186630 -0.1322400
#> lag1_var3 -0.7913523 1.0020368 -1.9488689 0.6719583
#> lag1_var4 1.7692041 0.8735702 0.5313223 2.8245447
#> const -2.9512804 3.7776097 -8.3597781 1.7261588
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3181352 0.1990817 0.08141771 0.6209192
#> lag1_var2 -0.2038877 0.2113579 -0.43955554 0.1398967
#> lag1_var3 -0.3853147 0.3739922 -0.82191975 0.2187974
#> lag1_var4 1.2940251 0.3440140 0.75036514 1.7203216
#> const -1.3389218 1.1660502 -2.81448121 0.1428936
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004668236 0.001063761 0.003239813 0.00606993
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003435851 0.001448738 -0.00567586 -0.001627638
#> Sigma[2,2] 0.016733625 0.004515690 0.01226065 0.023300551
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001558876 0.002178783 -0.001521598 0.004539815
#> Sigma[3,2] -0.012797915 0.003141386 -0.018046930 -0.009791378
#> Sigma[3,3] 0.024902480 0.004707210 0.019487271 0.031460797
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004127078 0.001968150 -0.003336654 0.0017976571
#> Sigma[4,2] -0.0034265191 0.001774613 -0.005986363 -0.0009449758
#> Sigma[4,3] 0.0182814778 0.004724823 0.013945196 0.0260548811
#> Sigma[4,4] 0.0169543314 0.005221707 0.012427248 0.0260718980
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9759898 0.04572565 0.9208394 1.0415409
#> lag1_var2 0.1326510 0.23784133 -0.1336226 0.4765636
#> lag1_var3 0.1185508 0.38266474 -0.3173044 0.6884973
#> lag1_var4 -0.1373863 0.38810508 -0.7204838 0.2941137
#> const 1.3742038 1.06861183 0.2426130 2.9054071
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.005828945 0.07169518 -0.07805279 0.1128100
#> lag1_var2 0.538532867 0.33534043 0.05622022 0.9630243
#> lag1_var3 0.109402207 0.62688293 -0.81999397 0.9152468
#> lag1_var4 -0.094139926 0.63242210 -0.90611067 0.8371262
#> const 0.721489640 1.82657799 -1.78552479 2.7741146
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09225573 0.1215546 -0.19487236 0.1073807
#> lag1_var2 0.92113610 0.5323108 0.08175869 1.3787256
#> lag1_var3 1.88755569 0.9677190 0.37278081 2.7924870
#> lag1_var4 -0.96556237 0.9780986 -1.87624995 0.5607045
#> const 4.90472115 3.0795304 0.48081018 8.1632103
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08858684 0.09695433 -0.1733437 0.0812225
#> lag1_var2 1.06206238 0.37544495 0.4621751 1.4424618
#> lag1_var3 1.63521279 0.66642710 0.6431852 2.4140159
#> lag1_var4 -0.68359387 0.67268247 -1.4811411 0.3155773
#> const 4.07026546 2.24397405 0.9065902 6.5911523
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02524787 0.003732936 0.02035926 0.03078152
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004397527 0.006920359 -0.01436709 0.004409961
#> Sigma[2,2] 0.032014520 0.006973741 0.02263363 0.040753842
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005750198 0.02225812 -0.02852168 0.03349824
#> Sigma[3,2] -0.093217191 0.01967432 -0.11863834 -0.06854995
#> Sigma[3,3] 0.357082801 0.09416278 0.25535269 0.50435791
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003802184 0.02080745 -0.02861655 0.02920827
#> Sigma[4,2] -0.083034349 0.01838125 -0.10805087 -0.06025766
#> Sigma[4,3] 0.335340549 0.09263025 0.23462814 0.48091984
#> Sigma[4,4] 0.317621092 0.09131030 0.21858460 0.46135228
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9325186 0.02432522 0.90274346 0.96295356
#> lag1_var2 -0.1929643 0.18540126 -0.40187182 0.04845145
#> lag1_var3 -0.4529942 0.36687413 -0.87226864 0.09189550
#> lag1_var4 0.4753424 0.37325347 -0.07813178 0.90653729
#> const -0.1434031 0.99125310 -1.81965392 0.81656818
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02606984 0.0284653 -0.01399685 0.06154301
#> lag1_var2 0.98199344 0.1420736 0.83385788 1.21928442
#> lag1_var3 0.68791221 0.3148937 0.30654689 1.14422948
#> lag1_var4 -0.68430190 0.3117765 -1.13064149 -0.30927915
#> const 2.54995371 1.1035864 1.39739167 4.29301330
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2156963 0.09479611 -0.3144240 -0.06223623
#> lag1_var2 1.4464241 0.52696791 0.5970988 2.10010229
#> lag1_var3 2.6604766 1.03770183 1.2033780 4.10235059
#> lag1_var4 -1.7869780 1.04906469 -3.2390124 -0.30249737
#> const 7.7021777 3.65337567 1.7114437 11.53352852
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2197834 0.08799652 -0.3089617 -0.07525719
#> lag1_var2 1.8329811 0.50554145 1.0296452 2.49103157
#> lag1_var3 2.7152055 0.98850478 1.3526806 4.14685565
#> lag1_var4 -1.8139224 1.00046327 -3.2538847 -0.42715135
#> const 7.9307722 3.33442995 2.5506286 11.62177044
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001932904 0.0005857483 0.00128799 0.002845162
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05689935 0.01936248 -0.08845288 -0.03387687
#> Sigma[2,2] 3.85039400 0.99621887 2.47662396 5.12885821
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03524273 0.0115214 0.02257493 0.05420318
#> Sigma[3,2] -2.07226829 0.5908346 -2.93414686 -1.27686992
#> Sigma[3,3] 1.24008380 0.3539403 0.79989436 1.79117453
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006450215 0.002572907 0.003506958 0.01021507
#> Sigma[4,2] -0.074295791 0.168583405 -0.318632532 0.12181650
#> Sigma[4,3] 0.181220495 0.101116798 0.058670294 0.33148586
#> Sigma[4,4] 0.161729991 0.035753998 0.111577224 0.20683182
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91642857 0.06505112 0.82060434 0.9817374
#> lag1_var2 0.07686119 0.07884242 -0.01265019 0.2042925
#> lag1_var3 0.15362362 0.15442344 -0.01972195 0.4043560
#> lag1_var4 -0.13782606 0.13360083 -0.35233356 0.0240204
#> const 1.40349795 0.50051753 0.74614555 2.1332468
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.541593 1.966613 -0.4179054 4.8192768
#> lag1_var2 -2.382748 2.305979 -6.5827626 -0.6474313
#> lag1_var3 -6.444635 4.496334 -14.6199982 -3.0083969
#> lag1_var4 6.074303 3.853544 3.1057320 12.9058465
#> const -20.084002 15.634977 -44.6419957 -4.1366690
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5802391 1.275557 -2.5926548 0.9716135
#> lag1_var2 2.0335162 1.470373 0.4538691 4.5290841
#> lag1_var3 4.9376168 2.880773 1.8079726 9.8026983
#> lag1_var4 -3.9432228 2.453796 -7.9759191 -1.2861008
#> const 15.3869845 9.704907 4.1618208 29.2282518
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2149372 0.5089808 -0.5342622 0.8336598
#> lag1_var2 0.5697877 0.7078774 -0.3830863 1.5886899
#> lag1_var3 1.1675493 1.3897595 -0.6965929 3.1671194
#> lag1_var4 -0.3333023 1.2231821 -2.0611948 1.3892568
#> const 3.5070667 3.8336293 -0.3087074 9.5885970
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003256422 0.0001121099 0.0002285428 0.0005090463
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002634827 0.001188124 -0.004296213 -0.001455454
#> Sigma[2,2] 0.080763222 0.020813145 0.057353872 0.111513296
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001012785 0.005827596 -0.007171705 0.008912862
#> Sigma[3,2] -0.094261529 0.054990057 -0.178769619 -0.036844634
#> Sigma[3,3] 1.058593477 0.241738221 0.739661414 1.400211071
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005569891 0.005975512 -0.009072463 0.00725413
#> Sigma[4,2] -0.0471606793 0.055243462 -0.130938716 0.01947051
#> Sigma[4,3] 1.0301575664 0.242304388 0.729363497 1.39998415
#> Sigma[4,4] 1.0300417085 0.246482267 0.753130963 1.43095697
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975882286 0.007474409 0.96780996 0.98706511
#> lag1_var2 0.007261533 0.055447675 -0.08816230 0.06607460
#> lag1_var3 -0.009286778 0.084694427 -0.15200445 0.08667205
#> lag1_var4 0.004921273 0.084499213 -0.09001234 0.14793880
#> const 0.860564439 0.162059752 0.60480372 1.03473564
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1805420 0.0992619 0.04360473 0.2919436
#> lag1_var2 -0.5281558 0.6238998 -1.09321860 0.4763293
#> lag1_var3 -1.6495306 1.0148686 -2.69700523 -0.1019201
#> lag1_var4 1.6593255 1.0123424 0.12321802 2.6917090
#> const -3.6077890 2.2049390 -6.34520585 -0.3966600
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.108754 0.4845263 -1.563267 -0.3011277
#> lag1_var2 7.760825 2.7775487 2.971527 10.2176194
#> lag1_var3 11.607139 4.5394975 4.317972 15.8021156
#> lag1_var4 -10.795863 4.5369892 -15.016181 -3.4958473
#> const 35.400004 12.1269987 15.644523 47.4820372
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.019699 0.4756211 -1.486876 -0.2091865
#> lag1_var2 7.443027 2.6366919 2.981228 10.1016834
#> lag1_var3 10.553463 4.3026244 3.721178 15.0966640
#> lag1_var4 -9.722040 4.3031877 -14.289085 -2.8873758
#> const 32.766348 12.0065595 13.333377 45.6767544
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006286253 0.0002168121 0.0003820554 0.0009619053
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002674813 0.008396158 -0.01545891 0.007254759
#> Sigma[2,2] 2.904393066 0.672420833 2.04793816 3.929930851
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003659453 0.006580229 -0.004112901 0.01293609
#> Sigma[3,2] -1.715415683 0.505974953 -2.498762171 -1.08531636
#> Sigma[3,3] 1.988754201 0.692035363 1.229739322 3.10596460
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002432615 0.003055238 -0.001610467 0.006763601
#> Sigma[4,2] 0.210596712 0.276820669 -0.228506537 0.496601192
#> Sigma[4,3] 0.943493318 0.441994772 0.496745172 1.632304591
#> Sigma[4,4] 1.187933278 0.362620971 0.738394010 1.694540481
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94267317 0.008677877 0.92898881 0.95157756
#> lag1_var2 0.03261174 0.013961216 0.01228725 0.05137312
#> lag1_var3 0.04483391 0.021065767 0.01449825 0.07197753
#> lag1_var4 -0.04056327 0.019528579 -0.06553831 -0.01198449
#> const 0.98708037 0.117488409 0.85490105 1.14773622
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1565144 0.9602216 -1.304834 1.210691
#> lag1_var2 0.4750706 2.1737817 -2.892499 2.799250
#> lag1_var3 -0.5253791 3.2402796 -5.489080 3.060797
#> lag1_var4 0.5948225 3.0660726 -2.841223 5.247200
#> const 0.5937045 9.9608700 -12.641044 15.372161
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2080146 0.8482869 -1.5054530 0.7995972
#> lag1_var2 1.1625464 2.0361140 -1.2168589 4.3316517
#> lag1_var3 2.7099064 3.0363159 -0.9104409 7.3729920
#> lag1_var4 -1.7724359 2.8477617 -6.1594022 1.6380100
#> const 7.8055971 8.1721259 -1.7633649 18.8350491
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3014267 0.3926179 -0.8416657 0.2185569
#> lag1_var2 1.0877052 0.9569379 -0.1532758 2.3693891
#> lag1_var3 1.7951581 1.4544118 -0.2014880 3.6676160
#> lag1_var4 -0.7851862 1.3769521 -2.5476890 1.1064072
#> const 6.2926889 6.9204246 -3.2123145 16.0422246
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005025453 0.001098718 0.003974676 0.006943511
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009928908 0.005879909 -0.01749177 -0.002629172
#> Sigma[2,2] 0.355743547 0.067670994 0.26840613 0.458710384
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0139670 0.006977159 0.004263206 0.02386523
#> Sigma[3,2] -0.2245446 0.067074049 -0.313705787 -0.13379189
#> Sigma[3,3] 0.5105443 0.124528684 0.359177267 0.70749869
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009661082 0.008601211 -0.003760385 0.01978208
#> Sigma[4,2] -0.047670745 0.053071687 -0.122651495 0.01787043
#> Sigma[4,3] 0.457042973 0.131632684 0.319115841 0.67071367
#> Sigma[4,4] 0.501458640 0.160297755 0.348232426 0.75683820
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9547717 0.04697179 0.89082176 1.02897546
#> lag1_var2 0.1351374 0.07628476 0.02411349 0.24418741
#> lag1_var3 0.2640263 0.15951894 0.05423014 0.50381218
#> lag1_var4 -0.2676200 0.14807869 -0.49291810 -0.07586109
#> const 1.4130350 0.57220612 0.64065664 2.30356367
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2397276 0.4369830 -0.9583449 0.2959066
#> lag1_var2 1.3331157 0.6855026 0.4089257 2.3580056
#> lag1_var3 0.9185396 1.2859274 -0.7538858 2.8365611
#> lag1_var4 -0.8670981 1.1753351 -2.6130581 0.6478790
#> const 4.5593378 4.1821284 -0.6308894 11.3186937
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15882857 0.6346713 -0.6497586 0.985950
#> lag1_var2 -0.17146273 1.0067562 -1.4683365 1.023593
#> lag1_var3 1.03793613 1.8298383 -1.2498209 3.132964
#> lag1_var4 -0.06679026 1.6736587 -2.0129341 2.016414
#> const 0.23940175 6.2863282 -8.6943494 9.445480
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05722563 0.6604832 -0.8570300 0.8053845
#> lag1_var2 0.16994928 1.0575331 -0.9963655 1.5810722
#> lag1_var3 0.91018293 1.8996948 -1.0197459 3.5284711
#> lag1_var4 0.12898119 1.7442849 -2.3175888 1.8766952
#> const 0.39746950 6.3983807 -6.2606618 11.0231332
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001032508 0.0002260673 0.0007235525 0.001333355
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02448876 0.004110306 -0.02956964 -0.01815334
#> Sigma[2,2] 0.98176100 0.162740020 0.74456738 1.18617150
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01758596 0.003882977 0.01233021 0.02287067
#> Sigma[3,2] -0.62554383 0.122124138 -0.78775155 -0.43068117
#> Sigma[3,3] 0.65516530 0.149066379 0.44243505 0.83219718
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002691721 0.002123581 0.0007288142 0.006301387
#> Sigma[4,2] -0.024842659 0.071434267 -0.1209124711 0.069091019
#> Sigma[4,3] 0.284590645 0.094005987 0.1696342001 0.412870380
#> Sigma[4,4] 0.282221649 0.058625586 0.2045247100 0.363453042
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95439766 0.01796509 0.92968423 0.97890096
#> lag1_var2 0.05373591 0.06886324 -0.04230326 0.14465178
#> lag1_var3 0.07471193 0.11306511 -0.08346258 0.21957106
#> lag1_var4 -0.07240702 0.11115652 -0.21495447 0.08324749
#> const 1.04464102 0.33680151 0.56411996 1.51900599
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1616383 0.4778066 -0.373328 0.9321471
#> lag1_var2 -1.2345109 2.8156423 -5.654719 2.0239170
#> lag1_var3 -3.2363034 4.7070465 -10.632117 2.2235652
#> lag1_var4 3.2942576 4.6809547 -2.170987 10.6203043
#> const -6.5897603 10.9923089 -22.747235 7.2910463
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01579008 0.4316654 -0.666597 0.502923
#> lag1_var2 1.00268909 2.3166173 -1.150926 4.629153
#> lag1_var3 2.43923198 3.8621537 -1.101495 8.480674
#> lag1_var4 -1.53702215 3.8267310 -7.529173 1.921233
#> const 5.62076101 8.8802707 -3.910998 18.753066
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08455839 0.2892533 -0.335497 0.4364654
#> lag1_var2 0.03431246 1.3918583 -1.836659 1.7964983
#> lag1_var3 0.11225435 2.2746820 -3.007580 2.9601648
#> lag1_var4 0.84735907 2.2464143 -1.979314 3.9279718
#> const 0.20169476 5.7591831 -7.456920 7.3831321
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008802007 0.0002524415 0.0006127247 0.001284692
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01953868 0.007374688 -0.03067316 -0.01160781
#> Sigma[2,2] 1.24727372 0.373391090 0.84317656 1.74949210
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01974574 0.008998826 0.007939144 0.03091259
#> Sigma[3,2] -1.05466964 0.391446473 -1.588280986 -0.56382325
#> Sigma[3,3] 2.43408800 0.481926317 1.828201364 3.07519883
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008525146 0.006360916 0.0006791083 0.01844598
#> Sigma[4,2] -0.306812416 0.253939382 -0.6611273490 0.04172146
#> Sigma[4,3] 1.883209377 0.451224845 1.3158022493 2.48846376
#> Sigma[4,4] 1.785823383 0.441612982 1.1938003787 2.38199439
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94757581 0.01259930 0.92866443 0.96167424
#> lag1_var2 0.06635454 0.03381486 0.02322247 0.11742086
#> lag1_var3 0.09180469 0.05379936 0.02054281 0.17182191
#> lag1_var4 -0.09246640 0.05247300 -0.17022849 -0.02293591
#> const 1.27035641 0.28186212 0.86140340 1.57477368
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.210520 0.5834755 0.4538686 1.9721447
#> lag1_var2 -2.519215 1.5337155 -4.1497313 -0.1767127
#> lag1_var3 -5.098496 2.3266567 -7.5253134 -1.5574389
#> lag1_var4 4.915364 2.2632386 1.4252469 7.2307816
#> const -15.456171 9.4521826 -26.9494785 -2.0748819
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9597541 0.7717691 -2.206847 -0.1931933
#> lag1_var2 4.4098747 2.3649606 1.537802 7.9319608
#> lag1_var3 7.6161469 3.7590247 3.034299 13.0535815
#> lag1_var4 -6.5843787 3.6534679 -11.855902 -2.0938862
#> const 19.5222196 13.0224189 4.181601 38.9820215
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2210333 0.5954209 -1.2364609 0.335980
#> lag1_var2 2.7499792 1.9662253 0.2974165 5.377252
#> lag1_var3 4.2832729 3.1803597 0.4326565 8.529371
#> lag1_var4 -3.3453549 3.0908830 -7.4721778 0.453534
#> const 8.9823137 9.6537350 -0.5608098 25.703592
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001827616 0.0004105334 0.001323391 0.002414977
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02185431 0.01305607 -0.03904859 -0.002327268
#> Sigma[2,2] 1.93985714 0.30896700 1.48265357 2.285064404
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0126448 0.008912538 0.0002079583 0.02544844
#> Sigma[3,2] -1.1566375 0.262830293 -1.4647620126 -0.73384897
#> Sigma[3,3] 1.2015058 0.280888169 0.8090429495 1.63486956
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001114036 0.005882509 -0.007744183 0.008787542
#> Sigma[4,2] -0.166170067 0.138588064 -0.349868109 0.045933565
#> Sigma[4,3] 0.678938939 0.196568537 0.480646798 1.001891201
#> Sigma[4,4] 0.671937566 0.202088123 0.483414352 0.996712374
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94398616 0.03283018 0.900196305 0.983726070
#> lag1_var2 0.06673544 0.05724597 -0.007705807 0.147996046
#> lag1_var3 0.12958806 0.10903181 -0.013471096 0.284902176
#> lag1_var4 -0.12722304 0.09948822 -0.269040710 0.003689627
#> const 1.28668827 0.31445472 0.859954147 1.664071236
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.276435 0.8756501 -2.48264315 -0.03565925
#> lag1_var2 2.671194 1.5446813 0.08789702 4.21646132
#> lag1_var3 3.356812 3.0993697 -1.77505373 6.51500796
#> lag1_var4 -2.936785 2.8930181 -5.98667909 1.81051040
#> const 10.104480 12.6013260 -2.39313192 30.38372432
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4116304 0.6267913 -0.3498655 1.380644
#> lag1_var2 0.1891094 1.0236944 -1.2046930 1.534224
#> lag1_var3 1.3833763 2.1070494 -1.4689553 4.170464
#> lag1_var4 -0.6276550 1.9572810 -3.1831147 2.040038
#> const 2.8523081 7.9815192 -10.6337484 10.726634
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081544 0.3343505 -0.6622438 0.2782076
#> lag1_var2 1.4496307 0.7348882 0.3623977 2.4435990
#> lag1_var3 2.8978136 1.4426112 0.7134187 4.8153889
#> lag1_var4 -1.8762846 1.3310584 -3.6906069 0.1082905
#> const 7.1120941 2.7449297 2.5404047 9.8987366
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001549669 0.0004160247 0.001228222 0.002223002
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008485977 0.00391126 -0.01338769 -0.002860878
#> Sigma[2,2] 0.305887722 0.05575733 0.22981496 0.382515192
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005077861 0.002724897 0.001655059 0.008982515
#> Sigma[3,2] -0.209751147 0.041694337 -0.258304969 -0.143988274
#> Sigma[3,3] 0.182709313 0.036066997 0.121475553 0.222056123
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003496838 0.001334217 -0.00216618 0.001416736
#> Sigma[4,2] -0.0185418695 0.018164716 -0.04652613 0.003870707
#> Sigma[4,3] 0.0549530947 0.016338726 0.03242948 0.076083450
#> Sigma[4,4] 0.0472594420 0.011812324 0.03399251 0.064941424
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97379946 0.03343633 0.92554438 1.01914616
#> lag1_var2 0.01962438 0.04415116 -0.04020128 0.07169890
#> lag1_var3 0.02396607 0.06617588 -0.06699060 0.10143138
#> lag1_var4 -0.03105738 0.05973712 -0.10424305 0.05026589
#> const 1.02596527 0.30245331 0.55886430 1.34725610
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5275102 0.3365382 0.1048555 0.9679064
#> lag1_var2 1.8835725 0.4606082 1.2669990 2.5220020
#> lag1_var3 1.4282736 0.7208543 0.4702570 2.4223204
#> lag1_var4 -1.6741416 0.6589871 -2.6283518 -0.7841397
#> const 4.4463388 2.5828265 1.3538943 8.2056070
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2909151 0.2951903 -0.68946276 0.05304042
#> lag1_var2 -0.2837243 0.4608538 -1.01488303 0.22630374
#> lag1_var3 0.4163352 0.7093368 -0.70440926 1.20909649
#> lag1_var4 0.6538273 0.6749980 -0.08151832 1.70729867
#> const 0.8919408 2.8607822 -3.55881957 3.81146892
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06333567 0.2470304 -0.2807568 0.3700681
#> lag1_var2 0.52892140 0.3483363 0.1634719 1.1019726
#> lag1_var3 0.69995165 0.5267920 0.1337711 1.5682960
#> lag1_var4 0.23861634 0.4804442 -0.5459498 0.7501585
#> const 1.59618856 1.8886732 -0.7042798 4.0974162
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009748748 0.0001533921 0.0007662657 0.00117912
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02148654 0.006576982 -0.03002034 -0.01101385
#> Sigma[2,2] 1.13234056 0.218999153 0.81878999 1.45750224
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02146687 0.006505368 0.01023283 0.02794573
#> Sigma[3,2] -0.93492572 0.190669172 -1.15537324 -0.66340765
#> Sigma[3,3] 1.35791454 0.171560950 1.14487019 1.59387929
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01077107 0.004834346 0.003191524 0.01651535
#> Sigma[4,2] -0.37212714 0.147623487 -0.581142240 -0.21328310
#> Sigma[4,3] 0.93452978 0.147954026 0.735351511 1.13682166
#> Sigma[4,4] 0.79511826 0.181228797 0.585759121 1.09386431
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98306786 0.01728504 0.96202112 1.00636995
#> lag1_var2 -0.02809750 0.04133120 -0.08264718 0.02624238
#> lag1_var3 -0.04376847 0.07943583 -0.14896097 0.05823084
#> lag1_var4 0.03931499 0.07508717 -0.05829601 0.13742483
#> const 0.72555230 0.23265932 0.45076309 1.03010450
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07344578 0.5003253 -0.6449488 0.5266002
#> lag1_var2 0.59235729 1.1508831 -0.8825336 2.2059296
#> lag1_var3 -0.65272638 2.2243112 -3.6146511 2.4406350
#> lag1_var4 0.58237279 2.0898692 -2.2966645 3.4017207
#> const 2.21455149 6.6591610 -5.7833151 10.0652359
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2741584 0.4861659 -0.3504501 0.9336773
#> lag1_var2 -0.7218891 1.3014808 -2.1698402 1.3303571
#> lag1_var3 -0.2574942 2.5000742 -2.9304414 3.7848430
#> lag1_var4 1.2220964 2.3392251 -2.5611247 3.7229610
#> const -4.2521326 6.2595178 -11.7146975 4.2405929
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3899753 0.3345508 -0.0314747 0.8374149
#> lag1_var2 -0.8058693 0.9185730 -1.8169892 0.5419455
#> lag1_var3 -1.3402486 1.7515571 -3.2197253 1.2923845
#> lag1_var4 2.2779242 1.6382480 -0.1612514 4.0721504
#> const -5.5414185 4.3245654 -11.0171068 0.3783205
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00144472 0.0003744078 0.00111781 0.0020665
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004984503 0.002649439 -0.008421483 -0.001341202
#> Sigma[2,2] 0.266359957 0.043805944 0.205532426 0.312581149
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001624693 0.003029091 -0.001864482 0.006073161
#> Sigma[3,2] -0.151217274 0.043942189 -0.216020770 -0.102343781
#> Sigma[3,3] 0.478591678 0.091662623 0.382547159 0.616096672
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001841386 0.004012889 -0.00650909 0.003941848
#> Sigma[4,2] 0.026088515 0.042850051 -0.01750481 0.092101337
#> Sigma[4,3] 0.399800587 0.093727028 0.28780673 0.539153294
#> Sigma[4,4] 0.440480156 0.096921874 0.29619938 0.572540257
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00639123 0.01485540 0.98846958 1.02671110
#> lag1_var2 -0.04963280 0.07118425 -0.14615234 0.04732988
#> lag1_var3 -0.07497907 0.11320234 -0.22229211 0.08211744
#> lag1_var4 0.06276760 0.11231662 -0.09568987 0.20655132
#> const 0.68069772 0.33198381 0.14408529 1.04471728
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5324898 0.2153438 -0.8293233 -0.2562801
#> lag1_var2 2.7390028 0.9249334 1.2835211 3.8823309
#> lag1_var3 2.8255849 1.4771715 0.5044765 4.6404799
#> lag1_var4 -2.7465367 1.4447573 -4.4984464 -0.4762382
#> const 9.8762103 3.7811087 5.2294728 15.4184491
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5760414 0.2961787 0.1569856 0.9811875
#> lag1_var2 0.5990294 0.8576841 -0.3238994 1.8493190
#> lag1_var3 1.9534425 1.3884134 0.4931961 4.0139245
#> lag1_var4 -1.2712354 1.3486056 -3.3256650 0.1722837
#> const 5.7747469 2.8613107 2.3145747 9.6638020
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2273094 0.2786302 -0.1412397 0.6398903
#> lag1_var2 2.2255787 0.8647755 1.2286410 3.5069757
#> lag1_var3 3.5529702 1.3726738 2.0790202 5.6272099
#> lag1_var4 -2.8025099 1.3816285 -4.8915759 -1.2754312
#> const 11.1992148 4.3032711 5.9697422 18.0002573
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007201008 0.0001938279 0.0005483315 0.001026592
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007078326 0.001670869 -0.009175582 -0.004812267
#> Sigma[2,2] 0.215957255 0.046224428 0.152499479 0.275525000
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01068956 0.002181565 0.007383978 0.01334557
#> Sigma[3,2] -0.23520285 0.042846576 -0.297181851 -0.18243014
#> Sigma[3,3] 0.39716371 0.062696705 0.295804577 0.46833880
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007456697 0.001723311 0.004991086 0.009676711
#> Sigma[4,2] -0.132031567 0.031601256 -0.169725921 -0.082060436
#> Sigma[4,3] 0.294512500 0.053374779 0.207924581 0.356360582
#> Sigma[4,4] 0.241976752 0.043848888 0.176085870 0.296190587
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982790396 0.01277589 0.96397141 0.99825996
#> lag1_var2 -0.009592156 0.04492755 -0.05150472 0.06439730
#> lag1_var3 -0.034197556 0.07402562 -0.10334662 0.08844542
#> lag1_var4 0.026982745 0.07186861 -0.09173485 0.09472823
#> const 0.861585845 0.25652928 0.53417435 1.23443852
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04624146 0.1916315 -0.2556504 0.2390634
#> lag1_var2 0.29313570 0.7960840 -0.8770060 1.2425480
#> lag1_var3 -1.22067856 1.3908990 -3.2706287 0.3738022
#> lag1_var4 1.26886341 1.3449665 -0.2736992 3.2417994
#> const -1.10665982 2.9713865 -4.9737079 2.9429208
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2790569 0.2329756 -0.07625809 0.5524932
#> lag1_var2 -1.0682315 0.9094182 -2.42339821 0.2066791
#> lag1_var3 0.1582694 1.6375736 -2.16550500 2.5791032
#> lag1_var4 0.7943013 1.5642691 -1.53599998 3.0095993
#> const -0.3836369 3.2569978 -4.25117115 4.9146739
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2560245 0.1709377 0.0302223 0.4862114
#> lag1_var2 -1.2254347 0.6326179 -2.1648069 -0.4488249
#> lag1_var3 -1.0154143 1.1682562 -2.6439690 0.4964868
#> lag1_var4 2.0309662 1.1096873 0.5768222 3.5714988
#> const -2.7364559 2.9313269 -6.9165297 0.7105271
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002048614 0.0005018711 0.001349546 0.002714557
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0352262 0.01806637 -0.06305397 -0.01662596
#> Sigma[2,2] 1.9622376 0.81124817 1.21296855 3.23390084
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03521414 0.01908898 0.01321723 0.06267361
#> Sigma[3,2] -1.78824403 0.80586224 -2.99197687 -1.05785578
#> Sigma[3,3] 2.01387090 0.83101437 1.17355293 3.12925083
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01410947 0.009302962 0.002939513 0.02875045
#> Sigma[4,2] -0.61134051 0.358318067 -1.102186595 -0.22648169
#> Sigma[4,3] 0.96264799 0.371996064 0.521204728 1.47207442
#> Sigma[4,4] 0.62199750 0.164043873 0.407273618 0.83074485
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03103579 0.01690688 1.00701274 1.05273455
#> lag1_var2 -0.07228205 0.02265292 -0.10305681 -0.04158536
#> lag1_var3 -0.11076415 0.03712182 -0.16095259 -0.06089116
#> lag1_var4 0.08654630 0.03341180 0.04718689 0.13369101
#> const 0.78570421 0.22261253 0.58452065 1.15454387
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.42294659 0.5549498 -2.0700367 -0.5884635
#> lag1_var2 1.93528409 0.5928376 1.0770842 2.5133098
#> lag1_var3 1.48702020 0.9330230 0.1419014 2.4177107
#> lag1_var4 -0.89652606 0.8333649 -1.7417283 0.2751024
#> const -0.04815444 5.6104778 -9.1784511 6.1840068
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3725924 0.6337327 0.6042960 2.21766307
#> lag1_var2 -0.9326519 0.6277249 -1.7162129 -0.01754033
#> lag1_var3 -0.2826438 0.9331562 -1.4599499 1.07250426
#> lag1_var4 0.6498211 0.7690531 -0.4607856 1.58326062
#> const 5.2185814 6.5284696 -1.8562313 15.08074931
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55405913 0.3659816 0.1562959 1.0107554
#> lag1_var2 -0.18805494 0.3798639 -0.6630941 0.3255323
#> lag1_var3 -0.08020497 0.5763139 -0.8019776 0.7319340
#> lag1_var4 0.82057920 0.4656454 0.1337408 1.4028907
#> const 3.17771303 3.6915579 -0.3406187 9.0903928
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001112581 0.0002454997 0.0008789543 0.001485672
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004278926 0.006358161 -0.00490123 0.01200322
#> Sigma[2,2] 0.677621621 0.116042449 0.53479317 0.84366958
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 2.165284e-05 0.005409383 -0.006405267 0.008070752
#> Sigma[3,2] -5.358421e-02 0.088058723 -0.181412610 0.048348163
#> Sigma[3,3] 5.619925e-01 0.134956897 0.455937140 0.783042574
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002023424 0.007138059 -0.004505209 0.01392185
#> Sigma[4,2] 0.265731077 0.136555656 0.086738071 0.42300176
#> Sigma[4,3] 0.604413192 0.166719758 0.449409283 0.89126908
#> Sigma[4,4] 0.805997669 0.231450085 0.588625322 1.20516289
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00273600 0.01775492 0.98190612 1.02961398
#> lag1_var2 -0.06135395 0.03294607 -0.10901640 -0.02659436
#> lag1_var3 -0.14453857 0.08098890 -0.25529871 -0.04884591
#> lag1_var4 0.13271337 0.07340092 0.04494876 0.23178949
#> const 0.45428448 0.19360649 0.21227047 0.73627134
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4138395 0.4705930 -1.1097471 0.1510909
#> lag1_var2 1.6718798 0.9850828 0.4413135 3.0616258
#> lag1_var3 2.1263442 2.2123317 -0.6121684 5.2271663
#> lag1_var4 -1.9977907 2.0043169 -4.7878586 0.5402547
#> const 8.1063383 4.0770050 3.0176404 14.3551051
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4396654 0.5158143 -0.2872251 1.1533330
#> lag1_var2 -0.5504935 0.8840992 -1.7053479 0.7075813
#> lag1_var3 -0.3203876 2.0481819 -2.6733518 2.6791325
#> lag1_var4 1.0378040 1.8858429 -1.7502770 3.1591538
#> const 0.2299968 6.9381800 -7.9810441 9.5924283
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28140189 0.6336176 -0.5762414 1.122923
#> lag1_var2 -0.08312256 1.0433076 -1.5318348 1.148418
#> lag1_var3 0.03672423 2.3434709 -3.1326426 2.838567
#> lag1_var4 0.76104674 2.1593668 -1.8320452 3.683957
#> const 2.24110049 8.8050801 -7.6664723 14.699073
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01526791 0.004417157 0.01088121 0.02253442
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02059064 0.01537487 -0.0432373 -0.0004612187
#> Sigma[2,2] 0.29834315 0.06090032 0.2322740 0.3855275896
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02151819 0.01973796 -0.001009079 0.04681572
#> Sigma[3,2] -0.23631823 0.07768618 -0.338703102 -0.13413098
#> Sigma[3,3] 0.37180992 0.11737183 0.239262098 0.53869812
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01491865 0.01630714 -0.002280271 0.03509269
#> Sigma[4,2] -0.13128742 0.06578503 -0.220481139 -0.04561715
#> Sigma[4,3] 0.31475477 0.09926864 0.203907612 0.46290241
#> Sigma[4,4] 0.29895953 0.08380927 0.198877142 0.42505740
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89479652 0.04343285 0.84546585 0.9559873
#> lag1_var2 0.05066955 0.08196724 -0.04854656 0.1711355
#> lag1_var3 0.11545710 0.19464326 -0.11673426 0.4099516
#> lag1_var4 -0.08196827 0.18250712 -0.36158094 0.1231699
#> const 1.30087934 0.62315469 0.58107046 2.2315755
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5309313 0.1508033 0.2951305 0.7167946
#> lag1_var2 -0.1474970 0.3205023 -0.6117992 0.2720172
#> lag1_var3 -2.7120575 0.7261151 -3.7799371 -1.8162651
#> lag1_var4 2.5348419 0.7220446 1.6087112 3.5940903
#> const -5.6132604 3.0567157 -9.4434013 -1.8050928
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2985144 0.1700372 -0.4820971 -0.007268508
#> lag1_var2 1.0237189 0.3406448 0.6274037 1.534686090
#> lag1_var3 3.5335592 0.9033341 2.4132772 4.864865115
#> lag1_var4 -2.5488934 0.9050029 -3.8287519 -1.375228031
#> const 8.3885313 3.8546884 2.7862575 13.469156607
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08744733 0.1458663 -0.2321376 0.16512928
#> lag1_var2 0.81126183 0.3289772 0.4241565 1.32879597
#> lag1_var3 2.05871326 0.8701156 0.9590961 3.41955966
#> lag1_var4 -1.11076237 0.8578812 -2.4160505 0.03375636
#> const 4.82394905 3.5856136 0.1744258 9.55914403
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001699646 0.0006323862 0.001029105 0.002778035
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0393823 0.01513989 -0.06543318 -0.02557752
#> Sigma[2,2] 1.3118948 0.36860500 0.98332460 1.96735888
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04356031 0.01452355 0.0269912 0.06728118
#> Sigma[3,2] -1.46761518 0.36424866 -2.0855973 -1.10412488
#> Sigma[3,3] 2.34245692 0.44296772 1.7817789 2.87057744
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01450321 0.004921803 0.006853656 0.02004593
#> Sigma[4,2] -0.50105992 0.127824929 -0.648485555 -0.32905314
#> Sigma[4,3] 1.28822229 0.299245297 0.863888977 1.70804111
#> Sigma[4,4] 0.94801010 0.257205362 0.611526286 1.31120243
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98039623 0.01730172 0.95770788 1.00443669
#> lag1_var2 -0.06135669 0.07443075 -0.17469472 0.01287459
#> lag1_var3 -0.08632043 0.10143754 -0.24219846 0.01432004
#> lag1_var4 0.08429339 0.10090282 -0.01249597 0.24041023
#> const 0.62819914 0.32225163 0.10963434 0.99231637
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05862091 0.5925302 -0.699234368 0.9411697
#> lag1_var2 1.96834815 2.2447998 -0.002394709 5.9599242
#> lag1_var3 1.89003151 3.0747558 -0.752808785 7.3168940
#> lag1_var4 -1.97093649 3.0625776 -7.373706847 0.6090571
#> const 6.60700998 9.0287535 -2.148679752 22.5364973
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4498594 0.5136586 -1.203210 0.2278196
#> lag1_var2 2.6929320 3.0393334 -1.880673 6.2134784
#> lag1_var3 4.1760394 4.1792137 -1.943118 8.9836512
#> lag1_var4 -3.1723569 4.1599416 -8.071023 2.8917999
#> const 9.0912134 10.1602323 -2.672886 24.2193346
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4251345 0.3064255 -0.8650466 0.01215139
#> lag1_var2 4.0294711 1.8912850 2.3508099 6.87333610
#> lag1_var3 5.4059652 2.6052415 3.0984942 9.38147846
#> lag1_var4 -4.4426890 2.5869255 -8.4249418 -2.11913351
#> const 12.9728136 6.7347137 5.3773892 23.54417020
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007441702 0.0002003633 0.0005048757 0.001040948
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01436137 0.004611584 -0.02071388 -0.008570265
#> Sigma[2,2] 1.00501061 0.198359864 0.78511729 1.353602381
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01520967 0.005253126 0.008832324 0.02249308
#> Sigma[3,2] -0.92526175 0.199110443 -1.237138668 -0.69932448
#> Sigma[3,3] 1.12858231 0.226069168 0.886332271 1.51210561
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006899211 0.003000426 0.003667511 0.01153641
#> Sigma[4,2] -0.337318502 0.124601211 -0.540600282 -0.20296465
#> Sigma[4,3] 0.606284043 0.131308913 0.481833712 0.82082848
#> Sigma[4,4] 0.430054956 0.074362639 0.350114239 0.54920805
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97427004 0.02494193 0.93270396 1.00233028
#> lag1_var2 -0.01428105 0.03264737 -0.06791706 0.02252909
#> lag1_var3 -0.01971119 0.05368581 -0.10744822 0.03805172
#> lag1_var4 0.01777429 0.04876615 -0.02953727 0.09838738
#> const 0.85405563 0.21767093 0.54684097 1.13344454
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4380887 0.5506004 -0.35788727 1.05068297
#> lag1_var2 2.3997611 1.1406486 0.89607237 3.74958596
#> lag1_var3 2.7189894 1.9619245 0.03104593 4.85991326
#> lag1_var4 -3.0106737 1.9920010 -5.00287075 -0.09702385
#> const 8.9467084 4.9351040 1.76195541 14.78008657
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1047703 0.743589 -1.031409 0.912474
#> lag1_var2 -1.0070895 1.175933 -2.367213 0.816817
#> lag1_var3 -0.9797407 2.053039 -3.182961 2.304822
#> lag1_var4 2.0587926 2.092406 -1.406305 4.164860
#> const -3.7253380 7.342579 -12.803988 7.048736
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1796356 0.4827521 -0.4836350 0.7928066
#> lag1_var2 0.1162167 0.6495955 -0.4910984 1.1227558
#> lag1_var3 0.1013459 1.1187861 -0.9558904 1.9205711
#> lag1_var4 0.8225124 1.1075326 -1.0559056 1.8399828
#> const -0.1931561 4.9150477 -6.5649101 6.9924646
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007325689 0.000175234 0.0005791712 0.001033698
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006363395 0.00558857 -0.01451436 0.000220961
#> Sigma[2,2] 0.552840586 0.16392747 0.38871722 0.802337609
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007396243 0.005776009 0.001649841 0.01754772
#> Sigma[3,2] -0.309733255 0.126662386 -0.483270646 -0.13231574
#> Sigma[3,3] 0.417135939 0.159062319 0.245641771 0.67722081
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004724141 0.004074986 0.001534782 0.01179697
#> Sigma[4,2] -0.043095120 0.092360561 -0.168187613 0.08006770
#> Sigma[4,3] 0.295400117 0.130398926 0.191308811 0.49929367
#> Sigma[4,4] 0.305848614 0.106323686 0.212763020 0.47350785
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96826252 0.02928605 0.92473078 1.00504083
#> lag1_var2 0.02809772 0.04193697 -0.02820598 0.08478068
#> lag1_var3 0.05070622 0.08716394 -0.06894711 0.16752804
#> lag1_var4 -0.05435512 0.07805054 -0.16276252 0.05240515
#> const 1.04348012 0.31244984 0.63453545 1.48918468
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1129517 0.8510781 -1.1033468 1.121036
#> lag1_var2 2.2585231 1.4206797 0.3848293 4.067003
#> lag1_var3 2.8742007 2.8395350 -0.9035104 6.504474
#> lag1_var4 -2.8910300 2.5665505 -6.2381451 0.565662
#> const 5.2669061 8.7371517 -7.3413400 15.187149
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8980437 0.7773638 -0.2212611 1.8648190
#> lag1_var2 -1.1650512 1.2561392 -2.8014284 0.2832205
#> lag1_var3 -1.4647220 2.5606496 -4.8801150 1.4709771
#> lag1_var4 1.9774905 2.3040502 -0.6329340 5.1440301
#> const -1.8437665 6.9952960 -11.2837880 6.4208922
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9198765 0.5381044 0.2714145 1.5912536
#> lag1_var2 -0.3687499 0.8088708 -1.5830666 0.4830797
#> lag1_var3 -0.6802400 1.6848046 -3.2687524 1.0534076
#> lag1_var4 1.1817232 1.5128500 -0.3572254 3.5397682
#> const -1.2528852 5.7113455 -9.8711006 5.3227680
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009438968 0.0002597161 0.0006696232 0.001338342
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01030264 0.003280769 -0.01519922 -0.007188349
#> Sigma[2,2] 0.36137270 0.089813052 0.26719200 0.510247435
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01796884 0.006699862 0.009980752 0.02666394
#> Sigma[3,2] -0.45448560 0.140205421 -0.671152961 -0.30954167
#> Sigma[3,3] 1.17871778 0.272169073 0.894596615 1.64023777
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01189421 0.00564052 0.005044557 0.0199528
#> Sigma[4,2] -0.23443503 0.09662718 -0.361421645 -0.1126188
#> Sigma[4,3] 0.94695712 0.21059784 0.724849004 1.2951209
#> Sigma[4,4] 0.85299999 0.18060608 0.652028382 1.1400375
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94389302 0.03090267 0.89572636 0.9790072
#> lag1_var2 0.02374441 0.06254963 -0.04452328 0.1252143
#> lag1_var3 0.02904228 0.09606331 -0.07969104 0.1846430
#> lag1_var4 -0.02540851 0.09028487 -0.17258290 0.0764946
#> const 1.04259998 0.37917351 0.62855466 1.6196036
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6263372 0.4379629 -1.2918464 -0.01335172
#> lag1_var2 2.7107959 1.0146888 1.1706576 3.94041456
#> lag1_var3 3.0023988 1.5967806 0.5503074 4.93335942
#> lag1_var4 -2.8552833 1.4962443 -4.6771662 -0.55127223
#> const 6.6765672 5.1924579 0.8929174 15.00286669
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05548686 1.618940 -1.711537 2.575671
#> lag1_var2 0.08956587 3.277817 -4.770641 4.000274
#> lag1_var3 0.39987378 5.147506 -7.310047 6.660768
#> lag1_var4 0.53153602 4.805052 -5.365424 7.704840
#> const 2.30816774 16.000383 -24.897461 18.789186
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4919298 1.595994 -2.036220 2.104796
#> lag1_var2 1.5750458 3.245139 -3.319357 5.298064
#> lag1_var3 1.8824177 5.076227 -5.808551 7.905809
#> lag1_var4 -0.8206507 4.730522 -6.498672 6.315178
#> const 4.8583505 14.787692 -20.022353 19.654594
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005824292 0.0001314777 0.0004248255 0.0007452203
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004930099 0.004341273 -0.01067393 0.001765012
#> Sigma[2,2] 1.140831781 0.273409752 0.83890263 1.563978838
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002907978 0.001938814 0.0005749321 0.00599948
#> Sigma[3,2] -0.291673777 0.128689397 -0.4933614938 -0.12644312
#> Sigma[3,3] 0.384930554 0.090576514 0.2607446127 0.50492380
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009012099 0.001708118 -0.001604268 0.003140626
#> Sigma[4,2] 0.1853978331 0.141935832 0.017348876 0.411010779
#> Sigma[4,3] 0.3130061877 0.059086331 0.239475014 0.388238617
#> Sigma[4,4] 0.4495066879 0.068780994 0.346971333 0.536974700
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96471790 0.007681943 0.953278613 0.975380439
#> lag1_var2 0.02006783 0.013575562 0.001763783 0.038900963
#> lag1_var3 0.04721986 0.032544848 0.004261221 0.094522330
#> lag1_var4 -0.04858124 0.032403206 -0.093648141 -0.005501272
#> const 0.91667187 0.141547336 0.686868351 1.079041453
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8341265 0.2918384 0.5262124 1.2562932
#> lag1_var2 -0.1357175 0.6081916 -1.1783065 0.3478024
#> lag1_var3 -2.5985558 1.4914965 -5.2475564 -1.4161325
#> lag1_var4 2.1594161 1.5018873 1.0021060 4.8912951
#> const -1.1219563 6.8795144 -7.6247801 9.8150566
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2678721 0.2574436 -0.5840150 0.1158796
#> lag1_var2 0.7300410 0.4629098 0.1650642 1.4823073
#> lag1_var3 2.7428889 1.1245658 1.2684805 4.5164144
#> lag1_var4 -1.7326418 1.0480553 -3.4103552 -0.4462726
#> const 5.2413826 2.6821616 1.8639846 9.3005137
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07056374 0.2456076 -0.18847565 0.3843067
#> lag1_var2 0.49928416 0.4372844 0.02267966 1.1811504
#> lag1_var3 1.27446353 1.1485437 -0.07618990 2.9861890
#> lag1_var4 -0.40777359 1.0626778 -2.01832507 0.7855427
#> const 3.40620371 3.1127915 -1.40411846 7.1734396
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004424354 9.973075e-05 0.0003167062 0.0005766447
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003689654 0.00190086 -0.006243836 -0.00158933
#> Sigma[2,2] 0.101882458 0.02498253 0.071151530 0.14124629
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004260842 0.00234667 0.002133858 0.008236096
#> Sigma[3,2] -0.103231740 0.03152173 -0.155816146 -0.068906954
#> Sigma[3,3] 0.137794137 0.04533488 0.092334033 0.208122618
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002091946 0.001447544 0.0008492576 0.004623058
#> Sigma[4,2] -0.042375675 0.019791462 -0.0725799973 -0.022990532
#> Sigma[4,3] 0.077528140 0.028614496 0.0512819235 0.122860866
#> Sigma[4,4] 0.053745466 0.017630751 0.0381410754 0.081937189
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96317018 0.02546518 0.9428549 1.0025809
#> lag1_var2 0.02161502 0.10576800 -0.1426250 0.1068038
#> lag1_var3 0.02643058 0.17453295 -0.2456357 0.1634916
#> lag1_var4 -0.02554116 0.16995153 -0.1600714 0.2392677
#> const 1.00271419 0.46586280 0.2776768 1.4036774
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08685161 0.2305987 -0.4510110 0.2034805
#> lag1_var2 0.20429571 0.9663565 -1.0767384 1.4816792
#> lag1_var3 -1.21569918 1.5874897 -3.3370694 0.8357487
#> lag1_var4 1.29986945 1.5522034 -0.6891181 3.3712447
#> const -2.44751688 4.3316457 -7.0372208 4.2130366
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30161707 0.2964016 -0.00834709 0.7299282
#> lag1_var2 -0.02662477 1.1611516 -1.76536972 1.1633636
#> lag1_var3 1.37754091 1.8903429 -1.48924390 3.2285983
#> lag1_var4 -0.57759137 1.8428904 -2.40190566 2.2045732
#> const 4.46425777 5.4827594 -3.52599090 9.8682743
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2649290 0.2007781 -0.008853777 0.5383273
#> lag1_var2 -0.1610813 0.7545221 -1.214501924 0.7424133
#> lag1_var3 0.2239630 1.2100396 -1.501010912 1.6284698
#> lag1_var4 0.6448097 1.1720960 -0.700902724 2.3168982
#> const 1.4579125 3.4047928 -3.257330146 5.6366126
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001860578 0.0002774955 0.001491124 0.002197966
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03169921 0.007773312 -0.04204187 -0.02112136
#> Sigma[2,2] 1.52395635 0.248591740 1.14387978 1.80720952
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0210912 0.004648479 0.01615124 0.02720893
#> Sigma[3,2] -0.9807864 0.146871849 -1.18976897 -0.79806333
#> Sigma[3,3] 0.7347150 0.097431563 0.66254197 0.89633423
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001839833 0.002831403 -0.005358553 0.002288475
#> Sigma[4,2] 0.108030661 0.077978987 -0.010204339 0.209411224
#> Sigma[4,3] 0.040479709 0.061643116 -0.023675640 0.132019054
#> Sigma[4,4] 0.125068324 0.026978194 0.089622692 0.160031419
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04729117 0.01547628 1.0270918 1.0648695
#> lag1_var2 0.02419072 0.09920034 -0.1107436 0.1567945
#> lag1_var3 0.01576934 0.13845633 -0.1735667 0.2007210
#> lag1_var4 -0.04620774 0.14023131 -0.2316089 0.1452440
#> const 0.87911353 0.31477230 0.4392432 1.3342719
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.15922039 0.2337026 -1.4690712 -0.8730101
#> lag1_var2 0.84470605 1.6653258 -0.9142047 3.6210849
#> lag1_var3 0.08868915 2.3125349 -2.3358033 3.9433465
#> lag1_var4 0.34758022 2.3742145 -3.6064433 2.8774756
#> const 0.44126368 6.7849533 -10.6268856 7.8632561
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4947532 0.1873698 0.2379855 0.7102799
#> lag1_var2 0.9529865 0.9936707 -0.4758464 2.3199513
#> lag1_var3 2.1781071 1.3984949 0.1891080 4.1276929
#> lag1_var4 -1.4563944 1.4311397 -3.4608720 0.5522721
#> const 6.0383509 5.3418337 -0.3542345 13.7709756
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3505176 0.1983492 -0.6606265 -0.1401052
#> lag1_var2 1.2608122 0.8112982 0.3014369 2.3339542
#> lag1_var3 1.8345767 1.1602845 0.4495325 3.3773295
#> lag1_var4 -0.7721182 1.1523767 -2.2916233 0.6005925
#> const 4.7355703 2.9600783 0.7749339 8.9552075
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005585557 0.0001114359 0.000413175 0.0007270698
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001387254 0.0009740974 -0.002603331 -0.0001197574
#> Sigma[2,2] 0.051480452 0.0091158754 0.036481831 0.0619057825
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002789487 0.001331355 0.001289072 0.004717947
#> Sigma[3,2] -0.058882007 0.012004392 -0.073948249 -0.040734055
#> Sigma[3,3] 0.087701624 0.018776728 0.061773484 0.112011911
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001855073 0.0008603005 0.0009194699 0.003227188
#> Sigma[4,2] -0.021514893 0.0079621588 -0.0313485378 -0.011213626
#> Sigma[4,3] 0.045976353 0.0117680658 0.0315543969 0.061344954
#> Sigma[4,4] 0.031466540 0.0064640652 0.0239423671 0.040766962
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0260814 0.01308202 1.00840103 1.04477388
#> lag1_var2 -0.1231114 0.06196544 -0.20052777 -0.03238205
#> lag1_var3 -0.1676533 0.08096366 -0.26570534 -0.04731596
#> lag1_var4 0.1542744 0.08072000 0.03411511 0.25361678
#> const 0.3775420 0.16814172 0.21215271 0.63738206
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2202672 0.1562076 -0.01816358 0.4229982
#> lag1_var2 -0.8720975 0.3256456 -1.30510685 -0.4557083
#> lag1_var3 -2.5153144 0.4471889 -3.15630623 -1.9566277
#> lag1_var4 2.5210462 0.4658474 1.93187169 3.2047377
#> const -5.6633861 0.6675954 -6.80975630 -5.0468829
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2234833 0.2015706 -0.06158476 0.4775838
#> lag1_var2 1.5305225 0.3230285 1.03503299 1.8852822
#> lag1_var3 3.1766394 0.4597714 2.49220487 3.7226375
#> lag1_var4 -2.3560577 0.4727705 -2.93048673 -1.6259059
#> const 7.8085016 1.4837671 5.60003082 9.8373241
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3990225 0.1373209 0.2027892 0.5816828
#> lag1_var2 0.6608926 0.3417003 0.1250585 1.0553507
#> lag1_var3 1.0195697 0.4684494 0.2732258 1.5376358
#> lag1_var4 -0.1807120 0.4680004 -0.6763758 0.5823212
#> const 2.2837081 1.4714466 0.4211730 4.3407475
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003387755 0.0007555555 0.00243305 0.004509848
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004405473 0.002476623 -0.002479404 0.00428000
#> Sigma[2,2] 0.0446957464 0.012136093 0.029508664 0.06266929
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02297579 0.009052335 -0.03636929 -0.011562910
#> Sigma[3,2] -0.05235898 0.045107642 -0.12395585 -0.002391604
#> Sigma[3,3] 0.57188737 0.155935002 0.38672275 0.818279351
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02300714 0.009810571 -0.03800743 -0.01200291
#> Sigma[4,2] -0.02481988 0.042917214 -0.08924320 0.02827591
#> Sigma[4,3] 0.55129468 0.154085116 0.36398245 0.78270423
#> Sigma[4,4] 0.54821218 0.157343839 0.35941064 0.77316279
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93570714 0.03920401 0.89010919 0.99684581
#> lag1_var2 -0.02425519 0.15736378 -0.28164325 0.14484004
#> lag1_var3 -0.18173282 0.23484111 -0.56651155 0.05391933
#> lag1_var4 0.19236850 0.23283280 -0.04071298 0.57334879
#> const 0.44980160 0.69389134 -0.66159559 1.16519434
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2261421 0.1431942 0.10821938 0.4607156
#> lag1_var2 0.1538893 0.5825724 -0.84348545 0.6581319
#> lag1_var3 -1.0035389 0.8784016 -2.45326119 -0.1472202
#> lag1_var4 0.9579894 0.8748286 0.09542623 2.3974552
#> const -1.3689140 2.7404269 -5.88276238 1.2723977
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4754567 0.4232463 -0.991849 0.1193512
#> lag1_var2 3.2792039 1.4926772 1.171369 5.4343768
#> lag1_var3 6.8709006 2.1725815 3.789053 9.8871595
#> lag1_var4 -5.9316888 2.1564444 -8.931547 -2.8674505
#> const 16.6078608 8.0957203 5.031206 26.7506709
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3054972 0.4559097 -0.8579884 0.4027109
#> lag1_var2 3.1284361 1.5975893 1.0096541 5.4487658
#> lag1_var3 5.8226217 2.2976131 2.6811353 9.1150924
#> lag1_var4 -4.8978875 2.2748982 -8.1656391 -1.7711597
#> const 14.1882328 8.4407818 2.2431028 24.7600504
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00937868 0.003140127 0.007117482 0.01486454
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005014772 0.004279851 -0.01181407 -0.001119506
#> Sigma[2,2] 0.040836645 0.012904635 0.02484288 0.060271566
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03470004 0.008834358 -0.04767453 -0.026342876
#> Sigma[3,2] -0.02942477 0.030148782 -0.07922342 0.003188296
#> Sigma[3,3] 0.68012989 0.106517723 0.53774405 0.828060650
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.038936686 0.01117486 -0.05646204 -0.02891344
#> Sigma[4,2] 0.001244294 0.02927292 -0.04002336 0.03897784
#> Sigma[4,3] 0.663460087 0.11031016 0.52196696 0.82721696
#> Sigma[4,4] 0.670093857 0.11694817 0.52604864 0.84460143
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0273092 0.04564502 0.9702144 1.0900118
#> lag1_var2 -0.2054247 0.30573068 -0.6631144 0.1645688
#> lag1_var3 -0.3632980 0.51011259 -1.1344686 0.2691290
#> lag1_var4 0.3590887 0.51025464 -0.2747133 1.1306954
#> const -0.3131150 1.07849954 -1.8139351 1.0245375
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1433088 0.08916083 -0.2750844 -0.02870311
#> lag1_var2 0.9579790 0.49391571 0.2581409 1.56696186
#> lag1_var3 0.5445095 0.80722357 -0.6504834 1.52979468
#> lag1_var4 -0.5429006 0.81461089 -1.5434554 0.65502306
#> const 3.4853002 2.80467790 0.4954697 7.54236192
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2040158 0.2974891 -0.2725477 0.5155057
#> lag1_var2 -0.6778648 2.4242400 -3.9218430 2.8566360
#> lag1_var3 0.7087147 3.9173405 -5.0363055 5.8098347
#> lag1_var4 0.2379092 3.9251425 -4.8834463 5.9780874
#> const -0.4853461 8.1383828 -8.8808573 12.2738016
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10443831 0.2893052 -0.3413825 0.424242
#> lag1_var2 -0.03626180 2.4450313 -3.2364440 3.429350
#> lag1_var3 1.02567736 3.9252995 -4.6759622 6.134576
#> lag1_var4 -0.07016321 3.9319293 -5.1935452 5.625748
#> const 1.37764789 7.7962499 -5.9130073 13.717994
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006095993 0.0001121671 0.0004384307 0.0007447827
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01493394 0.003348929 -0.01948729 -0.01049488
#> Sigma[2,2] 0.64611891 0.095882197 0.48768292 0.74304676
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01732813 0.003660745 0.01333021 0.02291766
#> Sigma[3,2] -0.70013390 0.089234395 -0.81726078 -0.56379325
#> Sigma[3,3] 0.89368867 0.106865475 0.75453726 1.04464692
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008502126 0.002093511 0.006306999 0.01148807
#> Sigma[4,2] -0.316868151 0.054678653 -0.391353930 -0.25227467
#> Sigma[4,3] 0.482474345 0.063335190 0.401535390 0.57441362
#> Sigma[4,4] 0.298790675 0.034496434 0.254859549 0.35117268
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96756284 0.01314796 0.946677861 0.98244713
#> lag1_var2 0.05149986 0.03359973 0.004714101 0.08666118
#> lag1_var3 0.06815475 0.05849793 -0.017348624 0.12690668
#> lag1_var4 -0.07164220 0.05758243 -0.132673179 0.01192128
#> const 1.12712409 0.15329689 0.985925712 1.37168747
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3555468 0.536448 -0.8089367 0.5245651
#> lag1_var2 0.8104257 1.035782 -0.7017106 2.1727361
#> lag1_var3 0.3602347 1.585595 -1.9402513 2.5509054
#> lag1_var4 -0.2118756 1.600513 -2.3184389 2.2022304
#> const 1.9509291 4.598919 -3.5073498 7.8654308
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47842388 0.6675175 -0.5680396 1.108290
#> lag1_var2 0.17820827 1.2161607 -1.7176842 1.562617
#> lag1_var3 0.80071631 1.9320085 -2.2228935 2.888342
#> lag1_var4 -0.06719276 1.8017233 -1.9910335 2.795075
#> const 2.50609585 5.3683349 -5.3574132 8.893246
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2738960 0.4029141 -0.2813731 0.7179374
#> lag1_var2 0.4636757 0.8593531 -0.6782771 1.5266994
#> lag1_var3 0.6715470 1.4124079 -1.2642602 2.4688316
#> lag1_var4 0.1686149 1.2979553 -1.5310781 1.9736526
#> const 2.3671363 3.4997309 -2.1778810 6.7969139
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007430862 0.001698214 0.00577483 0.01005503
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003739773 0.00502544 -0.005564966 0.007386036
#> Sigma[2,2] 0.1127424103 0.02933835 0.072994931 0.155319983
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006067119 0.01719457 -0.03357054 0.009275758
#> Sigma[3,2] -0.184180727 0.04890226 -0.25144063 -0.117035853
#> Sigma[3,3] 0.743126776 0.29757569 0.47131932 1.189367475
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006206498 0.01782737 -0.03420271 0.008479044
#> Sigma[4,2] -0.108912118 0.04159242 -0.17582846 -0.066432233
#> Sigma[4,3] 0.628153079 0.27732996 0.37864379 1.055496435
#> Sigma[4,4] 0.563727154 0.25678803 0.33259979 0.968611322
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7483815 0.05851814 0.6673084 0.8343885
#> lag1_var2 0.8833144 0.21996113 0.6084606 1.2197986
#> lag1_var3 1.2418748 0.29697240 0.8514905 1.6869448
#> lag1_var4 -1.2172000 0.29092457 -1.6518022 -0.8354364
#> const 4.6521336 0.83631490 3.7157458 5.9427120
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09066898 0.2597691 -0.2737982 0.3503609
#> lag1_var2 -0.58566701 1.0348009 -1.8163232 1.0100272
#> lag1_var3 -1.81447254 1.4294673 -3.4775048 0.3919415
#> lag1_var4 1.85456833 1.3928202 -0.2973058 3.4801144
#> const -4.46566324 3.5630002 -8.7576515 0.5650079
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1659897 0.6244288 0.2313863 1.934700
#> lag1_var2 -0.8146746 2.3754531 -3.6748912 2.583501
#> lag1_var3 -1.3371207 3.2309641 -5.3777227 3.315089
#> lag1_var4 1.9216190 3.1491296 -2.5632583 5.842037
#> const -1.8714953 8.9989029 -12.2307725 10.320673
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.239679 0.5539803 0.3949679 1.916168
#> lag1_var2 -1.338329 2.0929554 -3.7192174 1.893429
#> lag1_var3 -2.770616 2.7928013 -6.1393957 1.497609
#> lag1_var4 3.392519 2.7222487 -0.7475836 6.663203
#> const -5.896056 7.8577271 -14.4971942 5.702744
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003455865 0.0001270696 0.0002230467 0.0005613276
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001720019 0.001125355 0.0001507121 0.003312081
#> Sigma[2,2] 0.073029576 0.012850036 0.0551003591 0.086916383
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002000895 0.001012434 -0.003262305 -0.0006306428
#> Sigma[3,2] -0.060522890 0.012821040 -0.077713213 -0.0434734647
#> Sigma[3,3] 0.092845026 0.019953561 0.061978749 0.1159703233
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001013529 0.0005022492 -0.001712444 -0.000395135
#> Sigma[4,2] -0.016436871 0.0082698948 -0.028129717 -0.005076156
#> Sigma[4,3] 0.058104855 0.0147073647 0.036094537 0.075912160
#> Sigma[4,4] 0.050109710 0.0117263784 0.033829736 0.066087871
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976604238 0.01552309 0.9605326 1.0004452
#> lag1_var2 -0.014201919 0.09274834 -0.1513040 0.1034637
#> lag1_var3 -0.008520076 0.14622684 -0.2250611 0.1747511
#> lag1_var4 0.004223773 0.14643071 -0.1788306 0.2210735
#> const 0.877952665 0.36970774 0.3216324 1.2619802
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05455043 0.1646651 -0.1003125 0.3040371
#> lag1_var2 0.24322500 0.9955543 -1.0822336 1.4792389
#> lag1_var3 -1.08052029 1.6587179 -3.3057975 0.8842354
#> lag1_var4 1.07485320 1.6638359 -0.9019985 3.3051802
#> const -0.78062851 4.1230125 -6.9792803 3.1338043
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1680704 0.1509700 -0.3780478 0.04678804
#> lag1_var2 1.0136366 0.9483481 -0.2741915 2.23711866
#> lag1_var3 2.5457112 1.4958087 0.5385942 4.56958941
#> lag1_var4 -1.5879283 1.4993324 -3.6055588 0.42123305
#> const 6.2352100 3.6756652 1.2825555 10.79743747
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1246910 0.08614894 -0.22337462 0.01379439
#> lag1_var2 0.9600198 0.57588240 0.01444621 1.58390776
#> lag1_var3 1.5524087 0.89071297 0.10930477 2.59602421
#> lag1_var4 -0.5801164 0.88956195 -1.61065393 0.86353229
#> const 4.4216258 1.97634611 1.33841151 6.35335212
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002916368 0.0005618523 0.002285059 0.003768382
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01546602 0.004507457 -0.02236277 -0.01118625
#> Sigma[2,2] 0.19603013 0.032244896 0.16102781 0.24405610
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03391325 0.01033461 0.02492387 0.05192897
#> Sigma[3,2] -0.24703636 0.08979141 -0.38482345 -0.16662803
#> Sigma[3,3] 0.71447358 0.25214584 0.47427721 1.12208310
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03034022 0.009866334 0.0213269 0.04760570
#> Sigma[4,2] -0.17846927 0.088069255 -0.3132923 -0.09857508
#> Sigma[4,3] 0.67924904 0.243586348 0.4479019 1.07838816
#> Sigma[4,4] 0.67478976 0.234663812 0.4533593 1.06166498
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94692431 0.03309644 0.89583870 0.98076923
#> lag1_var2 0.06489966 0.05760047 -0.01561244 0.14698350
#> lag1_var3 0.19743770 0.12602757 0.02545958 0.37883579
#> lag1_var4 -0.19264664 0.11321973 -0.35592350 -0.03693416
#> const 1.30563670 0.30163646 0.87088271 1.68042484
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1935789 0.1922610 -0.5103833 0.005605096
#> lag1_var2 0.2489798 0.3938402 -0.3184766 0.774313316
#> lag1_var3 -1.2456905 0.8427664 -2.4459928 -0.061266319
#> lag1_var4 1.4437559 0.8004017 0.3468519 2.595038828
#> const -2.4106912 2.6144122 -5.1584731 1.607142177
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.836580253 0.6103809 0.04588923 1.7021360
#> lag1_var2 -0.008434099 0.8588494 -1.19178074 0.9966585
#> lag1_var3 0.732006007 1.8818390 -1.95399324 2.9420302
#> lag1_var4 -0.215498334 1.6887705 -2.13986220 2.1502346
#> const 0.446811142 6.7831643 -10.57769322 6.7531438
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8280460 0.6206809 -0.0395222 1.6501093
#> lag1_var2 -0.1584478 0.8299637 -1.3247830 0.8940016
#> lag1_var3 -0.4265869 1.8475961 -3.0991086 1.9887239
#> lag1_var4 1.0331565 1.6413854 -1.0444100 3.3927130
#> const -2.6403234 6.4739962 -13.0814505 3.4677314
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006017687 0.0008429396 0.004915652 0.00721878
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006931955 0.004182878 -0.01336648 -0.001632588
#> Sigma[2,2] 0.067943176 0.016722589 0.04837439 0.093063851
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008103851 0.005746453 0.0006957002 0.01720451
#> Sigma[3,2] -0.085759677 0.022710382 -0.1195155488 -0.05712927
#> Sigma[3,3] 0.120975890 0.031201346 0.0794946560 0.16718369
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002884989 0.002706204 -0.0005295251 0.007224313
#> Sigma[4,2] -0.034977255 0.010563917 -0.0502478889 -0.020782491
#> Sigma[4,3] 0.057420762 0.014793010 0.0371843025 0.078802312
#> Sigma[4,4] 0.031878118 0.007301899 0.0222346016 0.042024946
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974486771 0.04237974 0.9247762 1.0382825
#> lag1_var2 0.005885544 0.20756936 -0.3047517 0.2409930
#> lag1_var3 -0.002403381 0.29984917 -0.4463024 0.3485971
#> lag1_var4 -0.002211282 0.30858047 -0.3660816 0.4537469
#> const 0.917577639 1.02353621 -0.7889157 1.8950951
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2233681 0.07310137 0.1119187 0.32183502
#> lag1_var2 -0.3948258 0.49246931 -0.9012338 0.37746343
#> lag1_var3 -1.5446176 0.66515038 -2.2951601 -0.53049469
#> lag1_var4 1.5326792 0.67742076 0.5102698 2.29953815
#> const -3.3799897 2.57903982 -7.2737453 0.01346716
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1425859 0.1024465 -0.2826776 0.007593456
#> lag1_var2 1.6527034 0.6655015 0.7118937 2.465307994
#> lag1_var3 2.9121799 0.9059875 1.6779657 4.106377538
#> lag1_var4 -1.9790642 0.9177612 -3.1696241 -0.764101847
#> const 7.7671906 3.4092708 4.2487606 12.933793821
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03045024 0.05551129 -0.0371335 0.1106303
#> lag1_var2 1.12753360 0.43762756 0.5331451 1.6897408
#> lag1_var3 1.43695089 0.58996247 0.6368367 2.2237519
#> lag1_var4 -0.49636160 0.59869849 -1.2876460 0.3234455
#> const 3.86017723 1.81566331 1.5825322 6.1096731
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03087913 0.003676187 0.02622703 0.03526353
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01821354 0.005333828 -0.02598469 -0.01178465
#> Sigma[2,2] 0.04422098 0.006883755 0.03571731 0.05216745
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02259690 0.008213165 0.01323308 0.03515216
#> Sigma[3,2] -0.05522303 0.012608957 -0.07400013 -0.03956987
#> Sigma[3,3] 0.12124543 0.039121926 0.08680033 0.19187299
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01685069 0.009003274 0.008264918 0.03165271
#> Sigma[4,2] -0.04189847 0.012298931 -0.060758586 -0.02750884
#> Sigma[4,3] 0.11725609 0.042972427 0.079426239 0.19490160
#> Sigma[4,4] 0.12048710 0.048102839 0.078452959 0.20688991
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6334248 0.1710807 0.44555428 0.90579033
#> lag1_var2 0.3434945 0.1806912 0.10548206 0.63121007
#> lag1_var3 0.5955257 0.4854362 -0.06401212 1.17896147
#> lag1_var4 -0.4821274 0.4109735 -1.01749039 0.08315496
#> const 2.5544500 1.1413567 1.29707708 4.06846251
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2247698 0.1588755 -0.02782997 0.41105482
#> lag1_var2 0.8517134 0.1972328 0.58932273 1.09586074
#> lag1_var3 0.4765260 0.3509400 0.02082195 0.97377705
#> lag1_var4 -0.4798926 0.3156529 -0.87977811 -0.03885374
#> const 1.7511354 0.9128172 0.60236595 3.01606379
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06153854 0.3060437 -0.4792489 0.3159324
#> lag1_var2 0.35046475 0.3624788 -0.0899582 0.8746684
#> lag1_var3 1.01600600 0.7765928 -0.2207449 1.9887549
#> lag1_var4 -0.18495428 0.6979781 -1.1072117 0.8936551
#> const 3.00191458 2.5552177 -0.1621735 6.1973099
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03182159 0.3525475 -0.50206916 0.4171014
#> lag1_var2 0.51630904 0.3752763 0.03573327 1.0274094
#> lag1_var3 0.70093719 0.8756327 -0.71506697 1.6943138
#> lag1_var4 0.16252512 0.7671542 -0.76744449 1.3798186
#> const 2.20097883 2.8201853 -1.21491878 5.6756188
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003497837 0.0009926374 0.002433886 0.004986947
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1241734 0.03083625 -0.1682422 -0.08294423
#> Sigma[2,2] 7.7641666 1.69463067 5.0274940 9.68086338
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1082363 0.03065342 0.06709408 0.1494968
#> Sigma[3,2] -5.8357292 1.37620049 -7.29545244 -3.6188710
#> Sigma[3,3] 4.7402737 1.18412765 2.88275168 6.0106043
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03011079 0.01433171 0.01183706 0.05138076
#> Sigma[4,2] -0.78226494 0.43939318 -1.34769887 -0.27092182
#> Sigma[4,3] 1.01601395 0.40521970 0.54340122 1.54416101
#> Sigma[4,4] 0.59939658 0.15950021 0.43013165 0.84536381
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95870286 0.06056468 0.87779737 1.02828419
#> lag1_var2 0.01711389 0.04909652 -0.03737293 0.09492486
#> lag1_var3 0.01050206 0.07368911 -0.07156452 0.12438877
#> lag1_var4 -0.01506054 0.05639677 -0.10350311 0.04828560
#> const 1.00758002 0.26337418 0.54692697 1.26983618
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06749202 3.693907 -3.923061 6.004372
#> lag1_var2 0.60744204 2.892482 -3.956248 3.740880
#> lag1_var3 0.14206722 4.472157 -6.753113 4.940411
#> lag1_var4 0.01980666 3.494820 -3.739205 5.340344
#> const -3.40192428 16.149323 -22.031641 18.276818
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2531612 2.805985 -4.371600 3.267546
#> lag1_var2 0.1359603 2.131601 -2.006095 3.672228
#> lag1_var3 0.5340941 3.321351 -2.928349 5.931088
#> lag1_var4 0.1779566 2.567597 -3.914014 2.858872
#> const 5.8217373 12.026075 -9.641926 18.295458
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36440581 0.6975192 -0.51185055 1.1797043
#> lag1_var2 0.01694572 0.5702170 -0.59682994 0.8496079
#> lag1_var3 -0.20013153 0.8601824 -1.13668221 1.0875410
#> lag1_var4 1.02452992 0.6652634 -0.01450517 1.7412407
#> const 1.35153114 2.6321092 -1.93217029 5.3398739
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014752 0.0002062986 0.0007862505 0.001319446
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009579068 0.00232729 -0.01278171 -0.006459138
#> Sigma[2,2] 0.284811572 0.06830335 0.19632490 0.384890616
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01008168 0.006221077 0.002735412 0.01877921
#> Sigma[3,2] -0.21121198 0.077480124 -0.297986325 -0.09089649
#> Sigma[3,3] 1.00371432 0.335171078 0.659611270 1.55454684
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005364602 0.007058846 -0.003507559 0.01530558
#> Sigma[4,2] -0.062413130 0.079977851 -0.162656143 0.05936145
#> Sigma[4,3] 0.962311277 0.346706443 0.579954427 1.51346306
#> Sigma[4,4] 1.005260145 0.373036040 0.579235258 1.58052470
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.950753556 0.01392641 0.92662897 0.96279759
#> lag1_var2 0.003592059 0.03075762 -0.03232186 0.05029372
#> lag1_var3 0.017669893 0.05457946 -0.04434449 0.10011871
#> lag1_var4 -0.011806209 0.05444771 -0.09358976 0.05040037
#> const 0.982916098 0.29882915 0.62701892 1.43032125
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34948796 0.3707792 -0.04214754 0.9010726
#> lag1_var2 -0.05595496 0.6467454 -1.03045008 0.6963877
#> lag1_var3 -1.78017728 1.2401544 -3.66897473 -0.3356930
#> lag1_var4 1.67520903 1.1708662 0.31914797 3.4410699
#> const -2.58124623 5.3861121 -10.54047326 3.1301351
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7144674 0.2920251 -1.184014 -0.3793403
#> lag1_var2 3.4693348 0.9708958 2.070352 4.7067344
#> lag1_var3 6.9625621 1.7255551 4.483871 9.1928568
#> lag1_var4 -5.9650665 1.6882549 -8.151978 -3.5663590
#> const 16.2020200 5.5567289 7.594124 22.2770696
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5666893 0.3833237 -1.137549 -0.1714807
#> lag1_var2 3.4239801 1.3145757 1.458233 4.9390261
#> lag1_var3 5.9381576 2.3830777 2.405270 8.6678117
#> lag1_var4 -4.9676143 2.3027887 -7.635271 -1.5579631
#> const 14.1012812 5.5262006 6.711767 21.2997497
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007139797 0.0001539374 0.0005455533 0.0009264514
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006801965 0.001652616 -0.009069671 -0.004513023
#> Sigma[2,2] 0.145170256 0.026693667 0.110095743 0.181899992
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004374579 0.001305875 0.002438228 0.006005921
#> Sigma[3,2] -0.132327772 0.031792817 -0.183720372 -0.099451481
#> Sigma[3,3] 0.176872932 0.051753028 0.130395677 0.270295201
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.665399e-05 0.001317852 -0.001950852 0.001536628
#> Sigma[4,2] -4.736302e-02 0.023695813 -0.086926213 -0.029790172
#> Sigma[4,3] 1.103808e-01 0.039666054 0.079298614 0.183392247
#> Sigma[4,4] 9.592351e-02 0.034420882 0.065189052 0.157896168
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96861447 0.02433269 0.93571469 1.00300601
#> lag1_var2 -0.01456304 0.03221781 -0.05800967 0.02729134
#> lag1_var3 -0.01249070 0.05198619 -0.08138059 0.05186333
#> lag1_var4 0.01118294 0.04551104 -0.04540831 0.07017529
#> const 0.88029836 0.13747998 0.70805678 1.07954122
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002019829 0.4322082 -0.6499176 0.4576515
#> lag1_var2 1.011243451 0.6383595 0.3516240 1.9807769
#> lag1_var3 0.496207234 1.1161893 -0.6512534 2.2290410
#> lag1_var4 -0.442640072 0.9750737 -1.9574405 0.5574145
#> const 1.723699091 2.3397203 -1.3564572 4.8704987
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2340064 0.4778637 -0.7039670 0.5324630
#> lag1_var2 0.1873168 0.7200202 -0.9295433 0.8772341
#> lag1_var3 0.7123256 1.2060835 -1.2234298 1.9368622
#> lag1_var4 0.2339631 1.0549074 -0.8353365 1.9326327
#> const 2.1585269 2.8049324 -1.3481167 6.0476255
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2732429 0.2587535 -0.5650543 0.1207873
#> lag1_var2 0.4059424 0.3863302 -0.1919573 0.7694985
#> lag1_var3 0.3064430 0.6147898 -0.6321545 0.9321263
#> lag1_var4 0.7142591 0.5392172 0.1672570 1.5423779
#> const 0.9121319 1.8013644 -1.0898392 3.8378965
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002298374 0.0007425948 0.001287068 0.003293342
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07915313 0.02984951 -0.1214365 -0.043173
#> Sigma[2,2] 6.96259229 2.16392535 5.1100747 10.911391
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03833429 0.01892707 0.01714121 0.06684799
#> Sigma[3,2] -3.89923760 1.54541224 -6.57973183 -2.75653567
#> Sigma[3,3] 2.88574603 1.18728468 1.83959556 4.67496695
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007353343 0.009051163 -0.02044754 0.002844115
#> Sigma[4,2] 0.342505406 0.598523501 -0.46612348 1.169134392
#> Sigma[4,3] 0.560291479 0.408286980 0.03478710 1.176205171
#> Sigma[4,4] 0.839665982 0.199484223 0.54576209 1.067374149
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9665325576 0.01361485 0.94880430 0.98675884
#> lag1_var2 -0.0004748464 0.02704764 -0.03770089 0.03080998
#> lag1_var3 -0.0022060135 0.04299593 -0.06252186 0.04912879
#> lag1_var4 -0.0004587503 0.03970936 -0.04647686 0.05616699
#> const 0.9916689324 0.31913255 0.59971829 1.48070428
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.166831 0.5997876 -2.030670 -0.3840632
#> lag1_var2 2.928243 1.0675496 1.493735 4.3372123
#> lag1_var3 3.630027 1.7357578 1.209548 5.8016697
#> lag1_var4 -3.232897 1.6105601 -5.228024 -1.0169399
#> const 7.175567 10.8187282 -10.314869 19.9269280
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.155222 0.3736561 0.7571572 1.7656053
#> lag1_var2 -1.607794 0.8866386 -2.9159914 -0.2630894
#> lag1_var3 -1.871533 1.4171897 -3.8512436 0.3711477
#> lag1_var4 2.472468 1.3445742 0.3072192 4.2960524
#> const -5.311067 5.2135753 -11.0765648 2.2497677
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4219668 0.2701806 -0.06178788 0.6916254
#> lag1_var2 -0.1600690 0.4765615 -0.60585809 0.6143942
#> lag1_var3 -0.1910447 0.8059075 -0.95948194 1.1284649
#> lag1_var4 1.0722381 0.7873966 -0.20431385 1.8270927
#> const -2.6062955 5.7528079 -9.14568803 6.7191193
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006394529 0.0001870098 0.0004462253 0.00094748
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003565803 0.003000959 -0.00792749 0.0006201622
#> Sigma[2,2] 0.359107187 0.066522502 0.28240848 0.4632832205
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001747128 0.004197531 -0.004788505 0.006358636
#> Sigma[3,2] -0.124328741 0.064592510 -0.227086871 -0.055559577
#> Sigma[3,3] 0.694790374 0.182410770 0.449436049 0.925723928
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004078154 0.004232086 -0.00751372 0.003842921
#> Sigma[4,2] 0.0796933908 0.081716801 -0.03842638 0.188950992
#> Sigma[4,3] 0.6463037061 0.173841477 0.40620814 0.883256663
#> Sigma[4,4] 0.7152071162 0.171693993 0.46862950 0.932471563
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98674282 0.02286536 0.95594784 1.01491769
#> lag1_var2 -0.04446052 0.04342741 -0.10939653 0.01107300
#> lag1_var3 -0.08757527 0.07955481 -0.20340667 0.01039974
#> lag1_var4 0.08035550 0.07372297 -0.01119449 0.18856725
#> const 0.73573416 0.21201548 0.46539478 0.99272030
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5330297 0.4815607 -1.0921548 0.1645926
#> lag1_var2 1.4105387 1.2669934 -0.5516403 2.8140282
#> lag1_var3 1.4288750 2.0875613 -1.7493118 3.7844124
#> lag1_var4 -1.2184601 1.9816316 -3.4362728 1.8195264
#> const 3.1855271 4.9482746 -4.2439654 8.9626755
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.183168 0.8557638 0.1946500 2.5067653
#> lag1_var2 -2.191709 1.9754285 -4.9922453 0.2275910
#> lag1_var3 -3.365555 3.4517024 -8.3449565 0.5011119
#> lag1_var4 3.999349 3.2630511 0.2587959 8.7123341
#> const -9.590438 10.3860922 -25.2704790 2.3974207
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9401702 1.000019 -0.1923101 2.4180629
#> lag1_var2 -1.7375949 2.158793 -4.9247536 0.7992044
#> lag1_var3 -3.1696679 3.830068 -8.7890834 1.2820855
#> lag1_var4 3.9332549 3.596989 -0.2237539 9.2516694
#> const -9.8204883 11.490778 -27.3015297 3.9808798
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002687183 0.001255435 0.001691502 0.00468126
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.122599 0.05497058 -0.2154804 -0.07966435
#> Sigma[2,2] 7.569412 2.64934785 5.1307881 12.09356289
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08012482 0.036883 0.04974558 0.1375343
#> Sigma[3,2] -4.97186434 1.666022 -7.64120146 -3.2610483
#> Sigma[3,3] 3.73055814 1.213929 2.45047044 5.5851469
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007561668 0.009464499 -0.004362291 0.02189541
#> Sigma[4,2] -0.479306434 0.469503786 -1.061776197 0.22657447
#> Sigma[4,3] 0.835326280 0.405782773 0.288006438 1.41844554
#> Sigma[4,4] 0.614597525 0.174474889 0.404279754 0.87638960
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.027815310 0.02664374 0.99923810 1.07206765
#> lag1_var2 -0.002544334 0.03582642 -0.05019980 0.04629509
#> lag1_var3 -0.009087242 0.06208506 -0.08877109 0.07602115
#> lag1_var4 -0.014162499 0.05503279 -0.09173740 0.05167655
#> const 0.717216866 0.18110004 0.49218305 0.92977477
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.018116 1.528774 -6.2096369 -2.0074929
#> lag1_var2 4.298083 2.411413 0.8758030 7.6653560
#> lag1_var3 6.163625 4.179270 0.2571103 12.0734653
#> lag1_var4 -4.891402 3.790784 -10.2710303 0.4391974
#> const 23.987329 14.372786 5.8252517 45.4226031
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.937819 0.9139708 2.009259046 4.42156249
#> lag1_var2 -2.203202 1.3977872 -4.148627854 -0.27885298
#> lag1_var3 -2.984730 2.3940585 -6.409894226 0.20310567
#> lag1_var4 2.953274 2.1776803 -0.009802155 5.97669603
#> const -10.221367 9.5636017 -25.406295910 0.07917115
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60917670 0.4626947 -0.09399654 1.189076
#> lag1_var2 -0.03982872 0.7518192 -0.94168756 1.099877
#> lag1_var3 0.03028566 1.2967879 -1.56815575 1.974325
#> lag1_var4 0.70160049 1.1767664 -1.04467755 2.100628
#> const 2.26076154 4.6031365 -2.78811653 10.215497
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.04509977 0.008373941 0.03413356 0.05814202
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05991246 0.02004076 -0.07940636 -0.02862357
#> Sigma[2,2] 0.32886231 0.06928028 0.24466508 0.44180708
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1237942 0.0407521 0.06721752 0.1769158
#> Sigma[3,2] -0.3249518 0.1307700 -0.53191066 -0.1725085
#> Sigma[3,3] 0.9903419 0.2611314 0.73348807 1.3953703
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.08622691 0.03245883 0.0398658 0.12891313
#> Sigma[4,2] -0.11159931 0.10238588 -0.2542416 0.01693011
#> Sigma[4,3] 0.80713752 0.19850636 0.5814663 1.12095944
#> Sigma[4,4] 0.76403279 0.15918542 0.5596518 1.01505525
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8805546 0.1133308 0.7759080 1.0641729
#> lag1_var2 0.2516810 0.3702792 -0.3231350 0.6300240
#> lag1_var3 0.3758809 0.5898081 -0.5480146 0.9896502
#> lag1_var4 -0.3585820 0.5640657 -0.9594119 0.5192942
#> const 1.7374977 1.1064567 0.2743135 3.1200892
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.002113 0.433955 -1.5170387 -0.3341304
#> lag1_var2 2.791117 1.145542 1.1282794 4.2750834
#> lag1_var3 3.097883 1.833882 0.4058636 5.4807492
#> lag1_var4 -2.914820 1.738230 -5.1971675 -0.3916645
#> const 12.565284 3.659874 7.4374064 17.5393539
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.402660 0.7753682 0.4208470 2.5640111
#> lag1_var2 -2.436579 2.3478835 -6.0953525 0.2578703
#> lag1_var3 -2.718039 3.7758495 -8.6614834 1.6463937
#> lag1_var4 3.324727 3.5990185 -0.7881937 9.0060960
#> const -7.062571 7.4551015 -18.4418395 2.9537347
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7628125 0.7096714 -0.260502 1.782198
#> lag1_var2 -0.8101549 2.0810545 -3.871524 2.071786
#> lag1_var3 -0.9764467 3.3404183 -5.934526 3.641761
#> lag1_var4 1.7137583 3.1853778 -2.644772 6.452824
#> const 0.1199953 7.7877722 -10.914793 10.906192
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001930991 0.0005604585 0.001396838 0.00284578
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01914864 0.006315217 -0.02817719 -0.01248534
#> Sigma[2,2] 0.42646697 0.130755092 0.26021034 0.61295297
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01095958 0.004014064 0.007210204 0.0175089
#> Sigma[3,2] -0.21740083 0.088608891 -0.355676058 -0.1293906
#> Sigma[3,3] 0.23483312 0.070245811 0.168056668 0.3534511
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001632382 0.003036284 -0.002454427 0.00587549
#> Sigma[4,2] -0.008847778 0.047742763 -0.090048956 0.04242921
#> Sigma[4,3] 0.144496733 0.038796065 0.101521862 0.20685366
#> Sigma[4,4] 0.158586395 0.032239194 0.112484114 0.20242032
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97968821 0.02600946 0.9437056 1.01260768
#> lag1_var2 -0.03306690 0.06614274 -0.1106576 0.06120698
#> lag1_var3 -0.06182382 0.13542965 -0.2221104 0.11961349
#> lag1_var4 0.05621592 0.12521044 -0.1158049 0.20543578
#> const 0.84843550 0.25946740 0.5364301 1.25934970
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1454847 0.3342812 -0.63358843 0.3380913
#> lag1_var2 1.1836163 0.8802972 -0.04295577 2.3435616
#> lag1_var3 0.5369985 1.7823486 -2.07888245 2.9158469
#> lag1_var4 -0.4846030 1.6458006 -2.68446249 1.8391095
#> const 1.8400630 3.4770409 -2.06766499 7.1439338
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3841228 0.4809915 -0.8990804 0.4463662
#> lag1_var2 0.5740030 0.9737521 -1.0719591 1.6917219
#> lag1_var3 1.9612910 2.0149044 -1.4070377 4.3185670
#> lag1_var4 -0.8887404 1.8529724 -3.0793124 2.2093016
#> const 4.8210358 5.0614654 -2.9885835 10.6919973
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5398191 0.4703223 -1.0822154 0.2638178
#> lag1_var2 1.0263739 0.9039387 -0.5025506 2.0702692
#> lag1_var3 1.9340329 1.8690730 -1.1902570 4.1565922
#> lag1_var4 -0.7722304 1.7247068 -2.8129331 2.1121620
#> const 4.5600479 5.1987250 -4.0547981 10.4320911
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006576012 0.001188994 0.005470545 0.008606544
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05312193 0.01410078 -0.07341891 -0.03653854
#> Sigma[2,2] 1.11077489 0.28799551 0.82646122 1.57627010
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05280412 0.02309785 0.02471715 0.0836913
#> Sigma[3,2] -1.00190241 0.39192731 -1.62137458 -0.6493662
#> Sigma[3,3] 2.50513043 0.74896127 1.91805779 3.8725438
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02075579 0.0200631 -0.008618209 0.04490038
#> Sigma[4,2] -0.33994541 0.3047267 -0.866342685 -0.05532523
#> Sigma[4,3] 1.94551623 0.5747835 1.452359098 3.00332859
#> Sigma[4,4] 1.78325921 0.4348510 1.358094724 2.55118074
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9229854 0.04138426 0.86999927 0.98392416
#> lag1_var2 0.1407940 0.12993014 -0.05256305 0.28830934
#> lag1_var3 0.2469096 0.22298596 -0.08617474 0.49311420
#> lag1_var4 -0.2407087 0.21849326 -0.47968120 0.08622685
#> const 1.3871776 0.67916379 0.34238383 2.25339863
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2602945 0.4108098 -0.2493529 0.8119958
#> lag1_var2 -0.1950792 1.3684217 -1.8793588 1.7582593
#> lag1_var3 -1.9404037 2.3162625 -4.7712943 1.4644652
#> lag1_var4 1.8850112 2.2396983 -1.4348181 4.6074200
#> const -2.3055483 4.9592341 -8.7926073 3.2653213
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40965783 0.5908313 -0.5719115 1.137124
#> lag1_var2 -0.26923735 1.8453729 -2.5896531 2.203668
#> lag1_var3 0.90010308 3.0644651 -2.7989784 5.022845
#> lag1_var4 -0.01703494 2.9710236 -4.0189982 3.496739
#> const -0.71967011 5.5897291 -6.0265898 8.990024
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6631179 0.5042362 -0.0766609 1.299548
#> lag1_var2 -0.7853472 1.5001157 -2.4619571 1.417435
#> lag1_var3 -0.9245028 2.5259303 -3.7899527 2.748861
#> lag1_var4 1.7753940 2.4636669 -1.7916368 4.575341
#> const -4.3447676 5.8640546 -11.6952120 4.427450
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001799167 0.0003762969 0.001333327 0.002336125
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008879459 0.005215699 -0.01506599 -0.0005685292
#> Sigma[2,2] 0.365258536 0.097542250 0.25368617 0.5291637937
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01083908 0.005249987 0.002957355 0.01757942
#> Sigma[3,2] -0.33570805 0.085710618 -0.475300190 -0.23675602
#> Sigma[3,3] 0.34230910 0.079241392 0.248121419 0.46196442
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003268636 0.001410661 0.001632801 0.005406276
#> Sigma[4,2] -0.021354638 0.016550546 -0.041709430 0.004445908
#> Sigma[4,3] 0.054730035 0.022851198 0.025808605 0.089350949
#> Sigma[4,4] 0.037837090 0.013280338 0.027413038 0.058723015
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96126479 0.02946655 0.9158196 0.9939937
#> lag1_var2 0.05596325 0.11262532 -0.1011707 0.2034280
#> lag1_var3 0.07067319 0.13111509 -0.1141214 0.2466028
#> lag1_var4 -0.07252114 0.12948789 -0.2455268 0.1107821
#> const 1.09374091 0.42374141 0.4941905 1.6796787
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08554285 0.4746638 -0.5690457 0.7448836
#> lag1_var2 0.83730743 2.0475999 -1.4239684 4.0839996
#> lag1_var3 -0.07527448 2.4288777 -2.6992912 3.8281908
#> lag1_var4 0.02334841 2.4301997 -3.8392168 2.6950643
#> const 2.80038131 8.1662170 -5.2855206 15.3655174
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04838043 0.5179065 -0.7818633 0.6183337
#> lag1_var2 0.30680700 1.8594814 -2.6150088 2.1818202
#> lag1_var3 1.21251748 2.2068403 -2.3050320 3.4048402
#> lag1_var4 -0.22222916 2.2011577 -2.4650053 3.2407720
#> const 1.50939998 7.5798304 -10.5463288 8.7397380
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03086714 0.1387173 -0.1998458 0.1887895
#> lag1_var2 0.70949993 0.3291867 0.2007618 1.1330266
#> lag1_var3 0.77368446 0.3819353 0.1869428 1.2692638
#> lag1_var4 0.18888302 0.3841634 -0.3088285 0.7861073
#> const 2.31497547 1.2359552 0.5636177 4.0130308
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01084267 0.00259674 0.00789761 0.01455522
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02160619 0.006918524 -0.03266137 -0.01296618
#> Sigma[2,2] 0.37082773 0.058961767 0.28840366 0.44969022
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.09107232 0.02091273 0.0624710 0.1170383
#> Sigma[3,2] -0.55422724 0.10538863 -0.6992326 -0.4313469
#> Sigma[3,3] 1.42732694 0.26643203 1.0680042 1.8179878
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.08267735 0.01914813 0.0575509 0.1079707
#> Sigma[4,2] -0.38150362 0.08626812 -0.4925033 -0.2713524
#> Sigma[4,3] 1.18388197 0.23052518 0.8682473 1.5145658
#> Sigma[4,4] 1.02186922 0.20318553 0.7505155 1.3082778
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0068348 0.06603354 0.913108704 1.0879880608
#> lag1_var2 -0.1277782 0.09620264 -0.261824559 0.0021332700
#> lag1_var3 -0.2454825 0.17677017 -0.484115064 -0.0004982565
#> lag1_var4 0.2291407 0.16287906 0.003048904 0.4432967754
#> const 0.7584318 0.53158555 0.208935200 1.5947760789
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.570044 0.4243490 -2.160527 -1.027534
#> lag1_var2 3.971499 0.7953409 2.635587 4.743697
#> lag1_var3 5.537141 1.4630606 3.054141 6.957015
#> lag1_var4 -5.166353 1.3601117 -6.466316 -2.843682
#> const 14.243845 3.7001591 10.117281 19.925010
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.160600 0.9825751 0.843577 3.570029
#> lag1_var2 -4.525505 1.1019986 -6.198269 -3.147666
#> lag1_var3 -7.407518 1.9886581 -10.503001 -4.949149
#> lag1_var4 7.828241 1.7821560 5.542956 10.594174
#> const -15.346156 9.2090888 -27.840493 -2.414789
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.455296 0.8623928 0.2685818 2.586597
#> lag1_var2 -2.864819 0.8810067 -4.1887690 -1.769467
#> lag1_var3 -5.303166 1.5870912 -7.7582919 -3.426712
#> lag1_var4 5.914057 1.4027513 4.3003850 8.089507
#> const -10.143077 8.1870026 -20.1824257 2.007338
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009552468 0.0002014777 0.0006800101 0.001247614
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01556725 0.00473083 -0.02277492 -0.0091337
#> Sigma[2,2] 0.49267027 0.15509241 0.33259534 0.7523867
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02329771 0.006160483 0.01593009 0.03271935
#> Sigma[3,2] -0.44050031 0.132032542 -0.66567337 -0.30357719
#> Sigma[3,3] 1.04697062 0.285931928 0.74818639 1.48578855
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01460917 0.004258928 0.01008582 0.02112122
#> Sigma[4,2] -0.15232644 0.058725852 -0.22477264 -0.07059035
#> Sigma[4,3] 0.81816509 0.243413320 0.58183987 1.20471795
#> Sigma[4,4] 0.75930055 0.232319034 0.54942515 1.12914077
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96776861 0.02378774 0.93730953 1.00035367
#> lag1_var2 0.05218210 0.06224804 -0.04384087 0.12040524
#> lag1_var3 0.07196822 0.10062135 -0.08661300 0.18207474
#> lag1_var4 -0.07466109 0.09753037 -0.17589611 0.08386132
#> const 1.03720075 0.29266559 0.69199139 1.47009775
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08090007 0.502947 -0.7540401 0.5022498
#> lag1_var2 0.86739542 1.441363 -0.8022897 3.1919162
#> lag1_var3 0.17615261 2.375615 -2.5122657 4.0435329
#> lag1_var4 -0.16502873 2.352937 -4.0733656 2.4004453
#> const 2.50343038 6.564288 -6.4306988 9.3132568
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8206031 1.005890 -0.5713677 2.120069
#> lag1_var2 1.9693085 2.225989 -1.5648534 4.877666
#> lag1_var3 3.6350248 3.663503 -2.0484236 8.414198
#> lag1_var4 -3.1659312 3.543583 -7.5740096 2.493270
#> const 7.6913807 9.997798 -4.5567061 23.761150
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7997862 0.8529758 -0.3074257 1.974383
#> lag1_var2 2.3659750 1.6872462 -0.2300720 4.326201
#> lag1_var3 3.5166677 2.8434335 -0.6373054 6.831162
#> lag1_var4 -3.0363992 2.7002906 -6.2051715 1.097348
#> const 8.1170363 7.9669939 -0.8532362 20.245968
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000769704 0.0002266551 0.0006033591 0.001153516
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01258369 0.007879473 -0.02387845 -0.003190823
#> Sigma[2,2] 3.31272334 0.524766011 2.80690398 4.178965292
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005157961 0.005583506 -0.0007752097 0.014166
#> Sigma[3,2] -1.669469318 0.214087490 -1.9691455434 -1.392356
#> Sigma[3,3] 1.048577032 0.118117627 0.8694320390 1.191367
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002703272 0.004459183 -0.009099289 0.002648257
#> Sigma[4,2] 0.218713446 0.214297141 -0.025188850 0.566447971
#> Sigma[4,3] 0.176007291 0.108690822 0.017117129 0.311147444
#> Sigma[4,4] 0.414919880 0.115840914 0.288524511 0.592746882
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03956263 0.02066419 1.016831419 1.07170050
#> lag1_var2 -0.03050118 0.01374528 -0.049718122 -0.01315583
#> lag1_var3 -0.06012859 0.02583563 -0.096358908 -0.02816334
#> lag1_var4 0.03035104 0.02030562 0.006200498 0.05963971
#> const 0.67248330 0.14962146 0.417222963 0.80551732
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.110813 1.306277 -4.8824131 -1.1828092
#> lag1_var2 2.687909 0.995627 1.2640456 3.9763386
#> lag1_var3 3.182819 1.851284 0.4687179 5.5225379
#> lag1_var4 -2.073424 1.357473 -3.6978007 -0.1710927
#> const 11.380019 8.784561 -0.1687008 22.2024957
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8733995 0.6615448 0.96063710 2.8038827
#> lag1_var2 -0.8869169 0.4576457 -1.50001120 -0.2290887
#> lag1_var3 -0.7068343 0.8521512 -1.82462579 0.5367111
#> lag1_var4 0.9642811 0.6121304 0.06545642 1.7158080
#> const -3.3724551 5.5983343 -10.58267095 4.5124999
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2443242 0.3389865 -0.2008929 0.7378347
#> lag1_var2 0.2033456 0.2181281 -0.1790509 0.4164474
#> lag1_var3 0.3418578 0.4205537 -0.3913929 0.7669060
#> lag1_var4 0.5313581 0.3378090 0.1162132 1.0750805
#> const 0.7034767 2.0220599 -1.6367421 3.7778837
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001368414 0.0003996993 0.0008825316 0.002016995
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005344829 0.002292029 -0.008492124 -0.002121442
#> Sigma[2,2] 0.098043099 0.015695232 0.080728950 0.119805501
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006339531 0.004025208 0.000487428 0.01119696
#> Sigma[3,2] -0.111834566 0.034287906 -0.164015953 -0.06615498
#> Sigma[3,3] 0.236821064 0.056842406 0.184684244 0.32874719
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00279436 0.002742733 -0.001361774 0.00638974
#> Sigma[4,2] -0.04697462 0.027246732 -0.087637669 -0.01159950
#> Sigma[4,3] 0.16494879 0.039894861 0.135374198 0.23519148
#> Sigma[4,4] 0.13607036 0.032300154 0.107048496 0.19037253
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99149578 0.02056636 0.961740656 1.0143806
#> lag1_var2 -0.08321722 0.12627262 -0.198202530 0.1268525
#> lag1_var3 -0.11791724 0.18134327 -0.296006207 0.1794668
#> lag1_var4 0.11391746 0.18345637 -0.188095991 0.2979218
#> const 0.51711384 0.48244759 -0.003721303 1.3331870
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3250562 0.1796919 0.08368208 0.5674105
#> lag1_var2 1.0855906 0.5155857 0.51030812 1.8977428
#> lag1_var3 1.1102668 0.8932103 0.17896276 2.3031724
#> lag1_var4 -1.2444015 0.9263444 -2.44775547 -0.3049634
#> const 3.0265741 3.4548530 -0.97265243 8.3448601
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5245594 0.2849302 -0.8531318 -0.06771735
#> lag1_var2 0.8919680 1.0693759 -0.6016379 2.47492284
#> lag1_var3 1.4633517 1.6796519 -0.6985154 3.99731152
#> lag1_var4 -0.3728428 1.7213643 -2.9611591 1.78144323
#> const 4.6701119 5.4552467 -2.5134326 12.95892224
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3054004 0.2009040 -0.5452756 -0.0008044382
#> lag1_var2 1.4663668 0.9268275 0.2518955 2.8340183755
#> lag1_var3 1.9665591 1.3883333 0.4493727 4.0699041536
#> lag1_var4 -0.9504892 1.4183165 -3.0900450 0.5995555879
#> const 5.6038004 3.8259359 0.7162537 11.3585634663
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001465419 0.0003109829 0.00116518 0.001972365
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005400742 0.003209744 -0.01014200 -0.001379214
#> Sigma[2,2] 0.122326151 0.041141807 0.08109881 0.190910120
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004130489 0.004088985 -0.0004822519 0.01016586
#> Sigma[3,2] -0.098325936 0.051296178 -0.1862758069 -0.05091745
#> Sigma[3,3] 0.282409559 0.059404740 0.2023560733 0.36382393
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009833058 0.002767948 -0.002411203 0.004988021
#> Sigma[4,2] -0.0329101906 0.036071291 -0.086553814 0.008972187
#> Sigma[4,3] 0.2450999953 0.044443643 0.180683989 0.300373629
#> Sigma[4,4] 0.2449236808 0.037359416 0.189830688 0.288649615
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97572804 0.02832684 0.935582213 1.008313327
#> lag1_var2 -0.06992679 0.05816245 -0.131778567 0.018563684
#> lag1_var3 -0.15932867 0.10773940 -0.279263592 0.007753707
#> lag1_var4 0.15870755 0.10082092 0.002927788 0.270980652
#> const 0.55967123 0.22613463 0.306075399 0.876789340
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03427437 0.1793071 -0.2430791 0.2391151
#> lag1_var2 1.49423357 0.3617443 1.0024679 1.9163497
#> lag1_var3 1.83137565 0.6421800 0.9968738 2.7092447
#> lag1_var4 -1.87463888 0.6116625 -2.7218994 -1.0790540
#> const 5.58777551 0.8998297 4.2373649 6.7066428
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9825825 0.2940420 0.6240479 1.357720
#> lag1_var2 -2.7026423 0.6091073 -3.6349679 -2.024479
#> lag1_var3 -3.9787941 1.3536136 -6.0910722 -2.617665
#> lag1_var4 4.7735464 1.3008428 3.4778324 6.825937
#> const -10.2548031 2.8068537 -14.1888678 -6.841944
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.056307 0.3242156 0.5986894 1.453351
#> lag1_var2 -2.328138 0.5871410 -3.2673837 -1.673345
#> lag1_var3 -3.780857 1.2728982 -5.9265517 -2.690442
#> lag1_var4 4.557894 1.2165419 3.5848327 6.619566
#> const -9.611731 3.1153998 -13.8585604 -5.596769
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001774688 0.0004351481 0.001156238 0.002354267
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01772202 0.004127989 -0.02503342 -0.0138751
#> Sigma[2,2] 0.31573947 0.067477006 0.23834800 0.4263433
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02889692 0.007811691 0.02027472 0.0420376
#> Sigma[3,2] -0.55706854 0.145626776 -0.75033840 -0.3718068
#> Sigma[3,3] 1.24781806 0.310638884 0.87366717 1.7032812
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01906082 0.005884325 0.01157842 0.02817639
#> Sigma[4,2] -0.38361166 0.113630588 -0.53130529 -0.23909223
#> Sigma[4,3] 0.94749169 0.237638170 0.67538394 1.30904920
#> Sigma[4,4] 0.74275264 0.180091832 0.54145517 1.02450205
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97303480 0.01539649 0.9543557 0.99415568
#> lag1_var2 -0.03469713 0.07629061 -0.1305852 0.06553137
#> lag1_var3 -0.01502634 0.13840459 -0.1726787 0.18344267
#> lag1_var4 0.01427317 0.13904762 -0.1851315 0.17208079
#> const 0.79364101 0.43253265 0.2061426 1.34346083
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08409435 0.2004371 -0.1764303 0.3775525
#> lag1_var2 0.31166424 1.1964273 -1.6060397 1.4293513
#> lag1_var3 -0.40334968 2.1192748 -3.8592223 1.6502864
#> lag1_var4 0.36884354 2.1245358 -1.6999390 3.8381972
#> const 0.76339160 5.3869385 -7.4746253 8.1914121
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5763049 0.4022656 -1.1593039 -0.05204047
#> lag1_var2 2.6871512 2.4416495 0.1510252 6.50119201
#> lag1_var3 5.2052884 4.4281175 0.4149350 12.03244276
#> lag1_var4 -4.2125186 4.4429627 -11.0627377 0.62130133
#> const 13.7517461 10.7039977 0.1832221 28.07141226
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5095663 0.3109462 -0.9649596 -0.1165146
#> lag1_var2 2.7251556 1.8953842 0.5837754 5.7636344
#> lag1_var3 4.7254744 3.4809916 0.7117783 10.1965974
#> lag1_var4 -3.7432065 3.4941925 -9.2316430 0.3044281
#> const 13.1650447 8.4239141 3.3951807 24.4782819
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002684687 0.001362791 0.001706086 0.005015913
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04946578 0.03528942 -0.1038835 -0.02036153
#> Sigma[2,2] 2.38003437 0.84188398 1.4979185 3.70295350
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04585696 0.02946092 0.02097289 0.09195854
#> Sigma[3,2] -1.57125584 0.78931652 -2.83004270 -0.71788354
#> Sigma[3,3] 1.58054787 0.69323859 0.95970792 2.73491588
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02404223 0.01445209 0.01073947 0.04632211
#> Sigma[4,2] -0.44682382 0.43559621 -1.14205502 0.02119642
#> Sigma[4,3] 0.92892189 0.36332999 0.58492079 1.54046802
#> Sigma[4,4] 0.82533275 0.20725766 0.61078531 1.15499423
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01112819 0.03930899 0.9696426950 1.069130385
#> lag1_var2 -0.04815505 0.04217804 -0.1121362434 -0.004641289
#> lag1_var3 -0.09721624 0.08940076 -0.2311783334 -0.004580533
#> lag1_var4 0.07925105 0.07584859 -0.0002328639 0.191535467
#> const 0.67423578 0.29607699 0.2527239526 1.037012747
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1976086 1.382832 -2.2970077 1.481735
#> lag1_var2 0.7645825 1.478054 -0.9532975 3.036953
#> lag1_var3 -0.4662315 3.056989 -4.0321799 4.238588
#> lag1_var4 0.5040543 2.540586 -3.3988434 3.455277
#> const 1.7874693 8.481601 -8.7928966 13.796946
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2736587 1.114398 -0.3657619 2.6082383
#> lag1_var2 -0.9272982 1.128795 -2.5672290 0.5304299
#> lag1_var3 -0.8317806 2.343581 -4.2315057 2.2016736
#> lag1_var4 1.3347669 1.937146 -1.1814488 4.1624545
#> const -2.0198298 5.831726 -7.2797592 7.4868061
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.337968 0.7902187 0.3367178 2.4794707
#> lag1_var2 -1.011397 0.6977049 -2.0326788 -0.2100646
#> lag1_var3 -1.981558 1.4678199 -4.1340454 -0.3392167
#> lag1_var4 2.486292 1.2305547 1.1080995 4.2965696
#> const -3.587405 6.1265692 -12.6918732 2.7776604
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002284917 0.0005822593 0.001574904 0.003182205
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01155176 0.007407014 -0.02099984 -0.00185796
#> Sigma[2,2] 1.01399332 0.384230473 0.72692523 1.66919955
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00296833 0.00706585 -0.006036584 0.01133287
#> Sigma[3,2] -0.36402853 0.15316951 -0.606497289 -0.19326655
#> Sigma[3,3] 0.65857931 0.14354206 0.468093108 0.85809344
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004155999 0.004307271 -0.008781539 0.002738088
#> Sigma[4,2] 0.269640342 0.290842406 0.114092322 0.712622036
#> Sigma[4,3] 0.472233274 0.121983956 0.350573340 0.658673825
#> Sigma[4,4] 0.685278569 0.214849769 0.501500351 1.053103665
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006357492 0.01606124 0.9816058 1.0253494
#> lag1_var2 0.005360785 0.10428883 -0.1554888 0.1343688
#> lag1_var3 0.009032730 0.16289036 -0.2473699 0.2089713
#> lag1_var4 -0.026783295 0.16465751 -0.2253370 0.2311988
#> const 0.974198835 0.32851994 0.5295692 1.4020752
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005973805 0.4808082 -0.8186603 0.4755518
#> lag1_var2 1.167655573 1.6037259 -1.0668382 3.3201123
#> lag1_var3 1.228773847 2.5112946 -2.4604998 4.6214190
#> lag1_var4 -1.232219039 2.4324550 -4.4379875 2.3607184
#> const 3.777318860 6.1364035 -2.1822761 13.1096030
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2193731 0.2445052 -0.6068886 0.04645585
#> lag1_var2 3.2720641 0.8535031 2.2995059 4.53988528
#> lag1_var3 5.9122844 1.3786565 4.3482057 8.05188790
#> lag1_var4 -5.1042285 1.3859991 -7.2536721 -3.47681914
#> const 14.5893138 6.8307806 7.1230099 25.41030182
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2377019 0.3449258 -0.6473433 0.2697108
#> lag1_var2 3.9593310 0.6915734 3.1210756 4.9404084
#> lag1_var3 6.6336244 1.0747543 5.5192713 8.2273690
#> lag1_var4 -5.8112962 1.0973313 -7.4470226 -4.7114110
#> const 16.2391743 6.4767475 7.9215905 26.5004604
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001355427 0.0001745224 0.001087437 0.001560531
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001889986 0.0003502234 -0.002359393 -0.001444066
#> Sigma[2,2] 0.009342422 0.0018908524 0.006595927 0.011794272
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001621611 0.001145420 -8.209782e-05 0.003042059
#> Sigma[3,2] -0.016785009 0.003204728 -2.071681e-02 -0.012653222
#> Sigma[3,3] 0.064618617 0.013092221 4.837475e-02 0.082836298
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.808097e-05 0.001032304 -0.001386048 0.001497291
#> Sigma[4,2] -9.855298e-03 0.002612283 -0.012818524 -0.006001982
#> Sigma[4,3] 5.339985e-02 0.012046770 0.039472144 0.071416726
#> Sigma[4,4] 4.741281e-02 0.011122456 0.035977988 0.064853529
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980448680 0.01484532 0.9586883 0.9980483
#> lag1_var2 0.007850906 0.14015118 -0.1617840 0.2150045
#> lag1_var3 0.041568660 0.19726053 -0.2143409 0.3237318
#> lag1_var4 -0.046025462 0.19831999 -0.3297695 0.2124846
#> const 0.950012389 0.49165022 0.3241586 1.6492410
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.184756877 0.04481701 0.1232878 0.2295836
#> lag1_var2 -0.009158243 0.37597408 -0.6203184 0.4218173
#> lag1_var3 -0.805706456 0.60476929 -1.8134795 -0.1836509
#> lag1_var4 0.782064804 0.61159707 0.1502807 1.8016483
#> const -1.155391508 1.57666782 -3.5394213 0.7369086
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3022771 0.06587042 -0.38071532 -0.2135678
#> lag1_var2 1.4733046 0.89327246 0.18113676 2.5867317
#> lag1_var3 2.2804560 1.53658340 0.06450479 4.1336118
#> lag1_var4 -1.2879609 1.56012199 -3.16784744 0.9579639
#> const 5.9687333 3.98609171 -0.11890120 10.3294036
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1593280 0.08021312 -0.26706926 -0.05495269
#> lag1_var2 1.2457429 0.94102539 0.03900485 2.46298482
#> lag1_var3 1.3792711 1.50238839 -0.60442530 3.27689497
#> lag1_var4 -0.3878495 1.52262105 -2.31112629 1.61877993
#> const 3.7725300 3.97528592 -1.70768690 8.40343800
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001778159 0.0002180568 0.001524615 0.002109551
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005716898 0.001542068 -0.008018154 -0.003825717
#> Sigma[2,2] 0.041849357 0.016805347 0.026389362 0.067981291
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002536256 0.002268969 -0.0004386975 0.005918215
#> Sigma[3,2] -0.033223618 0.017367904 -0.0610710049 -0.012572699
#> Sigma[3,3] 0.063536352 0.018149985 0.0428395719 0.089466577
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.533385e-05 0.002033207 -0.002869751 0.0027184931
#> Sigma[4,2] -1.698836e-02 0.012980724 -0.035979018 0.0005096665
#> Sigma[4,3] 5.508486e-02 0.014246010 0.036821850 0.0736990133
#> Sigma[4,4] 5.355288e-02 0.012028054 0.035582761 0.0685751490
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96454048 0.03059936 0.93568724 1.01268689
#> lag1_var2 0.01450595 0.06377270 -0.08591425 0.09111931
#> lag1_var3 0.02667047 0.13757503 -0.20099103 0.16048094
#> lag1_var4 -0.03098076 0.12928625 -0.15710163 0.18225952
#> const 0.98196474 0.32262551 0.41260351 1.29507204
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.009729297 0.1476162 -0.1967341 0.2054083
#> lag1_var2 0.967224306 0.3143005 0.5213032 1.3318794
#> lag1_var3 0.793553447 0.6878930 -0.3551091 1.4765080
#> lag1_var4 -0.774064531 0.6482569 -1.4202947 0.3068385
#> const 2.768293597 1.5797045 0.8135658 4.8006464
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2753294 0.2665136 -0.6689269 0.0482991
#> lag1_var2 0.3363810 0.5439654 -0.3039391 1.1744431
#> lag1_var3 0.7770248 1.1731582 -0.7769149 2.4948578
#> lag1_var4 0.2181346 1.0975362 -1.3934102 1.6743104
#> const 1.8481864 2.4495905 -1.4567851 5.3384395
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3129588 0.2698322 -0.6694016 0.03593646
#> lag1_var2 0.5795029 0.5382915 -0.1088719 1.32169597
#> lag1_var3 0.6632391 1.1386025 -0.9273272 2.08874505
#> lag1_var4 0.3912112 1.0643588 -0.9441080 1.88406177
#> const 1.5357640 2.4694449 -2.2693923 4.50078509
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001233121 0.000330317 0.0008356884 0.001729312
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01272806 0.004716787 -0.02050235 -0.007787004
#> Sigma[2,2] 0.26975131 0.076285531 0.19507867 0.407820912
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02671176 0.009019857 0.01830156 0.04248483
#> Sigma[3,2] -0.33286363 0.118709234 -0.53265387 -0.22142053
#> Sigma[3,3] 1.29114652 0.300061170 0.96303504 1.75228865
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02102789 0.008110194 0.01324731 0.03482391
#> Sigma[4,2] -0.19172790 0.105505730 -0.37089496 -0.08675381
#> Sigma[4,3] 1.19225844 0.289763868 0.87378683 1.64400165
#> Sigma[4,4] 1.17373385 0.289366100 0.88836172 1.67195843
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978429927 0.02896937 0.94319355 1.0176756
#> lag1_var2 0.013029631 0.07066188 -0.07712707 0.1035594
#> lag1_var3 0.008321812 0.12547763 -0.15217440 0.1703880
#> lag1_var4 -0.015929832 0.11819310 -0.16822527 0.1338657
#> const 0.905527156 0.27144675 0.58091624 1.2378483
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6855078 0.4282294 -1.171573172 -0.06789558
#> lag1_var2 1.2056854 1.0322543 -0.002377878 2.36925062
#> lag1_var3 1.0178677 1.8970334 -1.258419192 3.10322100
#> lag1_var4 -0.7598503 1.7860714 -2.760371129 1.38274692
#> const 3.7082561 4.0208309 -2.245282524 8.49426506
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.670091 1.273817 -2.27738071 1.191104
#> lag1_var2 2.608827 2.900223 -2.00206918 5.745381
#> lag1_var3 5.340706 5.417282 -3.17838736 11.328161
#> lag1_var4 -4.372520 5.078519 -10.00056716 3.604396
#> const 16.455617 11.543389 0.07596217 31.961122
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.178447 1.358958 -3.0615622 0.7335798
#> lag1_var2 3.298420 2.869496 -0.9712815 6.6369429
#> lag1_var3 5.934543 5.454619 -2.0287513 12.5722191
#> lag1_var4 -4.768215 5.098350 -10.9167796 2.6737303
#> const 18.423073 12.992731 -0.3042029 37.3492203
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002207986 0.0004692646 0.001761947 0.002983468
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005022312 0.001396128 -0.007154308 -0.003370656
#> Sigma[2,2] 0.037139934 0.010261421 0.023729840 0.050098532
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003691723 0.005200979 -0.01031134 0.004098451
#> Sigma[3,2] -0.001761383 0.016239302 -0.02037034 0.023547276
#> Sigma[3,3] 0.242615661 0.070535535 0.15592237 0.344307689
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00802100 0.005742914 -0.015168443 0.0003649395
#> Sigma[4,2] 0.02641568 0.017370129 0.006454734 0.0562746968
#> Sigma[4,3] 0.25410981 0.070870630 0.167630180 0.3624781691
#> Sigma[4,4] 0.28783654 0.072378193 0.206023508 0.4028649256
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99126688 0.03097823 0.94808085 1.02438839
#> lag1_var2 -0.07919622 0.09615225 -0.18381988 0.03126728
#> lag1_var3 -0.12783127 0.14123379 -0.30126369 0.05379293
#> lag1_var4 0.12175844 0.13589334 -0.05313319 0.28812583
#> const 0.60158588 0.38559557 0.20428198 1.20711615
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.009621076 0.1341216 -0.1974698 0.1571436
#> lag1_var2 0.791163407 0.3888612 0.2700635 1.3284342
#> lag1_var3 0.464897235 0.6604067 -0.4757214 1.3098730
#> lag1_var4 -0.451276788 0.6345659 -1.2630956 0.4547204
#> const 2.018272863 1.6897734 0.1116060 4.4137864
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45012333 0.3096629 -0.9014148 -0.05859521
#> lag1_var2 1.20834742 0.8785818 0.2643123 2.55700105
#> lag1_var3 1.02370830 1.3384829 -0.5498903 3.00936082
#> lag1_var4 -0.02929963 1.2921680 -1.9406201 1.48844230
#> const 4.27637332 4.2365950 -2.2441111 9.49522193
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.49055733 0.3701891 -0.9598799 0.01554664
#> lag1_var2 1.53130209 1.0743817 0.2663023 3.18259276
#> lag1_var3 0.96131759 1.6433981 -1.1669706 3.27827044
#> lag1_var4 0.07173274 1.5856898 -2.1613604 2.13373109
#> const 4.19954518 4.9462303 -3.8016802 9.36083822
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001007074 0.0002337615 0.0007566316 0.001370516
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007792327 0.002374357 -0.01126812 -0.005317975
#> Sigma[2,2] 0.112603373 0.028954441 0.08700599 0.163485729
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007697139 0.003949345 0.002513606 0.01316925
#> Sigma[3,2] -0.104493982 0.046469036 -0.174800211 -0.04420144
#> Sigma[3,3] 0.268359880 0.046869616 0.205550484 0.33984087
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002845436 0.002693298 -0.0008954413 0.006234092
#> Sigma[4,2] -0.034561775 0.034020512 -0.0736078206 0.018923441
#> Sigma[4,3] 0.208742672 0.026611830 0.1820944502 0.249890039
#> Sigma[4,4] 0.192790526 0.023650818 0.1636595134 0.229487397
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96721407 0.01066609 0.95123757 0.98116860
#> lag1_var2 0.02861941 0.04631623 -0.02349652 0.10382773
#> lag1_var3 -0.01570462 0.06370377 -0.09126515 0.08095520
#> lag1_var4 0.01488246 0.06271141 -0.07882481 0.09091939
#> const 0.82193966 0.15887618 0.61728814 1.06225757
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01496106 0.1486117 -0.2512209 0.1383626
#> lag1_var2 0.07835537 0.7542251 -0.9612766 1.0332558
#> lag1_var3 -0.74214034 1.1358915 -2.2334191 0.7017715
#> lag1_var4 0.78058984 1.1036284 -0.6419179 2.2608168
#> const -0.44297733 1.9889807 -3.1294176 2.2209184
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5146648 0.2662456 0.2369589 0.93648195
#> lag1_var2 -0.8219211 0.6444348 -1.5978119 0.07213253
#> lag1_var3 -0.4879497 1.1478521 -1.8714728 1.14595070
#> lag1_var4 1.3016682 1.0873685 -0.2739085 2.59188552
#> const -2.0583825 2.8518187 -5.8464910 1.79917244
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5231555 0.2545733 0.2079003 0.8861358
#> lag1_var2 -1.0346439 0.5480341 -1.7085539 -0.2258427
#> lag1_var3 -1.3645059 0.9993873 -2.5448584 0.2364387
#> lag1_var4 2.2203635 0.9449942 0.7018526 3.3284364
#> const -3.9148584 3.1283922 -8.5829530 -0.1281507
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00112689 0.0002353777 0.0008662034 0.001493032
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004454069 0.004925314 -0.01010939 0.003094387
#> Sigma[2,2] 1.464323455 0.363022685 1.12826965 2.052538929
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01092948 0.00501187 0.005920092 0.01880832
#> Sigma[3,2] -0.82926720 0.21037529 -1.160737748 -0.62247515
#> Sigma[3,3] 0.77692529 0.14501815 0.602346701 0.99604411
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01050454 0.003787327 0.006057367 0.01660028
#> Sigma[4,2] 0.01159048 0.115575349 -0.142464168 0.17058502
#> Sigma[4,3] 0.37973467 0.089022532 0.283455879 0.49602289
#> Sigma[4,4] 0.48751868 0.091289729 0.389856994 0.62853120
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984491288 0.02253702 0.96078514 1.019501623
#> lag1_var2 -0.007964567 0.01644216 -0.03348024 0.009345922
#> lag1_var3 -0.009692449 0.02946545 -0.05607965 0.023340385
#> lag1_var4 0.004766674 0.02203544 -0.02060105 0.037146711
#> const 0.714941937 0.14823347 0.48804199 0.873920977
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5349262 1.0330229 -1.6399716 0.9723117
#> lag1_var2 1.4389380 0.6758700 0.4153956 2.1872999
#> lag1_var3 1.2369136 1.1268565 -0.4528859 2.5668887
#> lag1_var4 -0.9377394 0.8421603 -1.9528235 0.2855414
#> const 0.6814650 8.6502414 -10.0590420 10.6415698
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5734319 0.6322088 0.6373703 2.4475549
#> lag1_var2 -0.8548456 0.4144953 -1.4210698 -0.3654583
#> lag1_var3 -0.3553860 0.7344033 -1.4102243 0.4416981
#> lag1_var4 0.7729472 0.5671686 0.1014718 1.5753739
#> const -0.8318623 4.2984678 -6.9272340 3.8041608
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5697034 0.3765015 1.1666679 2.20631209
#> lag1_var2 -0.6046885 0.4062014 -1.1396565 -0.08739096
#> lag1_var3 -0.5532428 0.6957218 -1.4813728 0.31612541
#> lag1_var4 1.0965459 0.5405177 0.3887639 1.75847919
#> const -3.5789389 2.6661080 -6.3009036 1.04085205
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003501198 7.028255e-05 0.0002663766 0.0004502615
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002653397 0.001375695 -0.004709898 -0.001055735
#> Sigma[2,2] 0.412151360 0.061997640 0.334509787 0.508523072
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003035172 0.001643595 0.0004708478 0.004926497
#> Sigma[3,2] -0.152633118 0.048779775 -0.2030571401 -0.074364797
#> Sigma[3,3] 0.159103525 0.037628519 0.1144929985 0.216800854
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001597821 0.001285164 -0.0006235177 0.002515349
#> Sigma[4,2] 0.110584676 0.034710242 0.0548702360 0.143365714
#> Sigma[4,3] 0.075445583 0.031366087 0.0227591708 0.108319017
#> Sigma[4,4] 0.162385566 0.035298521 0.1178842585 0.211902005
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9589232292 0.02882672 0.92164877 1.00068227
#> lag1_var2 -0.0043706674 0.03638428 -0.05256933 0.05322784
#> lag1_var3 0.0004060693 0.05944291 -0.08107684 0.09159815
#> lag1_var4 0.0027330580 0.05208383 -0.07855620 0.07249752
#> const 0.8222263335 0.22199220 0.50133864 1.08569392
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7930008 0.6105475 0.110465 1.8278437
#> lag1_var2 -0.5257632 0.9048065 -2.047576 0.3689644
#> lag1_var3 -2.2938142 1.4111494 -4.655786 -0.8446455
#> lag1_var4 2.0812449 1.2653930 0.815422 4.2007851
#> const -3.7394420 4.9101414 -11.820791 2.4628859
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002420712 0.5302961 -0.5979535 0.8503711
#> lag1_var2 0.079616523 0.6857368 -0.9920971 0.8999617
#> lag1_var3 0.895946825 1.1301873 -0.8639467 2.2441168
#> lag1_var4 0.034414103 0.9917826 -1.1600706 1.5726049
#> const 2.136987091 3.9934022 -3.9432809 6.0871152
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5351035 0.5778387 -0.2698558 1.2942764
#> lag1_var2 -0.7034828 0.7626537 -1.6924046 0.2710834
#> lag1_var3 -1.3133298 1.2428896 -2.9142817 0.3633608
#> lag1_var4 2.1277164 1.0920283 0.6884021 3.5401980
#> const -2.6721836 4.3937603 -9.2132540 2.0025711
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001013719 0.0002452518 0.0006784133 0.001355934
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00079156 0.001786988 -0.001754039 0.002868226
#> Sigma[2,2] 0.17977980 0.031336178 0.131984155 0.216743576
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005098489 0.005156537 -0.01044389 0.002843467
#> Sigma[3,2] -0.158388511 0.040866793 -0.19573302 -0.087040089
#> Sigma[3,3] 0.501992738 0.119118798 0.34689095 0.659073918
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004574998 0.004220736 -0.00860813 0.002132736
#> Sigma[4,2] -0.017593958 0.042125820 -0.05612290 0.053576564
#> Sigma[4,3] 0.383038466 0.100114526 0.25748867 0.518481884
#> Sigma[4,4] 0.374557873 0.080399885 0.26244658 0.482001253
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99628571 0.01115043 0.9806436 1.01240035
#> lag1_var2 -0.03129745 0.09673659 -0.1811538 0.09774492
#> lag1_var3 -0.04835061 0.13194171 -0.2610977 0.12653220
#> lag1_var4 0.04181075 0.13223956 -0.1335113 0.25415989
#> const 0.62353085 0.30104835 0.2638539 1.06618273
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12665767 0.2101406 -0.4268507 0.1437633
#> lag1_var2 0.01444099 0.9667560 -1.2656430 1.1854045
#> lag1_var3 -0.64513014 1.2746167 -2.3346090 1.0047770
#> lag1_var4 0.70279205 1.2683509 -0.9287204 2.3809935
#> const -0.99520911 4.3978316 -6.4265261 5.4512852
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06108909 0.2703744 -0.3922031 0.3269712
#> lag1_var2 0.87380860 1.3561664 -0.7980100 2.6935954
#> lag1_var3 1.45111855 1.7705944 -0.8756328 3.4928508
#> lag1_var4 -0.51745683 1.7650697 -2.5884766 1.7641604
#> const 5.66129947 6.5979946 -4.9735755 13.4503635
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1362924 0.2602348 -0.4664921 0.1998138
#> lag1_var2 0.6683552 1.2219866 -1.1876861 2.1116350
#> lag1_var3 0.6641400 1.7103314 -1.9120334 2.7491449
#> lag1_var4 0.3236895 1.6973100 -1.7337476 2.8946870
#> const 3.6357373 5.7098008 -4.4350404 11.2567476
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001159609 0.000267219 0.0008372154 0.001524697
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002798685 0.001440079 -0.004583376 -0.0008922653
#> Sigma[2,2] 0.117088872 0.029037658 0.081127512 0.1598715396
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002861803 0.001945021 -4.078579e-05 0.005047953
#> Sigma[3,2] -0.101256442 0.022028171 -1.308645e-01 -0.071814160
#> Sigma[3,3] 0.100958025 0.019843186 7.436030e-02 0.129814810
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00124003 0.001305668 -0.000841047 0.002446172
#> Sigma[4,2] -0.03386168 0.009169192 -0.047648008 -0.021812394
#> Sigma[4,3] 0.04337679 0.011059580 0.032335935 0.060405092
#> Sigma[4,4] 0.02464521 0.007065587 0.018536553 0.035824942
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0007324 0.01501421 0.97773934 1.01986683
#> lag1_var2 -0.1216201 0.07384829 -0.21532482 -0.02879395
#> lag1_var3 -0.1752583 0.12346826 -0.33451343 -0.02265160
#> lag1_var4 0.1699373 0.12559414 0.01735469 0.33168436
#> const 0.4051592 0.40050172 -0.11639170 0.94692778
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05523726 0.1636307 -0.1821582 0.2371164
#> lag1_var2 0.32696504 0.8634110 -0.8704009 1.4144564
#> lag1_var3 -0.67309393 1.5233312 -2.8235806 1.2459651
#> lag1_var4 0.66882434 1.5436707 -1.2777067 2.8655429
#> const -0.12497905 4.4594402 -6.4744036 5.0114905
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1457073 0.1462265 -0.3208021 0.05433498
#> lag1_var2 1.2600950 0.8935237 0.2559116 2.45391265
#> lag1_var3 2.8830535 1.5336407 1.1503163 4.93165512
#> lag1_var4 -1.9385375 1.5659603 -4.0310077 -0.19007358
#> const 6.6013459 4.6526289 1.2076015 13.10633666
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1168353 0.06037879 -0.2131454 -0.049646362
#> lag1_var2 1.2688607 0.46542503 0.5953892 1.892813972
#> lag1_var3 2.1740702 0.78785230 1.0073332 3.163674514
#> lag1_var4 -1.2089515 0.80739004 -2.2127023 -0.009411948
#> const 5.2623039 2.32372989 2.0072752 8.514444531
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009438802 0.0002188807 0.0006269734 0.001233744
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01195789 0.003146936 -0.01683234 -0.008336154
#> Sigma[2,2] 0.45602994 0.108071644 0.32035721 0.630652418
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01044382 0.002453426 0.00748211 0.01439592
#> Sigma[3,2] -0.33597678 0.082973651 -0.47060490 -0.23651172
#> Sigma[3,3] 0.30916203 0.063854975 0.23103874 0.40641075
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003043853 0.001734024 0.000699688 0.00551333
#> Sigma[4,2] -0.047739625 0.025462699 -0.084116442 -0.01247074
#> Sigma[4,3] 0.101286690 0.021711174 0.068939737 0.12665564
#> Sigma[4,4] 0.076207356 0.009902219 0.061055473 0.08741694
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97546828 0.05005349 0.91224312 1.05219392
#> lag1_var2 -0.04583631 0.06316950 -0.13539391 0.02921537
#> lag1_var3 -0.07945873 0.09593994 -0.21160576 0.02848227
#> lag1_var4 0.07830371 0.08371190 -0.01097883 0.19629494
#> const 0.64682131 0.29650504 0.22835510 1.01472944
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1386590 0.6937374 -0.7867216 1.159458
#> lag1_var2 1.0941079 0.9491916 -0.3129164 2.320224
#> lag1_var3 0.7473080 1.6271949 -1.5790773 2.756666
#> lag1_var4 -0.8385187 1.4795942 -2.6719936 1.216991
#> const 4.6896837 6.1530791 -3.6456521 13.156723
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2312318 0.5987991 -0.5970782 0.9889945
#> lag1_var2 -0.7901086 0.7469951 -1.7554559 0.2487049
#> lag1_var3 -0.6948642 1.2397296 -2.2029805 1.0217278
#> lag1_var4 1.6320995 1.1058685 0.1338182 2.9683678
#> const -2.7300189 5.0422000 -9.4260878 3.5656326
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3589336 0.2339717 0.08356005 0.66244686
#> lag1_var2 -0.5080415 0.3170482 -0.98214731 -0.12435781
#> lag1_var3 -0.8785987 0.5182508 -1.67174660 -0.26265017
#> lag1_var4 1.7768513 0.4661974 1.22904768 2.49839187
#> const -1.8938431 1.7263758 -4.38662058 0.05438061
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004690358 0.0001426181 0.0003313436 0.0006955438
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007887698 0.00310828 -0.01221485 -0.003704867
#> Sigma[2,2] 0.671194403 0.16150946 0.48564959 0.917625465
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007899027 0.003914512 0.003032041 0.01320268
#> Sigma[3,2] -0.624663313 0.192041215 -0.959132947 -0.43877548
#> Sigma[3,3] 0.959577788 0.240846173 0.711387663 1.34463912
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003071601 0.003390423 -0.001120903 0.006895421
#> Sigma[4,2] -0.215339507 0.106412590 -0.411824728 -0.140222406
#> Sigma[4,3] 0.591847017 0.144326712 0.430256088 0.816752695
#> Sigma[4,4] 0.474644544 0.109112903 0.335259904 0.636288885
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01236747 0.02141806 0.98775790 1.04392997
#> lag1_var2 -0.09689511 0.04901621 -0.15508301 -0.02538648
#> lag1_var3 -0.15409926 0.07851553 -0.25087535 -0.04363146
#> lag1_var4 0.14137016 0.07254973 0.03863137 0.22935388
#> const 0.48781081 0.22038785 0.13012658 0.71256759
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.596527 0.8136393 -2.7316867 -0.53752609
#> lag1_var2 3.846615 1.9341917 1.0815220 6.52584770
#> lag1_var3 4.644620 3.0192329 0.2665303 8.65903404
#> lag1_var4 -4.167446 2.8142497 -7.8510917 -0.03537021
#> const 13.441287 8.9339736 -0.1190688 24.85071057
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.667802 0.7544387 0.664043344 2.5519281
#> lag1_var2 -3.030902 1.7674780 -5.085333647 -0.3862851
#> lag1_var3 -3.610223 2.8238972 -6.757643124 0.6747857
#> lag1_var4 4.075764 2.6429457 -0.002655105 6.9790855
#> const -10.389886 8.3365240 -19.230803104 0.7009714
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6728866 0.6228722 -0.2388972 1.4495618
#> lag1_var2 -0.9124845 1.3387621 -2.7955538 0.9786523
#> lag1_var3 -1.1650425 2.0824307 -4.0489417 1.7289876
#> lag1_var4 1.9550930 1.9247620 -0.6739935 4.6342055
#> const -3.6997609 6.1631053 -11.8666643 3.9555752
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000246843 0.0001027391 0.0001774082 0.0004144243
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002316064 0.001220296 -0.00405068 -0.001145217
#> Sigma[2,2] 0.274138581 0.079185728 0.19081697 0.409480538
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006639683 0.002233261 0.004011242 0.01015087
#> Sigma[3,2] -0.252817869 0.071891125 -0.366928918 -0.15871238
#> Sigma[3,3] 0.689323206 0.145307268 0.515363606 0.90543342
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005403804 0.002194531 0.002386758 0.008797687
#> Sigma[4,2] -0.080350581 0.045599176 -0.147336916 -0.029475086
#> Sigma[4,3] 0.550003136 0.116833726 0.429095335 0.740083673
#> Sigma[4,4] 0.520270365 0.116506819 0.420448445 0.723386271
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97454029 0.009113312 0.96154963 0.98550157
#> lag1_var2 -0.02227249 0.028483100 -0.05351480 0.02080825
#> lag1_var3 -0.04870574 0.050296178 -0.10294183 0.02632954
#> lag1_var4 0.04750122 0.049563628 -0.02499072 0.09934479
#> const 0.73761365 0.136311445 0.59161988 0.93610069
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2674292 0.4916947 -0.80532701 0.5441261
#> lag1_var2 2.4780486 1.3092318 0.79863775 4.0756444
#> lag1_var3 2.8889430 2.2433461 0.01513491 5.7368027
#> lag1_var4 -2.8943659 2.1802892 -5.66632385 -0.1639944
#> const 9.0177314 8.6840097 -4.00365878 19.3833877
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09029634 0.6665542 -1.021043 0.7596017
#> lag1_var2 -0.29158658 1.9744103 -2.265993 3.0328703
#> lag1_var3 -0.05502454 3.4378471 -2.949064 5.9210736
#> lag1_var4 0.99247631 3.3406498 -4.781608 3.7439577
#> const 0.19569384 11.1844839 -9.684864 18.7945780
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06911873 0.4160673 -0.6888812 0.4140899
#> lag1_var2 1.01270941 1.4731944 -0.6665248 3.4060197
#> lag1_var3 1.33395652 2.6211629 -1.5478138 5.6714229
#> lag1_var4 -0.37976365 2.5674064 -4.6022240 2.4020256
#> const 4.31067554 6.9226589 -2.7675705 15.0840977
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005406046 0.0002078166 0.0003538403 0.0008803299
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004106448 0.002550097 -0.007694599 -0.001267226
#> Sigma[2,2] 0.189058453 0.047304159 0.127485084 0.256524229
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00194066 0.001394526 0.0003421419 0.004113837
#> Sigma[3,2] -0.10006067 0.028744363 -0.1423221753 -0.070910713
#> Sigma[3,3] 0.07149610 0.018124233 0.0520089384 0.097768225
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003325545 0.000586304 -0.0004228335 0.001255845
#> Sigma[4,2] -0.0274820631 0.014376593 -0.0466697625 -0.009756947
#> Sigma[4,3] 0.0345511387 0.009279366 0.0224706618 0.046239486
#> Sigma[4,4] 0.0257379070 0.005076773 0.0199673090 0.033441691
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975543199 0.01257034 0.95937408 0.99518418
#> lag1_var2 0.015599389 0.03502941 -0.03681226 0.05874364
#> lag1_var3 0.009411854 0.07702980 -0.09487795 0.11875655
#> lag1_var4 -0.019428889 0.07614869 -0.12796825 0.08347721
#> const 0.896665431 0.21432851 0.63959659 1.22282815
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3982088 0.3316995 -0.03707776 0.8582143
#> lag1_var2 -0.2798639 0.8493288 -1.18569473 0.9613678
#> lag1_var3 -1.3005883 1.7334513 -3.12113487 1.2905497
#> lag1_var4 1.3096436 1.7053137 -1.22302150 3.0874147
#> const -1.6367477 5.2803536 -8.00979403 5.8180458
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2180532 0.1762533 -0.48295855 0.01212504
#> lag1_var2 0.6599107 0.5170834 -0.06869539 1.36462926
#> lag1_var3 1.7044061 1.1037793 0.16356244 3.23445253
#> lag1_var4 -0.7892577 1.0878251 -2.28599405 0.72782491
#> const 4.5268105 2.8701547 1.24358353 8.84938827
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07519813 0.06846439 -0.16671289 0.0084326
#> lag1_var2 0.39142389 0.25518340 0.09197107 0.7851483
#> lag1_var3 0.77471185 0.60593474 0.08670030 1.7084946
#> lag1_var4 0.18521117 0.61080432 -0.75461085 0.9044550
#> const 2.54360821 1.63793583 0.15836432 4.4387679
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00032536 5.505074e-05 0.0002520074 0.0003920962
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006084228 0.002054764 -0.009291164 -0.004117253
#> Sigma[2,2] 0.348216760 0.086909141 0.267771173 0.501426356
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007741121 0.00196829 0.005244916 0.01067912
#> Sigma[3,2] -0.335894921 0.06759411 -0.431732222 -0.25179893
#> Sigma[3,3] 0.481262962 0.08088181 0.359946232 0.58568846
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003859026 0.001170326 0.002148643 0.005273766
#> Sigma[4,2] -0.108520862 0.029104195 -0.141703821 -0.059549391
#> Sigma[4,3] 0.270246774 0.059233082 0.190809974 0.350607975
#> Sigma[4,4] 0.208722542 0.046477823 0.146062039 0.273198793
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97719210 0.01692732 0.95574288 1.0038441
#> lag1_var2 -0.03165266 0.03932511 -0.08971614 0.0225339
#> lag1_var3 -0.05166089 0.06240251 -0.14191024 0.0358394
#> lag1_var4 0.04996702 0.05869825 -0.03352921 0.1338213
#> const 0.71273356 0.19029282 0.43553590 0.9554993
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3425516 0.4624409 -1.0167634 0.1503669
#> lag1_var2 1.3093240 0.9041197 0.0784616 2.5655585
#> lag1_var3 0.7521053 1.4381848 -1.1748580 2.8085598
#> lag1_var4 -0.6871007 1.3499657 -2.5847855 1.1492607
#> const 5.3185514 5.8391780 -2.1255114 12.9770845
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3807222 0.4757332 -0.2813828 0.8663284
#> lag1_var2 -0.3253777 1.2319514 -1.7640982 1.0644867
#> lag1_var3 0.4584523 1.9315287 -1.7702853 2.6798832
#> lag1_var4 0.4018799 1.8315870 -1.7808220 2.5316185
#> const -0.1835133 5.1584608 -7.3258216 6.0781809
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2140410 0.3551708 -0.3140021 0.7397049
#> lag1_var2 0.1495630 0.8978518 -1.1443404 1.1944700
#> lag1_var3 0.3787673 1.3922530 -1.5712670 2.0055654
#> lag1_var4 0.5326741 1.3208495 -1.0241269 2.3447096
#> const 1.3341156 2.9599714 -2.5224288 5.4473656
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000736888 0.0001735796 0.0005169793 0.000956537
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002647903 0.001715346 -0.005745463 -0.001100292
#> Sigma[2,2] 0.099021518 0.031660766 0.063496091 0.143866895
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01306384 0.006910746 0.00631358 0.02268810
#> Sigma[3,2] -0.18333404 0.106583652 -0.35234391 -0.08229734
#> Sigma[3,3] 1.16637196 0.376901128 0.75117133 1.72902723
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01193631 0.006467521 0.005501346 0.02130120
#> Sigma[4,2] -0.12041160 0.092055661 -0.268736799 -0.03529004
#> Sigma[4,3] 1.08402859 0.332344943 0.722423820 1.56589685
#> Sigma[4,4] 1.04347000 0.302145365 0.721878015 1.46694074
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98602469 0.03025808 0.93978136 1.02122851
#> lag1_var2 -0.07057535 0.08798951 -0.16132283 0.07413334
#> lag1_var3 -0.12856540 0.13753937 -0.25862510 0.09532805
#> lag1_var4 0.12471436 0.13138130 -0.08894833 0.24902777
#> const 0.58691670 0.35053442 0.20971453 1.06847328
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2183329 0.3045650 -0.5897365 0.2630023
#> lag1_var2 1.5908791 0.8015179 0.3075612 2.5451313
#> lag1_var3 1.2128733 1.1733682 -0.6166497 2.6268121
#> lag1_var4 -1.1931801 1.1117149 -2.5494025 0.5319976
#> const 4.6566814 3.5327653 -0.6580104 8.7215595
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.230666 0.9358783 0.9779557 3.508142
#> lag1_var2 -6.717285 2.8190386 -10.2751472 -3.021943
#> lag1_var3 -10.160437 4.1472914 -15.3352935 -4.628964
#> lag1_var4 10.705252 3.9419219 5.4496940 15.685729
#> const -26.882531 9.4343649 -39.3148777 -14.050544
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.181553 0.8299259 0.9866586 3.251889
#> lag1_var2 -6.210351 2.5023949 -9.4273386 -3.090974
#> lag1_var3 -10.219970 3.6869665 -14.7496967 -5.647385
#> lag1_var4 10.782031 3.5030632 6.4354000 15.074622
#> const -26.529451 8.3062265 -36.8778970 -14.518688
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004630025 9.188261e-05 0.0003613408 0.0005950192
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002736679 0.002672708 -0.006609813 0.0009282461
#> Sigma[2,2] 0.602605909 0.210456614 0.337432865 0.8928963803
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009654855 0.001548734 -0.001130908 0.00311123
#> Sigma[3,2] -0.1987845171 0.125111761 -0.399339745 -0.06423414
#> Sigma[3,3] 0.2037755727 0.064857996 0.137263209 0.31430684
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005379748 0.001434143 -0.002762631 0.0009162157
#> Sigma[4,2] 0.1099937885 0.075875699 0.012947966 0.2260629304
#> Sigma[4,3] 0.1047221357 0.029590730 0.065127407 0.1448962208
#> Sigma[4,4] 0.1642381087 0.049729829 0.098924261 0.2347885674
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96706486 0.01867373 0.94397861 0.99349960
#> lag1_var2 -0.03035997 0.05039746 -0.09902124 0.02466984
#> lag1_var3 -0.06377448 0.09329063 -0.18936664 0.03872093
#> lag1_var4 0.06680322 0.09101583 -0.03064385 0.19149698
#> const 0.74142376 0.27795178 0.34416438 1.04085565
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008143 0.3769422 0.490531106 1.5043066
#> lag1_var2 -0.574043 0.8092619 -1.329721250 0.7205967
#> lag1_var3 -2.887680 1.5422839 -4.367343904 -0.4241917
#> lag1_var4 2.522376 1.5232433 0.009715029 3.9968836
#> const -7.516831 4.2654004 -13.773476632 -1.8312280
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005103368 0.3235244 -0.3754538 0.4840266
#> lag1_var2 1.026786284 0.8365295 -0.1051126 2.2515667
#> lag1_var3 2.699823145 1.5099306 0.6678481 4.8785560
#> lag1_var4 -1.871451680 1.5384242 -4.0126738 0.1958265
#> const 8.531215511 5.3491574 1.2884073 15.4822633
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5203040 0.3344293 0.02224306 0.9055852
#> lag1_var2 0.6278909 0.9768040 -0.79320988 1.8279580
#> lag1_var3 1.0064945 1.7815900 -1.58967717 3.2757309
#> lag1_var4 -0.3541661 1.7712146 -2.51700665 2.3304699
#> const 3.8826903 5.8333433 -5.25217797 11.0096979
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002723678 0.001038326 0.001569724 0.004100979
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06567656 0.02470795 -0.09736854 -0.03614237
#> Sigma[2,2] 2.00814172 0.71509653 1.20415520 3.01897296
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06572878 0.02703843 0.03676918 0.1017959
#> Sigma[3,2] -2.02862650 0.76157574 -3.02156332 -1.1347270
#> Sigma[3,3] 2.51448583 0.98010402 1.35070821 3.8907734
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02714084 0.01363096 0.0147662 0.0480205
#> Sigma[4,2] -0.84901029 0.38457800 -1.3954762 -0.4214952
#> Sigma[4,3] 1.35347856 0.58497467 0.7000236 2.2844895
#> Sigma[4,4] 0.88759523 0.38895430 0.4711387 1.5230907
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03786728 0.03264106 1.00430928 1.09185071
#> lag1_var2 -0.04875184 0.05127709 -0.11510091 0.01656599
#> lag1_var3 -0.08498790 0.07771068 -0.18621797 0.01140640
#> lag1_var4 0.06022712 0.06900709 -0.02480216 0.15154877
#> const 0.65504834 0.19823024 0.37570689 0.89709527
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8238691 0.8525427 -2.0141033 0.2053581
#> lag1_var2 -0.2822356 1.3659198 -2.1935596 1.4846240
#> lag1_var3 -1.6599186 2.1269392 -4.7483253 1.0730545
#> lag1_var4 2.0650405 1.9294775 -0.3980935 4.8595680
#> const -3.7995671 5.3412095 -10.2018217 4.4505862
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.544236 0.9171263 0.3911976 2.9756779
#> lag1_var2 1.964567 1.5521533 -0.4257386 3.8499338
#> lag1_var3 4.139454 2.4001582 0.5513028 7.2169286
#> lag1_var4 -3.914411 2.1578847 -6.7368254 -0.8225529
#> const 11.079689 5.8003314 1.9821578 17.7645154
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.094773 0.4828496 0.48316860 1.8676559
#> lag1_var2 1.590498 0.9162924 0.04789585 2.4533497
#> lag1_var3 2.796850 1.4131926 0.47749802 4.1489732
#> lag1_var4 -2.323075 1.2839421 -3.56741272 -0.2680393
#> const 7.442586 3.0632044 3.16272641 11.0144879
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001704139 0.0004290413 0.001168728 0.002302789
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02272832 0.006636985 -0.03061234 -0.01412185
#> Sigma[2,2] 0.53178982 0.094262794 0.40428976 0.66964585
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06219552 0.01899149 0.03859725 0.08538969
#> Sigma[3,2] -1.28765660 0.26969188 -1.61920081 -0.91047621
#> Sigma[3,3] 4.59987761 0.99579179 3.48915218 6.09207679
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04841252 0.01554048 0.02853904 0.06753968
#> Sigma[4,2] -0.95306952 0.22714043 -1.22497218 -0.65261249
#> Sigma[4,3] 3.86141024 0.90465296 2.89114534 5.27723480
#> Sigma[4,4] 3.33747270 0.83431043 2.46587607 4.66555498
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95657428 0.02078215 0.92924383 0.98037715
#> lag1_var2 0.00275950 0.04298747 -0.05832039 0.05438139
#> lag1_var3 -0.02620137 0.04900626 -0.09477902 0.03089585
#> lag1_var4 0.02836829 0.04509635 -0.02394661 0.09295935
#> const 0.90057022 0.24407506 0.63822483 1.26878526
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1945693 0.3787313 -0.2638927 0.7725723
#> lag1_var2 0.6794477 0.7062692 -0.2271013 1.5238438
#> lag1_var3 0.6028905 0.8682359 -0.5110091 1.7613194
#> lag1_var4 -0.6384534 0.8064856 -1.7400111 0.4049030
#> const 0.8457585 4.5061432 -6.6307282 5.1665930
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2422589 0.9337395 -1.600186 0.9584826
#> lag1_var2 0.1246503 1.8897010 -2.706893 2.5017426
#> lag1_var3 -0.8495920 2.2787292 -4.458920 1.9226321
#> lag1_var4 1.8066967 2.1379570 -0.757851 5.2518478
#> const 3.5380318 10.9996873 -7.829951 20.6461445
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09780345 0.7347276 -1.1560768 0.8798907
#> lag1_var2 0.27493248 1.6424051 -2.2673070 2.3886236
#> lag1_var3 -0.96929618 2.0162871 -4.1223446 1.6012674
#> lag1_var4 1.92028344 1.9053934 -0.4787226 4.9437204
#> const 2.38324501 8.6926931 -7.8877894 14.7295037
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001179759 0.0003045067 0.0008806944 0.001689407
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003113781 0.002215967 -0.00632839 -0.0001978704
#> Sigma[2,2] 0.080048104 0.031045762 0.04925749 0.1300976913
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01761786 0.006784785 0.009733976 0.02893263
#> Sigma[3,2] -0.04330620 0.040130696 -0.096242921 0.01564706
#> Sigma[3,3] 0.69966399 0.189479634 0.500487740 1.00190620
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.016066932 0.007691525 0.006461138 0.02843031
#> Sigma[4,2] 0.005128638 0.046389338 -0.037607614 0.08317031
#> Sigma[4,3] 0.691958667 0.191376919 0.502009134 1.00779916
#> Sigma[4,4] 0.714130395 0.192298362 0.544071660 1.03935508
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0135456 0.01742344 0.99153995 1.040042551
#> lag1_var2 -0.1079834 0.08681367 -0.21841031 0.003796056
#> lag1_var3 -0.2256676 0.15031166 -0.43242676 -0.044881528
#> lag1_var4 0.2136471 0.14893124 0.03296148 0.415944152
#> const 0.3192173 0.35942594 -0.14807444 0.764284605
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3211841 0.1418582 -0.5046552 -0.1421787
#> lag1_var2 1.3823955 0.6137673 0.3449815 2.0035027
#> lag1_var3 1.2753865 1.1120792 -0.4532505 2.4074977
#> lag1_var4 -1.2156214 1.0957814 -2.3086875 0.5030366
#> const 6.0278946 2.7444444 1.8702592 9.2721105
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1256054 0.4352214 -0.5285805 0.6051862
#> lag1_var2 4.3213684 1.2879160 2.3440575 5.9786837
#> lag1_var3 5.3561274 2.4903579 1.9180950 8.7237997
#> lag1_var4 -4.7639917 2.4080120 -7.9915973 -1.3916104
#> const 15.8053730 6.4687929 8.6436128 25.9932551
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06952438 0.4726726 -0.8325512 0.4333748
#> lag1_var2 5.10049278 1.4278157 3.1630186 7.0528966
#> lag1_var3 5.96247581 2.7287979 2.5911499 9.9856885
#> lag1_var4 -5.32301313 2.6403477 -9.1698027 -2.0222267
#> const 18.65862308 7.1804129 10.1566896 28.8396102
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002052812 0.0005441504 0.001412574 0.002823717
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003619832 0.001541906 -0.005910994 -0.001543213
#> Sigma[2,2] 0.022699535 0.004818297 0.016713568 0.028651541
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009245903 0.007903985 -0.01020973 0.0115729
#> Sigma[3,2] 0.0829398210 0.028149255 0.05252306 0.1213148
#> Sigma[3,3] 0.9904780779 0.240633307 0.64399274 1.2675401
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003129431 0.008503303 -0.01294815 0.01043859
#> Sigma[4,2] 0.098224005 0.030130776 0.06577732 0.13783363
#> Sigma[4,3] 1.065886239 0.257770136 0.69171420 1.36381512
#> Sigma[4,4] 1.152460351 0.276364878 0.74845662 1.48358424
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9063142 0.03897715 0.86882257 0.97299904
#> lag1_var2 0.2053037 0.15470511 -0.05057871 0.36615980
#> lag1_var3 0.3465824 0.24220022 -0.06721061 0.57892484
#> lag1_var4 -0.3401195 0.23708922 -0.56802233 0.06463181
#> const 1.8524266 0.59675350 0.85252680 2.42018176
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2359210 0.1287928 0.06348712 0.36875288
#> lag1_var2 -0.2651296 0.4505622 -0.75124648 0.31801288
#> lag1_var3 -1.4396912 0.7774383 -2.37018985 -0.43337349
#> lag1_var4 1.4076928 0.7593874 0.42526418 2.31627921
#> const -2.5936675 1.9957332 -4.71559995 0.07943289
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6406289 0.7718708 -0.1816561 1.896621
#> lag1_var2 -1.4307315 2.6311012 -5.7854333 1.133875
#> lag1_var3 -3.8454035 4.5788446 -11.8553491 -0.223896
#> lag1_var4 4.7056385 4.4703933 1.1827919 12.526758
#> const -11.3724262 12.5350065 -30.6590891 3.190736
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8238963 0.8500879 -0.1051741 2.2032338
#> lag1_var2 -1.8855403 2.9135207 -6.6620489 1.0220043
#> lag1_var3 -5.2362967 5.1103443 -14.0915581 -0.9614967
#> lag1_var4 6.0903853 4.9892168 1.9301392 14.7372574
#> const -14.7612072 13.7048754 -35.9782540 1.5330031
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003841516 9.745552e-05 0.0002550506 0.0005179676
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01213805 0.004250557 -0.01750149 -0.006347022
#> Sigma[2,2] 2.37632756 0.537498186 1.77060162 3.284468144
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007314559 0.002750543 0.003047065 0.01054233
#> Sigma[3,2] -1.108257766 0.228792436 -1.433558317 -0.82656122
#> Sigma[3,3] 0.684735634 0.119053346 0.516379101 0.83304799
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004031264 0.001564432 -0.001868002 0.002519701
#> Sigma[4,2] 0.2484402406 0.155581869 0.110388214 0.495536883
#> Sigma[4,3] 0.0733124169 0.031092228 0.034235685 0.116697086
#> Sigma[4,4] 0.2408374191 0.088387210 0.160802596 0.381826002
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970128097 0.01384353 0.95155653 0.98825160
#> lag1_var2 0.009906337 0.02519064 -0.02421032 0.04082429
#> lag1_var3 0.019282110 0.04550625 -0.04173025 0.07558175
#> lag1_var4 -0.020181755 0.04120082 -0.07208763 0.03586007
#> const 0.896242347 0.15131673 0.69608199 1.10839970
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9607974 1.573577 -3.576452 0.9128336
#> lag1_var2 1.8128063 2.858420 -1.913614 6.3466783
#> lag1_var3 1.5459662 5.148355 -5.110756 9.7080407
#> lag1_var4 -1.2144301 4.640783 -8.567910 4.8457120
#> const 7.0122474 14.763290 -9.464334 32.5077753
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9090609 0.8693968 0.04387542 2.2764634
#> lag1_var2 -0.9386033 1.5280393 -3.23411293 0.6703277
#> lag1_var3 -0.6648059 2.7458829 -4.79691005 2.2002024
#> lag1_var4 1.2846810 2.4738971 -1.32573404 5.0201869
#> const -2.4745356 8.4334101 -16.89282777 6.5140721
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4037877 0.4318145 -0.1354784 0.9657672
#> lag1_var2 -0.3262811 0.8721236 -1.3105966 0.7822119
#> lag1_var3 -0.5138676 1.5860379 -2.3199893 1.4809076
#> lag1_var4 1.3408495 1.4485365 -0.4991823 2.9546983
#> const -0.6087684 4.2199111 -6.5320552 4.7760601
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007092283 9.290387e-05 0.0005720113 0.0008324073
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009584797 0.004411634 -0.01681169 -0.005124459
#> Sigma[2,2] 1.148221347 0.324341639 0.79726775 1.637914608
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00991312 0.00414177 0.005447208 0.01656809
#> Sigma[3,2] -0.66088151 0.23670677 -1.069369898 -0.41521677
#> Sigma[3,3] 0.76238747 0.21127936 0.475364407 1.06633371
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00638378 0.003290669 0.00248427 0.01129905
#> Sigma[4,2] -0.18213716 0.150949291 -0.42702097 -0.01537538
#> Sigma[4,3] 0.55173559 0.164616579 0.32823025 0.78539624
#> Sigma[4,4] 0.55386050 0.157552627 0.35337897 0.75818335
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96446441 0.02222104 0.93285440 0.99445421
#> lag1_var2 -0.01470069 0.03161943 -0.05602140 0.02945493
#> lag1_var3 -0.03685542 0.07451835 -0.13393968 0.06811537
#> lag1_var4 0.03771072 0.06576703 -0.05528614 0.12363871
#> const 0.85322179 0.22580750 0.57254532 1.19314709
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.161967 0.6516166 -1.8375844 -0.07808976
#> lag1_var2 2.197772 0.9225902 0.6876086 3.29193533
#> lag1_var3 3.010718 2.1299811 -0.5320919 5.40091492
#> lag1_var4 -2.557412 1.8719582 -4.6515521 0.56964007
#> const 10.698635 6.5442497 0.7814248 19.42661237
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.907233 0.5890152 0.1836489 1.7404308
#> lag1_var2 -1.266467 0.8755709 -2.5622864 -0.2444097
#> lag1_var3 -1.978261 1.9823783 -4.9420473 0.3455220
#> lag1_var4 2.562565 1.7389963 0.5067570 5.1423048
#> const -5.215798 5.1430511 -11.7836822 1.7067183
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4776818 0.5292307 -0.2564770 1.1791875
#> lag1_var2 -0.6957572 0.7809947 -1.7440181 0.3270106
#> lag1_var3 -1.5452998 1.7985085 -3.9713719 0.8108241
#> lag1_var4 2.3363466 1.5730167 0.2718711 4.4395926
#> const -2.8602390 4.3163012 -7.9434456 3.3923114
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006477919 0.000130587 0.0004829894 0.000830476
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005213771 0.0003151659 0.0001927221 0.001069293
#> Sigma[2,2] 0.0077381472 0.0021360894 0.0054892500 0.011037965
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00117057 0.001237012 -0.003101015 0.0001444491
#> Sigma[3,2] -0.01598944 0.010792040 -0.033649119 -0.0084208361
#> Sigma[3,3] 0.12809380 0.046281455 0.092314475 0.1992288859
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007693897 0.001123842 -0.002571399 0.0003639365
#> Sigma[4,2] -0.0107725275 0.009919676 -0.026619385 -0.0032523892
#> Sigma[4,3] 0.1200420381 0.040490213 0.088678898 0.1815445772
#> Sigma[4,4] 0.1156295955 0.035081731 0.088790530 0.1694085490
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9517236 0.02572809 0.92004493 0.99415409
#> lag1_var2 -0.0640073 0.06451700 -0.15924176 0.02052898
#> lag1_var3 -0.1722556 0.09678318 -0.29256420 -0.03638255
#> lag1_var4 0.1779716 0.09411859 0.04741074 0.29662534
#> const 0.5176243 0.30254801 0.12155134 0.95963984
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1107170 0.1031429 -0.2249867 0.04585796
#> lag1_var2 0.1241279 0.4451087 -0.3143970 0.83366174
#> lag1_var3 -0.6892597 0.6404895 -1.2286937 0.30582363
#> lag1_var4 0.7440110 0.6354757 -0.2468421 1.31014097
#> const -0.3878732 1.6271157 -2.2301130 2.04468322
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3380434 0.3160376 -0.1880010 0.6440179
#> lag1_var2 1.4592461 1.4697112 -0.7445223 3.5065509
#> lag1_var3 2.7765177 2.0727698 -0.2956855 5.5352977
#> lag1_var4 -2.0014551 2.0840236 -4.7005062 1.1153141
#> const 8.3429071 5.5599560 0.3772236 15.7030788
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2665161 0.288405 -0.2210214 0.5368983
#> lag1_var2 1.3539335 1.279050 -0.4112333 3.2106166
#> lag1_var3 2.0058721 1.823772 -0.4612881 4.4747090
#> lag1_var4 -1.1766868 1.836251 -3.5957095 1.3546845
#> const 6.8198558 5.092333 -0.5305463 13.9663816
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008415666 0.0002470372 0.0005851272 0.001195433
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01275629 0.003099359 -0.01671635 -0.008527153
#> Sigma[2,2] 0.92253587 0.215676005 0.68871829 1.233830019
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01722508 0.004070643 0.01300739 0.02371958
#> Sigma[3,2] -0.81558841 0.225388931 -1.11790259 -0.57959009
#> Sigma[3,3] 1.01597479 0.237722532 0.76279226 1.38352895
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0102763 0.004016032 0.006577988 0.01715299
#> Sigma[4,2] -0.2790895 0.119322255 -0.460797598 -0.15300935
#> Sigma[4,3] 0.5620952 0.133099495 0.417361302 0.76128130
#> Sigma[4,4] 0.4220890 0.089116072 0.311272358 0.54145974
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96560054 0.01956894 0.941415438 0.99319162
#> lag1_var2 0.04952561 0.03181493 0.006664238 0.09149598
#> lag1_var3 0.08589826 0.05418073 0.011381062 0.15513611
#> lag1_var4 -0.08819314 0.04950945 -0.151768378 -0.01848175
#> const 1.05932336 0.24586263 0.635871019 1.29144904
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4027207 0.6499414 -0.4474791 1.22923151
#> lag1_var2 -2.2392175 1.8948039 -4.9898477 0.05200488
#> lag1_var3 -5.2965372 3.2216889 -9.9172186 -1.46648696
#> lag1_var4 5.2849906 3.0361733 1.7126217 9.69837905
#> const -9.1489361 6.1308072 -17.8851425 -1.39368064
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.442435 0.9412208 -0.8988019 1.690750
#> lag1_var2 1.106061 2.4510795 -1.8773720 4.742403
#> lag1_var3 2.893558 4.1127165 -2.0907617 8.966163
#> lag1_var4 -2.152387 3.8442863 -7.9121106 2.434196
#> const 4.141568 8.9257753 -5.3999229 17.933168
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7511023 0.6798637 -0.3199986 1.540333
#> lag1_var2 -0.6551157 1.7203415 -2.4466755 2.172672
#> lag1_var3 -0.9659215 2.8794932 -3.9272777 3.767643
#> lag1_var4 1.7100591 2.6925290 -2.7398314 4.411883
#> const -3.6210602 6.9345040 -11.4451390 7.376152
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009461786 0.0002607277 0.0007201221 0.001408825
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01476983 0.004876154 -0.02181208 -0.008356442
#> Sigma[2,2] 1.34754110 0.300328190 0.93918182 1.822793306
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005983158 0.005606599 -0.002240503 0.01323966
#> Sigma[3,2] -0.871679901 0.294041342 -1.192802248 -0.46004253
#> Sigma[3,3] 1.591806088 0.293730348 1.187289308 1.98452270
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004293322 0.004690771 -0.01039279 0.002230677
#> Sigma[4,2] 0.067708575 0.227730234 -0.20212721 0.416020406
#> Sigma[4,3] 1.044512127 0.253331558 0.67584947 1.378285442
#> Sigma[4,4] 1.156087385 0.332044073 0.78440981 1.662555140
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00288792 0.01720827 0.985118836 1.030746209
#> lag1_var2 -0.05029322 0.03800391 -0.106975886 -0.002993198
#> lag1_var3 -0.06916804 0.05455144 -0.153918123 -0.002145242
#> lag1_var4 0.05998233 0.05148770 -0.003523263 0.138666200
#> const 0.61061585 0.13595522 0.407492768 0.803964855
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2944257 0.4435472 -0.8800522 0.362399
#> lag1_var2 0.1712587 0.9855281 -0.9890352 1.327372
#> lag1_var3 -0.3185453 1.4475411 -1.9676185 1.452906
#> lag1_var4 0.4583370 1.4359958 -1.3187307 2.096178
#> const 0.9149629 4.7302536 -4.0414612 8.355532
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.104128 0.6877098 0.1336188 1.8376956
#> lag1_var2 2.460047 1.7453290 0.2097635 4.9641197
#> lag1_var3 3.703676 2.3249054 0.7619638 7.1753281
#> lag1_var4 -3.326635 2.2678539 -6.7150089 -0.3834578
#> const 13.522606 7.8143700 0.8204027 20.8852256
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9618947 0.4924862 0.1935395 1.48571499
#> lag1_var2 2.3387449 1.8257421 0.3688597 4.80318741
#> lag1_var3 3.1239878 2.5318782 0.3410551 6.61237045
#> lag1_var4 -2.6547223 2.5108588 -6.1425976 0.06590937
#> const 12.9617400 6.8015280 3.1827759 21.87223958
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005816583 0.001924243 0.003685133 0.008454622
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1134506 0.05989196 -0.1868714 -0.04020938
#> Sigma[2,2] 8.2094692 1.13256248 6.8185696 9.78382772
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0746141 0.0326950 0.03181085 0.1119724
#> Sigma[3,2] -4.8588135 0.8509664 -6.10912384 -3.9361867
#> Sigma[3,3] 3.3539275 0.5913018 2.70078168 4.2196340
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03991251 0.01466721 0.02012933 0.05582629
#> Sigma[4,2] -2.04745608 0.55994198 -2.89525409 -1.42383759
#> Sigma[4,3] 1.84007104 0.34797482 1.45870414 2.37985711
#> Sigma[4,4] 1.34251503 0.19358489 1.15019023 1.62289984
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90393754 0.06391016 0.817538748 0.9799060
#> lag1_var2 0.04658854 0.03883925 -0.004080996 0.1006234
#> lag1_var3 0.10024408 0.08934076 -0.019402925 0.2230353
#> lag1_var4 -0.07555741 0.06764455 -0.162759633 0.0214625
#> const 1.12579692 0.56172962 0.269282085 1.8194408
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6321830 2.252524 -1.788179 4.5296181
#> lag1_var2 -0.6782277 1.155167 -2.516529 0.6492186
#> lag1_var3 -3.5941969 2.583368 -7.713246 -0.6401244
#> lag1_var4 2.9773784 1.744554 1.185083 5.7638438
#> const -7.6295723 18.082759 -33.444864 15.6303136
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7775061 1.4027394 -2.5445936 0.9939559
#> lag1_var2 0.8896265 0.7021959 0.1113827 2.0088595
#> lag1_var3 2.7934813 1.5503680 1.0499688 5.3113061
#> lag1_var4 -1.5961392 1.0492023 -3.2673274 -0.3868312
#> const 6.6664579 11.1948041 -7.0851276 23.5336810
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2359484 0.7839362 -1.2860830 0.731121
#> lag1_var2 0.4550145 0.4431497 -0.1902778 1.034891
#> lag1_var3 0.8757043 1.0115572 -0.6007165 2.182230
#> lag1_var4 0.1681775 0.7266767 -0.6868740 1.241206
#> const 1.9546525 6.2414940 -4.6671676 11.952093
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005993933 0.0001249788 0.0004449471 0.0007423692
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004767396 0.001274482 -0.006898072 -0.003521244
#> Sigma[2,2] 0.062428526 0.018104693 0.042126878 0.091504588
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00305366 0.001236956 0.001432479 0.004831264
#> Sigma[3,2] -0.04916723 0.015075925 -0.069361983 -0.030335051
#> Sigma[3,3] 0.07296303 0.015057429 0.056472575 0.096963937
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004137951 0.0007832444 -0.0005967482 0.001649960
#> Sigma[4,2] -0.0161030977 0.0080061152 -0.0283600845 -0.007499594
#> Sigma[4,3] 0.0512516058 0.0108680139 0.0376085386 0.067663423
#> Sigma[4,4] 0.0477247267 0.0090383439 0.0347579102 0.058687509
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95541701 0.02289556 0.92904422 0.98265955
#> lag1_var2 0.01013593 0.04230657 -0.03787872 0.06369863
#> lag1_var3 0.01190749 0.07512055 -0.08744109 0.11974944
#> lag1_var4 -0.01122037 0.06887976 -0.10984050 0.08136277
#> const 0.92397805 0.22255513 0.61672027 1.20556932
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1249884 0.1685001 -0.1226377 0.3197236
#> lag1_var2 0.6224330 0.3123195 0.2542712 1.0802213
#> lag1_var3 0.2478590 0.6707607 -0.4996375 1.3033328
#> lag1_var4 -0.2226594 0.6234175 -1.2062822 0.4630378
#> const 1.9238758 2.4024771 -1.1067952 5.3295124
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09627813 0.1960677 -0.2093883 0.3361428
#> lag1_var2 -0.11344592 0.2919347 -0.5417168 0.2575431
#> lag1_var3 -0.09049368 0.6764109 -1.1293368 0.6798100
#> lag1_var4 0.93516376 0.6131617 0.2360397 1.8744612
#> const 0.56023607 2.3239789 -2.7790115 3.5881340
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1785706 0.1951080 -0.1162223 0.39908660
#> lag1_var2 -0.1435352 0.2782899 -0.4281564 0.32307599
#> lag1_var3 -0.6705775 0.5431252 -1.4359887 0.03677426
#> lag1_var4 1.5577021 0.4828169 0.9311817 2.23929485
#> const -0.5171586 1.6750923 -2.8866105 1.48907276
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00423909 0.001167176 0.00318936 0.006159625
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000168531 0.001422443 -0.001772141 0.002026426
#> Sigma[2,2] 0.011736832 0.003000998 0.008982376 0.016440638
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004883767 0.005152817 -0.0005119225 0.01261284
#> Sigma[3,2] -0.025494182 0.005959987 -0.0331464996 -0.01688750
#> Sigma[3,3] 0.267345188 0.055172881 0.2152127134 0.36391555
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005192598 0.004112409 0.0006454933 0.011282695
#> Sigma[4,2] -0.014992254 0.005139924 -0.0229285430 -0.008768569
#> Sigma[4,3] 0.246699975 0.054999905 0.1947845333 0.344384347
#> Sigma[4,4] 0.235910874 0.055875443 0.1840175067 0.336416613
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0221948 0.04061778 0.9766886 1.0848036
#> lag1_var2 -0.2797033 0.12662370 -0.4529036 -0.1037297
#> lag1_var3 -0.4716845 0.22671176 -0.7746048 -0.1518817
#> lag1_var4 0.4686016 0.22293379 0.1532983 0.7641996
#> const -0.2873434 0.50005545 -1.0530165 0.2813257
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09822614 0.05988197 -0.1807729 -0.02143334
#> lag1_var2 0.95046658 0.33638503 0.5230652 1.38994186
#> lag1_var3 0.37519095 0.53901538 -0.3771507 1.06400548
#> lag1_var4 -0.37862518 0.54320189 -1.0847670 0.36968389
#> const 2.92093369 1.10540477 1.3156347 4.34785548
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6296253 0.2669835 0.2857533 0.9839348
#> lag1_var2 -1.1188676 1.4248550 -2.8845609 1.1158087
#> lag1_var3 -0.8684121 2.1551222 -3.6910283 2.3081257
#> lag1_var4 1.7367372 2.1731430 -1.4726580 4.5970431
#> const -4.5747322 5.4777184 -11.4972154 3.3833781
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5470099 0.2248806 0.2607993 0.8546222
#> lag1_var2 -0.4330762 1.2036995 -1.9244029 1.4410855
#> lag1_var3 -0.7100153 1.8139712 -3.1323892 1.9011733
#> lag1_var4 1.5848134 1.8306330 -1.0613112 4.0218274
#> const -2.9218568 5.0829173 -9.1133431 3.9762562
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001848754 0.0004133585 0.001480916 0.002499178
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00167207 0.003427751 -0.00574958 0.003486211
#> Sigma[2,2] 0.39349084 0.072044610 0.29247503 0.497123012
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01457432 0.008714606 -0.02746888 -0.002487344
#> Sigma[3,2] -0.45795096 0.153791934 -0.67898097 -0.290012581
#> Sigma[3,3] 1.95362936 0.285283118 1.51603027 2.318640272
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0161209 0.00870699 -0.03021317 -0.004505076
#> Sigma[4,2] -0.2398763 0.12673657 -0.40976246 -0.073518922
#> Sigma[4,3] 1.8045002 0.27592123 1.35442901 2.113303878
#> Sigma[4,4] 1.7855260 0.30264812 1.30439476 2.141415686
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96449480 0.02285755 0.93268020 0.98909020
#> lag1_var2 0.01819543 0.04424266 -0.03267680 0.07047741
#> lag1_var3 0.02176920 0.07518129 -0.06164215 0.11217071
#> lag1_var4 -0.02421414 0.07034724 -0.10924758 0.05352825
#> const 1.05222115 0.33643227 0.74027355 1.57098938
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1757053 0.2756740 -0.5483959 0.2027930
#> lag1_var2 1.0903010 0.5941627 0.2990093 1.8474678
#> lag1_var3 0.6536945 1.1805396 -0.9737283 2.1562920
#> lag1_var4 -0.5852895 1.1141274 -2.0018243 0.9477118
#> const 2.4047735 4.1075014 -3.4411764 7.8915314
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3985317 0.5677986 -0.5019453 1.061371
#> lag1_var2 -0.8917561 1.4837979 -2.4713955 1.483159
#> lag1_var3 -1.0523369 2.6440565 -3.9392129 2.826554
#> lag1_var4 1.8503802 2.4861077 -1.8163984 4.570004
#> const -1.0404001 8.6870367 -11.1514023 12.390286
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3579447 0.4734328 -0.4167425 0.8329321
#> lag1_var2 -0.7161118 1.3196708 -2.1447151 1.4150461
#> lag1_var3 -1.4770557 2.2781205 -3.8621373 1.9897068
#> lag1_var4 2.3261116 2.1412378 -0.9425094 4.5973873
#> const -1.9745460 7.6334808 -10.0689770 9.7328756
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002080252 0.0005983937 0.001444762 0.003110573
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03325161 0.01271986 -0.05331421 -0.02145295
#> Sigma[2,2] 0.98501120 0.34144619 0.62804955 1.47428266
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02990577 0.01344362 0.01869155 0.05133363
#> Sigma[3,2] -0.87617718 0.34389766 -1.39888242 -0.54528577
#> Sigma[3,3] 1.15422252 0.35299164 0.80734212 1.65616941
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01067792 0.007766291 0.002235872 0.02284594
#> Sigma[4,2] -0.30376726 0.168137653 -0.564009534 -0.14557156
#> Sigma[4,3] 0.68607750 0.184301512 0.490088167 0.98558487
#> Sigma[4,4] 0.55618747 0.121122055 0.442739426 0.75204989
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.10675658 0.02094138 1.0719861 1.1315227
#> lag1_var2 -0.20849481 0.06584101 -0.3108631 -0.1336514
#> lag1_var3 -0.35621551 0.11059187 -0.5251811 -0.2293611
#> lag1_var4 0.30877525 0.10598433 0.1857312 0.4710969
#> const -0.09075334 0.31095557 -0.4038905 0.3976780
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.132245 0.6157675 -2.919378 -1.325843
#> lag1_var2 6.169694 1.8490398 4.130193 9.011208
#> lag1_var3 9.013146 3.1185165 5.600028 13.839636
#> lag1_var4 -8.414713 2.9443331 -12.988127 -5.162574
#> const 24.734045 6.9107842 15.505350 34.014926
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.021289 0.5971717 1.182850 2.7736536
#> lag1_var2 -3.426246 1.8808236 -5.984374 -1.0897796
#> lag1_var3 -4.986949 3.1931420 -9.347804 -0.9853966
#> lag1_var4 5.260799 3.0336011 1.426589 9.3535365
#> const -13.131075 8.2298612 -23.412949 -0.3145407
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75321023 0.3029221 0.2839686 1.106156
#> lag1_var2 0.06105220 0.9536653 -1.1277082 1.393495
#> lag1_var3 0.06118192 1.6518034 -2.0127630 2.381290
#> lag1_var4 0.58934516 1.5890302 -1.6434099 2.591512
#> const 0.34967240 5.5165789 -6.4216443 8.367562
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01929621 0.002985128 0.01562533 0.02369221
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 6.693279e-05 0.01100784 -0.01844787 0.01141253
#> Sigma[2,2] 3.748889e-01 0.05346673 0.30757839 0.44400170
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02317655 0.02255464 -0.04815981 0.0132575
#> Sigma[3,2] -0.36439616 0.11160874 -0.52290027 -0.2383436
#> Sigma[3,3] 0.82526463 0.15789807 0.62857387 1.0572070
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02672934 0.01978226 -0.0473728 0.005053409
#> Sigma[4,2] -0.16353977 0.10552254 -0.3187653 -0.056167560
#> Sigma[4,3] 0.69303196 0.11946500 0.5151462 0.848432121
#> Sigma[4,4] 0.67700649 0.10263202 0.5221871 0.786351901
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98906496 0.04971545 0.9258836 1.0604169
#> lag1_var2 0.05747823 0.14949170 -0.1664209 0.2151837
#> lag1_var3 0.10095432 0.23118848 -0.2272477 0.3542549
#> lag1_var4 -0.11452999 0.23163485 -0.3735433 0.2143206
#> const 1.18122980 0.82330057 0.1363210 2.3028914
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6670309 0.1480239 0.4481234 0.8525599
#> lag1_var2 -1.3788193 0.4658677 -1.9123827 -0.6286732
#> lag1_var3 -3.7429767 0.8251979 -4.8288243 -2.5952214
#> lag1_var4 3.6703946 0.7900678 2.5820934 4.6752692
#> const -9.2327739 2.5289799 -12.4317238 -5.7126385
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.249458 0.3229105 -1.706457 -0.7702789
#> lag1_var2 5.715960 1.0882880 4.300757 7.2851809
#> lag1_var3 10.478455 1.9722213 7.760711 13.3857589
#> lag1_var4 -9.461564 1.9038023 -12.275250 -6.8871004
#> const 27.644225 4.3579153 23.350257 34.6855467
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9801105 0.3350316 -1.484507 -0.5544735
#> lag1_var2 5.1553786 1.0822576 3.906636 6.8609938
#> lag1_var3 8.6782898 1.9706088 6.301419 11.8810017
#> lag1_var4 -7.6665905 1.8887551 -10.733171 -5.4176835
#> const 22.8722436 4.2212961 18.292637 29.4411776
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001377542 0.0003553603 0.0009806511 0.001917425
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003696607 0.002315963 -0.007095507 -0.001170468
#> Sigma[2,2] 0.221367569 0.057071707 0.156025889 0.301264314
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008001757 0.003527276 0.003916621 0.01317385
#> Sigma[3,2] -0.033681477 0.082610518 -0.165048029 0.06218198
#> Sigma[3,3] 0.448389513 0.107589011 0.325944593 0.60477908
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006157124 0.00429496 0.0008990566 0.0121011
#> Sigma[4,2] 0.098714834 0.09583944 -0.0324828186 0.2360676
#> Sigma[4,3] 0.456447414 0.10979384 0.3094015713 0.6186373
#> Sigma[4,4] 0.546134155 0.13734650 0.3517202377 0.7413894
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98422375 0.02610576 0.94515078 1.017527227
#> lag1_var2 -0.05133097 0.04455873 -0.11117701 0.006074312
#> lag1_var3 -0.10716437 0.09307808 -0.22466911 0.020382874
#> lag1_var4 0.10314889 0.08593505 -0.01434961 0.212092472
#> const 0.62817170 0.33455720 0.20433418 1.140185872
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1335585 0.3390998 -0.5113880 0.4115205
#> lag1_var2 1.0324020 0.7725558 -0.1353422 2.0504638
#> lag1_var3 0.6666131 1.4806875 -1.6484782 2.5543095
#> lag1_var4 -0.6228179 1.3658382 -2.3788306 1.4975150
#> const 3.0058924 3.3735585 -1.9073412 7.0900603
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.377105 0.6901439 0.6874217 2.460505
#> lag1_var2 -3.233131 1.2786286 -5.2892981 -1.774816
#> lag1_var3 -5.159206 2.4767990 -9.1324403 -2.389281
#> lag1_var4 5.743986 2.2591055 3.1827133 9.350223
#> const -14.926511 7.1924640 -25.6434146 -7.536627
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.425908 0.7916042 0.6366335 2.702938
#> lag1_var2 -3.172285 1.5250474 -5.6476720 -1.379238
#> lag1_var3 -5.715251 3.0110639 -10.5707352 -2.218306
#> lag1_var4 6.317390 2.7543409 3.0758609 10.730596
#> const -16.195592 7.8406868 -28.0307324 -8.082958
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003126062 0.0009623457 0.002234796 0.004599847
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0161128 0.009129483 -0.02808099 -0.005425771
#> Sigma[2,2] 1.2881111 0.363888087 0.89985245 1.804596846
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0103372 0.005888361 0.004074776 0.01905155
#> Sigma[3,2] -0.7208131 0.209210858 -1.006192839 -0.49217345
#> Sigma[3,3] 0.4323305 0.123466135 0.295335604 0.59315997
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002740581 0.002104734 0.000820745 0.006148307
#> Sigma[4,2] -0.103762093 0.052709752 -0.180388681 -0.052740199
#> Sigma[4,3] 0.091963739 0.033187699 0.059742695 0.143961555
#> Sigma[4,4] 0.048111935 0.013105858 0.036013984 0.069667144
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93978012 0.02206772 0.91129237 0.96791319
#> lag1_var2 0.00211380 0.06663581 -0.09614422 0.07682251
#> lag1_var3 -0.01805694 0.13284730 -0.21716326 0.13564447
#> lag1_var4 0.02725631 0.12809414 -0.11513129 0.21941609
#> const 0.90729997 0.30380240 0.50653954 1.31050408
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5345932 0.9113501 -0.4429955 2.011505
#> lag1_var2 -1.1818180 2.2524578 -4.5451464 1.652075
#> lag1_var3 -3.7780645 4.4487080 -10.4974033 1.815541
#> lag1_var4 3.7627958 4.2291045 -1.6865147 10.032724
#> const -8.2633217 11.8255568 -24.1205985 8.321621
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5276466 0.5700979 -1.4919611 0.005022281
#> lag1_var2 1.5145518 1.3346036 0.1223927 3.652630942
#> lag1_var3 3.6484272 2.6378409 0.9741560 7.914715753
#> lag1_var4 -2.6219694 2.5046687 -6.6002364 -0.019695187
#> const 8.9534058 7.5816172 1.0415285 20.299748645
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3356937 0.2689128 -0.7996169 -0.0806415
#> lag1_var2 0.7476879 0.4959144 0.2652130 1.5619791
#> lag1_var3 1.3994483 0.9995262 0.4169156 3.0298724
#> lag1_var4 -0.3186744 0.9258363 -1.8269743 0.5772600
#> const 3.5284235 3.1638326 0.6756808 8.9395342
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003493069 9.538954e-05 0.0002263059 0.0004844446
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001011928 0.00173962 -0.003835748 0.0009331992
#> Sigma[2,2] 0.258884438 0.04471939 0.197797103 0.3168291237
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004614177 0.004120075 -0.006282676 0.004610546
#> Sigma[3,2] -0.5083268707 0.115422362 -0.694873986 -0.377441700
#> Sigma[3,3] 1.7392434927 0.518534002 1.199959747 2.589385236
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001025686 0.003659286 -0.006440299 0.003110134
#> Sigma[4,2] -0.404426806 0.106069302 -0.571543489 -0.298137137
#> Sigma[4,3] 1.563874060 0.490455570 1.039028189 2.362345982
#> Sigma[4,4] 1.431476889 0.463882983 0.921981951 2.176231266
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99632520 0.008638262 0.9833461 1.00845612
#> lag1_var2 -0.07023432 0.021264222 -0.1052557 -0.04561946
#> lag1_var3 -0.15979106 0.040558085 -0.2220714 -0.11035936
#> lag1_var4 0.15314567 0.039451312 0.1052619 0.21310850
#> const 0.42620522 0.104277047 0.2919531 0.56108052
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0743645 0.2615647 -0.2895488 0.4613978
#> lag1_var2 1.0356786 0.7780284 0.2590737 2.2116943
#> lag1_var3 0.8247069 1.6623698 -0.9559249 3.4664601
#> lag1_var4 -0.9236152 1.6781258 -3.6042304 0.9073540
#> const 4.3665469 3.8701088 0.4267567 10.9989931
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2017436 0.7242723 -1.345185 0.6481896
#> lag1_var2 2.0725995 2.0214881 -1.235905 4.4173521
#> lag1_var3 4.7321186 4.3838881 -2.822400 9.4146104
#> lag1_var4 -3.8266257 4.4251492 -8.649147 3.8428621
#> const 8.5261715 12.0602496 -6.090725 25.9872246
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1652278 0.6561901 -1.2140860 0.5879895
#> lag1_var2 2.4849581 1.7521742 -0.4011252 4.5470754
#> lag1_var3 4.9394826 3.7845385 -1.5607202 8.9260904
#> lag1_var4 -4.0622986 3.8167183 -8.1708164 2.5397366
#> const 9.6629171 11.1129153 -3.7226282 25.9392077
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009579725 0.0002600031 0.0007262928 0.00137079
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009125702 0.003202461 -0.01405287 -0.005080833
#> Sigma[2,2] 0.473082387 0.105043111 0.35461078 0.639575381
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009607713 0.004040169 0.004956403 0.01552067
#> Sigma[3,2] -0.405462238 0.115162808 -0.550122854 -0.26822887
#> Sigma[3,3] 0.651556911 0.195580889 0.455787403 0.97216146
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003775649 0.002672967 0.0008939423 0.007962240
#> Sigma[4,2] -0.092874682 0.071845838 -0.1916557117 0.002748754
#> Sigma[4,3] 0.398398614 0.143518360 0.2895089376 0.638652690
#> Sigma[4,4] 0.352700027 0.112498413 0.2545928119 0.533334212
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977272026 0.02974869 0.93476667 1.01629550
#> lag1_var2 -0.006139025 0.04781679 -0.06266232 0.05925751
#> lag1_var3 -0.042644104 0.07284958 -0.13030281 0.05530597
#> lag1_var4 0.038644660 0.06658569 -0.05183218 0.11751242
#> const 0.821061060 0.31848255 0.45685378 1.27676377
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3764846 0.6163876 -1.1814662 0.4389423
#> lag1_var2 1.5908333 1.4061775 -0.2454333 3.2764362
#> lag1_var3 1.5777718 2.1591187 -1.2896621 4.2895683
#> lag1_var4 -1.4856068 1.9867121 -4.0133099 1.1472142
#> const 5.4970769 4.5635376 -0.1105993 10.8490815
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9537132 0.7185008 -0.04953142 2.0046571
#> lag1_var2 -1.2901329 1.4644652 -3.28212628 0.9419895
#> lag1_var3 -1.4513978 2.2154266 -4.31046521 1.9695972
#> lag1_var4 2.1269374 2.0184697 -1.01443386 4.6931135
#> const -4.1667502 5.7402216 -11.57199628 3.7737510
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7280825 0.588027 -0.1347029 1.435058
#> lag1_var2 -0.4995562 1.246093 -1.8400210 1.489965
#> lag1_var3 -0.8007499 1.892109 -2.8271754 2.258232
#> lag1_var4 1.5521771 1.732046 -1.2559147 3.388219
#> const -2.0976952 4.719456 -8.6432212 4.075722
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002538356 0.0008503626 0.001683528 0.003993736
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004398855 0.001968186 -0.006942951 -0.001615974
#> Sigma[2,2] 0.047044456 0.006871807 0.038387237 0.057568763
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003227462 0.002728219 -0.007081195 -0.00006914
#> Sigma[3,2] 0.001359318 0.007404651 -0.006965414 0.01221172
#> Sigma[3,3] 0.067967213 0.017473947 0.045056251 0.09475539
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007100655 0.002569410 -0.01082046 -0.003676434
#> Sigma[4,2] 0.041430339 0.007816885 0.03228637 0.053983370
#> Sigma[4,3] 0.070620493 0.022080752 0.04550475 0.105569509
#> Sigma[4,4] 0.107579630 0.027219151 0.07739036 0.151168053
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91543287 0.05349613 0.8436522 0.9873105
#> lag1_var2 0.04834519 0.15537798 -0.1743963 0.2096034
#> lag1_var3 0.09329291 0.20191929 -0.1772832 0.3283904
#> lag1_var4 -0.08344256 0.19989672 -0.3068544 0.1909250
#> const 1.00967830 0.56630628 0.3105931 1.7574272
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23686520 0.2229153 -0.01216565 0.561814982
#> lag1_var2 0.05571523 0.6467580 -0.80812393 0.917806690
#> lag1_var3 -1.12614318 0.8610490 -2.29262930 0.001999341
#> lag1_var4 1.07599007 0.8442421 -0.03141260 2.197380222
#> const -0.71622472 2.3878343 -4.30567614 2.133222259
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2517170 0.1861113 -0.05492131 0.4571121
#> lag1_var2 0.3798470 0.4242755 -0.23171227 0.9714521
#> lag1_var3 1.1481304 0.5323050 0.32089998 1.8122027
#> lag1_var4 -0.2535026 0.5465831 -0.96402085 0.5809792
#> const 3.2357062 1.9632998 0.35490387 5.6524732
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4674986 0.2551302 0.19511701 0.8934153
#> lag1_var2 0.1725516 0.5547215 -0.56096132 0.8640060
#> lag1_var3 -0.1085616 0.7161651 -1.10694624 0.7378200
#> lag1_var4 0.9737223 0.7037651 0.09845094 1.8974129
#> const 1.2112714 2.4135887 -2.16356955 4.3754798
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007241881 0.001755971 0.005345251 0.009711658
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00267884 0.002685046 -0.006875338 0.0001755383
#> Sigma[2,2] 0.04443576 0.009409266 0.031380714 0.0586318088
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002837441 0.00567462 -0.008384078 0.006601121
#> Sigma[3,2] -0.084837709 0.02562257 -0.125027473 -0.056993544
#> Sigma[3,3] 0.320854015 0.08150095 0.231452881 0.459457979
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004918547 0.005166085 -0.01006276 0.002450452
#> Sigma[4,2] -0.061102411 0.022163713 -0.09731328 -0.039954325
#> Sigma[4,3] 0.281246896 0.070194857 0.20293869 0.400387891
#> Sigma[4,4] 0.254680197 0.060773401 0.18558267 0.355898604
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97880573 0.06924914 0.87047808 1.0469428
#> lag1_var2 -0.02639594 0.22741288 -0.29564056 0.3048453
#> lag1_var3 -0.02247236 0.38807155 -0.47654293 0.5411498
#> lag1_var4 0.01893298 0.37739258 -0.52980271 0.4601895
#> const 0.75813650 1.02809192 -0.04905322 2.4296307
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3659456 0.1556290 0.1452441 0.5691235
#> lag1_var2 -0.5640694 0.5572720 -1.4077595 0.1986735
#> lag1_var3 -2.3269533 0.9559599 -3.6699055 -1.0114130
#> lag1_var4 2.2873829 0.9340350 1.0004309 3.6013674
#> const -5.0135397 2.4189461 -7.7108741 -1.6485660
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.128306 0.3522614 -1.5289136 -0.5644259
#> lag1_var2 2.908806 1.1914142 0.9159696 4.1311275
#> lag1_var3 6.402102 2.1745111 2.9170671 9.1350951
#> lag1_var4 -5.263575 2.1217042 -7.9212586 -1.8539677
#> const 17.452414 5.4109297 9.2532673 23.6590580
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9521252 0.2902680 -1.266541 -0.5024367
#> lag1_var2 2.4610123 0.9650814 0.861342 3.3471523
#> lag1_var3 4.8787253 1.7768623 2.066789 7.0251115
#> lag1_var4 -3.7328648 1.7333424 -5.818356 -0.9814602
#> const 13.6572175 4.4423212 7.089973 18.8314978
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006738135 7.41142e-05 0.0005486359 0.0007551154
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004950013 0.003885706 -0.01043101 -7.038657e-05
#> Sigma[2,2] 0.665966723 0.184609746 0.47692037 9.732961e-01
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0170461 0.005899262 0.008999276 0.02397765
#> Sigma[3,2] -0.4901544 0.192231857 -0.778651689 -0.25820838
#> Sigma[3,3] 1.0782840 0.331767507 0.653374780 1.53930507
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01494686 0.004270565 0.00909469 0.01959422
#> Sigma[4,2] -0.09005779 0.123960726 -0.29287720 0.04785539
#> Sigma[4,3] 0.82889773 0.252174351 0.52698193 1.15996453
#> Sigma[4,4] 0.82297272 0.200224456 0.59060141 1.09803378
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98416086 0.01025967 0.96683808 0.99453757
#> lag1_var2 0.02866611 0.04081224 -0.02366625 0.08828373
#> lag1_var3 0.03466363 0.06506462 -0.04732405 0.13064247
#> lag1_var4 -0.04520605 0.06372464 -0.13890914 0.03572520
#> const 0.99163169 0.14351421 0.83856098 1.22556797
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.730656 0.9488282 -2.90068419 -0.6130800
#> lag1_var2 3.398545 2.0734506 0.71204329 5.8653058
#> lag1_var3 4.636488 3.6091185 0.01122053 8.9957403
#> lag1_var4 -4.132358 3.4270254 -8.29090324 0.2607606
#> const 12.804654 11.2107216 -0.27619354 28.2695190
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.381681 0.8208545 0.3500975 2.686996
#> lag1_var2 0.944301 2.1342639 -2.6795081 3.448563
#> lag1_var3 1.523158 3.5833845 -4.5070751 5.648024
#> lag1_var4 -1.212675 3.4297779 -5.1959628 4.597916
#> const 5.282275 10.0608498 -12.6594540 14.581714
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3472515 0.838882 -0.8162059 1.3155599
#> lag1_var2 2.9029640 1.871160 0.2102888 5.1182381
#> lag1_var3 4.1275637 3.217325 -0.3020160 7.9783905
#> lag1_var4 -3.5037271 3.051615 -7.0860223 0.8037049
#> const 12.0872838 10.173114 -1.3758523 24.7487972
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001609522 0.0003680242 0.001061696 0.0020818
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004392756 0.001127339 -0.005872431 -0.002850926
#> Sigma[2,2] 0.035791809 0.008875208 0.024553934 0.048194247
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001881865 0.001014491 0.000505895 0.003368216
#> Sigma[3,2] -0.021587203 0.007737541 -0.033154411 -0.013248327
#> Sigma[3,3] 0.020998318 0.007003857 0.014402927 0.032400019
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005755138 0.0008262493 -0.0006162842 0.00167583
#> Sigma[4,2] -0.0108560119 0.0055266693 -0.0195987923 -0.00557033
#> Sigma[4,3] 0.0157496819 0.0052943378 0.0108026428 0.02455534
#> Sigma[4,4] 0.0141484679 0.0041278780 0.0099942222 0.02090913
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0185859 0.03097645 0.9784748 1.06767692
#> lag1_var2 -0.1079348 0.03241379 -0.1528861 -0.06554082
#> lag1_var3 -0.2429671 0.07670045 -0.3399140 -0.12099978
#> lag1_var4 0.2360210 0.06564511 0.1279356 0.31289752
#> const 0.3110563 0.12469437 0.1392793 0.46789500
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04797515 0.1023373 -0.07680719 0.2059895
#> lag1_var2 0.94786456 0.1501426 0.74154005 1.1302741
#> lag1_var3 0.83048538 0.4451512 0.21986203 1.4391829
#> lag1_var4 -0.76214060 0.3999041 -1.29634913 -0.2104470
#> const 2.97606667 1.0432780 1.39478547 4.1959619
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05039122 0.1162516 -0.187158659 0.1234623
#> lag1_var2 0.07649114 0.1194837 -0.084845710 0.2405778
#> lag1_var3 0.60771225 0.4164732 0.007449042 1.1831150
#> lag1_var4 0.27412447 0.3671573 -0.227033470 0.7886926
#> const 1.18668517 1.0666729 -0.511912712 2.3590242
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05690842 0.10935908 -0.1715453 0.1195442
#> lag1_var2 0.22490465 0.09787832 0.1013290 0.3464962
#> lag1_var3 0.36442399 0.34774325 -0.1422769 0.7903287
#> lag1_var4 0.60067616 0.30763804 0.2274454 1.0641531
#> const 0.58586305 1.05682992 -1.0729367 1.8443792
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001521517 0.0005196605 0.0009735554 0.00231629
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004106603 0.01327433 -0.01003154 0.02578937
#> Sigma[2,2] 2.887202108 0.72752470 1.83966356 3.86290498
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004104057 0.008591062 -0.00762264 0.01470299
#> Sigma[3,2] -2.067862660 0.647323601 -3.00086231 -1.18516279
#> Sigma[3,3] 2.045425398 0.558833332 1.32390741 2.86319495
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007204953 0.005990483 -2.036241e-05 0.01572578
#> Sigma[4,2] -0.652713227 0.339243153 -1.157548e+00 -0.21748340
#> Sigma[4,3] 1.113478971 0.279772047 7.917348e-01 1.51657491
#> Sigma[4,4] 0.890110254 0.152776414 7.063698e-01 1.12609567
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99163231 0.03236586 0.95075038 1.03357951
#> lag1_var2 -0.03509038 0.04520524 -0.09334328 0.02260743
#> lag1_var3 -0.06659822 0.08719844 -0.18009278 0.04270520
#> lag1_var4 0.05752684 0.07663091 -0.03618992 0.15786362
#> const 0.71718496 0.28019913 0.32844319 1.08343449
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.035305 0.7238972 -3.110755 -1.030591
#> lag1_var2 4.263336 1.0781482 3.006741 5.996138
#> lag1_var3 6.557746 2.1557942 4.011864 10.020460
#> lag1_var4 -5.938954 1.9573462 -9.085314 -3.600286
#> const 19.513349 9.1056367 7.523353 31.248010
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.172104 0.7601798 0.1423168 2.07123048
#> lag1_var2 -1.359607 1.0782300 -2.7992062 0.08407368
#> lag1_var3 -1.587605 2.1039570 -4.4666190 1.21002651
#> lag1_var4 2.212119 1.9312076 -0.3518674 4.86058913
#> const -8.231685 10.7289331 -20.9927998 6.83343196
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09836068 0.6050763 -0.5963455 0.9998823
#> lag1_var2 0.56861231 0.8602880 -0.4842926 1.6790106
#> lag1_var3 1.26669408 1.6987315 -0.7819917 3.4427393
#> lag1_var4 -0.27260796 1.5675995 -2.3146562 1.6068568
#> const -0.18341482 9.2974518 -14.1239448 10.7901281
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003932634 0.0005493674 0.003112244 0.004648429
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007628809 0.002916123 -0.01051574 -0.003441548
#> Sigma[2,2] 0.156884883 0.045158216 0.11129695 0.229829475
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008584103 0.003003962 0.004389403 0.01152844
#> Sigma[3,2] -0.158321769 0.050489044 -0.244504705 -0.11104673
#> Sigma[3,3] 0.169882989 0.057465067 0.120710771 0.27224067
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003761786 0.001326695 0.001822966 0.005396023
#> Sigma[4,2] -0.056608829 0.022728931 -0.097496951 -0.036573093
#> Sigma[4,3] 0.068481382 0.026348354 0.048656058 0.117195018
#> Sigma[4,4] 0.033271011 0.012423214 0.025114303 0.056447027
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9284046 0.03921431 0.86946396 0.97471510
#> lag1_var2 -0.2096334 0.16032237 -0.44992237 -0.00167645
#> lag1_var3 -0.3169461 0.24690252 -0.69392588 0.01864719
#> lag1_var4 0.3350965 0.24285031 0.01078088 0.70927397
#> const 0.1723170 0.48507942 -0.50323948 0.78247737
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09961119 0.1700540 -0.0886688 0.3808363
#> lag1_var2 1.84774213 0.9713437 0.7880718 3.4017924
#> lag1_var3 2.05143122 1.5979205 0.3428157 4.5964169
#> lag1_var4 -2.05689224 1.6344004 -4.6627833 -0.2867652
#> const 5.69301207 3.9341273 0.2693873 11.5840882
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15540025 0.1480243 -0.403379 -0.0006468716
#> lag1_var2 -0.21090301 1.2074241 -2.186818 1.1012714778
#> lag1_var3 0.06204467 2.0087129 -3.167388 2.2667426956
#> lag1_var4 0.89701659 2.0522263 -1.376549 4.1809546630
#> const 0.79767678 5.1321800 -6.929813 7.3931745307
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10310247 0.0647279 -0.1878311 -0.03286611
#> lag1_var2 0.76178331 0.6515198 -0.2660726 1.46800159
#> lag1_var3 1.05108672 1.0855943 -0.6217873 2.28915082
#> lag1_var4 -0.06465418 1.1003552 -1.3139257 1.62124186
#> const 3.13719064 2.9046738 -0.8719631 6.76642339
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004257273 0.0001209313 0.0003085702 0.0006151805
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001131474 0.001908029 -0.003019908 0.002164806
#> Sigma[2,2] 0.2672840767 0.058606830 0.205737649 0.361799330
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006608657 0.001364476 -0.002091397 0.001626976
#> Sigma[3,2] -0.1674820945 0.033106132 -0.214931829 -0.125691556
#> Sigma[3,3] 0.1170089183 0.020294710 0.088537610 0.145113573
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007032197 0.0004537573 -0.00127707 -1.170275e-05
#> Sigma[4,2] -0.0262933413 0.0084410470 -0.03973390 -1.599172e-02
#> Sigma[4,3] 0.0306631691 0.0068953866 0.02355994 4.282898e-02
#> Sigma[4,4] 0.0193505394 0.0033293279 0.01628882 2.516757e-02
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99149416 0.02279715 0.95135030 1.01368521
#> lag1_var2 -0.01509619 0.04657433 -0.06205983 0.06456645
#> lag1_var3 -0.04489600 0.08756539 -0.13035348 0.10457968
#> lag1_var4 0.03114736 0.08280744 -0.10964122 0.11093556
#> const 0.80483062 0.21633260 0.58120737 1.14970431
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5787519 0.3181256 -0.9694431 -0.1163905
#> lag1_var2 2.0108681 0.6848468 0.9900027 2.7904806
#> lag1_var3 2.3762425 1.2968456 0.6398549 4.0002940
#> lag1_var4 -2.2465591 1.2505350 -3.8316529 -0.5608197
#> const 8.1947006 4.4008207 2.1296771 14.3307179
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3452679 0.2224099 0.04281227 0.6383713
#> lag1_var2 -0.4514002 0.4746389 -1.08697673 0.2204601
#> lag1_var3 -0.1861283 0.9046873 -1.47307740 1.0664012
#> lag1_var4 1.0386078 0.8729474 -0.14663121 2.2852728
#> const -1.4875677 2.9752688 -5.69619222 2.2258993
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01549483 0.1125090 -0.11293978 0.1858492
#> lag1_var2 0.34117784 0.2416217 -0.01438520 0.5946748
#> lag1_var3 0.54428532 0.4530526 -0.12275406 1.0113085
#> lag1_var4 0.41721420 0.4338047 -0.02797859 1.0492730
#> const 1.09083755 1.1749970 -0.66543493 2.5276391
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001763086 0.0006151278 0.001159274 0.002822369
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01428846 0.004575544 -0.01882456 -0.006233044
#> Sigma[2,2] 1.18800573 0.288635370 0.82498858 1.608931204
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02425062 0.007406058 0.01450952 0.03434831
#> Sigma[3,2] -0.74304152 0.167166567 -0.95808174 -0.54945017
#> Sigma[3,3] 0.80259081 0.147243016 0.62118977 1.03432547
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01864438 0.006870549 0.01091253 0.02878334
#> Sigma[4,2] -0.18520509 0.100121498 -0.33061463 -0.05225116
#> Sigma[4,3] 0.47897450 0.120373358 0.34507796 0.65430267
#> Sigma[4,4] 0.42048677 0.101385982 0.28313126 0.54885312
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03457141 0.03024148 1.00076634 1.07825047
#> lag1_var2 -0.07794306 0.03756218 -0.13376931 -0.03087557
#> lag1_var3 -0.15001825 0.07648837 -0.26423390 -0.05549526
#> lag1_var4 0.12732814 0.06810048 0.04225745 0.22899988
#> const 0.43801275 0.28690238 0.09988255 0.86499878
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.530326 0.9508195 -1.9695577 0.4320283
#> lag1_var2 2.066934 1.3133060 0.3334377 3.7341111
#> lag1_var3 2.957871 2.7115016 -0.7963099 6.5030035
#> lag1_var4 -2.849700 2.4630375 -6.0921968 0.6361313
#> const 10.090514 8.7859496 -0.7193495 22.7415604
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.185961 0.8721122 0.1130128 2.5480916
#> lag1_var2 -1.846008 1.0653775 -3.5520267 -0.6935214
#> lag1_var3 -3.151611 2.1458288 -6.6699586 -0.8937381
#> lag1_var4 3.783922 1.8949611 1.7626764 6.9116103
#> const -9.498148 7.6355573 -20.1141373 0.8468088
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003784 0.6077197 0.1492383 1.8074642
#> lag1_var2 -1.202525 0.6947819 -2.1742688 -0.4319865
#> lag1_var3 -2.455208 1.4268576 -4.4654273 -0.8539305
#> lag1_var4 3.153470 1.2596381 1.7413919 4.9468444
#> const -6.873309 5.5925087 -12.0835001 2.8421965
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008535056 0.0002592811 0.0006001781 0.001252964
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02546085 0.01043161 -0.04326679 -0.01514255
#> Sigma[2,2] 2.27458168 0.67814869 1.73227391 3.41637644
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01784414 0.008466353 0.00883661 0.03181934
#> Sigma[3,2] -1.51379665 0.504659799 -2.38138043 -1.11600227
#> Sigma[3,3] 1.24143428 0.406148869 0.90621977 1.90856317
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002847387 0.002934047 -0.001472198 0.006698000
#> Sigma[4,2] -0.175018537 0.140226009 -0.381195159 0.001848762
#> Sigma[4,3] 0.374500321 0.127313993 0.262379874 0.577056456
#> Sigma[4,4] 0.298576197 0.080366926 0.214814088 0.426674795
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980052678 0.01501314 0.96028499 1.00199203
#> lag1_var2 -0.007556248 0.03195935 -0.05446289 0.03087536
#> lag1_var3 -0.016578890 0.05309684 -0.09319871 0.04677797
#> lag1_var4 0.010486081 0.04983251 -0.04698832 0.08295739
#> const 0.868122107 0.19229388 0.57775059 1.08100907
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.898259 0.7582405 -3.072370 -0.8973221
#> lag1_var2 4.576850 1.5831642 2.008736 6.5261399
#> lag1_var3 6.228476 2.7320485 1.782804 9.5595736
#> lag1_var4 -5.698177 2.5466091 -8.815496 -1.5738405
#> const 17.078226 8.2945073 5.002454 29.3849138
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.469176 0.3443522 0.9587459 1.8923413
#> lag1_var2 -1.745270 0.6141175 -2.3349071 -0.7081734
#> lag1_var3 -2.040364 1.0326901 -2.9936729 -0.2818775
#> lag1_var4 2.509277 0.9899862 0.8533857 3.5067007
#> const -5.585851 6.1174995 -15.1873960 1.2849959
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3558357 0.4023926 -0.07195172 1.010611
#> lag1_var2 0.7042283 0.8600220 -0.49041410 1.775668
#> lag1_var3 1.2052179 1.4532592 -0.83732171 2.976759
#> lag1_var4 -0.4005279 1.3560073 -2.05519025 1.491204
#> const 2.9689903 4.9297884 -4.71767570 9.603474
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009349412 0.0002718985 0.0006874179 0.001349687
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01520436 0.005767617 -0.0229957 -0.008469293
#> Sigma[2,2] 0.59609174 0.119764722 0.4200921 0.746073657
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01310716 0.004483693 0.0053140 0.01764508
#> Sigma[3,2] -0.45282204 0.118074204 -0.6378305 -0.29033640
#> Sigma[3,3] 0.75918983 0.168409009 0.5266405 0.99866640
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004538352 0.00335570 0.0002147716 0.008514741
#> Sigma[4,2] -0.113262266 0.08590406 -0.2381384045 0.002005189
#> Sigma[4,3] 0.530086078 0.13434863 0.3517200255 0.738240948
#> Sigma[4,4] 0.496604320 0.13431653 0.3278791205 0.691972720
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99043171 0.01496614 0.96743610 1.00887729
#> lag1_var2 -0.04848204 0.04587141 -0.09465824 0.02254097
#> lag1_var3 -0.08621936 0.08364250 -0.17276509 0.04126512
#> lag1_var4 0.07994409 0.08483373 -0.05124961 0.16397696
#> const 0.61601150 0.26208332 0.37924537 1.01703206
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70619375 0.4792581 -1.3963179 0.004114632
#> lag1_var2 1.12435290 1.0159352 -0.1218619 2.448248468
#> lag1_var3 0.27415597 1.8030211 -2.0042053 2.562336108
#> lag1_var4 -0.04436316 1.7497413 -2.2082672 2.124906694
#> const 3.93721976 7.6537673 -4.9994036 14.460290106
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6374415 0.5148311 -0.2235772 1.0715661
#> lag1_var2 1.6312519 0.9328707 0.2989416 2.7860482
#> lag1_var3 3.9445699 1.7224596 1.5186398 6.1671687
#> lag1_var4 -3.3391551 1.6433354 -5.4040058 -0.9198454
#> const 8.0538573 7.7647005 -1.6898195 20.2884194
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2274577 0.3925489 -0.3163832 0.6787379
#> lag1_var2 2.1626303 0.7843032 1.3831547 3.2890536
#> lag1_var3 3.9095019 1.4654533 2.5220384 5.9927469
#> lag1_var4 -3.1527025 1.4138326 -5.1689018 -1.8319785
#> const 9.3529346 5.5766888 1.3049144 16.9479225
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004377324 0.0001039455 0.0003021388 0.0005935123
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009417036 0.003377306 -0.01398967 -0.004473609
#> Sigma[2,2] 0.820530787 0.239000625 0.48569602 1.160657842
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008497155 0.002970179 0.005323867 0.01324641
#> Sigma[3,2] -0.657850776 0.202846987 -0.943138284 -0.40892760
#> Sigma[3,3] 0.673056526 0.182746986 0.450821595 0.91570849
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00275392 0.00149583 0.000643417 0.00482478
#> Sigma[4,2] -0.15053337 0.07373928 -0.243666284 -0.04351802
#> Sigma[4,3] 0.27719623 0.07447402 0.182214120 0.39374854
#> Sigma[4,4] 0.19608911 0.05063684 0.156617081 0.28128898
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00835087 0.01356026 0.98727647 1.02736008
#> lag1_var2 -0.05073496 0.04448148 -0.10448920 0.01378719
#> lag1_var3 -0.08878928 0.06994901 -0.17147692 0.01373403
#> lag1_var4 0.07493791 0.06682517 -0.02218457 0.15301020
#> const 0.63821488 0.16441192 0.42151612 0.87455945
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.496005 0.6236089 -2.2277345 -0.5917358
#> lag1_var2 2.244562 1.8329445 0.0974331 4.8067145
#> lag1_var3 2.600000 2.7790175 -0.5906505 6.4026043
#> lag1_var4 -2.044292 2.6864025 -5.7463815 1.0027597
#> const 7.651149 7.2757304 -1.1177566 18.1720349
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.176343 0.4793764 1.550525 2.8957651
#> lag1_var2 -3.024841 1.5077936 -5.024288 -0.8298646
#> lag1_var3 -4.261274 2.3005338 -7.314784 -0.9290657
#> lag1_var4 4.505097 2.2652486 1.155384 7.4753144
#> const -12.350347 5.2728025 -19.151140 -5.3640935
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.311057 0.2074240 1.083892 1.6413378
#> lag1_var2 -2.098521 0.7522781 -3.125120 -0.9996642
#> lag1_var3 -3.397561 1.1866898 -4.972944 -1.6397574
#> lag1_var4 4.000299 1.1871296 2.198512 5.5222311
#> const -10.134587 2.2578179 -13.733286 -7.4468130
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005282932 9.541543e-05 0.0004069597 0.0006601075
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007589621 0.00269557 -0.01038893 -0.00324891
#> Sigma[2,2] 1.394080931 0.34101455 0.98421753 1.92877092
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004404505 0.001764535 0.001611226 0.006214141
#> Sigma[3,2] -0.760373314 0.168396778 -1.020608416 -0.548205015
#> Sigma[3,3] 0.424678241 0.081888937 0.315325074 0.548265484
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006961729 0.0006772467 -0.0002817422 0.00153703
#> Sigma[4,2] -0.0739502439 0.0192235940 -0.0976062244 -0.04645872
#> Sigma[4,3] 0.0532108309 0.0128551827 0.0356012762 0.07020214
#> Sigma[4,4] 0.0211489207 0.0050654425 0.0143899018 0.02859392
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93952834 0.03058624 0.90245102 0.97637257
#> lag1_var2 0.03474520 0.03895731 -0.01228661 0.08378054
#> lag1_var3 0.06428307 0.07672237 -0.02970746 0.16183280
#> lag1_var4 -0.05882016 0.06777401 -0.14591696 0.02286266
#> const 1.03393573 0.23273739 0.73164669 1.29109205
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8951787 1.146963 -2.8690416 0.3086504
#> lag1_var2 2.7738283 1.525833 1.2193781 5.2506197
#> lag1_var3 3.5334203 3.042656 0.4415201 8.3706422
#> lag1_var4 -3.3108805 2.685650 -7.4783790 -0.5449796
#> const 10.2299336 6.061079 3.4784496 18.7745297
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.513532 0.6122598 -0.08773568 1.57545606
#> lag1_var2 -1.031772 0.8185185 -2.31743570 -0.07995561
#> lag1_var3 -1.076113 1.6324983 -3.58155923 0.81720431
#> lag1_var4 1.886370 1.4422655 0.19630852 4.02295952
#> const -2.982069 3.1263968 -7.32667819 0.74164785
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01812490 0.1412475 -0.2067146 0.1879424
#> lag1_var2 0.02827595 0.1815874 -0.2002656 0.3011166
#> lag1_var3 0.02167110 0.3638086 -0.4344383 0.5715481
#> lag1_var4 0.95752455 0.3277131 0.4699295 1.3750689
#> const 0.13106767 1.4368180 -1.8641939 2.1195721
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006890311 0.002138733 0.004605229 0.0102998
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06028798 0.02098959 -0.08575033 -0.03474011
#> Sigma[2,2] 1.51632249 0.35771794 1.07585977 2.02253379
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06198487 0.02620589 0.03573309 0.1034198
#> Sigma[3,2] -1.20786582 0.30480226 -1.69401394 -0.8895333
#> Sigma[3,3] 1.38963578 0.35269686 1.03312070 1.9934824
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04289241 0.02196798 0.02268252 0.0792415
#> Sigma[4,2] -0.63595094 0.25060508 -1.00860143 -0.3343451
#> Sigma[4,3] 1.00484660 0.29709977 0.74776570 1.4847622
#> Sigma[4,4] 0.85077629 0.24635105 0.63933352 1.2608583
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.945730200 0.02146188 0.92697949 0.9815246
#> lag1_var2 0.005147215 0.04104535 -0.06243013 0.0508852
#> lag1_var3 0.016979812 0.09156175 -0.12162853 0.1293383
#> lag1_var4 -0.009147382 0.08153079 -0.11279153 0.1096162
#> const 0.966076835 0.26435641 0.51523493 1.2268508
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2733674 0.3740536 -0.2913691 0.7535088
#> lag1_var2 0.6256130 0.5579229 -0.2017327 1.2802564
#> lag1_var3 -0.3415043 1.1946168 -2.1667281 1.0621745
#> lag1_var4 0.2382754 1.0752665 -1.0832977 1.8929439
#> const 0.7075852 8.9183423 -11.9854228 12.6604791
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6725060 0.2687326 -1.0571279 -0.3366976
#> lag1_var2 0.9659199 0.4886231 0.4253278 1.7235092
#> lag1_var3 3.0196762 1.1207455 1.8640909 4.8615213
#> lag1_var4 -1.8279973 1.0229255 -3.5115157 -0.7241322
#> const 5.9560931 6.5844552 -2.3871585 15.2704919
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5872808 0.2081183 -0.9004322 -0.3516051
#> lag1_var2 1.0401254 0.3339702 0.6257318 1.5361736
#> lag1_var3 2.4146768 0.7755825 1.4612799 3.6340337
#> lag1_var4 -1.2138589 0.7120874 -2.3360815 -0.3264623
#> const 4.5929835 4.0543783 0.5562599 10.6682354
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004702418 0.0006470088 0.003793747 0.005568187
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00221616 0.001004041 -0.003555857 -0.000947448
#> Sigma[2,2] 0.01583489 0.002819465 0.012002050 0.019963211
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006686395 0.002586792 -0.003813339 0.003147703
#> Sigma[3,2] -0.0250236891 0.007393844 -0.035344455 -0.014148249
#> Sigma[3,3] 0.1040321558 0.024796225 0.079987986 0.143446451
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001985435 0.002428761 -0.004688196 0.001289040
#> Sigma[4,2] -0.015615271 0.007027740 -0.024045451 -0.005150314
#> Sigma[4,3] 0.089527248 0.022345855 0.069152665 0.124598007
#> Sigma[4,4] 0.080678798 0.020052045 0.063587470 0.111598799
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97614477 0.04654954 0.9118480 1.0342011
#> lag1_var2 -0.06064820 0.22497263 -0.3705539 0.2388676
#> lag1_var3 -0.04146761 0.39588650 -0.5602349 0.5169940
#> lag1_var4 0.03872788 0.39857963 -0.5232174 0.5625059
#> const 0.78972461 1.28035074 -0.9026607 2.5362164
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.028510786 0.0760888 -0.06935354 0.1202285
#> lag1_var2 0.480430648 0.4895942 -0.15928570 1.1575523
#> lag1_var3 0.003552547 0.7768442 -1.01908115 1.0021584
#> lag1_var4 -0.024020105 0.7809037 -1.02751566 1.0031476
#> const 1.176551699 2.0054387 -1.34872181 3.6423068
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4298182 0.1235254 -0.5735742 -0.2571045
#> lag1_var2 2.4057352 0.9447735 0.9886412 3.6836832
#> lag1_var3 3.7850964 1.5502510 1.4687115 5.8549708
#> lag1_var4 -2.8042257 1.5606936 -4.8916470 -0.4792108
#> const 10.0174261 3.5961963 4.7363357 14.6880756
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3849318 0.1197348 -0.5381596 -0.2066957
#> lag1_var2 2.5375578 0.8739657 1.3853755 3.7451671
#> lag1_var3 3.4921581 1.4680415 1.4879362 5.4525512
#> lag1_var4 -2.5142066 1.4809045 -4.4905502 -0.4906352
#> const 9.4932093 3.7021018 4.0749061 14.6152841
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002923107 0.0007442594 0.002158917 0.004110355
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007245503 0.004240097 -0.01273546 -0.001521298
#> Sigma[2,2] 0.119155148 0.022410550 0.09143745 0.154547198
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003538718 0.002527007 9.785497e-05 0.007020929
#> Sigma[3,2] -0.070210113 0.015028308 -9.259387e-02 -0.052931248
#> Sigma[3,3] 0.059362062 0.014296687 4.896466e-02 0.085969011
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007766077 0.001929877 -0.003210214 0.001981277
#> Sigma[4,2] -0.0006195882 0.009624641 -0.016398192 0.011367588
#> Sigma[4,3] 0.0190148163 0.008417392 0.009524560 0.032904992
#> Sigma[4,4] 0.0193638411 0.003894033 0.014712003 0.024043827
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97774485 0.03316994 0.9436413 1.0335141
#> lag1_var2 -0.01087827 0.15813539 -0.2119927 0.2292316
#> lag1_var3 0.01390562 0.27081855 -0.3539584 0.4077507
#> lag1_var4 -0.02055787 0.26951812 -0.4145880 0.3402499
#> const 0.98547845 0.61179991 0.1075625 1.7731864
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2141612 0.2035392 -0.4320642 0.1227514
#> lag1_var2 0.6314146 0.9853091 -0.5912550 2.0354923
#> lag1_var3 -0.2668886 1.6583627 -2.4001353 2.0951977
#> lag1_var4 0.3544482 1.6653032 -2.0415758 2.4127220
#> const 0.2354259 4.4078406 -6.3654073 6.2927832
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07500395 0.1253117 -0.13196748 0.1894666
#> lag1_var2 1.08253255 0.7329806 0.04053408 1.9071387
#> lag1_var3 2.57751840 1.2319687 0.88121512 3.9641065
#> lag1_var4 -1.72865932 1.2421700 -3.14131180 -0.0155686
#> const 6.66097856 2.8413806 3.41074667 10.8195585
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0447024 0.07873848 -0.1670564 0.04526126
#> lag1_var2 1.2663912 0.35847785 0.7706488 1.81595145
#> lag1_var3 2.0998189 0.62323026 1.2698214 3.08568252
#> lag1_var4 -1.1798904 0.62173636 -2.1614106 -0.35341138
#> const 5.5058389 1.38426864 3.6574670 7.35989315
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001259014 0.000260598 0.0008642217 0.001585081
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01060387 0.003337748 -0.01647462 -0.007469705
#> Sigma[2,2] 0.24244103 0.045383997 0.18237475 0.299974426
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008050114 0.002779014 0.005906805 0.01307924
#> Sigma[3,2] -0.170768009 0.037012448 -0.226144140 -0.12374341
#> Sigma[3,3] 0.633954511 0.090542381 0.526195573 0.77533132
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003527864 0.003208107 -0.00261018 0.005304173
#> Sigma[4,2] 0.0062333707 0.049693071 -0.06419948 0.080171547
#> Sigma[4,3] 0.5127723729 0.099910975 0.41676739 0.688176002
#> Sigma[4,4] 0.5209457204 0.119206347 0.42816797 0.737664814
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97183100 0.01672130 0.9525863 0.9983048
#> lag1_var2 -0.02175435 0.09767275 -0.1561414 0.1008932
#> lag1_var3 -0.04599892 0.13857453 -0.2401867 0.1309528
#> lag1_var4 0.04659494 0.13877837 -0.1324104 0.2387362
#> const 0.71906348 0.45396894 0.1371119 1.3317656
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2726427 0.3077256 -0.78570081 -0.002039422
#> lag1_var2 1.7526971 1.5180723 0.17900829 4.268824661
#> lag1_var3 1.6192158 2.1664503 -0.65265726 5.197096991
#> lag1_var4 -1.6074135 2.1433537 -5.15052537 0.634655406
#> const 6.8784759 6.7378325 -0.01731295 18.046500325
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03955942 0.2953126 -0.301800 0.5157519
#> lag1_var2 -0.21359787 1.4724445 -2.014871 1.8142807
#> lag1_var3 0.19671772 2.0206538 -2.458161 2.8884661
#> lag1_var4 0.75805660 2.0227974 -1.930320 3.3960682
#> const 1.45362618 7.6509521 -9.016887 10.2189129
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1390694 0.2149051 -0.3748268 0.2190852
#> lag1_var2 0.8667384 1.3444582 -1.0345221 2.5293505
#> lag1_var3 1.1098106 1.8062441 -1.4459610 3.3820631
#> lag1_var4 -0.1370589 1.8126099 -2.3989574 2.4481132
#> const 5.2585401 5.7609778 -4.6651077 10.8840026
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002276487 0.0006157962 0.00172239 0.003327436
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002947159 0.00561088 -0.01125337 0.002782754
#> Sigma[2,2] 0.739367198 0.20246680 0.49173961 1.020732247
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001550851 0.002558262 -0.00440353 0.002154752
#> Sigma[3,2] -0.305755348 0.083446086 -0.42920132 -0.215011917
#> Sigma[3,3] 0.192640101 0.032050368 0.15414708 0.237268839
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00302784 0.002363033 -0.006072278 0.0005294244
#> Sigma[4,2] 0.02989977 0.039389941 -0.018742393 0.0869573432
#> Sigma[4,3] 0.06100608 0.021831664 0.028272120 0.0891252135
#> Sigma[4,4] 0.08327963 0.021170726 0.057085012 0.1123023280
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08930458 0.02722413 1.05709925 1.132001198
#> lag1_var2 -0.08715553 0.06752204 -0.19219612 -0.008845624
#> lag1_var3 -0.26799327 0.15781637 -0.51260173 -0.084461355
#> lag1_var4 0.20987642 0.15278812 0.03070338 0.446790026
#> const 0.24704083 0.42916172 -0.38328210 0.795719693
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.295937 0.406188 -1.7611150 -0.64912348
#> lag1_var2 2.209772 1.050747 0.9509818 3.70632083
#> lag1_var3 3.382740 2.478469 0.3406761 6.88527691
#> lag1_var4 -2.903013 2.446350 -6.3665372 0.08039122
#> const 10.869815 8.013548 -1.6677355 19.71137692
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4266484 0.2212616 0.09795583 0.6997641
#> lag1_var2 -0.3967478 0.4350670 -0.85181805 0.3089851
#> lag1_var3 -0.1547314 1.0454259 -1.20379851 1.5411134
#> lag1_var4 0.9333221 1.0267194 -0.71774629 1.9991601
#> const -1.1368724 4.3928568 -5.78792996 5.2623964
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1485503 0.1193001 -0.23975625 0.06883928
#> lag1_var2 0.3464365 0.2579450 -0.02951681 0.62784895
#> lag1_var3 0.8139102 0.6015384 -0.07008377 1.46502659
#> lag1_var4 0.2138214 0.5830107 -0.41829503 1.06492691
#> const 2.0818178 2.1002477 -1.41953170 4.20775730
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004546599 0.00109106 0.003087037 0.006040233
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01836619 0.0108716 -0.03566901 -0.006226057
#> Sigma[2,2] 0.71713467 0.1517088 0.56764884 0.968772118
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01819469 0.004929137 -0.02401808 -0.01099963
#> Sigma[3,2] -0.21303202 0.080001351 -0.32216770 -0.10303216
#> Sigma[3,3] 0.39782659 0.046623551 0.32069957 0.44949824
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02976832 0.008043491 -0.04196223 -0.02077882
#> Sigma[4,2] 0.18561114 0.120354639 0.08996357 0.39007494
#> Sigma[4,3] 0.29960664 0.043278018 0.23593325 0.35364490
#> Sigma[4,4] 0.42487192 0.103898885 0.30782545 0.58563334
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99177626 0.03492817 0.94272458 1.0331459
#> lag1_var2 0.04800158 0.14145834 -0.09829183 0.2733707
#> lag1_var3 0.06200208 0.26239846 -0.21742970 0.4771335
#> lag1_var4 -0.07728490 0.25804236 -0.48783435 0.1943364
#> const 0.92361724 0.66168839 0.10095104 1.8759912
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4373705 0.3623014 -0.08694119 0.9228405
#> lag1_var2 -2.3990761 1.9762037 -4.73253362 0.5768376
#> lag1_var3 -5.8204799 3.6234550 -10.19104068 -0.4058774
#> lag1_var4 5.9571332 3.5810566 0.56860337 10.2361442
#> const -14.9745849 6.7856198 -22.05646055 -4.5746095
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6092492 0.348837 -1.1110093 -0.1476612
#> lag1_var2 2.3504398 1.382186 0.4342472 4.2806351
#> lag1_var3 5.2841809 2.543894 1.7603655 8.8411862
#> lag1_var4 -4.3000590 2.519306 -7.8189376 -0.7971525
#> const 14.3179907 6.749795 4.9749148 23.7478069
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3801655 0.3737424 -0.8546701 0.0754481
#> lag1_var2 0.8298675 1.3867337 -1.1567679 2.3384482
#> lag1_var3 1.7385978 2.5627940 -1.9477032 4.5525574
#> lag1_var4 -0.6502534 2.5432308 -3.4286032 2.9960511
#> const 4.8127372 7.9813628 -5.1366080 14.7361936
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003136195 0.001015949 0.002169687 0.00464783
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001950851 0.001926458 -0.004772592 0.000141377
#> Sigma[2,2] 0.076030620 0.019380554 0.051395141 0.103835919
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008878376 0.007547273 -0.01957096 0.0003956878
#> Sigma[3,2] -0.007795995 0.031047722 -0.05466195 0.0198910055
#> Sigma[3,3] 0.243709745 0.059130458 0.16422927 0.3162946455
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01054684 0.007912827 -0.020390796 -0.0005471819
#> Sigma[4,2] 0.04448886 0.023646417 0.007459148 0.0672087985
#> Sigma[4,3] 0.24694824 0.056560195 0.159817466 0.3105786791
#> Sigma[4,4] 0.28647497 0.058349571 0.196664665 0.3494751753
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9917184 0.02523148 0.95111966 1.01786274
#> lag1_var2 -0.1978581 0.18033854 -0.45672524 0.02687557
#> lag1_var3 -0.2970648 0.25773644 -0.64507164 0.05601154
#> lag1_var4 0.2972953 0.26327450 -0.06182065 0.65536161
#> const 0.1773182 0.76667645 -1.03969722 1.02779371
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1592668 0.1081573 -0.3284696 -0.02930012
#> lag1_var2 0.6849437 0.6702119 -0.3267488 1.52402617
#> lag1_var3 -0.5037021 1.0783336 -2.0841801 0.89941133
#> lag1_var4 0.5349838 1.0765611 -0.8630243 2.11790912
#> const 1.0750330 2.0849832 -1.5973043 4.23737078
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1113466 0.1999972 -0.3475630 0.1793264
#> lag1_var2 1.9163539 0.9722902 0.3248725 2.9899208
#> lag1_var3 3.8941240 1.4741458 1.5161771 5.5380005
#> lag1_var4 -3.0024242 1.4519540 -4.6387744 -0.6560568
#> const 9.8081579 3.8979831 4.6367763 15.5843414
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2254233 0.2358642 -0.5140012 0.1223137
#> lag1_var2 2.2281880 1.0457043 0.3953420 3.2376816
#> lag1_var3 3.3386796 1.6251776 0.6350895 5.0408882
#> lag1_var4 -2.4074584 1.5999538 -4.0872749 0.2780504
#> const 9.4480605 4.0570255 3.7196346 15.1688615
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007363148 0.0001648736 0.0005338068 0.0009909529
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003455515 0.002292686 0.0001250951 0.005911417
#> Sigma[2,2] 0.241632553 0.059344189 0.1831635156 0.344615199
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002369312 0.002342615 -0.005298748 0.001058117
#> Sigma[3,2] -0.120110803 0.061329045 -0.214865991 -0.057977694
#> Sigma[3,3] 0.210094312 0.078483563 0.141783103 0.331955437
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003938017 0.00246792 -0.002931866 0.003550334
#> Sigma[4,2] 0.0186155886 0.05186450 -0.044840360 0.095337193
#> Sigma[4,3] 0.1439662128 0.05586015 0.078448380 0.237995195
#> Sigma[4,4] 0.1576150982 0.05241901 0.099407417 0.244627352
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9526985981 0.0322037 0.9038147 0.9903687
#> lag1_var2 0.0008223472 0.1016385 -0.1153538 0.1469650
#> lag1_var3 0.0073895230 0.1768104 -0.2009876 0.2643597
#> lag1_var4 -0.0059821334 0.1750582 -0.2611385 0.1996549
#> const 0.8834647542 0.5198580 0.2463173 1.6519894
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2102510 0.3599358 -0.3148678 0.6536958
#> lag1_var2 -0.3266028 1.4328612 -1.9517825 1.8809495
#> lag1_var3 -2.0037014 2.4410426 -4.8025448 1.7154061
#> lag1_var4 2.0163980 2.4161074 -1.6672327 4.7905758
#> const -4.4077834 5.4135760 -11.1014657 3.6436584
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.112564 0.2977095 -1.420696 -0.7065169
#> lag1_var2 3.743071 1.3913259 2.159504 5.4381027
#> lag1_var3 7.452952 2.3673679 4.812817 10.3808333
#> lag1_var4 -6.409405 2.3618176 -9.358890 -3.7897761
#> const 19.235963 5.6976708 11.851204 26.0910600
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9949501 0.3307892 -1.367282 -0.4431994
#> lag1_var2 3.4294443 1.3067013 1.481647 5.0940852
#> lag1_var3 6.0869790 2.2486019 2.739858 8.9870639
#> lag1_var4 -5.0178546 2.2293558 -7.894299 -1.7138121
#> const 15.7241272 5.5696342 6.991971 21.6632287
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00158957 0.0003713081 0.00109675 0.002097652
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002950797 0.003602849 -0.007301308 0.002725201
#> Sigma[2,2] 0.372480997 0.103227464 0.284139454 0.556053727
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01763425 0.00398147 0.01165239 0.02244552
#> Sigma[3,2] -0.27839349 0.09219008 -0.38627166 -0.13827280
#> Sigma[3,3] 0.65318165 0.11982311 0.49292262 0.83995046
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01655658 0.004101216 0.01141086 0.02131727
#> Sigma[4,2] -0.06399365 0.079486929 -0.15679461 0.06668679
#> Sigma[4,3] 0.52035732 0.124573886 0.37305847 0.68648579
#> Sigma[4,4] 0.51394293 0.130861924 0.36690273 0.70970706
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98581782 0.03044951 0.94925309 1.03342657
#> lag1_var2 -0.08582931 0.05719533 -0.17548931 -0.01029297
#> lag1_var3 -0.15083544 0.09801774 -0.30477658 -0.02283251
#> lag1_var4 0.14838360 0.09264246 0.02611604 0.29450169
#> const 0.46767666 0.38702299 -0.18516973 0.88086710
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7010472 0.3326891 -1.190938 -0.2563176
#> lag1_var2 3.2621400 0.5421155 2.544984 4.0519843
#> lag1_var3 3.9608745 0.9647822 2.695079 5.3728623
#> lag1_var4 -3.8430816 0.9059989 -5.154198 -2.6522163
#> const 10.0460406 4.2970640 4.982045 16.2064217
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4707343 0.5645897 -0.3737297 1.2299225
#> lag1_var2 -1.6896882 0.9371599 -2.8546977 -0.3760719
#> lag1_var3 -2.0533597 1.6406073 -4.1131646 0.2658190
#> lag1_var4 2.9575513 1.5288433 0.8170690 4.8476786
#> const -6.5293388 6.6890409 -15.0596540 3.3100483
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1298718 0.4736173 -0.6011325 0.6735052
#> lag1_var2 -0.1848626 0.8346692 -1.2283498 1.0200624
#> lag1_var3 -0.4491180 1.4453484 -2.2611572 1.6699847
#> lag1_var4 1.4325853 1.3390263 -0.5138024 3.1117534
#> const -2.9897074 5.0463867 -8.8302636 4.3463225
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006833066 0.0001590894 0.0004736912 0.0009048967
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0147355 0.004983829 -0.02034985 -0.008085472
#> Sigma[2,2] 1.0342852 0.286012535 0.67809701 1.478554051
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01128225 0.003384439 0.006983609 0.01628069
#> Sigma[3,2] -0.48779365 0.130516847 -0.685252549 -0.34062900
#> Sigma[3,3] 0.44356416 0.127036403 0.321174857 0.64804847
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005232613 0.002673729 0.001677286 0.009362384
#> Sigma[4,2] -0.002222852 0.151760179 -0.206806189 0.223906870
#> Sigma[4,3] 0.256035647 0.096924053 0.143131349 0.415298100
#> Sigma[4,4] 0.304735939 0.054836735 0.237146392 0.384931356
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94360063 0.01624804 0.924681346 0.968298681
#> lag1_var2 0.04020167 0.03175506 -0.005884929 0.087466346
#> lag1_var3 0.08617057 0.06484422 -0.008359751 0.180838905
#> lag1_var4 -0.08065646 0.05801175 -0.167089709 0.001676139
#> const 1.14205300 0.07730137 1.044628847 1.246016913
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6665191 0.7719517 -0.4353161 1.601599
#> lag1_var2 -0.4474142 1.2850663 -1.8820493 1.581180
#> lag1_var3 -2.2373674 2.6051336 -5.0850280 1.940941
#> lag1_var4 2.1329881 2.3907688 -1.6921193 4.792250
#> const -5.2196204 7.0178614 -13.7977446 4.129078
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3897961 0.4983323 -1.1440762 0.08985817
#> lag1_var2 1.1514861 0.7229589 0.3760621 2.27329819
#> lag1_var3 3.0450499 1.5828841 1.2426543 5.49245354
#> lag1_var4 -2.0730774 1.4116673 -4.2286917 -0.43510875
#> const 7.8324194 4.2609079 2.6154839 13.93125369
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1138279 0.2898152 -0.51433592 0.2206114
#> lag1_var2 0.7715430 0.4448858 0.08891448 1.2987227
#> lag1_var3 1.6303444 0.9232974 0.45292399 2.9414043
#> lag1_var4 -0.6619379 0.8161133 -1.77625595 0.4461075
#> const 4.1255675 3.0371094 1.14227772 9.0985684
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001754822 0.0002820759 0.001485304 0.002203218
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02140436 0.01198555 -0.04002259 -0.006371982
#> Sigma[2,2] 1.21129888 0.34845573 0.75113353 1.695075538
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002694688 0.01552793 -0.0164672 0.02488809
#> Sigma[3,2] -0.896500288 0.41430135 -1.4599312 -0.38797557
#> Sigma[3,3] 2.119163614 0.44967683 1.5521802 2.74879121
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008006554 0.01231259 -0.0237969 0.00935948
#> Sigma[4,2] -0.346674600 0.31795409 -0.7702635 0.08937240
#> Sigma[4,3] 1.878610998 0.39545532 1.4682188 2.40329401
#> Sigma[4,4] 1.915660343 0.43056341 1.4556941 2.55780171
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968500784 0.02051626 0.94454431 1.00064390
#> lag1_var2 0.011085953 0.03797921 -0.05372602 0.05161672
#> lag1_var3 -0.001732376 0.07167070 -0.12340181 0.07132219
#> lag1_var4 0.002689052 0.06599797 -0.06671292 0.11452445
#> const 0.726941705 0.30126698 0.31184963 1.09293471
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8292197 0.5666054 0.05040991 1.5164196
#> lag1_var2 -0.4832854 0.9326404 -1.76374086 0.6318264
#> lag1_var3 -2.0832721 1.6481151 -4.46713711 -0.1559356
#> lag1_var4 1.7829488 1.4966046 0.06424363 3.9095388
#> const -2.7661687 6.5542507 -8.76819588 8.1728523
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01080283 0.4810706 -0.49999490 0.7586030
#> lag1_var2 0.48196273 0.5899677 -0.34536750 1.3129066
#> lag1_var3 1.51684616 1.1341791 -0.04940409 3.1663517
#> lag1_var4 -0.58652635 1.0572710 -2.09940277 0.9104711
#> const 0.81853867 9.0357083 -13.47094663 11.1605267
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5489321 0.4067007 0.06429195 1.0881469
#> lag1_var2 -0.2247733 0.6358732 -1.17447984 0.6315381
#> lag1_var3 -0.4445792 1.2497899 -2.17406864 1.2415885
#> lag1_var4 1.2217080 1.1577086 -0.32160106 2.8140570
#> const -3.7031921 8.1363030 -14.82555317 7.7361208
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005070821 0.0001583989 0.0003479303 0.0007713584
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007051523 0.002801593 -0.01120059 -0.004144091
#> Sigma[2,2] 0.246353913 0.074488073 0.15948500 0.361159335
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00685682 0.002491653 0.00417479 0.01067067
#> Sigma[3,2] -0.20372745 0.061981446 -0.28935169 -0.12585878
#> Sigma[3,3] 0.20596756 0.051131673 0.14231039 0.26725548
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002894236 0.001066278 0.001567894 0.004472679
#> Sigma[4,2] -0.063389505 0.022631292 -0.088604999 -0.030072331
#> Sigma[4,3] 0.091101765 0.018554774 0.066015126 0.113805447
#> Sigma[4,4] 0.056254132 0.009160964 0.043974692 0.066967189
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93660293 0.01081899 0.920094839 0.94955252
#> lag1_var2 0.03339302 0.03180692 -0.001008015 0.07976972
#> lag1_var3 0.03538409 0.05579377 -0.023807739 0.12221394
#> lag1_var4 -0.02268601 0.05660774 -0.114240645 0.03680873
#> const 0.96246087 0.13525680 0.798966467 1.16942884
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56896667 0.1358187 0.4000119 0.7616401
#> lag1_var2 0.43704064 0.6543029 -0.5374027 1.2041874
#> lag1_var3 -0.29515974 1.1567238 -1.9321421 1.1755707
#> lag1_var4 0.03478327 1.1913592 -1.4536696 1.7398253
#> const 1.34133191 3.1323904 -3.3012987 5.3334681
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1458341 0.1489727 -0.3806020 0.03815472
#> lag1_var2 0.1616086 0.7282241 -0.5839149 1.32510471
#> lag1_var3 0.8355894 1.2752963 -0.5126124 2.81414978
#> lag1_var4 0.1942390 1.3011114 -1.8376938 1.55877028
#> const 1.2503630 3.4010683 -1.9333693 6.72783354
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1960184 0.1115880 0.009914724 0.3237465
#> lag1_var2 0.1975470 0.4898859 -0.438234112 0.8657010
#> lag1_var3 0.2845075 0.8247728 -0.788669667 1.4053805
#> lag1_var4 0.6133086 0.8287659 -0.516422887 1.6884422
#> const 0.5974813 1.8809743 -1.219239054 3.4353390
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004759717 0.0001022513 0.0003314865 0.00061762
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001839324 0.0008833341 -0.002745071 -0.0006112087
#> Sigma[2,2] 0.053401831 0.0105952976 0.041416413 0.0702001014
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002259433 0.001095741 0.0003238864 0.003318391
#> Sigma[3,2] -0.046704305 0.020905326 -0.0801875909 -0.026241814
#> Sigma[3,3] 0.192390870 0.053274418 0.1323451515 0.265580956
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006760737 0.0008907324 -0.0004729121 0.001912715
#> Sigma[4,2] -0.0013223034 0.0139053459 -0.0237935042 0.013641252
#> Sigma[4,3] 0.1577028534 0.0422196560 0.1114956059 0.218432340
#> Sigma[4,4] 0.1618348513 0.0375142089 0.1216283332 0.222761286
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98609032 0.01615047 0.96175724 1.00607169
#> lag1_var2 -0.05980881 0.06984064 -0.14575368 0.03523953
#> lag1_var3 -0.04150402 0.09206513 -0.15251266 0.08511294
#> lag1_var4 0.03944319 0.09017309 -0.08429345 0.14833738
#> const 0.63399436 0.28427009 0.32463341 1.09672076
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0492462 0.0483555 -0.11119888 0.01298207
#> lag1_var2 0.6694633 0.4479107 -0.01822349 1.19418802
#> lag1_var3 -0.1182064 0.5019756 -0.81480360 0.49241288
#> lag1_var4 0.1341206 0.4942273 -0.46108689 0.83319331
#> const 0.5009496 1.0882383 -0.83087299 2.28028152
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2591106 0.1844393 -0.52470577 -0.03409575
#> lag1_var2 1.2586298 0.9174850 -0.07907094 2.32465245
#> lag1_var3 2.1604907 1.2130828 0.37454064 3.63644005
#> lag1_var4 -1.1788978 1.1924279 -2.60635672 0.59134540
#> const 6.8619395 3.5793350 1.27428710 10.86413621
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3125901 0.1814221 -0.5601859 -0.06912538
#> lag1_var2 1.5745207 0.8533751 0.2599554 2.57856821
#> lag1_var3 1.7653995 1.1732326 -0.1114419 3.18074600
#> lag1_var4 -0.7510698 1.1562822 -2.1427725 1.10838690
#> const 5.9440117 3.8168445 0.6623661 10.71399657
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005821617 0.0001627664 0.0004093889 0.0008575297
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001460125 0.001124739 -0.00273055 0.0002474399
#> Sigma[2,2] 0.150979602 0.028532574 0.11674549 0.1961656434
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001977519 0.0007179393 0.0007698873 0.002724915
#> Sigma[3,2] -0.116510327 0.0218534666 -0.1471626879 -0.087754375
#> Sigma[3,3] 0.106894224 0.0197396459 0.0797881879 0.131790519
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009910757 0.0003273085 0.0006571547 0.001495396
#> Sigma[4,2] -0.0112187675 0.0083854102 -0.0191032700 0.002225727
#> Sigma[4,3] 0.0263115612 0.0079513199 0.0148448022 0.037627000
#> Sigma[4,4] 0.0192067140 0.0039411352 0.0151841936 0.025247518
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98548971 0.00696941 0.9770767 0.99532301
#> lag1_var2 -0.02731958 0.06822259 -0.1260305 0.06789584
#> lag1_var3 -0.03617427 0.10996021 -0.1900117 0.12636365
#> lag1_var4 0.03137098 0.11326476 -0.1346093 0.18909760
#> const 0.74637611 0.28773728 0.3854603 1.17656609
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04390882 0.08949805 -0.1817538 0.05925253
#> lag1_var2 0.13737670 0.58893202 -0.5174101 1.15072718
#> lag1_var3 -0.59902916 0.80944614 -1.4661527 0.72614350
#> lag1_var4 0.64375116 0.83266616 -0.7159884 1.56380524
#> const -0.69059603 2.60938250 -4.4612497 2.31208934
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04506814 0.0576619 -0.0246650 0.1113770
#> lag1_var2 1.56842360 0.4735719 0.8116213 2.0936401
#> lag1_var3 2.80494293 0.7204872 1.7709470 3.6927812
#> lag1_var4 -1.93506213 0.7478774 -2.8350982 -0.8568073
#> const 7.07680956 2.1784207 4.5739731 10.1504450
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01408596 0.03772945 -0.03998045 0.05898316
#> lag1_var2 1.48031553 0.23142571 1.19732311 1.86161719
#> lag1_var3 2.12371025 0.36098791 1.65873262 2.69075860
#> lag1_var4 -1.20496920 0.37092231 -1.77690309 -0.72630392
#> const 5.37330417 1.21426872 3.64808781 7.03539049
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007485467 0.0006135145 0.00655395 0.008271407
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02388137 0.01190534 -0.04303063 -0.01320146
#> Sigma[2,2] 1.03126620 0.29083191 0.67786870 1.50563923
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03447881 0.006977534 0.02904002 0.04558525
#> Sigma[3,2] -0.66192747 0.201399240 -1.00168432 -0.41794848
#> Sigma[3,3] 0.56859214 0.145063493 0.38708089 0.79125272
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02317276 0.005216223 0.01759357 0.03159088
#> Sigma[4,2] -0.07590561 0.059967939 -0.15442736 0.01914390
#> Sigma[4,3] 0.20786301 0.049497907 0.12960804 0.27600347
#> Sigma[4,4] 0.18211470 0.034827365 0.13314336 0.23128113
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02509500 0.07122347 0.95356047 1.129603910
#> lag1_var2 -0.13968780 0.13496250 -0.32939913 0.006450651
#> lag1_var3 -0.28451119 0.23169744 -0.61330254 -0.039268786
#> lag1_var4 0.27157575 0.21289068 0.04313012 0.574372615
#> const -0.08472232 0.78113943 -1.31394735 0.710572211
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9094753 0.9347644 -2.163669 0.4314344
#> lag1_var2 2.2228171 2.2188422 -1.075220 5.1504784
#> lag1_var3 2.3963460 4.0112143 -3.544570 7.7715003
#> lag1_var4 -2.1282353 3.8434939 -7.224775 3.5672422
#> const 9.1001292 13.6275093 -11.350176 25.8037118
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.145458 0.7618506 0.2189813 2.15625452
#> lag1_var2 -2.917555 1.8872379 -5.4782098 -0.49417604
#> lag1_var3 -4.283729 3.3513159 -8.8768237 0.07011353
#> lag1_var4 4.992693 3.1844941 0.8303720 9.37057330
#> const -13.374272 9.4292031 -25.2105388 -0.37996229
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6750807 0.3436774 0.2576105 1.184792
#> lag1_var2 -2.1695943 0.8352913 -3.2950368 -1.094173
#> lag1_var3 -3.8345378 1.4385638 -5.7825090 -2.000027
#> lag1_var4 4.7250749 1.3519175 3.0137136 6.541282
#> const -11.0821257 3.7556620 -17.3547069 -7.577028
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001521938 0.0003462545 0.001155652 0.002065447
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03508669 0.00861366 -0.04842063 -0.02691149
#> Sigma[2,2] 1.43161416 0.32460533 1.16250298 2.03337766
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03676514 0.008661127 0.02803775 0.05082769
#> Sigma[3,2] -1.19491010 0.283087363 -1.62512045 -0.87344230
#> Sigma[3,3] 1.75125600 0.355008435 1.33525597 2.28878905
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01680971 0.005817056 0.007832511 0.02450564
#> Sigma[4,2] -0.35427153 0.197099903 -0.614665062 -0.11577172
#> Sigma[4,3] 1.12331635 0.270557411 0.741302599 1.48660922
#> Sigma[4,4] 0.99777636 0.200815150 0.702848778 1.27658815
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93966979 0.03443055 0.90040365 0.99183604
#> lag1_var2 0.04933092 0.06076682 -0.03852616 0.10849588
#> lag1_var3 0.08894041 0.10060600 -0.05563978 0.19036515
#> lag1_var4 -0.08151425 0.09150119 -0.17410291 0.04887146
#> const 1.08981894 0.28374596 0.70542684 1.48715930
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4673774 1.112647 -1.237998 1.930319
#> lag1_var2 0.6997421 1.896876 -1.993314 3.384753
#> lag1_var3 -0.2803537 3.164902 -4.774466 4.185638
#> lag1_var4 0.1920137 2.879569 -3.846037 4.314271
#> const -4.5911440 10.885239 -19.444175 10.698208
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1565411 0.8867558 -1.609484 0.8191634
#> lag1_var2 0.5741876 1.6801260 -1.387798 2.8893886
#> lag1_var3 1.9195646 2.8815239 -1.491603 5.8660047
#> lag1_var4 -0.9424431 2.6429259 -4.558229 2.2091127
#> const 5.1736435 8.1982997 -4.558136 14.5705880
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1552522 0.5664407 -0.4978268 0.9965286
#> lag1_var2 0.6934157 1.0281495 -0.9134783 1.5615458
#> lag1_var3 1.2605122 1.7912701 -1.4824009 2.7825932
#> lag1_var4 -0.3127444 1.6401123 -1.7430269 2.1765683
#> const 0.3339228 4.5236755 -6.2232833 5.8332450
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003469919 0.000128388 0.000210406 0.0005504767
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01651536 0.006871794 -0.02655103 -0.008235912
#> Sigma[2,2] 1.29696713 0.435667040 0.83884255 1.949135771
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01463787 0.005707984 0.008071174 0.02222327
#> Sigma[3,2] -1.10213712 0.367158939 -1.660704253 -0.72534435
#> Sigma[3,3] 1.00734892 0.311790943 0.682863902 1.48408164
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004432602 0.001676032 0.002531488 0.006489184
#> Sigma[4,2] -0.300242634 0.103024108 -0.456713553 -0.196793958
#> Sigma[4,3] 0.331067339 0.090929102 0.234754154 0.466824821
#> Sigma[4,4] 0.151286708 0.031603149 0.106213288 0.191829088
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95717750 0.01630828 0.936000810 0.981039644
#> lag1_var2 0.08638361 0.06340411 -0.004717505 0.168748049
#> lag1_var3 0.13504177 0.10094301 -0.010010983 0.266365297
#> lag1_var4 -0.13236846 0.09719240 -0.258315893 0.007788972
#> const 1.15297051 0.26074092 0.735790717 1.463745463
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.236191 0.950988 -0.2830543 2.2791718
#> lag1_var2 -6.405204 3.703261 -10.3418565 -0.6155444
#> lag1_var3 -11.346407 5.872134 -17.8015205 -2.1641415
#> lag1_var4 11.183175 5.677432 2.2609388 17.4099414
#> const -26.287099 16.832913 -41.9792730 3.4808691
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.077252 0.9521351 -2.2022639 0.4109841
#> lag1_var2 5.879414 3.7094486 0.2801584 10.1768201
#> lag1_var3 10.217594 5.9035044 1.3081437 16.9650431
#> lag1_var4 -9.093670 5.7025694 -15.5345024 -0.4477089
#> const 24.826729 16.4035559 -3.8719648 40.0735277
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3293787 0.3918646 -0.8230475 0.2311724
#> lag1_var2 1.6780101 1.5694053 -0.8341461 3.5964535
#> lag1_var3 2.8106224 2.5128723 -1.1996959 5.8781384
#> lag1_var4 -1.7563943 2.4305486 -4.6889251 2.1434525
#> const 7.1383962 6.6762823 -3.4083683 13.8097059
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001222771 0.000370143 0.0008255589 0.001734546
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008285207 0.004010484 -0.01297964 -0.002802265
#> Sigma[2,2] 0.649918537 0.110981141 0.51424172 0.826256769
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004353998 0.004544148 -0.01108875 0.0006319328
#> Sigma[3,2] -0.304054303 0.052549207 -0.37886957 -0.2321030990
#> Sigma[3,3] 0.268648785 0.057978151 0.20118043 0.3660839147
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009846902 0.003684197 -0.01491132 -0.006089671
#> Sigma[4,2] 0.100255465 0.042872713 0.06451940 0.171192567
#> Sigma[4,3] 0.086666278 0.041059861 0.04720198 0.151655462
#> Sigma[4,4] 0.156897470 0.042978036 0.10171617 0.214756462
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9787984 0.02661382 0.94610359 1.01108680
#> lag1_var2 0.1191524 0.10084328 -0.01417492 0.25612745
#> lag1_var3 0.1774252 0.16577523 -0.04037039 0.40317023
#> lag1_var4 -0.1931446 0.16268715 -0.41493829 0.02023059
#> const 1.4024449 0.46765216 0.80109635 1.95865337
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7537511 0.7227993 -0.2183122 1.8049553
#> lag1_var2 -4.7006605 3.1419388 -9.0613028 -0.5748624
#> lag1_var3 -8.8902546 5.0812527 -15.9550707 -2.1848713
#> lag1_var4 8.9852838 5.0090960 2.3933574 15.9674441
#> const -21.2810246 13.3909693 -41.0545750 -4.6978467
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6650721 0.6088744 -1.55491326 0.13082089
#> lag1_var2 3.5826969 2.7105795 0.05125265 7.56932294
#> lag1_var3 6.6891128 4.3745145 0.97722060 13.10502336
#> lag1_var4 -5.7151674 4.3154857 -12.04896340 -0.07352555
#> const 16.3897117 10.7473022 1.91117198 31.97220734
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2236748 0.4013105 -0.7622063 0.2934584
#> lag1_var2 0.4929050 1.6180963 -1.7207050 2.5272743
#> lag1_var3 0.9067193 2.6300439 -2.7089677 4.2140452
#> lag1_var4 0.1560907 2.5935748 -3.0950352 3.7290580
#> const 1.9884222 7.5130419 -8.0251360 11.4683279
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008275015 0.0002605584 0.0005955558 0.001284637
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0099129 0.00314615 -0.01455175 -0.006445241
#> Sigma[2,2] 0.1997484 0.05370330 0.13592701 0.279253965
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01180307 0.003758196 0.007135228 0.01705529
#> Sigma[3,2] -0.24620667 0.073641234 -0.365351470 -0.15959494
#> Sigma[3,3] 0.37783004 0.111269295 0.252741515 0.56481109
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006667007 0.002351006 0.003490979 0.00987967
#> Sigma[4,2] -0.146174889 0.048387924 -0.227709658 -0.09112195
#> Sigma[4,3] 0.270876546 0.079276855 0.187286066 0.40394115
#> Sigma[4,4] 0.218155135 0.060401758 0.159818219 0.31555967
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968735289 0.02327991 0.94095473 1.00243846
#> lag1_var2 -0.003286475 0.02408989 -0.04212635 0.02583343
#> lag1_var3 -0.013923817 0.04894180 -0.08416972 0.04505910
#> lag1_var4 0.009085959 0.04409462 -0.04815896 0.06750545
#> const 0.863893654 0.15995714 0.67816966 1.10496603
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2965412 0.4468948 -0.9102577 0.2320442
#> lag1_var2 1.1364981 0.4625007 0.5035518 1.7205232
#> lag1_var3 0.6087250 0.9416093 -0.6850030 1.8195273
#> lag1_var4 -0.4825202 0.8199850 -1.4958700 0.7119915
#> const 2.8022353 3.3776823 -0.6720516 8.6928870
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.603524504 0.5688259 -0.02195528 1.5155843
#> lag1_var2 0.008083773 0.5697106 -0.81041010 0.7452819
#> lag1_var3 0.650264524 1.1578107 -0.99037923 2.1817982
#> lag1_var4 0.057983884 1.0015304 -1.28029326 1.5122314
#> const 2.088010550 4.9513798 -6.18125344 8.0112909
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5222699 0.4106310 0.1173536 1.2325446
#> lag1_var2 0.2867453 0.4078351 -0.3205524 0.7030057
#> lag1_var3 0.3159415 0.8220246 -0.9137722 1.2082596
#> lag1_var4 0.4689948 0.7219263 -0.3071354 1.5560677
#> const 1.6885953 3.6133634 -3.8301559 6.1509259
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01129983 0.003289976 0.008570364 0.01652515
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08028962 0.03928251 -0.1449823 -0.03621147
#> Sigma[2,2] 2.20690755 0.63602636 1.5092334 3.20892738
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.1374927 0.04853592 0.08949375 0.2134724
#> Sigma[3,2] -1.8877032 0.53135236 -2.73819785 -1.3021252
#> Sigma[3,3] 2.5049508 0.66116301 1.97137410 3.6135822
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.09420712 0.03150532 0.06920792 0.14618682
#> Sigma[4,2] -0.52919805 0.36028049 -1.12606060 -0.08870309
#> Sigma[4,3] 1.42878454 0.46786166 1.03828957 2.26004545
#> Sigma[4,4] 1.19796849 0.31093103 0.91305998 1.69991728
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90267348 0.0672628 0.80835888 0.9941616
#> lag1_var2 0.09677134 0.1389226 -0.05398421 0.2964779
#> lag1_var3 0.13196426 0.2288194 -0.10777254 0.4590895
#> lag1_var4 -0.11139899 0.2079864 -0.41290226 0.1041713
#> const 1.12979949 0.6708574 0.04333578 1.8109006
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7103044 1.126261 -2.349802 0.7272499
#> lag1_var2 1.4460846 2.462918 -1.732715 4.7343427
#> lag1_var3 0.9345792 3.969482 -4.312955 6.2660100
#> lag1_var4 -0.7373762 3.582368 -5.526055 3.9639781
#> const 7.5308603 11.013030 -10.307705 19.1479887
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05536494 0.7719805 -1.1506890 0.9611876
#> lag1_var2 0.62031500 1.5166809 -0.7759402 3.0576406
#> lag1_var3 1.63701902 2.4960627 -0.5736850 5.6183105
#> lag1_var4 -0.69085055 2.2578512 -4.3244672 1.3610215
#> const -0.22340699 10.7529070 -16.5658955 13.1143776
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4357253 0.7587568 -1.4626970 0.4961757
#> lag1_var2 1.3241391 1.3257909 -0.6998113 3.0023881
#> lag1_var3 1.8758936 2.1634127 -1.3277394 4.6458417
#> lag1_var4 -0.7645206 1.9696848 -3.2512723 2.1879024
#> const 2.9715113 8.1199543 -7.5068501 13.9239225
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001844013 0.0005058872 0.001207597 0.002653667
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00936286 0.003227835 -0.01405662 -0.005151263
#> Sigma[2,2] 0.37051442 0.081807478 0.28208099 0.491993891
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01134004 0.01323813 -0.004145298 0.03070684
#> Sigma[3,2] -0.34739545 0.20185624 -0.653555665 -0.10344680
#> Sigma[3,3] 3.68801250 0.72011083 2.694643460 4.75114897
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00645056 0.0146688 -0.008561828 0.02811023
#> Sigma[4,2] -0.15864257 0.2206926 -0.473890212 0.10325776
#> Sigma[4,3] 3.98367295 0.7976211 2.915844409 5.17287392
#> Sigma[4,4] 4.44321565 0.9003438 3.297302888 5.78601748
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91587296 0.04793446 0.85701109 0.9927890
#> lag1_var2 0.05700010 0.06266958 -0.03861452 0.1348548
#> lag1_var3 0.10337424 0.11744525 -0.07784889 0.2514382
#> lag1_var4 -0.09071725 0.10280962 -0.22046842 0.0677469
#> const 1.16127003 0.31250188 0.66595300 1.5131951
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1594745 0.8234793 -1.2554925 1.073765
#> lag1_var2 0.9633910 0.9264561 -0.4324658 2.200185
#> lag1_var3 0.3996595 1.6879867 -2.2073136 2.646571
#> lag1_var4 -0.3569639 1.4703685 -2.3178864 1.918146
#> const 4.2405368 6.9958305 -5.2587832 14.127261
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2557293 2.247493 -2.567571 3.129852
#> lag1_var2 -0.5135896 2.630394 -3.753826 3.024326
#> lag1_var3 0.2904987 4.842442 -5.960474 6.632688
#> lag1_var4 0.5182905 4.252513 -5.088832 6.023156
#> const 6.4707729 18.916942 -18.431162 32.146671
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1661655 2.494683 -3.059369 3.538824
#> lag1_var2 -0.3716936 2.959849 -4.305136 3.655173
#> lag1_var3 -0.1563835 5.372564 -7.359083 6.917240
#> lag1_var4 1.0151424 4.714270 -5.209667 7.339344
#> const 7.6420204 20.212125 -20.892049 33.308053
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002483099 7.694741e-05 0.0001676472 0.0003706792
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001878156 0.001206419 -0.003860836 -0.0003670574
#> Sigma[2,2] 0.113858002 0.021583114 0.086319570 0.1451118606
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003810193 0.002437984 0.0006778278 0.007120351
#> Sigma[3,2] -0.161388094 0.029621159 -0.1961226195 -0.114124306
#> Sigma[3,3] 0.575578834 0.103522376 0.4080380663 0.672339578
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002478086 0.002033244 -0.000267862 0.005517154
#> Sigma[4,2] -0.077881877 0.020038575 -0.100398921 -0.044487103
#> Sigma[4,3] 0.464709270 0.089300666 0.329744732 0.547157956
#> Sigma[4,4] 0.415347400 0.077601602 0.303365571 0.490614120
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98018204 0.006124198 0.97300766 0.989647132
#> lag1_var2 -0.05613148 0.046171054 -0.12200262 0.001189173
#> lag1_var3 -0.07218886 0.070916261 -0.17168309 0.021663999
#> lag1_var4 0.07063231 0.071568351 -0.02414739 0.171505204
#> const 0.69381162 0.217321126 0.37313863 0.968458015
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1459009 0.1041549 -0.2740120 0.002963165
#> lag1_var2 1.3977504 0.9902905 0.1991077 2.834751114
#> lag1_var3 1.2924606 1.4825467 -0.6198411 3.340298104
#> lag1_var4 -1.2930106 1.4973273 -3.3692153 0.653586639
#> const 4.8578511 3.9005827 -0.6416042 9.653498090
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1673476 0.228418 -0.43508797 0.1741671
#> lag1_var2 1.5903344 1.730996 -0.80175649 3.7309621
#> lag1_var3 3.3539171 2.600214 0.08350838 6.8933428
#> lag1_var4 -2.4328047 2.610404 -5.98823295 0.8768411
#> const 10.3743285 6.183051 4.21218651 19.1664895
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2768026 0.1875891 -0.5013504 0.003309246
#> lag1_var2 2.4781601 1.1602436 1.0329581 4.203387540
#> lag1_var3 4.1123421 1.7631893 2.0963554 6.740189643
#> lag1_var4 -3.1774644 1.7589154 -5.7782574 -1.136390873
#> const 12.9536511 4.2719510 7.2860638 18.131123146
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001091395 0.0002785342 0.0007324481 0.001483413
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001051979 0.002433885 -0.004933667 0.001805511
#> Sigma[2,2] 0.200101942 0.042129387 0.143478740 0.254975115
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009079441 0.0008424201 -0.001769709 0.0001354581
#> Sigma[3,2] -0.0844424497 0.0235603602 -0.112346015 -0.0484253664
#> Sigma[3,3] 0.0663093587 0.0140048706 0.045608541 0.0823417629
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001789189 0.001281984 -0.004072697 -0.0005179423
#> Sigma[4,2] 0.056995878 0.020730580 0.039210584 0.0931422950
#> Sigma[4,3] 0.008207472 0.009527794 -0.003391963 0.0229090966
#> Sigma[4,4] 0.050211840 0.012348593 0.038383440 0.0689681992
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97830386 0.02624359 0.9376449 1.004115786
#> lag1_var2 -0.08291762 0.07251298 -0.1856626 0.008299879
#> lag1_var3 -0.11678267 0.10561443 -0.2645932 0.018282284
#> lag1_var4 0.11538304 0.10675066 -0.0181650 0.267507253
#> const 0.56862478 0.33620760 0.1465497 1.042397498
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4654509 0.2548054 -0.76161969 -0.08822047
#> lag1_var2 1.0686401 0.7126185 -0.00453698 1.94370589
#> lag1_var3 0.2554584 1.0712266 -1.31549194 1.59350413
#> lag1_var4 -0.1502478 1.0754529 -1.47927026 1.47493589
#> const 2.7520627 2.9388641 -0.74780721 7.25561392
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2684870 0.2341842 0.04707870 0.6532962
#> lag1_var2 0.9173654 0.5402503 0.04732928 1.5598107
#> lag1_var3 2.2175086 0.8170510 0.90321374 3.1874981
#> lag1_var4 -1.3844708 0.7944826 -2.33816779 -0.1265833
#> const 5.7345502 1.6081616 3.42506651 7.6601897
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0607636 0.2116841 -0.3258094 0.2365035
#> lag1_var2 1.4798604 0.5290278 0.8115888 2.3178989
#> lag1_var3 2.1349958 0.7889068 1.1244209 3.3827626
#> lag1_var4 -1.2098878 0.7716685 -2.4306662 -0.2348062
#> const 6.4421955 2.2205517 3.5807021 9.7004474
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001328457 0.000290177 0.0009246392 0.001699235
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005072496 0.004885739 -0.01175505 0.001737613
#> Sigma[2,2] 0.310327667 0.101048246 0.20032992 0.484607792
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -3.639164e-05 0.002341374 -0.003632302 0.002900978
#> Sigma[3,2] -1.705522e-01 0.048301195 -0.246292962 -0.115577825
#> Sigma[3,3] 1.324181e-01 0.027537976 0.102600550 0.175147707
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002841498 0.001385620 -0.004755157 -0.000890465
#> Sigma[4,2] -0.003221113 0.020881705 -0.030878052 0.022243212
#> Sigma[4,3] 0.043165573 0.015013412 0.026577347 0.067230475
#> Sigma[4,4] 0.044451702 0.008720242 0.033094642 0.057872156
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9844265 0.02728236 0.94834049 1.024926803
#> lag1_var2 -0.1438867 0.11627139 -0.32473739 0.002430184
#> lag1_var3 -0.2663333 0.21536034 -0.59711172 0.010482886
#> lag1_var4 0.2684517 0.21953970 -0.02069543 0.599193324
#> const 0.2136597 0.57174133 -0.60367327 1.005184671
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5328973 0.4053943 0.1148504 1.251635
#> lag1_var2 0.6035382 0.8716546 -0.6980887 1.741798
#> lag1_var3 -0.4932555 1.4854594 -2.6139373 1.548313
#> lag1_var4 0.3079961 1.4619820 -1.7831009 2.316844
#> const 0.3115101 5.3562771 -7.2340283 8.032852
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4740096 0.3219037 -0.9717545 -0.07454562
#> lag1_var2 1.2459665 0.8638989 0.1534856 2.52514389
#> lag1_var3 3.1681590 1.5163406 1.2570169 5.35935265
#> lag1_var4 -2.1437113 1.4790408 -4.2815407 -0.29245871
#> const 7.7141131 3.7954197 4.0435881 14.33957856
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1889885 0.1592743 -0.3749181 0.0220573
#> lag1_var2 1.4086103 0.6445777 0.4258964 2.2513780
#> lag1_var3 2.5970142 1.1910603 0.7749707 4.1581623
#> lag1_var4 -1.6496243 1.1970738 -3.2292467 0.1729038
#> const 6.6919502 2.8407246 2.3515191 10.0480166
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004464361 0.0007081297 0.003385981 0.005248723
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04480834 0.006970903 -0.05190316 -0.03493482
#> Sigma[2,2] 0.60764127 0.093670285 0.47076713 0.71284091
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05120782 0.01103673 0.03662915 0.06661305
#> Sigma[3,2] -0.63421025 0.13399186 -0.82355568 -0.46087946
#> Sigma[3,3] 0.81912779 0.20651855 0.54103095 1.10291367
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04236534 0.01049699 0.02921075 0.05763331
#> Sigma[4,2] -0.50192788 0.12406223 -0.68203295 -0.35530567
#> Sigma[4,3] 0.70885945 0.18881639 0.45238466 0.96157593
#> Sigma[4,4] 0.63345525 0.17316087 0.39081289 0.86374364
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9278996623 0.01556308 0.90710014 0.94883210
#> lag1_var2 0.0209997089 0.03074431 -0.01542502 0.06214958
#> lag1_var3 0.0179442512 0.08226391 -0.08980764 0.12242350
#> lag1_var4 -0.0003593161 0.07227569 -0.09297078 0.09804750
#> const 0.8910128750 0.15341343 0.66803895 1.07300010
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4720570 0.2462155 0.16859803 0.7922187
#> lag1_var2 0.5490854 0.3919656 0.01543291 1.0649784
#> lag1_var3 -0.4883137 1.0188793 -1.87423628 0.8063003
#> lag1_var4 0.2762802 0.8993168 -0.92420087 1.4721869
#> const 0.5195130 2.5577869 -2.47989410 4.1958813
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8950004 0.1926952 -1.111766 -0.6039947
#> lag1_var2 0.8572143 0.3732337 0.425921 1.3391871
#> lag1_var3 2.6534226 1.0431272 1.244708 4.0534533
#> lag1_var4 -1.3061231 0.9294357 -2.554151 0.0235650
#> const 4.8401182 2.5236055 1.520983 7.7273152
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8132583 0.1431577 -0.9717656 -0.5967514
#> lag1_var2 0.9065631 0.2881956 0.5595637 1.2877596
#> lag1_var3 1.9393727 0.8318050 0.7943693 3.0636052
#> lag1_var4 -0.5818449 0.7435962 -1.5832260 0.4982436
#> const 3.2712936 2.3183027 0.1342033 5.9855018
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004482345 8.903808e-05 0.0003465845 0.0005862573
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002257505 0.002535035 -0.001758287 0.005062723
#> Sigma[2,2] 0.947530498 0.411597176 0.528578889 1.602606665
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003750231 0.002922719 -0.00048348 0.006877366
#> Sigma[3,2] -0.708129245 0.265499510 -1.10363129 -0.410634135
#> Sigma[3,3] 1.087414120 0.174516234 0.89447891 1.344893271
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00652056 0.003089194 0.001743412 0.01043456
#> Sigma[4,2] -0.22408587 0.122624316 -0.382250450 -0.04965101
#> Sigma[4,3] 0.89282793 0.132645458 0.695065778 1.05268850
#> Sigma[4,4] 0.99661533 0.159048973 0.792563089 1.22906156
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96352260 0.01124410 0.947508461 0.97799093
#> lag1_var2 0.01659548 0.01589799 -0.002226046 0.04063864
#> lag1_var3 0.03646621 0.02829478 0.003021679 0.08066500
#> lag1_var4 -0.03421434 0.02396496 -0.071859253 -0.00551867
#> const 0.95356142 0.10265149 0.812779330 1.09377743
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02658715 0.5637524 -0.6517073 0.9261402
#> lag1_var2 1.24390645 0.6113698 0.3475445 2.0640858
#> lag1_var3 0.62112007 1.0356568 -0.8749870 2.0035526
#> lag1_var4 -0.64458747 0.8580823 -1.8009935 0.5914335
#> const 3.58476516 5.5676604 -4.9716468 10.0618572
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.470668 0.4904150 -2.2208757 -0.8962891
#> lag1_var2 1.711371 0.8201134 0.7654875 2.8468181
#> lag1_var3 3.731191 1.5032351 1.9863553 5.7604384
#> lag1_var4 -2.248800 1.2996759 -3.9623688 -0.7171936
#> const 7.733251 3.8547084 1.7763686 12.4697476
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.892801 0.7784884 -2.786497 -0.6659412
#> lag1_var2 2.555288 1.1196997 1.016477 3.8148953
#> lag1_var3 4.264012 2.0159222 1.541658 6.5622705
#> lag1_var4 -2.598627 1.7108499 -4.570831 -0.3440733
#> const 9.435977 5.0878791 1.591920 16.4158374
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001377644 0.0002712334 0.001028554 0.00171255
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003041877 0.008188166 -0.01174882 0.008966935
#> Sigma[2,2] 1.809053851 0.358044173 1.47522996 2.321480727
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002139555 0.004712991 -0.008432166 0.003234501
#> Sigma[3,2] -1.027041254 0.174881751 -1.284122201 -0.867966186
#> Sigma[3,3] 0.663526664 0.103812069 0.544868296 0.808872813
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00411157 0.001386618 -0.0057832354 -0.00181913
#> Sigma[4,2] 0.04619339 0.073853323 -0.0692564171 0.12971465
#> Sigma[4,3] 0.05933843 0.045872324 -0.0006236825 0.12505285
#> Sigma[4,4] 0.09224625 0.017986585 0.0667418689 0.11646845
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99550773 0.02515094 0.96442094 1.03255387
#> lag1_var2 -0.05381453 0.06076304 -0.15065852 0.01446543
#> lag1_var3 -0.08932727 0.10639007 -0.25787066 0.03079568
#> lag1_var4 0.08031905 0.10605044 -0.04251196 0.24869953
#> const 0.69243424 0.41479096 0.10015895 1.24949514
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.714636 0.9415973 -3.1709246 -0.5569853
#> lag1_var2 2.730691 2.2429743 -0.3737195 5.5401789
#> lag1_var3 3.366369 3.7796301 -1.7529935 8.0209909
#> lag1_var4 -2.792019 3.8900771 -7.7972719 2.5698361
#> const 8.635641 13.7726874 -5.2899000 29.3185396
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9136490 0.4557549 0.4043126 1.644567
#> lag1_var2 0.6757274 1.2386168 -1.1708061 2.375727
#> lag1_var3 1.9137559 2.0938339 -1.2514359 4.684588
#> lag1_var4 -1.3773232 2.1742040 -4.2864497 1.910934
#> const 4.8482816 7.6946708 -7.4456382 12.904962
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1053297 0.2372204 -0.3347175 0.316530
#> lag1_var2 2.1425620 0.4230383 1.5961109 2.741993
#> lag1_var3 3.6553382 0.7126110 2.7832349 4.695729
#> lag1_var4 -2.7580681 0.7392177 -3.7860296 -1.804231
#> const 8.8325157 2.4350289 5.4362774 11.999125
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006684642 0.002182797 0.004645104 0.01017752
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003470735 0.009030291 -0.01533809 0.009029658
#> Sigma[2,2] 0.245601253 0.063958278 0.16990695 0.338696529
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006466375 0.007372039 -0.004565494 0.01565035
#> Sigma[3,2] -0.179926780 0.042821506 -0.244804856 -0.12636513
#> Sigma[3,3] 0.149448671 0.033558176 0.109470011 0.20120293
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004494815 0.001932609 0.001483914 0.006610617
#> Sigma[4,2] -0.020623994 0.011293028 -0.038048216 -0.009436731
#> Sigma[4,3] 0.034099765 0.012444254 0.022467730 0.053547113
#> Sigma[4,4] 0.022220031 0.006495655 0.015014241 0.031775614
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.874750839 0.08442604 0.73702720 0.9575059
#> lag1_var2 0.029654348 0.21072332 -0.23699204 0.3277889
#> lag1_var3 0.005757341 0.30667760 -0.39492214 0.4288894
#> lag1_var4 0.022975875 0.30162223 -0.37797806 0.4255308
#> const 0.912490925 0.86492968 0.02226022 2.2256653
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1175188 0.4467206 -0.5448904 0.6890394
#> lag1_var2 0.5688200 1.0947442 -0.6086272 2.1695169
#> lag1_var3 -0.6186424 1.6497061 -2.4261536 1.7019242
#> lag1_var4 0.5955763 1.6464277 -1.6409507 2.4629298
#> const -1.0408684 3.7153594 -5.8923618 4.0566749
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05828516 0.4138149 -0.5939734 0.5519299
#> lag1_var2 1.17272300 0.7509202 0.1082990 2.1107194
#> lag1_var3 2.73805728 1.1380942 1.0939124 4.1721126
#> lag1_var4 -1.83062904 1.1520664 -3.3351026 -0.2215125
#> const 7.22596397 2.8885517 2.8734191 11.1392400
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0201708 0.1730000 -0.1943642 0.2559699
#> lag1_var2 1.3382631 0.3621886 0.8567635 1.8269443
#> lag1_var3 2.0141556 0.5622035 1.2699946 2.7752517
#> lag1_var4 -1.1022689 0.5601198 -1.8370668 -0.3626473
#> const 5.2226384 1.2342943 3.5200339 6.9798984
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarGroupPriorPANEL$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] 0.001698049 0.0004075707 0.001282787 0.002322467
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005061226 0.001956228 -0.00712038 -0.001979889
#> Sigma[2,2] 0.179080033 0.047839056 0.11637148 0.242136895
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006969153 0.002271891 0.003640269 0.009287459
#> Sigma[3,2] -0.147615153 0.040455235 -0.197919753 -0.091987023
#> Sigma[3,3] 0.285004102 0.057286583 0.212583838 0.365596600
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005527761 0.002417391 0.002373492 0.008336222
#> Sigma[4,2] -0.079796533 0.040420787 -0.125969262 -0.018165177
#> Sigma[4,3] 0.256638428 0.050052311 0.193015721 0.328865718
#> Sigma[4,4] 0.259027659 0.041289025 0.214170877 0.320722327
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969408036 0.01324154 0.95602087 0.99052169
#> lag1_var2 -0.002939150 0.02723077 -0.03956789 0.03004275
#> lag1_var3 0.013176202 0.06099900 -0.06163196 0.09279901
#> lag1_var4 -0.007293693 0.05891300 -0.08492264 0.06399301
#> const 0.566549096 0.22923419 0.27036067 0.89001605
#> exo1 -0.024064705 0.04002633 -0.06980066 0.03941561
#> exo2 -0.015136145 0.04251414 -0.08337257 0.03513504
#> exo3 -0.139446205 0.05787680 -0.21370869 -0.05677358
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35053518 0.1489923 0.20900349 0.58906434
#> lag1_var2 0.57508215 0.2450988 0.20229055 0.83155030
#> lag1_var3 -0.91492657 0.5444015 -1.74127573 -0.26155106
#> lag1_var4 0.74443452 0.5083832 0.09652716 1.50736876
#> const 0.09080765 2.1737044 -2.63494644 3.20273555
#> exo1 -0.22425676 0.4398925 -0.91415310 0.27228675
#> exo2 -0.11649339 0.4962581 -0.71436129 0.63873599
#> exo3 -0.43619545 0.3644617 -0.89190084 0.08666703
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22829202 0.1932845 -0.4899943 0.05625467
#> lag1_var2 0.15043578 0.4341637 -0.3692884 0.78674382
#> lag1_var3 2.12851003 1.0684975 0.9635848 3.70464990
#> lag1_var4 -1.02443237 0.9922250 -2.5068503 0.07155791
#> const 3.28909070 2.4768553 0.3752937 7.29123348
#> exo1 0.07574954 0.5003847 -0.5375884 0.82945035
#> exo2 -0.74400819 0.6000427 -1.4181972 0.10632566
#> exo3 0.94510919 0.3891369 0.3400678 1.44370507
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.085796659 0.1758206 -0.26992950 0.188763900
#> lag1_var2 0.072226224 0.4087492 -0.43212526 0.632214371
#> lag1_var3 1.071417191 0.9994492 0.02575297 2.562871829
#> lag1_var4 0.003185841 0.9256074 -1.40100787 1.005447788
#> const 1.889065852 2.9977980 -1.51887218 6.630031410
#> exo1 -0.025419310 0.4152214 -0.57721868 0.503084570
#> exo2 -0.850601942 0.7115854 -1.85139669 0.005363287
#> exo3 0.926055205 0.3893388 0.38640636 1.436640809
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005211266 0.001311681 0.00380722 0.007202623
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01094223 0.003682891 -0.01664954 -0.006838164
#> Sigma[2,2] 0.08309966 0.023268685 0.05701059 0.114786962
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008900024 0.002449092 0.005330354 0.01218010
#> Sigma[3,2] -0.041234067 0.013188372 -0.060234508 -0.02498066
#> Sigma[3,3] 0.040687508 0.008571858 0.030185333 0.05401369
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006848471 0.002314728 -0.001866568 0.004021338
#> Sigma[4,2] 0.0256317559 0.010006214 0.014172335 0.040235125
#> Sigma[4,3] 0.0115258362 0.007391629 0.002809485 0.022232039
#> Sigma[4,4] 0.0371626313 0.008190091 0.023251513 0.046245857
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00876794 0.03332596 0.97186450 1.05335538
#> lag1_var2 -0.15687753 0.12540459 -0.32956584 0.01610555
#> lag1_var3 -0.17101715 0.14827462 -0.35306529 0.06299646
#> lag1_var4 0.17118791 0.14636624 -0.05971754 0.35011431
#> const 0.22320697 0.63477903 -0.60449888 1.15848821
#> exo1 0.02412971 0.04713994 -0.02776596 0.08833307
#> exo2 -0.03680446 0.06768992 -0.10998590 0.07985041
#> exo3 0.05153307 0.05087602 -0.02127372 0.12039444
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12763445 0.08454599 0.01735119 0.25374075
#> lag1_var2 0.27408130 0.60718989 -0.65885858 0.96482105
#> lag1_var3 -0.92697725 0.82011914 -2.15564204 0.01049618
#> lag1_var4 0.90529073 0.80461411 -0.01344342 2.10972131
#> const -1.31193924 1.91108701 -4.32625434 1.03688475
#> exo1 0.05635001 0.25608687 -0.15280688 0.49256018
#> exo2 0.35702596 0.40354652 -0.23966032 0.77114796
#> exo3 -0.62176753 0.18027765 -0.87467491 -0.40134496
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.201453901 0.07308824 -0.32745718 -0.12859962
#> lag1_var2 0.354023212 0.32627147 -0.04183313 0.86796235
#> lag1_var3 1.445169427 0.42787775 0.92762869 2.12587262
#> lag1_var4 -0.415441738 0.41251687 -1.07539770 0.08147733
#> const 2.423287101 1.42624510 0.21414960 3.95543837
#> exo1 0.001731162 0.18160002 -0.26605147 0.22658092
#> exo2 0.003010985 0.22551627 -0.30596884 0.32916846
#> exo3 1.658510217 0.15676045 1.42832868 1.84420620
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.136514325 0.06065759 -0.20118811 -0.03817035
#> lag1_var2 -0.008734634 0.35976359 -0.55836726 0.48988536
#> lag1_var3 -0.011235248 0.44196365 -0.73260092 0.53530764
#> lag1_var4 1.061608931 0.44762707 0.49057830 1.77711557
#> const -0.627672857 1.52458641 -2.59897833 1.15263883
#> exo1 0.060543632 0.13574459 -0.14407795 0.20976720
#> exo2 0.306754998 0.24611669 -0.02842932 0.59247543
#> exo3 1.399272268 0.14276665 1.23753802 1.56713010
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001288456 0.0002851795 0.000943677 0.001678739
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.046092 0.01520955 -0.06692538 -0.02730235
#> Sigma[2,2] 6.350551 1.33785491 4.25253300 7.94327326
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01938944 0.01413393 0.003910749 0.04308505
#> Sigma[3,2] -3.84731790 1.01318437 -5.310357348 -2.51440867
#> Sigma[3,3] 3.90460789 0.83129467 2.600280852 4.85877135
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01163655 0.01010513 -0.02262972 0.004760141
#> Sigma[4,2] 0.20639478 0.63193287 -0.64982508 1.066241188
#> Sigma[4,3] 1.75187015 0.49011444 1.01038582 2.340082834
#> Sigma[4,4] 2.25213560 0.65333174 1.58558266 3.340285235
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00008905 0.01383438 0.98259568 1.01988670
#> lag1_var2 -0.01389999 0.02008756 -0.03349389 0.01706620
#> lag1_var3 -0.03221676 0.03348011 -0.06461747 0.01949135
#> lag1_var4 0.02507374 0.02880469 -0.02021979 0.05323368
#> const 0.37474611 0.19235905 0.06461184 0.58741047
#> exo1 0.01414622 0.02640650 -0.01128390 0.05779305
#> exo2 -0.02007093 0.02591285 -0.05003400 0.01951341
#> exo3 0.04838741 0.03102708 0.01220010 0.09540260
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.4600763 1.024186 -5.686756 -2.808059
#> lag1_var2 5.4852699 1.171829 4.276970 7.388145
#> lag1_var3 8.5128262 1.844456 6.683966 11.600758
#> lag1_var4 -6.9981335 1.676668 -9.823477 -5.319176
#> const 21.5193400 19.031489 -7.621966 41.265548
#> exo1 -0.7517010 2.624403 -4.179337 3.069829
#> exo2 -0.1854350 2.301318 -3.158737 3.103045
#> exo3 -0.6712256 2.374780 -3.038528 3.385754
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.950049 0.982442 1.490049 4.1209020
#> lag1_var2 -2.807790 1.316522 -4.827693 -1.3836648
#> lag1_var3 -4.313636 2.188514 -7.710240 -1.8882511
#> lag1_var4 4.209508 1.964896 2.086841 7.2435836
#> const -7.780143 12.476493 -20.502357 12.3145757
#> exo1 -1.530790 2.007129 -3.971657 1.0864613
#> exo2 -2.388347 1.865957 -4.713019 0.4428254
#> exo3 1.276094 1.357114 -1.106435 2.7265100
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09078898 0.5900497 -0.6034488 1.06529778
#> lag1_var2 0.25869254 1.0137187 -1.2793286 1.54388485
#> lag1_var3 0.46032994 1.7282768 -2.1654194 2.63936318
#> lag1_var4 0.42893035 1.5049695 -1.4230996 2.75563906
#> const 4.62730000 6.4204840 -4.1620364 13.03190683
#> exo1 -2.09940118 1.1354743 -3.9913794 -0.84649469
#> exo2 -2.89106632 1.9075568 -4.8351811 -0.04838908
#> exo3 1.05668899 0.9338095 -0.2159666 2.34693190
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009986171 0.0002349359 0.0007375513 0.001361522
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001228139 0.002088149 -0.004324202 0.001152772
#> Sigma[2,2] 0.049498595 0.009837140 0.035546425 0.062060421
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007244169 0.002198134 -0.002504573 0.003701233
#> Sigma[3,2] -0.0271700156 0.014067308 -0.049214989 -0.010796245
#> Sigma[3,3] 0.1251005210 0.027326428 0.100369236 0.172257189
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002769147 0.001376314 -0.002406440 0.001342229
#> Sigma[4,2] 0.0122376384 0.009132517 -0.001942874 0.021084735
#> Sigma[4,3] 0.1059446101 0.024823856 0.084961607 0.144853334
#> Sigma[4,4] 0.1183363793 0.028697299 0.089050304 0.162712290
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94359988 0.04107559 0.873967135 0.98231543
#> lag1_var2 0.10416135 0.10938396 -0.008444369 0.29422808
#> lag1_var3 0.12078897 0.13850606 -0.024655174 0.35939403
#> lag1_var4 -0.11200832 0.13056468 -0.336034864 0.02810236
#> const 0.81809796 0.41382911 0.423555631 1.50518551
#> exo1 -0.01368384 0.03093138 -0.049042907 0.03621235
#> exo2 -0.10253461 0.02865178 -0.144319251 -0.07432315
#> exo3 -0.01777592 0.03443356 -0.065585097 0.03333220
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27621818 0.2159915 -0.03403806 0.5210653
#> lag1_var2 0.28769868 0.7769993 -0.50043063 1.5291528
#> lag1_var3 -0.55794683 1.0032755 -1.60671913 1.0408237
#> lag1_var4 0.48943412 0.9669300 -1.06001875 1.5036693
#> const -1.27606026 2.6648328 -4.58603401 2.3948583
#> exo1 -0.02321218 0.1297441 -0.18803668 0.1858310
#> exo2 1.90460823 0.2335192 1.65966242 2.2757311
#> exo3 -0.40521498 0.2997944 -0.67454503 0.1022610
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2828038 0.1950140 -0.5520033 -0.06545732
#> lag1_var2 0.2675349 0.7475834 -0.5473418 1.21304119
#> lag1_var3 0.9346539 1.0258371 -0.1757484 2.27438650
#> lag1_var4 0.1482139 0.9780567 -1.1240560 1.19606739
#> const 0.5908825 1.8242944 -1.5587941 3.23999986
#> exo1 -0.2719603 0.2025264 -0.5204680 0.03903892
#> exo2 -2.3096076 0.5220161 -3.0603130 -1.69176610
#> exo3 -0.8836021 0.5229929 -1.5738687 -0.21367340
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07283449 0.1710924 -0.3537995 0.12175800
#> lag1_var2 0.20377986 0.7523354 -0.8391032 1.18749583
#> lag1_var3 0.13304429 0.9989850 -1.0797233 1.59802728
#> lag1_var4 0.91263987 0.9705863 -0.4821113 2.10198082
#> const -1.51495347 2.6646646 -4.3071968 3.17747920
#> exo1 -0.29923775 0.2142044 -0.5469614 0.03410159
#> exo2 -0.76395203 0.4772004 -1.5648893 -0.26955604
#> exo3 -1.22505153 0.5032822 -1.9440868 -0.64752503
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002032453 0.0003898688 0.00158212 0.002621267
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05425436 0.0110706 -0.07051116 -0.03948446
#> Sigma[2,2] 3.01648622 0.6192137 2.33724362 3.86033983
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03901739 0.01034763 0.02512687 0.05356382
#> Sigma[3,2] -2.17105772 0.53268651 -2.92074335 -1.57589730
#> Sigma[3,3] 1.81868691 0.46918575 1.29515418 2.48140763
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007195178 0.004813628 0.001221121 0.01442184
#> Sigma[4,2] -0.374983001 0.195537821 -0.656620350 -0.15561097
#> Sigma[4,3] 0.553864859 0.181593993 0.371035094 0.85972368
#> Sigma[4,4] 0.362590500 0.084417230 0.300861390 0.51410606
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.905718183 0.03311950 0.85957280 0.95148072
#> lag1_var2 0.197280091 0.07705219 0.08894122 0.30937569
#> lag1_var3 0.324772908 0.12675097 0.14949617 0.51128076
#> lag1_var4 -0.299732440 0.11846770 -0.47219533 -0.13294565
#> const 1.041968010 0.39593320 0.55310348 1.64516643
#> exo1 -0.002442948 0.02324374 -0.03908064 0.02531423
#> exo2 -0.102738687 0.03557612 -0.15437790 -0.05703124
#> exo3 0.032797299 0.04404215 -0.03319217 0.08465730
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6729924 1.099088 -3.3147859 -0.2189841
#> lag1_var2 0.9586291 2.453649 -3.1579407 3.5640951
#> lag1_var3 0.4428902 4.019961 -6.2847085 4.8180149
#> lag1_var4 0.2153394 3.792810 -3.9199919 6.5304814
#> const 8.3660919 15.327066 -11.5161296 28.6959533
#> exo1 0.1301412 1.047547 -1.1585869 1.3649911
#> exo2 1.5045890 1.379285 -0.4416453 3.3216537
#> exo3 0.2413908 1.602818 -2.0472030 2.3495992
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3542969 0.7982329 -0.7241457 1.3328078
#> lag1_var2 2.2632661 2.1661787 -0.4515345 5.3181702
#> lag1_var3 4.4166393 3.5209098 -0.0156874 9.3964436
#> lag1_var4 -3.6879234 3.3582113 -8.3175280 0.6395533
#> const 5.1051887 12.3159680 -12.6536727 20.3097907
#> exo1 -0.8845314 0.8853657 -2.1584035 0.1361316
#> exo2 -4.4961454 1.0650767 -6.1435880 -3.1698342
#> exo3 1.9783376 1.2637193 0.4440334 3.8833900
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7556679 0.4865685 -1.442519 -0.1392091
#> lag1_var2 2.7457892 1.1201184 1.307643 4.3639475
#> lag1_var3 4.5173427 1.8280743 2.186105 7.1692283
#> lag1_var4 -3.3377576 1.7380809 -5.836574 -1.0848825
#> const 9.6078813 5.6883872 3.369491 18.6055082
#> exo1 -0.8670768 0.4283050 -1.605490 -0.4364175
#> exo2 -4.0515796 0.4766153 -4.767059 -3.4959588
#> exo3 2.3772529 0.8207445 1.386773 3.3594731
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008367993 0.001151348 0.006812483 0.009891396
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.009831942 0.009845992 -0.004975844 0.02247157
#> Sigma[2,2] 0.543073415 0.088877664 0.447764119 0.69571156
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02196038 0.00506899 -0.02688437 -0.01301162
#> Sigma[3,2] -0.33273438 0.06291342 -0.42440062 -0.25331976
#> Sigma[3,3] 0.30245035 0.06673170 0.20525912 0.38326507
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01683768 0.004799374 -0.02192737 -0.009726472
#> Sigma[4,2] 0.01086359 0.030410590 -0.03031497 0.055136407
#> Sigma[4,3] 0.10254473 0.041341426 0.04747306 0.159795366
#> Sigma[4,4] 0.12145655 0.034546157 0.07920941 0.171677125
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93700989 0.03737274 0.88471928 0.98023470
#> lag1_var2 0.02577828 0.15148568 -0.19870503 0.20620354
#> lag1_var3 -0.01265788 0.24333683 -0.37622769 0.27473720
#> lag1_var4 0.02247637 0.23368200 -0.25727590 0.37388214
#> const 0.51585267 0.54331291 -0.36561909 0.97982428
#> exo1 0.04138074 0.07001615 -0.06031273 0.13647380
#> exo2 -0.12144931 0.10209257 -0.24180916 0.01209152
#> exo3 0.01774714 0.08528169 -0.10944433 0.11082412
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5528279 0.2417345 -0.9070805 -0.24829725
#> lag1_var2 2.2968368 0.9554490 0.9039348 3.48093851
#> lag1_var3 2.3290735 1.5403941 0.1056294 4.26983677
#> lag1_var4 -2.2041127 1.5187912 -4.1627045 -0.03730124
#> const 6.4996548 3.2569355 2.1691509 10.70762212
#> exo1 -0.2004345 0.5257749 -0.7457757 0.71036437
#> exo2 0.4188480 1.0197670 -0.9340041 1.77296420
#> exo3 -1.7639964 0.6303622 -2.5831155 -0.84148078
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39999823 0.2248116 0.1039868 0.6968837
#> lag1_var2 -0.49270014 0.6717696 -1.3994188 0.5080503
#> lag1_var3 0.01715461 1.0576877 -1.3841327 1.6002276
#> lag1_var4 0.84177860 1.0055379 -0.6452400 2.1808046
#> const -1.73870740 2.5250785 -5.1728288 1.7511664
#> exo1 -0.18909298 0.4576652 -0.9434586 0.2739645
#> exo2 -0.82297537 0.8233281 -2.0590328 0.1693385
#> exo3 1.57001039 0.5534152 0.6536055 2.1774904
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05730065 0.1547887 -0.164288879 0.25213500
#> lag1_var2 0.54945644 0.5216311 -0.003403658 1.42761206
#> lag1_var3 0.84118874 0.7973362 0.017971449 2.20251396
#> lag1_var4 0.12200679 0.7612687 -1.193223364 0.88445097
#> const 0.59397966 1.4909218 -0.997139582 2.58411511
#> exo1 -0.35614262 0.2875682 -0.758817194 0.03210947
#> exo2 -0.62844129 0.3555293 -1.056728204 -0.06675072
#> exo3 0.53516869 0.3576778 0.073666250 1.01585017
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001309312 2.424517e-05 9.849583e-05 0.0001617239
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003701581 0.001312146 -0.005100799 -0.001704844
#> Sigma[2,2] 0.317137135 0.068042280 0.223392660 0.416583772
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002627706 0.001334266 0.0006992257 0.004102523
#> Sigma[3,2] -0.282799750 0.077244847 -0.3812323870 -0.168885469
#> Sigma[3,3] 0.316022435 0.078952375 0.2016234975 0.405475159
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003077663 0.0006468121 -0.0006341115 0.001046138
#> Sigma[4,2] -0.0853701863 0.0393731263 -0.1273679935 -0.026379321
#> Sigma[4,3] 0.1432426445 0.0364779540 0.0852614112 0.180140015
#> Sigma[4,4] 0.0937428957 0.0187261470 0.0633705325 0.113649146
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993672755 0.013941729 0.97598299 1.01166592
#> lag1_var2 -0.023130636 0.034385641 -0.06050234 0.02429391
#> lag1_var3 -0.037523804 0.057146314 -0.09985902 0.04072632
#> lag1_var4 0.033739072 0.054343988 -0.04305950 0.08974427
#> const 0.444013110 0.101666011 0.30325484 0.57501284
#> exo1 0.005248858 0.012671510 -0.01202847 0.02288984
#> exo2 -0.050689861 0.008505832 -0.06140408 -0.03799515
#> exo3 0.023303460 0.011703898 0.01199489 0.04157786
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9318304 0.4601958 -1.2889740 -0.2152040
#> lag1_var2 2.1321157 1.3724750 0.4597362 4.1269066
#> lag1_var3 1.9429851 2.3326804 -0.8621405 5.3191442
#> lag1_var4 -1.6201807 2.3565987 -5.0568798 1.2845666
#> const 5.5025137 4.9642429 -0.9662586 10.7634524
#> exo1 -0.2270985 0.4318402 -0.9235201 0.2730901
#> exo2 1.3379636 0.5211491 0.5024700 1.9584962
#> exo3 -0.7554646 0.5082871 -1.4654399 -0.1218939
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8285933165 0.5604943 -0.1198101 1.2912933
#> lag1_var2 -0.3669183689 1.4559732 -2.6949156 1.1340998
#> lag1_var3 0.4993484388 2.4732076 -3.4329996 3.0466176
#> lag1_var4 0.1582769088 2.4996377 -2.5375879 4.1070421
#> const -0.3213366642 4.9354492 -7.4965713 6.5640311
#> exo1 0.0007738898 0.4522231 -0.7247983 0.4801740
#> exo2 -1.7215194376 0.7469222 -2.6148009 -0.5687685
#> exo3 1.0194694846 0.4174630 0.5106870 1.5751653
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2495980 0.3270540 -0.3144939 0.5583534
#> lag1_var2 0.7027315 0.7133863 -0.5583036 1.3348834
#> lag1_var3 1.3006012 1.2157209 -0.8467387 2.4068012
#> lag1_var4 -0.4228729 1.2185589 -1.6160703 1.7287698
#> const 1.9366698 2.9221996 -2.1827382 5.8573563
#> exo1 -0.1618705 0.3270608 -0.7014613 0.1899973
#> exo2 -0.8903003 0.4636477 -1.4167235 -0.2218443
#> exo3 0.5685696 0.2415322 0.2233752 0.8681346
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002055064 3.620472e-05 0.0001456215 0.0002462667
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001858913 0.0008552586 -0.002873305 -0.0008443913
#> Sigma[2,2] 0.222854283 0.0711149562 0.155700947 0.3308482531
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001145084 0.001164214 6.819072e-05 0.003216429
#> Sigma[3,2] -0.206700099 0.041635592 -2.659862e-01 -0.150497763
#> Sigma[3,3] 0.424921828 0.107501086 2.737945e-01 0.579899395
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0000116779 0.0009380503 -0.001007007 0.001547004
#> Sigma[4,2] -0.0776067055 0.0328956648 -0.124085517 -0.032822685
#> Sigma[4,3] 0.3183383165 0.0901690366 0.189860586 0.444098025
#> Sigma[4,4] 0.2873869542 0.0841552021 0.174190968 0.416858529
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97395539 0.01692900 0.950991949 0.997221585
#> lag1_var2 0.03893113 0.04132508 -0.021893965 0.091615756
#> lag1_var3 0.04245515 0.06939348 -0.057516785 0.132161418
#> lag1_var4 -0.04303182 0.06494362 -0.126137335 0.050601982
#> const 0.67619492 0.17862610 0.424314616 0.881607269
#> exo1 -0.00599811 0.01224062 -0.026065961 0.006911022
#> exo2 -0.05758098 0.02017916 -0.078996164 -0.023970694
#> exo3 0.02622516 0.01593479 0.004403695 0.045127508
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.573803095 0.5076542 -1.3044990 0.06785947
#> lag1_var2 1.295531136 1.1613849 0.2284164 3.34275870
#> lag1_var3 1.524469125 1.9386159 -0.3306736 4.91735926
#> lag1_var4 -1.278573972 1.8402838 -4.5173762 0.48780454
#> const 3.662946846 6.8322013 -4.7884026 13.74279839
#> exo1 -0.996747103 0.4256770 -1.5543383 -0.36434774
#> exo2 -0.004293905 0.6650671 -0.7852810 0.99818619
#> exo3 1.029815292 0.4168394 0.4611581 1.49452062
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0959851 0.8986529 -0.2967077 2.1025365
#> lag1_var2 -1.1161367 2.1503546 -4.6754223 1.2899327
#> lag1_var3 -1.6216321 3.5618372 -7.4700826 2.3133887
#> lag1_var4 2.1590380 3.3550245 -1.3921757 7.7850436
#> const -3.5941248 8.7663580 -15.9584010 9.5897655
#> exo1 0.7385521 0.8881510 -0.4078287 2.0100196
#> exo2 -0.3484210 0.9330850 -1.4400547 0.7801947
#> exo3 -0.2914539 0.6878700 -1.0944304 0.8155795
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7897713 0.7196895 -0.3756736 1.6610149
#> lag1_var2 -0.6800561 1.6292593 -3.1259199 1.3326699
#> lag1_var3 -1.2854210 2.7115132 -5.2856783 2.0146534
#> lag1_var4 1.9773894 2.5309020 -0.9602854 5.8431744
#> const -2.8535962 5.9046115 -10.5696128 6.4479544
#> exo1 0.1529215 0.7606695 -0.9421765 1.1484297
#> exo2 -0.3606959 0.7954126 -1.3955305 0.8008463
#> exo3 0.3591481 0.5545959 -0.3374652 1.1950487
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003856177 0.0008692415 0.003059601 0.00532136
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007247644 0.004455495 -0.007543679 0.004753818
#> Sigma[2,2] 0.1841996711 0.059514975 0.110497745 0.264310893
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01356647 0.01299252 -0.03416031 0.0009457479
#> Sigma[3,2] -0.09267043 0.04031224 -0.14465418 -0.0391216176
#> Sigma[3,3] 0.53897728 0.14928897 0.38025072 0.7815447447
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01447937 0.01223594 -0.033729220 -0.002481737
#> Sigma[4,2] 0.05240678 0.03565932 0.001990757 0.097756444
#> Sigma[4,3] 0.50635394 0.17191711 0.320989451 0.782545340
#> Sigma[4,4] 0.59345318 0.18145946 0.402647025 0.886828227
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97912410 0.02005646 0.95144945 1.00318542
#> lag1_var2 0.14326659 0.03982853 0.08837792 0.20163132
#> lag1_var3 0.13307542 0.05461469 0.06099855 0.21559342
#> lag1_var4 -0.13872640 0.05174776 -0.21607360 -0.06993425
#> const 0.60061770 0.47119615 -0.09052501 1.10090759
#> exo1 -0.02776897 0.06728491 -0.12107725 0.06722749
#> exo2 0.01504160 0.04507243 -0.05114941 0.06115791
#> exo3 -0.01605298 0.06502230 -0.09994505 0.07153323
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007450509 0.1723352 -0.2027162 0.2801956
#> lag1_var2 -0.208396386 0.4588400 -0.9764625 0.3619141
#> lag1_var3 -1.305679543 0.6493434 -2.3813482 -0.4974993
#> lag1_var4 1.330060853 0.6228944 0.5563378 2.3639559
#> const 0.190025602 2.8084232 -3.4479356 4.2222536
#> exo1 -0.017633456 0.4683190 -0.7797944 0.4573435
#> exo2 1.904780688 0.4626611 1.2649853 2.4751259
#> exo3 -0.673006030 0.4784262 -1.3851174 -0.1340542
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6975156 0.2778239 0.2572841 0.9927730
#> lag1_var2 -2.2197985 0.6856897 -3.0318117 -1.2030490
#> lag1_var3 -1.6595333 0.9510839 -2.7585232 -0.2362297
#> lag1_var4 2.5296064 0.9077814 1.1675377 3.5784238
#> const -5.5262081 4.5496093 -11.4342824 0.7668729
#> exo1 -0.2816813 0.8131951 -1.4034648 0.8207790
#> exo2 -3.3948260 0.8495519 -4.8609470 -2.5301122
#> exo3 1.4252666 0.6037880 0.4636863 2.0388426
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7655045 0.2961232 0.2313518 0.9817342
#> lag1_var2 -3.0922786 0.7502341 -3.9214063 -1.8143568
#> lag1_var3 -3.5590826 1.0531363 -4.6183238 -1.7419674
#> lag1_var4 4.4591145 1.0066720 2.7224159 5.4755232
#> const -7.5438892 4.3620878 -11.6408140 -0.1655053
#> exo1 -0.2741806 0.7125060 -1.3778492 0.5653390
#> exo2 -2.2736627 0.8044137 -3.4894902 -1.3777163
#> exo3 1.0178633 0.5680299 0.1469207 1.5066039
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000804583 0.0001991752 0.0005060114 0.001071694
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001035312 0.0005841444 8.931478e-05 0.001512983
#> Sigma[2,2] 0.022905956 0.0088372847 1.446495e-02 0.037450586
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002130253 0.00163595 -0.004346673 9.625352e-05
#> Sigma[3,2] -0.040714735 0.01498059 -0.063354149 -2.401295e-02
#> Sigma[3,3] 0.111032905 0.03635126 0.062801121 1.661115e-01
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001304153 0.001391343 -0.003235058 0.000601292
#> Sigma[4,2] -0.023652723 0.009591709 -0.037322102 -0.011547022
#> Sigma[4,3] 0.081873384 0.026826974 0.045488770 0.120501891
#> Sigma[4,4] 0.065503368 0.021268339 0.037147804 0.095201203
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.935993e-01 0.01907596 0.97780311 1.02364039
#> lag1_var2 4.998164e-02 0.08464705 -0.08277400 0.14421014
#> lag1_var3 5.247197e-02 0.11326714 -0.12498080 0.17437400
#> lag1_var4 -5.989035e-02 0.11005591 -0.17828039 0.11299767
#> const 7.382423e-01 0.20308827 0.43013714 0.94988111
#> exo1 -2.097300e-03 0.02447933 -0.02548343 0.03760641
#> exo2 2.678204e-05 0.01920456 -0.02416085 0.02722480
#> exo3 6.887598e-04 0.01803155 -0.02570651 0.02341615
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007721567 0.1774134 -0.1376334 0.2855401
#> lag1_var2 0.362039105 0.4816367 -0.3938970 0.8173494
#> lag1_var3 -0.735525501 0.6875683 -1.8351973 -0.1189658
#> lag1_var4 0.732024745 0.6559111 0.1393179 1.7818869
#> const 0.129128886 1.4621062 -2.1148788 1.5194835
#> exo1 -0.456248948 0.1679150 -0.6527934 -0.2304697
#> exo2 0.076793972 0.2054376 -0.1778460 0.3925755
#> exo3 0.034456800 0.1863000 -0.1970487 0.2969103
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14627021 0.3779319 -0.4480678 0.5117498
#> lag1_var2 -0.09593139 1.2041243 -1.5993942 1.6164090
#> lag1_var3 1.21111921 1.6662750 -0.7577262 3.6594330
#> lag1_var4 -0.25060714 1.6068760 -2.5956661 1.6651201
#> const 0.40402805 3.7077478 -3.5386396 5.6614505
#> exo1 0.67717976 0.2642189 0.3279028 0.9922687
#> exo2 -1.17248413 0.4508898 -1.8750285 -0.6065943
#> exo3 0.05104250 0.2699526 -0.3566972 0.4083035
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15139808 0.2904898 -0.2318780 0.4581764
#> lag1_var2 -0.15415991 0.9912609 -1.4388452 1.0160892
#> lag1_var3 0.20609991 1.3479123 -1.5035999 1.8652335
#> lag1_var4 0.76825142 1.3045841 -0.8261892 2.4337982
#> const -0.77019202 3.0835360 -4.0458350 3.5139472
#> exo1 0.33527899 0.1615575 0.1527787 0.5745417
#> exo2 -1.13184042 0.3337177 -1.6056490 -0.6749530
#> exo3 0.08289021 0.1870335 -0.1838035 0.3465863
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001759997 4.73889e-05 0.0001073276 0.0002419651
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003775038 0.001469661 -0.005772276 -0.002228793
#> Sigma[2,2] 0.458729360 0.090263371 0.348850408 0.598787234
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003732156 0.001262166 0.002003627 0.00551843
#> Sigma[3,2] -0.225781100 0.071311576 -0.336740996 -0.13987975
#> Sigma[3,3] 0.295462801 0.060691502 0.228477432 0.39274246
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001859079 0.0008728976 0.0008725327 0.00312921
#> Sigma[4,2] 0.016725675 0.0397958612 -0.0489907129 0.05104360
#> Sigma[4,3] 0.191141855 0.0450393172 0.1258338247 0.24914625
#> Sigma[4,4] 0.216606537 0.0426015930 0.1501769675 0.25882210
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974287241 0.01175492 0.96030455 0.990767634
#> lag1_var2 0.007112293 0.02037858 -0.02437740 0.029950853
#> lag1_var3 0.004973662 0.03986198 -0.05427691 0.053976441
#> lag1_var4 -0.002298018 0.03624929 -0.04734637 0.051613031
#> const 0.530865729 0.14212523 0.29788498 0.690657448
#> exo1 -0.016302388 0.01250176 -0.02881008 0.001882297
#> exo2 -0.065241616 0.01223271 -0.08492131 -0.052421108
#> exo3 0.051620295 0.01122981 0.04025794 0.069936878
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3249307 0.7798075 -0.4152065 1.601002
#> lag1_var2 0.9792039 1.5308540 -1.4640505 2.695529
#> lag1_var3 0.5493133 2.9112296 -4.1721608 3.816527
#> lag1_var4 -0.7683361 2.6085302 -3.7409818 3.456518
#> const 5.0688280 5.6141439 -4.0948974 10.051954
#> exo1 0.1233155 0.6148432 -0.5975134 1.111807
#> exo2 0.2267160 0.9601212 -1.0530604 1.648342
#> exo3 0.7635290 0.8529938 -0.5884648 1.760386
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05875283 0.7111985 -0.9953825 0.9918231
#> lag1_var2 -0.09461317 1.1470427 -1.6237341 1.3437925
#> lag1_var3 0.41856386 2.1492167 -2.4737834 3.1373094
#> lag1_var4 0.57476551 1.9003088 -1.8067290 3.1020701
#> const -2.63777398 6.0347401 -10.2536302 7.1408520
#> exo1 -0.10180642 0.5437798 -0.8699843 0.5768447
#> exo2 -0.50746342 0.7827103 -1.6028540 0.5072036
#> exo3 0.36833209 0.6471330 -0.3416997 1.4143503
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24682663 0.5691042 -0.4336353 1.019667041
#> lag1_var2 0.09710703 0.8487827 -1.1884128 1.014718287
#> lag1_var3 0.08188232 1.6181144 -2.3970519 1.775105959
#> lag1_var4 0.81760163 1.4045614 -0.6264879 3.000753674
#> const -1.59305190 4.3125553 -8.0223560 3.858337851
#> exo1 -0.04150652 0.4924791 -0.6722423 0.655797935
#> exo2 -0.40493015 0.3689682 -1.0049611 0.007526485
#> exo3 0.83274057 0.5085351 0.1307759 1.523960411
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002918554 9.091668e-05 0.0001901149 0.0004406065
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008915601 0.000975684 -0.002317877 0.0002737573
#> Sigma[2,2] 0.0891094929 0.042526881 0.044432409 0.1580041175
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008474084 0.001496726 -0.001254496 0.003141122
#> Sigma[3,2] -0.0678912626 0.048616622 -0.147844508 -0.013362904
#> Sigma[3,3] 0.2583255627 0.072189176 0.166696627 0.365131429
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000230327 0.001221208 -0.001702562 0.001677028
#> Sigma[4,2] -0.004045137 0.033894668 -0.045086203 0.045442622
#> Sigma[4,3] 0.214254022 0.050590756 0.148898815 0.295342148
#> Sigma[4,4] 0.216079727 0.048370444 0.164523664 0.299981948
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991006888 0.008878988 0.975285025 0.998430457
#> lag1_var2 -0.022511328 0.057898977 -0.077563334 0.073641868
#> lag1_var3 -0.044366743 0.083455424 -0.120817549 0.093487486
#> lag1_var4 0.041430369 0.083488693 -0.096452856 0.117578738
#> const 0.443954548 0.206695085 0.254904032 0.802020039
#> exo1 0.008943331 0.021340535 -0.012521059 0.045210336
#> exo2 -0.030147944 0.017511940 -0.051590321 -0.004480454
#> exo3 0.012860617 0.016376877 -0.008254581 0.038043093
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1997602 0.1984916 -0.01292643 0.5120960
#> lag1_var2 -0.4468218 1.0739995 -1.70856037 1.2011591
#> lag1_var3 -1.7184239 1.5390303 -3.53819011 0.6144799
#> lag1_var4 1.7073120 1.5353502 -0.62601345 3.5164235
#> const -3.4505811 4.1197471 -9.29936056 1.5588421
#> exo1 -0.0900896 0.3425298 -0.50805267 0.4473731
#> exo2 0.3783666 0.2740402 -0.04395452 0.6572217
#> exo3 0.1087882 0.2627360 -0.24094023 0.5175758
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.49373243 0.3080036 -0.9654481 -0.11197936
#> lag1_var2 2.56034406 2.4616911 -0.6754483 6.43340278
#> lag1_var3 5.54673474 3.3773268 1.3514810 11.03385068
#> lag1_var4 -4.54230384 3.3607340 -9.9954367 -0.37694482
#> const 11.48963688 6.1349411 4.6615974 20.93829154
#> exo1 0.06360801 0.6263380 -0.9019198 0.85873975
#> exo2 -0.55650542 0.5366347 -1.2396775 0.05604264
#> exo3 -0.45667719 0.4598382 -1.1342390 0.09556968
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.349928805 0.3334596 -0.8570807 0.08929164
#> lag1_var2 2.047003304 2.2379739 -0.4832225 5.64010738
#> lag1_var3 4.072164784 3.0638661 0.6822592 9.11020562
#> lag1_var4 -3.065148473 3.0450607 -8.0650691 0.30578939
#> const 8.264623986 6.2527136 -0.1452261 16.98161451
#> exo1 -0.004445651 0.5463336 -0.9577466 0.53077930
#> exo2 -0.301696940 0.5866622 -1.0401335 0.47633578
#> exo3 -0.397724909 0.5001194 -1.1082440 0.21591949
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004701232 0.0001429759 0.0002771844 0.0006796145
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005768563 0.0005316039 -0.001446813 6.044470e-07
#> Sigma[2,2] 0.0298972399 0.0092117051 0.019064514 4.521647e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001031026 0.0009617623 -0.001475045 0.001222570
#> Sigma[3,2] -0.0158342733 0.0059373753 -0.023629352 -0.006914523
#> Sigma[3,3] 0.0492825550 0.0136239972 0.034442744 0.070913604
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002788033 0.0007917579 -0.0015574208 0.0005347088
#> Sigma[4,2] 0.0059416811 0.0060736905 -0.0004677425 0.0158230916
#> Sigma[4,3] 0.0372937276 0.0123566478 0.0260866509 0.0576577876
#> Sigma[4,4] 0.0413642009 0.0105378959 0.0320595859 0.0584507999
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9995423067 0.01232217 0.979315957 1.01215251
#> lag1_var2 -0.0759183796 0.06102166 -0.139117920 0.02015362
#> lag1_var3 -0.0995859292 0.09623910 -0.202243100 0.05232684
#> lag1_var4 0.0953571937 0.09512109 -0.055023181 0.19674333
#> const 0.3888528581 0.22204190 0.183536178 0.77310313
#> exo1 -0.0002042148 0.01747453 -0.021105338 0.02410101
#> exo2 -0.0400001842 0.01017269 -0.054491049 -0.02574984
#> exo3 0.0163170316 0.01241644 -0.001799089 0.03346932
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10443570 0.1026617 -0.05528742 0.2124053
#> lag1_var2 0.76343306 0.2759142 0.35038840 1.1008699
#> lag1_var3 0.04021545 0.3864722 -0.54099910 0.5692730
#> lag1_var4 -0.06935035 0.3802290 -0.59395771 0.4997804
#> const 0.76215646 1.8045532 -0.65191727 3.8760324
#> exo1 0.09555874 0.1331199 -0.06325305 0.2929117
#> exo2 0.20808570 0.1066493 0.03761718 0.3248497
#> exo3 0.06637093 0.2036260 -0.23150742 0.3331275
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6549282 0.1579728 -0.8807717 -0.47526347
#> lag1_var2 2.6137718 0.7074858 1.7959838 3.65446546
#> lag1_var3 4.1370363 1.1479110 2.6616347 5.78399163
#> lag1_var4 -3.0663062 1.1373516 -4.6958832 -1.59619184
#> const 7.7503546 3.1927515 3.8675216 12.28273631
#> exo1 -0.1159270 0.1323908 -0.2954220 0.07088612
#> exo2 -0.3827800 0.2011771 -0.6316688 -0.14592876
#> exo3 0.5005481 0.2089867 0.1860706 0.74172155
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54764341 0.1463865 -0.7749333 -0.36901703
#> lag1_var2 2.68265628 0.6771872 1.8146819 3.75924634
#> lag1_var3 3.50630408 1.0648290 2.1098409 5.12511602
#> lag1_var4 -2.44353689 1.0540043 -4.0409204 -1.05253353
#> const 6.61406770 2.9575774 2.5478286 10.55150041
#> exo1 -0.04212304 0.2080709 -0.3077665 0.22077715
#> exo2 -0.27954838 0.1574005 -0.4927448 -0.08934485
#> exo3 0.55623537 0.2103154 0.2723758 0.82354703
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001053536 3.125981e-05 6.869612e-05 0.0001484448
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005956959 0.0009953428 -0.002160676 0.0006685413
#> Sigma[2,2] 0.1457098847 0.0333611000 0.106417210 0.1927481192
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004285855 0.0006609522 -0.0003953117 0.001314182
#> Sigma[3,2] -0.0963759503 0.0295914190 -0.1435070129 -0.065060623
#> Sigma[3,3] 0.2204174969 0.0650535253 0.1578129553 0.324803984
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.355383e-05 0.0005942596 -0.0004234837 0.001012388
#> Sigma[4,2] -1.269590e-02 0.0353976172 -0.0684302606 0.023820946
#> Sigma[4,3] 1.722323e-01 0.0538045291 0.1195564484 0.259872185
#> Sigma[4,4] 1.724522e-01 0.0395378229 0.1270534007 0.231534539
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008148329 0.006572834 0.998291929 1.016469569
#> lag1_var2 -0.063492474 0.035788676 -0.114901933 -0.014496898
#> lag1_var3 -0.111982498 0.058306542 -0.193744825 -0.032944308
#> lag1_var4 0.104981876 0.058158888 0.027278412 0.186405850
#> const 0.249021845 0.146929273 0.039967536 0.419700154
#> exo1 0.002903986 0.007416714 -0.007226688 0.013282188
#> exo2 -0.023834883 0.015200233 -0.041186360 -0.002980474
#> exo3 -0.003170405 0.009287133 -0.012216423 0.012612569
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5975760 0.1229830 0.45351208 0.7984329
#> lag1_var2 -1.0402589 0.5282416 -1.75567111 -0.3062061
#> lag1_var3 -2.7937143 0.9430769 -4.13116202 -1.4549738
#> lag1_var4 2.6461504 0.9447741 1.29677302 3.9877837
#> const -5.0841165 1.4868894 -7.59847298 -3.6115232
#> exo1 0.4107660 0.2605293 0.08412467 0.7776384
#> exo2 0.8128470 0.3567509 0.29760999 1.3174172
#> exo3 0.2743008 0.4534357 -0.31839440 0.8718699
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2910091 0.2527855 -0.59597969 0.09303864
#> lag1_var2 2.0392564 1.1887711 0.43596064 3.76327199
#> lag1_var3 4.2627007 1.9377479 1.77812379 7.04321964
#> lag1_var4 -3.2910774 1.9316405 -6.05545472 -0.85006056
#> const 8.4582036 3.9406166 2.78459798 13.14104127
#> exo1 -0.3562678 0.4169879 -0.88629219 0.23289648
#> exo2 -0.7739845 0.4643652 -1.31336244 -0.13689116
#> exo3 0.6555054 0.6213990 -0.03208034 1.60494493
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05259463 0.2403873 -0.21383195 0.4339786
#> lag1_var2 1.22349736 1.2903273 -0.21342374 3.1446856
#> lag1_var3 2.27794297 2.1520892 -0.02492884 5.5734302
#> lag1_var4 -1.37380095 2.1598934 -4.75904443 0.9184727
#> const 4.53695478 4.0737551 -1.77270666 9.6598576
#> exo1 -0.12318099 0.4976550 -0.62450137 0.6581904
#> exo2 -0.31436097 0.4328868 -0.80314755 0.3251920
#> exo3 0.86278703 0.5897342 0.20722746 1.7335169
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002139642 0.0007479088 0.001453164 0.00333176
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04739011 0.02269584 -0.08089998 -0.01777912
#> Sigma[2,2] 3.32544985 1.07831529 2.11963205 4.89397173
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02975406 0.0134837 0.01270984 0.04619201
#> Sigma[3,2] -1.74607940 0.5557299 -2.45856442 -1.06148724
#> Sigma[3,3] 1.41728868 0.3445308 0.99103424 1.86235763
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004291666 0.006156487 -0.003018515 0.01397313
#> Sigma[4,2] 0.057089662 0.281838637 -0.198135905 0.50549476
#> Sigma[4,3] 0.518046666 0.176198656 0.302787271 0.76946612
#> Sigma[4,4] 0.604586738 0.127004823 0.454064894 0.77120769
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98227302 0.03797092 0.930299171 1.03224967
#> lag1_var2 0.02295560 0.04228947 -0.026990086 0.07965784
#> lag1_var3 0.04676179 0.08217087 -0.048382247 0.15722743
#> lag1_var4 -0.05054798 0.07041655 -0.143817012 0.03001015
#> const 0.67433776 0.39015026 0.267548943 1.29919244
#> exo1 0.04311190 0.05985921 -0.042534650 0.12398402
#> exo2 -0.05733190 0.06362696 -0.137199232 0.02010016
#> exo3 0.06712077 0.03571391 0.004652921 0.10327887
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1476191 0.9181247 -2.42466567 0.169273
#> lag1_var2 2.0368212 1.4010603 0.03750462 3.867174
#> lag1_var3 2.0878376 2.6860127 -1.59149705 5.676332
#> lag1_var4 -1.6985674 2.4117070 -4.98161245 1.494510
#> const 7.8628697 9.7238430 -5.31110310 20.773009
#> exo1 -0.8061822 2.0322441 -3.71519324 1.988584
#> exo2 1.0460009 1.6659867 -1.13652388 3.014822
#> exo3 -0.1713867 1.5784057 -2.11071618 2.331489
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7789627 0.7105995 1.0255331 3.0116728
#> lag1_var2 -1.8446232 1.1426174 -3.6649512 -0.7919907
#> lag1_var3 -2.4145744 2.1947614 -5.9234453 -0.4729354
#> lag1_var4 2.7605450 1.9704340 0.9760503 5.9845095
#> const -8.1125440 11.1510148 -20.6693921 8.3393998
#> exo1 0.6610996 1.3800813 -1.5050815 2.3431773
#> exo2 -1.3711410 1.0221705 -2.3416947 0.4496168
#> exo3 -0.4518914 1.0559625 -1.8913907 0.9130765
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3445859 0.5025521 0.7533033 2.05234770
#> lag1_var2 -1.3335487 0.6244451 -2.2531360 -0.58163527
#> lag1_var3 -2.3690347 1.1726326 -4.1006583 -0.96661371
#> lag1_var4 2.8909343 1.0278320 1.6621419 4.45818804
#> const -6.5063063 7.6339326 -15.6691660 5.34828473
#> exo1 0.2308799 0.6864857 -0.8064994 1.04600028
#> exo2 -0.8601662 0.8254717 -1.8868849 0.07504843
#> exo3 -0.5674034 0.7937346 -1.7532300 0.47683549
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006195827 9.790623e-05 0.0005057791 0.0007710115
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009940595 0.0003167426 -0.001405762 -0.0006064668
#> Sigma[2,2] 0.0052265244 0.0017113424 0.003533883 0.0081587276
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002595006 0.001870153 -0.0001891799 0.004760700
#> Sigma[3,2] -0.007307822 0.004584118 -0.0143272428 -0.001950363
#> Sigma[3,3] 0.126677101 0.038467818 0.0771760696 0.182758086
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001974575 0.001801909 -0.0005695652 0.004166332
#> Sigma[4,2] -0.003844386 0.004702143 -0.0114707874 0.001551432
#> Sigma[4,3] 0.122453940 0.036485817 0.0741792683 0.175702802
#> Sigma[4,4] 0.120608137 0.034488193 0.0742448449 0.171569255
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971064744 0.03224238 0.92417970 1.01486989
#> lag1_var2 0.037671191 0.09742539 -0.08394178 0.17090366
#> lag1_var3 0.041544377 0.13946058 -0.13365045 0.23528763
#> lag1_var4 -0.039148710 0.13453456 -0.22801672 0.12804991
#> const 0.556689866 0.35086896 0.14744108 1.07494755
#> exo1 0.018809261 0.02878252 -0.01196437 0.06100743
#> exo2 -0.083027948 0.02761045 -0.12103375 -0.04846015
#> exo3 -0.006141375 0.02999068 -0.04981718 0.02388859
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01731141 0.09041390 -0.07753783 0.1610072
#> lag1_var2 0.33669638 0.26399914 -0.06331419 0.6869728
#> lag1_var3 -0.27165241 0.36803590 -0.89914058 0.1236379
#> lag1_var4 0.26917112 0.35404738 -0.11120841 0.8698402
#> const 0.30207800 0.96651506 -1.30375324 1.3207888
#> exo1 -0.04800740 0.08267409 -0.16842619 0.0389224
#> exo2 0.56355675 0.09398209 0.44043990 0.7106216
#> exo3 0.06792766 0.05503495 -0.00782439 0.1386152
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4114783 0.3411949 -0.04804994 0.9014719
#> lag1_var2 -0.9126023 1.4091300 -3.23381503 0.5738067
#> lag1_var3 -0.7819399 2.2004788 -4.43373943 1.6509188
#> lag1_var4 1.6930894 2.1463614 -0.64576625 5.2560384
#> const -3.8089376 3.7679426 -9.41810834 0.6809152
#> exo1 0.5204177 0.3021839 0.14189500 0.9125183
#> exo2 -1.7255021 0.4553209 -2.27037521 -1.2284668
#> exo3 -0.2190085 0.4906252 -0.96910294 0.3337605
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4386198 0.3009911 0.07845893 0.9069492
#> lag1_var2 -0.8788202 1.3429448 -3.12170869 0.4180966
#> lag1_var3 -1.2472303 2.0624425 -4.74659788 0.8023265
#> lag1_var4 2.1637148 2.0163276 0.14939969 5.5793765
#> const -4.4368301 3.4707686 -9.94490624 -0.7050730
#> exo1 0.4909980 0.2813013 0.14838846 0.8370268
#> exo2 -1.3427229 0.4265363 -1.83688589 -0.8444688
#> exo3 -0.1703762 0.4598982 -0.87865825 0.3333403
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009887295 0.0002081816 0.0007789843 0.001353353
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03142523 0.008276727 -0.04386049 -0.02112542
#> Sigma[2,2] 2.90494084 0.462394667 2.29964848 3.50152737
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02819573 0.006978116 0.02068161 0.039417
#> Sigma[3,2] -2.22732798 0.381822067 -2.76267201 -1.777085
#> Sigma[3,3] 1.78391794 0.321235543 1.40764420 2.238716
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005679083 0.001545171 0.00381374 0.008125819
#> Sigma[4,2] -0.086139526 0.093639430 -0.22505331 0.033052079
#> Sigma[4,3] 0.150559673 0.066381805 0.07942361 0.257164965
#> Sigma[4,4] 0.096978418 0.028411083 0.07056449 0.144276200
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96824751 0.01201939 0.95297575 0.98739563
#> lag1_var2 0.06630757 0.02159698 0.04178443 0.10150126
#> lag1_var3 0.09259973 0.03052074 0.05799328 0.14116662
#> lag1_var4 -0.09361278 0.02885879 -0.14092854 -0.06366271
#> const 0.84877014 0.11058513 0.69918178 0.98888518
#> exo1 -0.02984316 0.04305531 -0.09335674 0.02385730
#> exo2 -0.28150208 0.02804092 -0.32475292 -0.25372342
#> exo3 0.04675272 0.02886189 0.01460918 0.08876560
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0447470 1.042093 -0.3833891 2.307195
#> lag1_var2 -0.7729967 2.580931 -3.9244905 2.550082
#> lag1_var3 -1.9828937 3.695078 -6.4034965 2.844952
#> lag1_var4 1.8295090 3.472578 -2.7211189 6.016404
#> const -9.3694543 9.883605 -21.8187888 5.353305
#> exo1 -0.5892686 1.868329 -2.5267598 2.448618
#> exo2 2.4195876 2.185229 -0.3831440 5.693986
#> exo3 0.5045073 2.286862 -2.6966035 3.225240
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1791046 0.8034119 -2.2213068 -0.1329889
#> lag1_var2 2.8346774 2.0009877 0.5652775 5.3968596
#> lag1_var3 4.5422155 2.8609015 1.2174031 8.1935579
#> lag1_var4 -3.4067004 2.6809731 -6.9480061 -0.3175916
#> const 14.8719897 7.3227866 6.2704582 26.7186524
#> exo1 0.4056667 1.5917714 -2.2881207 1.8935613
#> exo2 -6.2360660 1.6171670 -8.7511580 -4.2850983
#> exo3 -0.1707274 1.8249150 -2.4011195 2.3500192
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.46656727 0.3557431 -0.9011885 0.06433456
#> lag1_var2 1.98260904 0.5433176 1.2514382 2.75892080
#> lag1_var3 2.70076070 0.7517496 1.6789923 3.76929081
#> lag1_var4 -1.64557773 0.6862783 -2.6000951 -0.72485804
#> const 6.92263637 3.3297269 1.9223609 11.05048513
#> exo1 -0.03325151 0.3256760 -0.5425105 0.27961294
#> exo2 -5.10293453 0.1873972 -5.3842806 -4.83848730
#> exo3 0.22467967 0.3024381 -0.2233746 0.60512560
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01237167 0.001902359 0.01003972 0.01525365
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01407273 0.02770604 -0.05548552 0.02063803
#> Sigma[2,2] 1.69342619 0.51991588 1.07805832 2.47291840
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00937308 0.01393748 -0.008808342 0.02885333
#> Sigma[3,2] -0.77064363 0.21003727 -1.075303470 -0.52900944
#> Sigma[3,3] 0.43449896 0.08265720 0.329054955 0.56340554
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003209114 0.004358412 -0.001946795 0.009409295
#> Sigma[4,2] 0.008719672 0.051847990 -0.060946173 0.079709257
#> Sigma[4,3] 0.100363784 0.038096635 0.044995403 0.143633930
#> Sigma[4,4] 0.132779937 0.023334425 0.101832456 0.162168125
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955305624 0.05100085 0.88314957 1.02384352
#> lag1_var2 0.060310146 0.02522785 0.02628783 0.09405974
#> lag1_var3 0.144329349 0.05700802 0.07196853 0.23212457
#> lag1_var4 -0.134171168 0.05432324 -0.21423453 -0.07415044
#> const 0.725490888 0.43208266 0.28088764 1.31983759
#> exo1 0.006039517 0.06935653 -0.09932020 0.08381985
#> exo2 -0.046769230 0.14828103 -0.25601468 0.11888682
#> exo3 0.057961990 0.11794003 -0.04915733 0.24354951
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6383319 0.7098436 -1.55992373 0.3472233
#> lag1_var2 2.0589737 0.5257835 1.37081154 2.7579684
#> lag1_var3 2.2291036 1.1430073 0.68138521 3.6800576
#> lag1_var4 -2.1333263 0.9562524 -3.35373070 -0.9837397
#> const 8.8228766 4.9088032 1.96439641 14.0647856
#> exo1 -4.2315088 0.9558920 -5.32470163 -2.8888954
#> exo2 1.7664878 1.5222513 -0.02779301 4.0884822
#> exo3 0.7314672 1.3160953 -0.81109033 2.6259797
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8282432 0.3263282 0.4144671 1.2227134
#> lag1_var2 -0.7883529 0.2907355 -1.2439617 -0.4793527
#> lag1_var3 -0.6070328 0.6163499 -1.5619488 0.1007257
#> lag1_var4 1.3188842 0.4962178 0.6668309 2.0385095
#> const -4.4093422 2.6902706 -7.2316270 -0.6841314
#> exo1 2.1914328 0.6273520 1.1863822 2.9374613
#> exo2 -1.3195153 0.7149177 -2.2515402 -0.2681978
#> exo3 1.6866535 0.7430237 0.7748429 2.6804033
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6309838 0.1495196 0.4265150 0.838960875
#> lag1_var2 -0.2836251 0.1704846 -0.4577087 -0.033881011
#> lag1_var3 -0.5510693 0.3733540 -0.9401110 0.004298256
#> lag1_var4 1.2995167 0.3089998 0.8259558 1.628592174
#> const -2.3414352 1.5124361 -4.3467780 -0.363690576
#> exo1 0.4042245 0.4143415 -0.1114592 0.920849313
#> exo2 -0.5085030 0.4724095 -1.2194146 0.047491184
#> exo3 2.4288384 0.4148564 1.9030668 2.986608608
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002898817 0.0009405381 0.001968811 0.004349531
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07904446 0.03541501 -0.1349057 -0.04790642
#> Sigma[2,2] 5.53919200 2.22560013 3.4858872 9.46555307
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0497522 0.02339051 0.02923868 0.08794917
#> Sigma[3,2] -3.4146170 1.43438901 -5.91668955 -2.05520742
#> Sigma[3,3] 2.1447315 0.92593493 1.25342740 3.73988110
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003313614 0.003127102 0.0002854545 0.008882075
#> Sigma[4,2] -0.151195414 0.166304437 -0.4333841414 0.016217921
#> Sigma[4,3] 0.137304265 0.105821430 0.0304775927 0.315380226
#> Sigma[4,4] 0.053325320 0.013772724 0.0328526283 0.072168076
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.085104742 0.03066948 1.045314466 1.12623312
#> lag1_var2 -0.255248201 0.06281275 -0.333741854 -0.17503067
#> lag1_var3 -0.447778711 0.10995328 -0.582890649 -0.31048943
#> lag1_var4 0.419249842 0.10524980 0.290508366 0.54767409
#> const -0.434012275 0.41228663 -0.861247382 0.26999293
#> exo1 0.043213218 0.05295197 -0.002328352 0.13043899
#> exo2 0.004116873 0.04669570 -0.068714542 0.05589701
#> exo3 0.056236333 0.06080171 -0.034610663 0.13621686
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4791372 1.633148 -3.592785 0.9419882
#> lag1_var2 5.5742545 2.164855 2.553294 8.1910244
#> lag1_var3 8.3310630 3.760268 3.065439 12.8496232
#> lag1_var4 -8.1312409 3.467674 -12.054314 -3.1813778
#> const 27.9859731 15.522374 3.545433 47.0757777
#> exo1 -0.2032514 2.110187 -3.458787 1.7922804
#> exo2 -1.4327969 3.062579 -6.452749 1.7878040
#> exo3 -1.4856459 3.036107 -6.187090 2.2079251
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5033260 0.9467566 0.074385 2.791749
#> lag1_var2 -3.9426143 1.2651887 -5.421256 -2.265339
#> lag1_var3 -6.0237675 2.1947330 -8.601225 -3.088543
#> lag1_var4 6.7013522 2.0318044 3.920270 9.097730
#> const -19.4037184 9.0394961 -29.657379 -4.375565
#> exo1 0.1669214 1.2812073 -1.161844 2.071659
#> exo2 0.7577620 1.8850849 -1.276537 3.815731
#> exo3 0.9159307 1.8166212 -1.309900 3.707381
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73889398 0.2301383 0.4098906 1.0457033
#> lag1_var2 -1.13678770 0.3703680 -1.5859735 -0.5560028
#> lag1_var3 -1.92501410 0.6284018 -2.6851720 -0.9400401
#> lag1_var4 2.70991508 0.5655699 1.8211332 3.3795096
#> const -4.83120048 1.6014203 -7.1143902 -2.5963932
#> exo1 0.03914458 0.1996525 -0.2737157 0.2367493
#> exo2 -0.11565947 0.2392392 -0.3996836 0.2549475
#> exo3 0.01562908 0.2097764 -0.3100835 0.2928161
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008467308 0.0001663882 0.0005596176 0.001015849
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008551429 0.002872994 -0.01298151 -0.005776493
#> Sigma[2,2] 0.688350272 0.124589654 0.55537557 0.881092274
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005655651 0.00187762 0.003687617 0.008025556
#> Sigma[3,2] -0.470754459 0.09009524 -0.625574364 -0.375447438
#> Sigma[3,3] 0.419570798 0.08651496 0.319867214 0.554270012
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007449875 0.00178180 -0.001573833 0.003288644
#> Sigma[4,2] -0.0627175849 0.04759910 -0.135049037 -0.014247577
#> Sigma[4,3] 0.1484601874 0.04925390 0.092626820 0.222568418
#> Sigma[4,4] 0.1204187162 0.02979272 0.082201484 0.160053208
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00412098 0.01612276 0.98168820 1.024786591
#> lag1_var2 -0.04229269 0.02435958 -0.07720446 -0.011160019
#> lag1_var3 -0.08326216 0.04248264 -0.14492234 -0.030598347
#> lag1_var4 0.07523023 0.04043734 0.02648691 0.134299522
#> const 0.35729433 0.24712135 0.05947096 0.697196023
#> exo1 -0.03778636 0.02603573 -0.07440641 -0.006094752
#> exo2 -0.17465396 0.01126330 -0.19328581 -0.161624610
#> exo3 0.11050747 0.03563410 0.06562877 0.156731836
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9673402 0.7596389 -2.1827523 -0.07526585
#> lag1_var2 2.8085533 0.8432583 1.3588563 3.68967768
#> lag1_var3 3.5921267 1.4329868 1.0831297 5.02404119
#> lag1_var4 -3.3851933 1.2810519 -4.5790501 -1.10324242
#> const 11.3874579 5.9128418 2.4129027 18.17035919
#> exo1 -0.2269290 0.8673062 -1.5262582 0.83690170
#> exo2 1.9624330 0.7685536 1.0672003 3.08418933
#> exo3 0.1687063 0.6964333 -0.6621982 1.13232597
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0790875 0.5031245 0.3911479 1.8784436
#> lag1_var2 -1.5851717 0.3618080 -2.1299444 -1.1362851
#> lag1_var3 -2.0856250 0.6212507 -3.0140595 -1.2757083
#> lag1_var4 2.8039736 0.5681716 2.0670007 3.6010781
#> const -8.1834526 4.7564859 -13.2316240 -0.1107770
#> exo1 0.1632079 0.5874127 -0.6678183 0.9143720
#> exo2 -3.2249362 0.5906370 -4.2249604 -2.7278339
#> exo3 -0.1586469 0.5746739 -1.0038915 0.4981725
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.52515260 0.2943912 0.1694679 0.94851780
#> lag1_var2 -0.33235240 0.2792134 -0.8309030 -0.08899089
#> lag1_var3 -0.66746544 0.4661263 -1.4823705 -0.26840716
#> lag1_var4 1.53222214 0.4086008 1.1417397 2.23255086
#> const -3.32496788 2.2830281 -6.0765272 -0.44689618
#> exo1 0.03935702 0.2984200 -0.3920016 0.38288743
#> exo2 -2.22368843 0.4026997 -2.8549183 -1.72632683
#> exo3 -0.04962785 0.3349579 -0.6070976 0.22887434
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002473022 7.930984e-05 0.0001480992 0.0003516909
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002227312 0.001328278 -0.004418682 -0.0009688126
#> Sigma[2,2] 0.138409801 0.034408752 0.095714206 0.1890659257
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001590905 0.00501986 -0.006332026 0.00674835
#> Sigma[3,2] -0.2815094532 0.10202617 -0.436458888 -0.13627585
#> Sigma[3,3] 3.1067197350 0.53587985 2.423276662 3.89400774
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001770717 0.004347761 -0.007285267 0.003769949
#> Sigma[4,2] -0.190551309 0.087708119 -0.317495416 -0.055997631
#> Sigma[4,3] 2.998456121 0.523056745 2.402595208 3.811972796
#> Sigma[4,4] 2.952479303 0.513138833 2.405977238 3.781358427
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99672544 0.008881295 0.983010637 1.00536761
#> lag1_var2 -0.05959884 0.041466240 -0.130162396 -0.01677018
#> lag1_var3 -0.07933171 0.061672864 -0.185315084 -0.01563614
#> lag1_var4 0.07569527 0.061423450 0.013398244 0.18162213
#> const 0.38272136 0.145127948 0.175689934 0.54725505
#> exo1 0.01622963 0.016181757 -0.004766336 0.03854283
#> exo2 -0.13288700 0.016260876 -0.154874529 -0.11054334
#> exo3 0.04007514 0.018953223 0.011069576 0.05864672
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.312855098 0.1801257 0.08756739 0.5617482
#> lag1_var2 0.447141544 0.7746593 -0.71923577 1.3401891
#> lag1_var3 0.009891284 1.1009078 -1.66963878 1.3025821
#> lag1_var4 -0.084544011 1.0820445 -1.35998774 1.5558263
#> const -0.705581077 2.9597130 -4.44930208 3.5205219
#> exo1 -0.008811980 0.2235087 -0.33136441 0.2733227
#> exo2 4.422092790 0.2640264 4.03939056 4.7323996
#> exo3 0.018472524 0.4906241 -0.75987009 0.6509662
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6398359 0.8306329 -0.6758933 1.629560
#> lag1_var2 -1.0671427 3.2784181 -5.9539435 3.186564
#> lag1_var3 -1.9021290 4.4502229 -8.3289619 4.174948
#> lag1_var4 2.5474428 4.4350405 -3.6102393 8.862878
#> const 7.4604711 14.9582138 -12.7742878 27.410470
#> exo1 0.4391411 1.6409771 -1.3056995 2.710191
#> exo2 -5.1353392 2.0577611 -8.3332160 -2.842552
#> exo3 -4.8941234 2.5980921 -8.2778322 -1.065027
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8829812 0.7710465 -0.320836 1.77217322
#> lag1_var2 -1.0875957 3.0161714 -5.642898 2.71411851
#> lag1_var3 -2.4023220 4.0870911 -8.411432 3.03938020
#> lag1_var4 3.0010595 4.0790128 -2.541119 8.91456133
#> const 5.9491894 14.0233085 -12.931295 24.29596999
#> exo1 0.4410629 1.6935604 -1.448459 2.91066818
#> exo2 -2.1266024 2.0226418 -5.357231 0.05925351
#> exo3 -5.0771358 2.6337039 -8.276129 -0.87884297
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004473912 7.937247e-05 0.0003360474 0.0005502979
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01659726 0.005168101 -0.02471672 -0.011923
#> Sigma[2,2] 1.35068799 0.401343796 0.97198783 1.960020
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009239763 0.003519228 0.0045741 0.01426848
#> Sigma[3,2] -0.809019273 0.293254854 -1.2802300 -0.49982297
#> Sigma[3,3] 0.761170898 0.219232451 0.4999816 1.09536045
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001478958 0.002330293 -0.004278739 0.001965342
#> Sigma[4,2] 0.053756399 0.130444137 -0.130279819 0.226236737
#> Sigma[4,3] 0.272255574 0.102003788 0.144970644 0.389465728
#> Sigma[4,4] 0.337523057 0.089865075 0.253736547 0.493055891
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970575668 0.01188695 0.95180520 0.98595082
#> lag1_var2 -0.004072435 0.03808008 -0.05253801 0.05304793
#> lag1_var3 -0.008552593 0.05824656 -0.08357058 0.07785025
#> lag1_var4 0.014090658 0.05493538 -0.06787868 0.08361471
#> const 0.478302966 0.16378192 0.26525569 0.70254445
#> exo1 0.018356119 0.02012031 -0.00804904 0.04494509
#> exo2 -0.047286468 0.02316569 -0.07430230 -0.01506062
#> exo3 0.061109247 0.02584999 0.02915985 0.09826952
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04203002 0.4816273 -0.4184304 0.7981355
#> lag1_var2 -0.09132369 2.0980247 -3.5361300 1.7230717
#> lag1_var3 -1.23774317 3.2559404 -6.6067451 1.5516111
#> lag1_var4 1.25218185 3.1479220 -1.3772241 6.4893401
#> const 0.65937415 6.0961231 -9.4943737 6.3161396
#> exo1 -0.91259902 1.0429418 -2.6700495 0.3914400
#> exo2 1.91603921 1.5499540 -0.4916585 3.3388918
#> exo3 0.60683524 1.9363530 -2.4292837 3.0556785
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36199653 0.4673546 -0.9126493 0.2949669
#> lag1_var2 1.91568459 1.5406011 0.2504189 4.5358874
#> lag1_var3 3.53660613 2.3888736 0.9533114 7.5356380
#> lag1_var4 -2.54461592 2.2770713 -6.4045438 -0.1790534
#> const 8.05754720 4.0650857 1.3422233 12.1324491
#> exo1 0.90921518 0.6972262 0.1969882 2.1172912
#> exo2 -4.78748258 1.1648446 -5.9523961 -2.7850871
#> exo3 -0.05773355 1.2452423 -1.6415613 1.7322816
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3813984 0.4344532 -0.9912837 0.2102881
#> lag1_var2 1.5996461 1.0144442 0.2737326 2.9535495
#> lag1_var3 2.3206479 1.5664219 0.2638173 4.4560660
#> lag1_var4 -1.2866396 1.4543426 -3.2839090 0.6020688
#> const 7.5673365 4.3992930 1.3018292 13.3803005
#> exo1 0.3487860 0.4237021 -0.2984567 0.8839345
#> exo2 -4.1153226 0.6134374 -4.7894237 -3.1774412
#> exo3 0.3684093 0.6256545 -0.5688667 1.1088873
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001086046 0.000277062 0.0006542226 0.001394089
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02201328 0.01038324 -0.0368895 -0.00854883
#> Sigma[2,2] 1.50713230 0.39492177 1.1035312 2.17153198
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01883769 0.008290595 0.006316282 0.0301068
#> Sigma[3,2] -1.18323667 0.293691952 -1.549243113 -0.7813976
#> Sigma[3,3] 1.54466572 0.285227991 1.168012739 1.9497287
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004844999 0.003485887 -0.000352542 0.009169725
#> Sigma[4,2] -0.194624671 0.154418660 -0.402665669 -0.022275162
#> Sigma[4,3] 0.847795568 0.210972544 0.625261911 1.203679614
#> Sigma[4,4] 0.810994620 0.180268979 0.589366192 1.074475713
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960381365 0.03145734 0.92800004 1.008026615
#> lag1_var2 0.042108443 0.05297296 -0.04143567 0.105149771
#> lag1_var3 0.063544136 0.08033308 -0.06304945 0.158816618
#> lag1_var4 -0.060292471 0.07211894 -0.14381535 0.054276823
#> const 0.680125925 0.25442996 0.39231601 1.062616930
#> exo1 -0.008189111 0.02578678 -0.03688032 0.029938794
#> exo2 -0.150193210 0.03118747 -0.19817922 -0.114596724
#> exo3 -0.043692049 0.02672904 -0.08047216 -0.006865206
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.1800693 1.1932191 -4.0144718 -0.7987256
#> lag1_var2 4.5618300 1.5854477 2.5442886 6.8977233
#> lag1_var3 5.5511999 2.4175925 2.5319490 9.1571360
#> lag1_var4 -4.9977483 2.1967265 -8.2452396 -2.1743685
#> const 12.7504714 12.3947992 -3.5724323 30.8594340
#> exo1 1.0678491 1.0237519 -0.1783853 2.4239255
#> exo2 1.8794346 0.9707948 0.7050976 3.4394052
#> exo3 -0.2875468 0.6514457 -1.0379467 0.5623842
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2750505 1.4307209 -1.8240455 2.1991799
#> lag1_var2 -0.1054825 2.3155309 -2.7297492 3.2410618
#> lag1_var3 0.6701201 3.5355638 -3.3650302 5.7529532
#> lag1_var4 0.2272655 3.1904710 -4.4208366 3.8168548
#> const -0.4225538 12.6824751 -16.5841006 18.1735457
#> exo1 -0.7480558 1.0756863 -2.1059891 0.5015937
#> exo2 -2.4517147 0.8234619 -3.7306493 -1.6960372
#> exo3 0.2124532 1.1137884 -0.8700484 2.0411955
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.37098595 1.2328684 -3.0427306 0.3443655
#> lag1_var2 2.86750685 2.3499647 -0.3443894 6.3058232
#> lag1_var3 4.26244969 3.5654090 -0.6051868 9.5215827
#> lag1_var4 -2.92445890 3.2355496 -7.6740961 1.5043836
#> const 7.53402093 7.6510235 -3.6168064 16.1451503
#> exo1 -0.02855341 0.6661978 -0.9948007 0.7869587
#> exo2 -1.38995713 0.8285859 -2.5591655 -0.2895632
#> exo3 -0.03597227 1.0568032 -1.2534783 1.6110327
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003828627 0.0001092899 0.0002214914 0.0005345145
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002362981 0.002272841 -0.00616987 -4.520509e-05
#> Sigma[2,2] 0.234051800 0.064111738 0.15256855 3.209566e-01
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002146698 0.004140194 -0.0008500525 0.008972829
#> Sigma[3,2] -0.175046317 0.047392980 -0.2540867758 -0.129665482
#> Sigma[3,3] 0.418116965 0.124817045 0.2998718196 0.617452968
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006747448 0.003258051 -0.002288721 0.005856242
#> Sigma[4,2] -0.0276386948 0.050154306 -0.093349790 0.042719938
#> Sigma[4,3] 0.3324404953 0.114596407 0.213796526 0.519997347
#> Sigma[4,4] 0.3418350976 0.119062067 0.221354499 0.545480626
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.951769756 0.01555742 0.931022571 0.972609267
#> lag1_var2 0.023499924 0.02744473 -0.007676719 0.061993675
#> lag1_var3 0.035235448 0.03787820 -0.006984904 0.085138276
#> lag1_var4 -0.027384333 0.03508032 -0.072853316 0.012447952
#> const 0.613243042 0.11826277 0.446828150 0.753842729
#> exo1 -0.025898079 0.01710471 -0.053606579 -0.009673938
#> exo2 0.007941236 0.02270684 -0.026816157 0.032862382
#> exo3 -0.002888339 0.01664247 -0.021296230 0.022165674
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15730174 0.3965376 -0.31091058 0.6843073
#> lag1_var2 1.37524099 0.7800434 0.40333520 2.2460119
#> lag1_var3 0.89968264 1.1383028 -0.39532793 2.2461559
#> lag1_var4 -0.96477871 1.0498754 -2.20486180 0.2362350
#> const 2.06009065 3.9223224 -4.50938603 5.5575755
#> exo1 0.03532418 0.4419646 -0.54778161 0.6786255
#> exo2 0.78124168 0.6721396 -0.02948813 1.8156122
#> exo3 -2.41825844 0.5038339 -3.21721736 -1.9302376
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0945596 0.4580693 -1.8988997 -0.6499834
#> lag1_var2 3.0126371 1.2454884 1.2294200 4.5410083
#> lag1_var3 5.5924355 1.9442915 2.7697330 7.9482809
#> lag1_var4 -4.3927326 1.8547596 -6.6259875 -1.7004937
#> const 12.2458076 5.6459405 5.2526863 20.6027799
#> exo1 0.2461004 0.6203024 -0.4921014 1.0484250
#> exo2 -0.9738460 0.6999616 -1.5167865 0.2006121
#> exo3 1.4332785 0.7281561 0.7466388 2.6122781
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0724722 0.3501233 -1.6092221 -0.7383332
#> lag1_var2 3.7870926 0.9971921 2.2383890 4.8835842
#> lag1_var3 6.0021079 1.5803074 3.4969812 7.6876010
#> lag1_var4 -4.8053055 1.5125797 -6.4492912 -2.4259761
#> const 12.9219385 4.1916682 7.5556855 17.7172471
#> exo1 0.2931492 0.6126957 -0.4092811 1.1044638
#> exo2 -0.5026856 0.5811632 -1.1637885 0.3156762
#> exo3 -0.1184218 0.7268436 -1.0466806 0.8284358
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000822415 0.0001574383 0.0006392939 0.001025545
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001616616 0.001276573 -0.003198948 0.0001798604
#> Sigma[2,2] 0.142826526 0.033310625 0.100046119 0.1847329726
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001401253 0.00309586 -0.006019366 0.002084454
#> Sigma[3,2] 0.055604313 0.04860066 0.012710983 0.140608364
#> Sigma[3,3] 0.713297855 0.13068244 0.501184815 0.870391484
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002585785 0.003909996 -0.008481772 0.002231225
#> Sigma[4,2] 0.157551210 0.062217858 0.093424779 0.253525541
#> Sigma[4,3] 0.772735305 0.141998619 0.551662760 0.918960999
#> Sigma[4,4] 0.905653700 0.165166327 0.658457999 1.086656603
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98472170 0.02246528 0.95272487 1.01587409
#> lag1_var2 -0.03162568 0.09466005 -0.16532072 0.09729305
#> lag1_var3 -0.05872602 0.12427839 -0.22921546 0.11072933
#> lag1_var4 0.05753316 0.12249036 -0.10921461 0.22525658
#> const 0.43898497 0.33582941 0.02259998 0.92262587
#> exo1 -0.02914549 0.03650706 -0.07900084 0.02161599
#> exo2 -0.08138801 0.02925325 -0.13343418 -0.05085729
#> exo3 -0.08219930 0.04598117 -0.14212863 -0.02000229
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53220954 0.2313728 0.2329632 0.8674449
#> lag1_var2 -1.96167706 1.1318718 -3.1946032 -0.2630633
#> lag1_var3 -3.92523030 1.5043443 -5.6313950 -1.6586085
#> lag1_var4 3.88442455 1.5009576 1.6339910 5.6123702
#> const -7.45002401 4.4014990 -13.8590662 -2.3348019
#> exo1 -0.05072679 0.2373570 -0.3863478 0.2639171
#> exo2 1.64487240 0.2691460 1.2926036 1.9862808
#> exo3 -0.08518597 0.4234412 -0.6606107 0.4779695
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7559807 0.6098379 -1.3794984 0.1469404
#> lag1_var2 4.7348918 2.9380353 0.3428310 8.2879686
#> lag1_var3 7.4472610 3.9572966 1.6565778 12.3822502
#> lag1_var4 -6.4544840 3.9273631 -11.3191764 -0.6654132
#> const 15.1586162 11.0744714 -2.3709305 26.8011806
#> exo1 0.1145959 0.5343840 -0.4310584 0.9595435
#> exo2 0.4948026 0.8789904 -0.8927189 1.3058938
#> exo3 1.2965835 0.6149470 0.4570813 2.1320745
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39850632 0.7053928 -1.12719949 0.6521665
#> lag1_var2 3.18795903 3.2577562 -1.69480267 6.5643863
#> lag1_var3 4.44683493 4.3166965 -1.94292004 8.7990513
#> lag1_var4 -3.46599445 4.2855289 -7.75564341 2.9139668
#> const 9.07435669 12.8514755 -10.20170443 21.9612126
#> exo1 0.08464999 0.6682745 -0.57976266 1.1176006
#> exo2 1.64181222 0.9596588 0.09842964 2.5693329
#> exo3 1.27677596 0.8431108 0.09379687 2.4017161
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002412273 0.0004816376 0.001641197 0.002934871
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003226995 0.01621829 -0.02575967 0.01763477
#> Sigma[2,2] 1.625333056 0.49141266 1.10791598 2.43046269
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006195152 0.008168909 -0.01726105 0.004954469
#> Sigma[3,2] -0.977150882 0.240900803 -1.35069111 -0.707993389
#> Sigma[3,3] 0.821113202 0.123322853 0.64274837 0.992984270
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009381539 0.002443031 -0.01212191 -0.005768084
#> Sigma[4,2] -0.034192960 0.114432605 -0.17892944 0.129346870
#> Sigma[4,3] 0.301830838 0.083358154 0.17561313 0.400644460
#> Sigma[4,4] 0.340000736 0.065942501 0.25214130 0.434469893
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9710945213 0.02876900 9.338442e-01 1.01034615
#> lag1_var2 -0.0005165094 0.01642629 -2.412526e-02 0.02081267
#> lag1_var3 -0.0123652985 0.02827564 -5.153878e-02 0.02613043
#> lag1_var4 0.0102021365 0.02034985 -1.949721e-02 0.03711957
#> const 0.7008955812 0.25717198 4.876299e-01 1.15690906
#> exo1 -0.0015202074 0.03432012 -4.212708e-02 0.05194104
#> exo2 -0.1070702799 0.05530334 -1.826328e-01 -0.04227316
#> exo3 0.0492409948 0.03726364 -4.321091e-05 0.09812389
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7211234 1.1593027 -3.35380496 -0.2858734
#> lag1_var2 1.7805125 0.9469458 0.68182205 3.1937979
#> lag1_var3 1.8444398 1.5353388 0.06583307 4.0547299
#> lag1_var4 -1.1777855 1.1420436 -2.83278705 0.1715129
#> const 6.1085237 5.7996279 -1.40298607 13.2743709
#> exo1 -0.7179943 0.8964879 -1.70625750 0.7158165
#> exo2 0.4728878 0.7194845 -0.52404736 1.4422838
#> exo3 2.3163686 1.2176831 0.92075369 4.1623084
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2417236 0.6948933 1.2927097 3.2647088
#> lag1_var2 -1.3022519 0.5759416 -2.1733563 -0.6192044
#> lag1_var3 -1.4715769 0.9393663 -2.9018645 -0.3829709
#> lag1_var4 1.6490335 0.7106038 0.8960930 2.7343948
#> const -5.8046765 5.1096828 -12.8331085 0.5379978
#> exo1 1.1078041 0.7369761 0.1703703 2.1059083
#> exo2 -1.3489472 0.8128805 -2.2871782 -0.1168122
#> exo3 -0.4868094 0.7723240 -1.4702555 0.5365779
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4856415 0.3859228 0.97558961 2.0073918
#> lag1_var2 -0.9171168 0.2944728 -1.30159965 -0.5031234
#> lag1_var3 -1.5062297 0.4720108 -2.09078866 -0.8287739
#> lag1_var4 2.0262524 0.3505927 1.51606393 2.4817636
#> const -5.0740768 3.7811057 -10.06098414 -0.7833426
#> exo1 0.8032216 0.4817674 0.06711411 1.3650690
#> exo2 -1.3383700 0.7024909 -2.12658687 -0.1538118
#> exo3 1.2298232 0.4765824 0.55542229 1.8894079
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007017775 0.001106927 0.005536268 0.008553679
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002760756 0.001575724 -0.002961497 0.001488814
#> Sigma[2,2] 0.0074093290 0.002029170 0.005757917 0.010657960
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -6.790593e-05 0.002016206 -0.002715083 0.003049775
#> Sigma[3,2] -5.682666e-03 0.001958896 -0.008134907 -0.002754421
#> Sigma[3,3] 1.231209e-02 0.003016261 0.010002333 0.017382421
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003461548 0.001169382 -0.001952699 0.001055694
#> Sigma[4,2] -0.0004085819 0.001551285 -0.002410012 0.001767057
#> Sigma[4,3] 0.0087067381 0.002904310 0.005661488 0.012920357
#> Sigma[4,4] 0.0088987605 0.002648612 0.006400028 0.013167603
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.877089163 0.11244152 0.72810014 1.038165962
#> lag1_var2 0.137618753 0.20814103 -0.13847852 0.387604814
#> lag1_var3 0.148628306 0.31842598 -0.25861123 0.572887569
#> lag1_var4 -0.123965191 0.33407769 -0.57459093 0.292449931
#> const 0.701836560 1.01179879 -0.56410834 2.165920231
#> exo1 0.001348107 0.07531104 -0.09001497 0.125775053
#> exo2 0.012424401 0.09794213 -0.12757348 0.153012869
#> exo3 -0.041251845 0.02877594 -0.08139704 -0.001845811
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04231524 0.07309061 -0.1548117 0.04523714
#> lag1_var2 0.11193196 0.38710880 -0.5275730 0.52523695
#> lag1_var3 -0.92158140 0.55671430 -1.8260662 -0.33419458
#> lag1_var4 0.97245442 0.56595821 0.3720011 1.90276660
#> const -1.31828200 1.51336543 -3.5267167 0.63386616
#> exo1 -0.09946032 0.04031507 -0.1585073 -0.05143072
#> exo2 0.59751873 0.07026460 0.5149007 0.68566885
#> exo3 0.33589061 0.12344043 0.1744952 0.51291915
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28983183 0.09622489 0.16291753 0.4232481
#> lag1_var2 1.01480736 0.47753396 0.34822247 1.5402203
#> lag1_var3 2.03868815 0.72487944 1.02688258 2.8860885
#> lag1_var4 -1.20865515 0.72018169 -2.05167828 -0.1996568
#> const 4.20078290 1.79897736 1.76314149 6.5469503
#> exo1 0.06261706 0.10117466 -0.07098989 0.2116944
#> exo2 -1.08612142 0.11317828 -1.23022379 -0.9565362
#> exo3 -0.37082025 0.09966078 -0.50552566 -0.2430180
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.272246029 0.07798644 0.1713820 0.37514672
#> lag1_var2 0.805334634 0.34302383 0.3870468 1.29289410
#> lag1_var3 0.969999196 0.53358185 0.3198205 1.70847559
#> lag1_var4 -0.091915067 0.53408828 -0.8413392 0.54840901
#> const 2.111711345 1.48133669 0.2160494 3.85132469
#> exo1 -0.007492117 0.09540777 -0.1526988 0.11113367
#> exo2 -0.712647656 0.08436336 -0.8308035 -0.62394797
#> exo3 -0.151585597 0.09839161 -0.3024015 -0.01097656
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002394721 5.495962e-05 0.000166885 0.0003000948
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00716089 0.001944945 -0.01008964 -0.005028617
#> Sigma[2,2] 0.38184692 0.096289927 0.27688146 0.539866924
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005789901 0.001501581 0.00388541 0.007983089
#> Sigma[3,2] -0.275128057 0.071382574 -0.37693851 -0.185971767
#> Sigma[3,3] 0.285359068 0.061807463 0.19188352 0.358941361
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001173244 0.0004577188 0.0004852714 0.001834996
#> Sigma[4,2] -0.026938198 0.0225751345 -0.0534995416 0.006244825
#> Sigma[4,3] 0.113024055 0.0257432893 0.0707674337 0.143711093
#> Sigma[4,4] 0.102664813 0.0210387106 0.0804096245 0.134438605
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9932264250 0.00955683 0.9848548833 1.00795905
#> lag1_var2 -0.0007033039 0.02569297 -0.0357749226 0.03246444
#> lag1_var3 -0.0043882611 0.04162660 -0.0607566287 0.05017941
#> lag1_var4 -0.0007789033 0.03940948 -0.0529800803 0.05088423
#> const 0.5369161432 0.08242583 0.4163773711 0.64746436
#> exo1 0.0017542647 0.01394528 -0.0152027470 0.02136100
#> exo2 -0.0715130335 0.01553854 -0.0880203392 -0.04794114
#> exo3 0.0169244791 0.01026026 -0.0005629318 0.02875577
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1252212 0.7428104 -2.3788246 -0.3069878
#> lag1_var2 2.0998593 1.9059033 -0.3252593 5.0003381
#> lag1_var3 2.0271343 3.0462621 -1.8958402 6.5884670
#> lag1_var4 -1.6132801 2.8441927 -5.8011821 2.0445511
#> const 5.6885122 7.3693098 -3.1378283 16.8476727
#> exo1 -0.4998223 0.6038629 -1.2686132 0.3884658
#> exo2 3.8902062 0.5578341 3.0930969 4.5965769
#> exo3 -0.6425030 0.4955808 -1.4165043 -0.1426849
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.64117340 0.5612232 -0.02849911 1.4884299
#> lag1_var2 0.04764228 1.3999769 -2.04639325 1.6781464
#> lag1_var3 1.01804208 2.2274770 -2.27291264 3.6724525
#> lag1_var4 -0.30998269 2.0694198 -2.73582440 2.7295273
#> const 1.27701938 4.7050748 -5.87788832 6.1088993
#> exo1 0.31643131 0.5560321 -0.59329030 0.9003706
#> exo2 -4.33718741 0.6027643 -5.14855905 -3.5269057
#> exo3 1.17200838 0.3779845 0.67549012 1.7040463
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12159620 0.2687892 -0.50963898 0.1407692
#> lag1_var2 1.13088275 0.7655507 0.07866702 2.0699324
#> lag1_var3 1.92034714 1.2239284 0.30153868 3.4812381
#> lag1_var4 -0.91035376 1.1620371 -2.35258445 0.6652825
#> const 3.81184300 2.6235229 0.62817052 7.6092395
#> exo1 -0.02504877 0.3995659 -0.51632828 0.4792377
#> exo2 -1.96317623 0.3318976 -2.45394162 -1.6090598
#> exo3 0.83787994 0.1986722 0.64052781 1.1569830
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002577196 6.293397e-05 0.0002026653 0.0003572327
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004464517 0.001596046 -0.006922842 -0.002731013
#> Sigma[2,2] 0.207441547 0.043891240 0.152859784 0.265099723
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002232089 0.001079867 0.0008120111 0.003779882
#> Sigma[3,2] -0.115632453 0.026123545 -0.1471615771 -0.081720728
#> Sigma[3,3] 0.120167144 0.018400310 0.0998678298 0.148766018
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000440911 0.0003405754 -0.0008656731 7.921559e-05
#> Sigma[4,2] 0.007279606 0.0156511570 -0.0158630477 2.714281e-02
#> Sigma[4,3] 0.055412506 0.0149737582 0.0354107667 7.542265e-02
#> Sigma[4,4] 0.063838542 0.0141872936 0.0431972985 8.282750e-02
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960488308 0.01038836 0.944929904 0.97477126
#> lag1_var2 0.015047686 0.01773023 -0.009875193 0.04029126
#> lag1_var3 0.014019402 0.03025536 -0.029538773 0.05576441
#> lag1_var4 -0.009946130 0.02989320 -0.049436471 0.03408769
#> const 0.613269555 0.14739309 0.408651679 0.79785316
#> exo1 -0.004435095 0.01582472 -0.022992920 0.01986361
#> exo2 -0.109501317 0.01116474 -0.123952440 -0.09425363
#> exo3 0.062588066 0.01666003 0.041570230 0.08365774
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17878100 0.4340013 -0.62294708 0.4929886
#> lag1_var2 1.46242170 0.5860534 0.60354825 2.1331458
#> lag1_var3 0.97390416 0.9528705 -0.40839358 2.0657993
#> lag1_var4 -0.93261608 0.8747281 -2.02320646 0.2844635
#> const 2.24079085 3.3790917 -2.59478189 5.8213852
#> exo1 -0.33590959 0.5619135 -1.14045654 0.3812474
#> exo2 0.22026848 0.2730712 -0.07433005 0.6131650
#> exo3 -0.05113337 0.5886602 -0.90213906 0.6731684
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21377861 0.2028207 -0.57042377 -0.04154441
#> lag1_var2 0.47618208 0.4521426 -0.09173095 1.06143237
#> lag1_var3 1.77352593 0.7932939 0.77490363 2.74853401
#> lag1_var4 -0.76082832 0.7662006 -1.69653890 0.24562821
#> const 3.89021695 2.7512696 -0.05719948 6.48637409
#> exo1 0.35923018 0.4391293 -0.17801896 1.05629053
#> exo2 -0.91270207 0.2112970 -1.19560699 -0.60069656
#> exo3 0.00530367 0.3810582 -0.48653769 0.58334005
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33704169 0.1682651 -0.5168667 -0.09860307
#> lag1_var2 1.04542326 0.4532414 0.3327089 1.48101988
#> lag1_var3 1.85394385 0.7508918 0.7050025 2.56171244
#> lag1_var4 -0.78810293 0.7166258 -1.4689976 0.30178972
#> const 3.92267954 1.7977439 1.7183322 6.44716859
#> exo1 0.16951469 0.2376240 -0.1458199 0.43911410
#> exo2 -0.84197071 0.1517642 -1.0290267 -0.61508954
#> exo3 -0.02260345 0.2425561 -0.4551983 0.22312149
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001674148 2.704046e-05 0.0001286247 0.0001999848
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001633815 0.0009562637 -0.002890872 -0.0002368552
#> Sigma[2,2] 0.165992283 0.0405340842 0.115158261 0.2295017838
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001732268 0.001936421 -0.002361598 0.002471565
#> Sigma[3,2] -0.0649387373 0.043946403 -0.101297648 0.002416478
#> Sigma[3,3] 0.4179043124 0.090496628 0.320787739 0.568797335
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009959243 0.002146011 -0.004342939 0.001277745
#> Sigma[4,2] 0.0471839282 0.052305497 0.001328780 0.139760020
#> Sigma[4,3] 0.3885623841 0.089632373 0.285553972 0.524755059
#> Sigma[4,4] 0.4356750463 0.099192200 0.321250012 0.595346367
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968348681 0.01397705 0.944339851 0.98246751
#> lag1_var2 0.040379119 0.04344659 -0.004041355 0.11053365
#> lag1_var3 0.046939907 0.06555455 -0.020104439 0.15192745
#> lag1_var4 -0.043061567 0.06241923 -0.142623841 0.02049324
#> const 0.578830276 0.17036120 0.417440685 0.86517185
#> exo1 0.009631926 0.01181703 -0.006396475 0.02575717
#> exo2 -0.043657445 0.01749415 -0.070657492 -0.02400583
#> exo3 0.037299439 0.01075664 0.021391471 0.05229118
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4504400 0.3884822 0.03033606 1.06514607
#> lag1_var2 -1.2090093 1.2568283 -3.47451063 -0.10210781
#> lag1_var3 -2.7676592 1.9064496 -6.26610983 -1.12014550
#> lag1_var4 2.6851360 1.8074751 1.11878904 6.00645806
#> const -5.2175146 3.2709698 -10.23020884 -1.62512770
#> exo1 -0.4783379 0.3772411 -1.10832685 -0.09252004
#> exo2 0.5666370 0.6322518 -0.33438012 1.45115187
#> exo3 0.5055860 0.4553411 -0.09058082 1.13328078
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1554547 0.5185480 -0.6513774 0.7469100
#> lag1_var2 1.6703809 2.1904539 0.3657623 5.5598967
#> lag1_var3 3.1853160 3.1249095 1.1407040 8.7445636
#> lag1_var4 -2.3428904 3.0289882 -7.7177828 -0.4315514
#> const 5.5715679 8.1275181 -3.5673767 16.5573376
#> exo1 0.6282442 0.5106602 -0.1823374 1.2171605
#> exo2 -0.7324745 0.8180444 -1.8499084 0.3858464
#> exo3 -0.9063385 0.3621240 -1.4226938 -0.4105697
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47716883 0.7241767 -0.4867923 1.51992998
#> lag1_var2 0.56344146 2.6183522 -2.1421896 4.95281469
#> lag1_var3 0.88553680 3.8127298 -3.3208243 7.17567491
#> lag1_var4 -0.08817013 3.6608525 -6.1631092 3.80944969
#> const 0.85174453 9.7482103 -8.9846867 14.36843410
#> exo1 0.31007782 0.4350056 -0.3668833 0.90285896
#> exo2 -0.36402650 0.6655821 -1.2104665 0.62161394
#> exo3 -0.59083728 0.4642895 -1.2023499 0.05097418
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004894011 0.0001182323 0.0003757392 0.0006706349
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01616148 0.005330261 -0.02373861 -0.009748721
#> Sigma[2,2] 1.11777447 0.310048974 0.71132664 1.553200388
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01206579 0.004151097 0.008285858 0.01840806
#> Sigma[3,2] -0.75473246 0.252197732 -1.123668483 -0.43773733
#> Sigma[3,3] 0.74638724 0.212170960 0.498991993 1.05521079
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003052064 0.002286016 0.0008267355 0.006608193
#> Sigma[4,2] -0.126443421 0.117343381 -0.3178119938 -0.023233019
#> Sigma[4,3] 0.345816601 0.118354078 0.2062457641 0.538032357
#> Sigma[4,4] 0.301185175 0.092695897 0.1914590126 0.430137125
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991963182 0.02301744 0.96522923 1.02516387
#> lag1_var2 -0.002388246 0.03535563 -0.05369471 0.03834638
#> lag1_var3 -0.002032075 0.06068584 -0.09174774 0.06938382
#> lag1_var4 -0.003798402 0.05369798 -0.06797081 0.07573269
#> const 0.592981687 0.16009383 0.41478242 0.86357245
#> exo1 -0.011172143 0.02041342 -0.04166161 0.01323307
#> exo2 -0.078754705 0.02579837 -0.12075242 -0.05072259
#> exo3 0.063917795 0.02931027 0.03198613 0.11066508
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0383823 0.7847811 -2.20649968 0.04429768
#> lag1_var2 2.8742651 1.6692060 0.81865885 5.55651097
#> lag1_var3 3.7226074 2.8528517 0.21847116 8.30802495
#> lag1_var4 -3.3278255 2.5773629 -7.46356482 -0.11198263
#> const 6.1897828 5.2127141 -1.01832703 13.13569012
#> exo1 1.0522560 0.7206915 -0.06120524 1.97755369
#> exo2 3.7057637 1.2268886 2.12851548 5.46958062
#> exo3 -0.7797616 1.2125651 -2.30527896 0.73746528
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.6292022 0.6802656 1.6979351 3.5517425
#> lag1_var2 -4.2806630 1.6540451 -6.6871780 -2.0655867
#> lag1_var3 -6.5962721 2.8745598 -10.7939744 -2.7181483
#> lag1_var4 6.6270184 2.6272668 3.0300061 10.4433243
#> const -12.5814573 3.5041148 -16.2577154 -7.3100233
#> exo1 -0.2148162 0.4439693 -0.8224122 0.3263958
#> exo2 -5.2502779 1.1322889 -6.6395361 -3.5202171
#> exo3 0.5639893 0.9911989 -0.7965496 1.8825272
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2407624 0.3969780 1.7809521 2.7893820
#> lag1_var2 -3.3182324 0.9610044 -4.6550059 -2.1068957
#> lag1_var3 -5.6419421 1.6841720 -7.9602632 -3.4604166
#> lag1_var4 5.8539637 1.5503909 3.8529201 7.9823761
#> const -11.6985181 2.8618472 -16.5634104 -8.5597871
#> exo1 0.4292041 0.4282961 -0.1607769 1.0022809
#> exo2 -3.4091176 0.6152431 -4.0125822 -2.3761459
#> exo3 0.1448991 0.3901792 -0.4126655 0.6226671
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002734054 7.212932e-05 0.0001912296 0.0003626394
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002289214 0.0005468829 -0.0009284724 0.0006267565
#> Sigma[2,2] 0.0291324875 0.0083327451 0.0205978439 0.0422741785
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001159979 0.0007007669 -0.001211569 0.0006838546
#> Sigma[3,2] -0.0281998154 0.0117614016 -0.047782801 -0.0147204527
#> Sigma[3,3] 0.0528353893 0.0190261280 0.034374960 0.0844951094
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002798438 0.0004832817 -0.0009898681 0.0003360852
#> Sigma[4,2] -0.0073160897 0.0074344995 -0.0196564869 0.0003184258
#> Sigma[4,3] 0.0334696662 0.0119828477 0.0205374684 0.0522079603
#> Sigma[4,4] 0.0292343793 0.0078911486 0.0203548594 0.0415996712
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970960851 0.007700938 0.95866383 0.979539899
#> lag1_var2 0.044029278 0.048148168 -0.01048202 0.119415136
#> lag1_var3 0.030097752 0.063171693 -0.03951349 0.130597390
#> lag1_var4 -0.026932917 0.062552254 -0.12663027 0.042016176
#> const 0.613690438 0.183547257 0.33683606 0.850419200
#> exo1 -0.005425143 0.014798108 -0.02759446 0.010551163
#> exo2 -0.032978566 0.022934509 -0.05944998 0.004848113
#> exo3 0.017753989 0.014013486 0.00334085 0.039873037
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2519646 0.06060814 0.18429415 0.3358510
#> lag1_var2 -0.6099459 0.45957047 -1.37267532 -0.1098617
#> lag1_var3 -1.8367978 0.65753431 -2.94479985 -1.0952264
#> lag1_var4 1.7846484 0.65169103 1.04196448 2.8800794
#> const -2.3563185 1.47048762 -4.26085367 -0.4925998
#> exo1 0.1332987 0.13412249 -0.05352090 0.3214588
#> exo2 0.3346108 0.28878263 -0.08697639 0.7153466
#> exo3 -0.1259300 0.21199889 -0.37062177 0.1793733
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2729674 0.1202068 -0.4347568 -0.12255789
#> lag1_var2 1.5148024 0.6751027 0.7979071 2.57712324
#> lag1_var3 3.0479275 0.9464431 2.1785317 4.55420836
#> lag1_var4 -2.0217635 0.9394182 -3.5136828 -1.16172971
#> const 5.5210348 2.9691648 2.4324803 10.16541069
#> exo1 -0.2659015 0.1647444 -0.4786732 -0.05890288
#> exo2 -1.1643299 0.3025916 -1.5820852 -0.77419577
#> exo3 1.1519668 0.2156792 0.8141831 1.36795737
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09668708 0.08700907 -0.2241921 0.005554037
#> lag1_var2 0.72236255 0.48271468 0.1512924 1.443916977
#> lag1_var3 1.21334505 0.67041498 0.4177379 2.250458733
#> lag1_var4 -0.20375760 0.66401419 -1.2323084 0.578051069
#> const 2.37455625 2.17790340 0.4243711 6.144431848
#> exo1 -0.17256705 0.11863072 -0.3568772 -0.041918342
#> exo2 -0.99253730 0.14399603 -1.2422229 -0.843148480
#> exo3 1.12743583 0.15914939 0.9267302 1.353330424
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001393392 0.0003204244 0.0008532822 0.00169062
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01071003 0.004471364 -0.01651272 -0.004247275
#> Sigma[2,2] 0.40110786 0.068679201 0.32031415 0.515406771
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006768931 0.002806309 0.002550872 0.0102007
#> Sigma[3,2] -0.256016409 0.044825214 -0.331763812 -0.2050565
#> Sigma[3,3] 0.165859524 0.029421627 0.133244623 0.2158694
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002193246 0.0002618966 -0.0006046467 0.0001003487
#> Sigma[4,2] 0.0045558690 0.0049222251 -0.0015911592 0.0115203814
#> Sigma[4,3] -0.0003346077 0.0028188518 -0.0042663445 0.0031156390
#> Sigma[4,4] 0.0027688619 0.0007110156 0.0017782682 0.0036488287
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01239602 0.03088957 0.98275353 1.06071902
#> lag1_var2 0.01116813 0.15049752 -0.23366910 0.18207089
#> lag1_var3 0.02993350 0.23505773 -0.35319424 0.29196872
#> lag1_var4 -0.04130130 0.23673826 -0.31058471 0.34179685
#> const 0.51018552 0.58872348 -0.53827213 1.08324332
#> exo1 0.02784776 0.03868643 -0.02307870 0.08055590
#> exo2 -0.07419946 0.03258464 -0.11575461 -0.02987959
#> exo3 -0.01940707 0.04352849 -0.08629759 0.03535104
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4752509 0.4446503 -1.10254271 0.05473745
#> lag1_var2 1.0251361 1.8775815 -1.33812250 3.39957317
#> lag1_var3 0.3190722 2.9335814 -3.35705857 4.10586223
#> lag1_var4 -0.1828050 3.0076441 -3.97358516 3.62069021
#> const 3.4629014 9.5239514 -7.55847710 18.11939483
#> exo1 0.2624062 0.5654072 -0.29128697 1.08758090
#> exo2 0.5708785 0.6541933 -0.08521539 1.65454004
#> exo3 0.1508953 0.7789611 -0.86301455 1.10979169
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35832258 0.2665350 -0.0003804414 0.7419742
#> lag1_var2 0.35838791 1.2084308 -1.2406068208 2.0762706
#> lag1_var3 1.36381685 1.8750862 -1.1412819222 4.0363978
#> lag1_var4 -0.52033084 1.9222216 -3.2399452137 1.9811549
#> const 0.93243066 5.8953478 -7.7138236776 7.9394837
#> exo1 -0.18420899 0.3677874 -0.7199198437 0.1691259
#> exo2 -0.94503197 0.4100046 -1.6369563710 -0.5619132
#> exo3 -0.07906249 0.5149286 -0.6999187458 0.6136942
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05000600 0.05324199 -0.03221074 0.110056817
#> lag1_var2 0.76962471 0.32597158 0.38351462 1.283072613
#> lag1_var3 1.17921778 0.50609274 0.58970207 1.984329407
#> lag1_var4 -0.23027239 0.51262719 -1.03763352 0.377609702
#> const 2.07276065 1.25031551 0.59878032 3.853876853
#> exo1 -0.01500728 0.01299040 -0.03088137 0.002893712
#> exo2 -0.58796240 0.05949863 -0.66550421 -0.510269331
#> exo3 0.02362153 0.05810257 -0.05338682 0.112774167
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007720256 0.0002973323 0.0004113655 0.00121655
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002839755 0.002250393 -0.005637949 0.00015406
#> Sigma[2,2] 0.089262608 0.022526490 0.061216778 0.12446829
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003669882 0.004047801 -0.000892877 0.01021708
#> Sigma[3,2] -0.170170037 0.047151140 -0.242309364 -0.11222651
#> Sigma[3,3] 0.453635998 0.136425151 0.279654651 0.66216491
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001328742 0.003198057 -0.002273967 0.006340225
#> Sigma[4,2] -0.101360477 0.031992587 -0.148871025 -0.062324851
#> Sigma[4,3] 0.328558773 0.106670386 0.195924955 0.485151829
#> Sigma[4,4] 0.256885513 0.088275273 0.149727699 0.383761793
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974683788 0.02409621 0.95506497 1.015063357
#> lag1_var2 0.046811114 0.08685009 -0.09348345 0.140861277
#> lag1_var3 0.065226160 0.11131827 -0.11924090 0.181637427
#> lag1_var4 -0.063683104 0.10708689 -0.17631336 0.112893910
#> const 0.545458509 0.29650195 0.04970153 0.853888721
#> exo1 -0.010100768 0.03196970 -0.05620146 0.033707927
#> exo2 -0.029073208 0.02547173 -0.06991878 -0.003153214
#> exo3 0.005593264 0.03454743 -0.04666131 0.041794854
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.183614963 0.1443845 0.01939188 0.3891200
#> lag1_var2 0.129228751 0.6250299 -0.86432260 0.7638802
#> lag1_var3 -1.080132131 0.7692500 -2.30805532 -0.3366504
#> lag1_var4 1.020797483 0.7443059 0.29112054 2.2064369
#> const 0.107164415 1.9109107 -2.26397245 2.9089879
#> exo1 0.504132205 0.2891274 0.12074511 0.9197880
#> exo2 0.299247891 0.3295018 -0.21824604 0.7100113
#> exo3 -0.009167387 0.2999907 -0.50757024 0.2813262
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60958607 0.5312802 -0.04403061 1.45086940
#> lag1_var2 -1.40117502 1.9111207 -4.04265953 1.08548619
#> lag1_var3 -1.06161110 2.4033223 -4.43754448 2.04470955
#> lag1_var4 1.94534338 2.3221595 -1.06911557 5.19859154
#> const -6.79753150 6.8207765 -17.26775967 0.64244752
#> exo1 -0.69118869 0.4806829 -1.35951651 -0.04220808
#> exo2 -1.04040927 0.6851619 -1.70280193 0.06255147
#> exo3 0.04118493 0.4903626 -0.45254479 0.88166105
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78530082 0.4906177 0.1826922 1.5789678
#> lag1_var2 -1.75103223 1.7003260 -4.2110892 0.4749383
#> lag1_var3 -2.52070577 2.1418117 -5.6641817 0.2460215
#> lag1_var4 3.36778289 2.0719759 0.6707194 6.3989832
#> const -8.39196369 6.4717236 -18.6029763 -0.7895800
#> exo1 -0.27881478 0.3907324 -0.7229395 0.3923992
#> exo2 -0.85862334 0.4669804 -1.2709474 -0.1485489
#> exo3 0.01114001 0.3289292 -0.3759311 0.4942694
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002110681 0.000547853 0.00154293 0.002993579
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004278592 0.001238219 -0.001888756 0.001504619
#> Sigma[2,2] 0.0168478255 0.003043513 0.012323337 0.021039464
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006997581 0.004630169 -0.01470837 -0.002154309
#> Sigma[3,2] -0.042150537 0.009370398 -0.05597001 -0.030667506
#> Sigma[3,3] 0.190590813 0.037663433 0.14552651 0.237444450
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007575715 0.003995854 -0.01417991 -0.00340870
#> Sigma[4,2] -0.031595874 0.008134925 -0.04364104 -0.02175396
#> Sigma[4,3] 0.166594194 0.035192758 0.12666235 0.21120282
#> Sigma[4,4] 0.149308402 0.033220374 0.11207574 0.19379732
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91686088 0.06306778 0.837788364 1.01530714
#> lag1_var2 0.42887903 0.27952398 -0.002661157 0.75897680
#> lag1_var3 0.65864607 0.41481505 0.010015342 1.12453498
#> lag1_var4 -0.65828166 0.40552411 -1.117667158 -0.02371766
#> const 2.09000347 0.84409888 0.650405495 2.87489026
#> exo1 0.02168408 0.03963801 -0.026304160 0.07812643
#> exo2 -0.03401381 0.04742214 -0.102817816 0.02061519
#> exo3 -0.01068286 0.03932653 -0.058085652 0.04560154
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2553965 0.11906979 0.12966453 0.4466893
#> lag1_var2 0.6320210 0.47337205 -0.10316598 1.1251797
#> lag1_var3 0.2755818 0.72088659 -0.84367342 0.9827129
#> lag1_var4 -0.3539959 0.71310290 -1.03840413 0.7670116
#> const 1.4688983 1.99647943 -1.51388820 3.5171944
#> exo1 0.1167788 0.10387423 -0.02891496 0.2434496
#> exo2 0.7408961 0.13001019 0.59253055 0.9494530
#> exo3 0.2062547 0.09830283 0.07322344 0.3530533
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1679046 0.3506335 -0.6059284 0.3335619
#> lag1_var2 -0.4489954 1.7163347 -2.9522033 1.3174831
#> lag1_var3 -0.5879986 2.8634192 -4.7676023 2.6352875
#> lag1_var4 1.6502454 2.8432625 -1.6015198 5.8113334
#> const -2.9427350 7.1892468 -13.8752624 5.3740486
#> exo1 -0.5429906 0.3608252 -1.1221262 -0.1054410
#> exo2 -1.1600355 0.3860202 -1.7175722 -0.7275134
#> exo3 0.1707834 0.2701588 -0.0654311 0.6148807
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.005343463 0.3269063 -0.3863969 0.4715023
#> lag1_var2 -0.354714976 1.6474427 -2.7201827 1.3591970
#> lag1_var3 -0.908996892 2.7281190 -5.0306121 2.1032359
#> lag1_var4 1.937822919 2.7056050 -1.0942348 6.0352014
#> const -3.343890385 6.5902623 -13.7150929 4.0868897
#> exo1 -0.471645628 0.3283131 -1.0252635 -0.1097254
#> exo2 -0.705766130 0.3588263 -1.2349460 -0.2950448
#> exo3 0.318443725 0.2367675 0.1172526 0.6815017
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001821392 0.0003378228 0.001465219 0.002330985
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005807582 0.001349542 -0.007596765 -0.003992059
#> Sigma[2,2] 0.064937641 0.015125566 0.047875192 0.087024087
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004237911 0.001188537 0.00259637 0.005702592
#> Sigma[3,2] -0.050263586 0.011464371 -0.06648720 -0.037969564
#> Sigma[3,3] 0.041144111 0.009004636 0.03173475 0.053924160
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002671539 0.0004070246 -0.0003494714 0.000746113
#> Sigma[4,2] -0.0075591890 0.0019614648 -0.0110045883 -0.005524097
#> Sigma[4,3] 0.0084491916 0.0018138857 0.0064410764 0.011461631
#> Sigma[4,4] 0.0040143630 0.0006813132 0.0033071457 0.005092964
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94627117 0.02919306 0.9008482 0.98020966
#> lag1_var2 0.27077616 0.06718012 0.1655467 0.34933206
#> lag1_var3 0.43022600 0.10501929 0.2756239 0.55394100
#> lag1_var4 -0.42716036 0.10105319 -0.5409278 -0.27271496
#> const 1.47939560 0.28766994 1.1145842 1.87160730
#> exo1 0.01232489 0.03823174 -0.0336735 0.07289506
#> exo2 -0.07416095 0.04574119 -0.1394249 -0.01019111
#> exo3 -0.04678880 0.05838195 -0.1186210 0.03681758
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44222498 0.2025353 0.2220786 0.7997682
#> lag1_var2 -1.03733226 0.4827992 -1.8659190 -0.5470805
#> lag1_var3 -2.37168328 0.7119318 -3.5776140 -1.6343359
#> lag1_var4 2.44413966 0.6830798 1.7164995 3.5981170
#> const -6.55823721 2.8419453 -11.0318475 -2.9884964
#> exo1 0.05682197 0.2991809 -0.4372140 0.3810058
#> exo2 1.89146851 0.3264576 1.4737329 2.3158644
#> exo3 1.14261692 0.2172112 0.8291974 1.4051659
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24237177 0.1810987 -0.5441888 -0.02221979
#> lag1_var2 1.60344439 0.4763359 1.0428538 2.36117887
#> lag1_var3 2.91618279 0.6892559 2.1432472 3.99830153
#> lag1_var4 -2.03277330 0.6694474 -3.0760233 -1.27793080
#> const 7.46516722 2.6547398 3.5962714 11.28695629
#> exo1 -0.04057048 0.2472825 -0.3055148 0.34474957
#> exo2 -1.93919680 0.2282764 -2.2198882 -1.61440603
#> exo3 -0.57312816 0.1790778 -0.8091421 -0.31532618
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.053018128 0.06310171 -0.03402664 0.12729231
#> lag1_var2 0.490854504 0.21199257 0.23839981 0.73816591
#> lag1_var3 0.697878061 0.32124588 0.27806656 1.02546501
#> lag1_var4 0.257352628 0.31665054 -0.06562616 0.66472422
#> const 1.501653429 1.01714119 0.05188771 2.62787500
#> exo1 -0.007295084 0.07041938 -0.10611773 0.07865244
#> exo2 -0.845817264 0.06805973 -0.92086858 -0.74072188
#> exo3 0.232826554 0.06659302 0.12680898 0.29847652
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004742918 0.000115284 0.000343595 0.0006672424
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02076298 0.006894132 -0.03217166 -0.01399309
#> Sigma[2,2] 2.44656723 0.712039129 1.84041411 3.69075697
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009918557 0.004597693 0.00383252 0.01684394
#> Sigma[3,2] -1.544142720 0.427906102 -2.31213997 -1.13151844
#> Sigma[3,3] 1.435831777 0.362368291 0.99579422 1.96055328
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00454764 0.003722694 -0.009896264 0.0008543119
#> Sigma[4,2] 0.11523023 0.253358963 -0.230129309 0.4598677348
#> Sigma[4,3] 0.44381905 0.271940177 0.148322887 0.8769284520
#> Sigma[4,4] 0.58453415 0.219825911 0.430050573 0.9269823965
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97666841 0.008359859 0.96380286 0.986571002
#> lag1_var2 0.03629271 0.016881551 0.01324225 0.058063433
#> lag1_var3 0.05652989 0.023395338 0.02474451 0.086809847
#> lag1_var4 -0.05606678 0.022846757 -0.08658267 -0.025840694
#> const 0.62716394 0.238719289 0.39130676 0.995471269
#> exo1 -0.02181334 0.011419425 -0.03446777 -0.004370842
#> exo2 -0.11757143 0.020033884 -0.14635371 -0.091575455
#> exo3 0.04946296 0.030071004 0.01086795 0.086700613
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4189305 0.6603335 -1.1359409 0.5814869
#> lag1_var2 0.5081312 1.1412305 -1.0457006 2.1923859
#> lag1_var3 -0.3752129 1.6287352 -2.6065378 2.0463694
#> lag1_var4 0.6350025 1.5219420 -1.6358972 2.6744630
#> const -3.5680662 13.3984346 -26.9281619 10.5747088
#> exo1 0.6136173 1.0487073 -0.8611049 1.7851822
#> exo2 6.8080473 1.9661598 3.5246032 8.8578239
#> exo3 -0.1268129 2.4496897 -2.7591899 3.5688404
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37298582 0.4764849 -1.06112633 0.2680788
#> lag1_var2 1.78231484 1.1676791 0.03090865 3.3283326
#> lag1_var3 3.46614812 1.7023417 0.93452143 5.7389661
#> lag1_var4 -2.48730126 1.5728677 -4.57044211 -0.1296099
#> const 9.34874143 7.6531459 0.82356661 21.7597106
#> exo1 0.07135977 1.2167018 -1.45830947 1.7083208
#> exo2 -4.88296216 1.5759023 -6.64636958 -2.2742772
#> exo3 0.79447890 1.4834638 -1.34515181 2.5262158
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7283283 0.3691484 -1.2732226 -0.3184810
#> lag1_var2 1.8457161 1.0722603 0.9754967 3.7196394
#> lag1_var3 2.8060979 1.5653005 1.6228297 5.5435100
#> lag1_var4 -1.6061434 1.4797328 -4.1959176 -0.5306835
#> const 5.7716851 5.6224379 -1.5031815 14.6503723
#> exo1 0.5098384 0.6984684 -0.4530788 1.4398804
#> exo2 -0.5823248 0.8398765 -1.7209899 0.6855476
#> exo3 0.8048154 0.7175951 -0.1827673 1.7359304
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006383735 0.0001544073 0.0004819592 0.0008717375
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000796218 0.0005212032 -0.001496095 -6.030161e-05
#> Sigma[2,2] 0.012694123 0.0033082266 0.008289737 1.701949e-02
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001058582 0.0009977107 -0.0003832581 0.002464693
#> Sigma[3,2] -0.003963472 0.0055738098 -0.0119164743 0.002437553
#> Sigma[3,3] 0.031121057 0.0080434414 0.0213876515 0.043718301
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007696294 0.001112644 -0.0008030233 0.002292831
#> Sigma[4,2] 0.0015556334 0.004802969 -0.0050348143 0.007253704
#> Sigma[4,3] 0.0308291067 0.008010144 0.0222259342 0.043847357
#> Sigma[4,4] 0.0330528614 0.008510147 0.0253172947 0.046739299
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98445672 0.01531690 0.965970371 1.008048368
#> lag1_var2 -0.01629133 0.05483108 -0.097895064 0.055284844
#> lag1_var3 -0.06975325 0.09922823 -0.210572172 0.070076684
#> lag1_var4 0.06725003 0.09850248 -0.070825498 0.210190095
#> const 0.38756420 0.16018838 0.151157001 0.599957472
#> exo1 0.02152934 0.01402688 0.003650044 0.042673070
#> exo2 -0.02947623 0.02341143 -0.058876105 0.001102233
#> exo3 -0.01292767 0.02007005 -0.038926218 0.017055568
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.081177120 0.10250951 -0.07172740 0.19575361
#> lag1_var2 0.509639360 0.27772552 0.11285273 0.84920241
#> lag1_var3 -0.543312706 0.52715000 -1.27384160 0.12565346
#> lag1_var4 0.547764682 0.51354499 -0.11728217 1.25363074
#> const -0.609949309 0.91814799 -1.48394313 0.89515635
#> exo1 0.002392008 0.05282003 -0.08205471 0.05546708
#> exo2 0.756303988 0.11547728 0.60896425 0.92213410
#> exo3 0.168855013 0.05293346 0.12042916 0.25767706
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27670283 0.2229426 -0.01348408 0.5929505
#> lag1_var2 -0.34411589 0.4636613 -0.87329839 0.4261510
#> lag1_var3 0.06764259 0.9297508 -1.13510112 1.4812201
#> lag1_var4 0.81256671 0.8855443 -0.53809246 1.9443047
#> const -0.74230456 1.7526060 -2.87110163 1.7229338
#> exo1 0.18853101 0.1840288 -0.05282039 0.4462293
#> exo2 -0.86080787 0.1528329 -1.03339708 -0.6506513
#> exo3 0.10541466 0.1423603 -0.11704478 0.2631385
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3286791 0.2213293 0.07987543 0.6789758
#> lag1_var2 -0.3329625 0.4310795 -0.89357673 0.2800565
#> lag1_var3 -0.6661791 0.8927540 -1.98483637 0.4536653
#> lag1_var4 1.5672916 0.8422782 0.50064129 2.8122737
#> const -2.2004420 1.7903405 -4.47486911 0.2221225
#> exo1 0.2017219 0.1883150 -0.05504076 0.4496856
#> exo2 -0.5640775 0.1713874 -0.76007472 -0.2992502
#> exo3 0.1827963 0.1542145 -0.05447845 0.3577427
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001322159 0.0002689413 0.0008943525 0.00162281
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001255269 0.002059501 -0.004358448 0.001155379
#> Sigma[2,2] 0.229817675 0.038794884 0.179109356 0.275899149
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004104926 0.00468368 -0.00225837 0.01005256
#> Sigma[3,2] -0.107982998 0.02845464 -0.15036384 -0.07367606
#> Sigma[3,3] 0.389587741 0.05352680 0.34408791 0.47366011
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003902291 0.004782476 -0.002844162 0.01026900
#> Sigma[4,2] 0.030677456 0.049330023 -0.034934341 0.09469326
#> Sigma[4,3] 0.371607481 0.047029465 0.326059903 0.43945510
#> Sigma[4,4] 0.443953364 0.054627320 0.369028416 0.51547746
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.935187866 0.01985196 0.90685210 0.956521559
#> lag1_var2 0.100214981 0.04691167 0.04890847 0.168346267
#> lag1_var3 0.144042666 0.08994558 0.04347952 0.272638100
#> lag1_var4 -0.138777683 0.08323804 -0.25831338 -0.044717821
#> const 0.917180828 0.15928841 0.65018769 1.094130848
#> exo1 -0.008950165 0.03278011 -0.06305468 0.024194807
#> exo2 -0.263836266 0.04003608 -0.31595569 -0.205935701
#> exo3 -0.067370357 0.04207731 -0.11453729 -0.006610417
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07708348 0.2899185 -0.43847218 0.3665634
#> lag1_var2 0.36935514 0.6166766 -0.64179260 0.9396671
#> lag1_var3 -0.46885834 1.1189860 -2.35737624 0.6858813
#> lag1_var4 0.56331380 1.0625261 -0.50555373 2.3510447
#> const 0.37310932 3.7966225 -4.31011559 4.9608595
#> exo1 0.20290933 0.3859502 -0.35489386 0.7281643
#> exo2 2.59181233 0.5553234 1.69447013 3.1154882
#> exo3 0.68734806 0.6345624 -0.05752571 1.5397985
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.57543148 0.3888321 -1.077048 -0.02148348
#> lag1_var2 2.52054998 0.9994736 1.065748 3.55962176
#> lag1_var3 4.86777206 1.8744765 2.210515 6.89060588
#> lag1_var4 -3.91584843 1.8087749 -5.831478 -1.31252121
#> const 11.99753149 6.2169482 3.970212 21.58681999
#> exo1 -0.03822914 0.5803965 -0.895162 0.69870488
#> exo2 -4.13263055 0.7059764 -4.864624 -2.99610686
#> exo3 -1.90654271 0.9470307 -3.109775 -0.47937436
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.71935162 0.4172939 -1.2874922 -0.1593366
#> lag1_var2 2.66083264 1.1539269 0.9047023 3.9955831
#> lag1_var3 4.45078783 2.0899280 1.2873150 6.9629718
#> lag1_var4 -3.40606969 2.0120738 -5.7579888 -0.3110002
#> const 12.03706447 6.3649277 2.9275437 19.8296547
#> exo1 0.08841257 0.6172857 -0.7627634 0.9403532
#> exo2 -3.09062122 0.5989691 -3.7695380 -2.1849176
#> exo3 -1.73038967 0.9062123 -2.5785842 -0.1803798
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003136152 6.836482e-05 0.0002317658 0.0004117474
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0121628 0.004020747 -0.01823031 -0.008010619
#> Sigma[2,2] 1.2454880 0.280980542 0.92901657 1.666745216
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006810968 0.003456928 0.002717585 0.01244755
#> Sigma[3,2] -0.112592873 0.163540100 -0.370892713 0.09163662
#> Sigma[3,3] 1.570090437 0.518079772 1.030534820 2.35978833
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006671428 0.004541032 -0.00694695 0.006046131
#> Sigma[4,2] 0.7096507790 0.245332296 0.33612966 1.037234016
#> Sigma[4,3] 1.6258684789 0.547630346 1.02479273 2.473400789
#> Sigma[4,4] 2.2369673090 0.568925093 1.66845065 3.155329127
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962741608 0.01965274 0.934739990 0.986545788
#> lag1_var2 0.045239595 0.03070813 0.005577763 0.084514591
#> lag1_var3 0.066695294 0.04752693 0.003780255 0.126086794
#> lag1_var4 -0.062909697 0.04327427 -0.117469918 -0.006816082
#> const 0.688890345 0.23003710 0.458149486 1.059610333
#> exo1 0.007889620 0.01246600 -0.008380179 0.026244939
#> exo2 -0.066026636 0.01818220 -0.094976586 -0.046330578
#> exo3 0.005847219 0.01955215 -0.017729276 0.032600447
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7846432 0.8755360 0.4439202 2.8793139
#> lag1_var2 -3.3495354 1.4610259 -4.9806689 -1.2754102
#> lag1_var3 -6.1611832 2.1927539 -8.5787300 -2.8914712
#> lag1_var4 5.7625792 2.0191507 2.6926498 7.9944959
#> const -15.2181591 10.5640785 -30.4534377 -0.7572905
#> exo1 -0.2600837 0.7222051 -1.4846305 0.4160174
#> exo2 5.3236868 1.3561007 3.7158939 7.3666952
#> exo3 3.6210382 1.9253491 0.8132563 6.0976078
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5088811 0.8440521 -1.28328417 0.8731675
#> lag1_var2 2.9201832 2.1511454 -0.22004139 5.5120451
#> lag1_var3 5.2282122 3.4018653 0.35790551 9.3123713
#> lag1_var4 -4.2548107 3.2485363 -8.23777934 0.5416009
#> const 11.4495296 6.4835349 -0.05067858 18.1179255
#> exo1 0.3737744 1.6794790 -1.71604302 2.5118013
#> exo2 -5.3187456 1.3189872 -7.15056634 -3.5973017
#> exo3 -1.2513004 2.1867321 -3.96873189 1.9774037
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5924268 1.105846 -0.5925112 2.3759794
#> lag1_var2 0.6186585 2.925664 -3.4749898 4.6998019
#> lag1_var3 1.0406732 4.563110 -5.2713301 7.3785983
#> lag1_var4 -0.2980712 4.364149 -6.3767191 5.8771105
#> const 1.0696942 12.041042 -19.2640805 11.0023058
#> exo1 0.2494197 2.003230 -1.9626634 2.8035290
#> exo2 -2.3243763 1.494387 -4.6045612 -0.9069176
#> exo3 1.0642214 2.586444 -3.0191137 4.0923162
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001767876 0.0005133688 0.001252562 0.002586699
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007782163 0.002664158 -0.01147477 -0.004485765
#> Sigma[2,2] 0.229024246 0.053700040 0.15025558 0.287806081
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008383302 0.004020988 0.004869922 0.01555476
#> Sigma[3,2] -0.136893981 0.044201381 -0.198502684 -0.07876036
#> Sigma[3,3] 0.244280623 0.062062580 0.173742913 0.34440427
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004881408 0.003670646 0.001077964 0.01056482
#> Sigma[4,2] -0.017538660 0.033581024 -0.064369087 0.02388884
#> Sigma[4,3] 0.177014974 0.054177240 0.118074528 0.26969009
#> Sigma[4,4] 0.172601760 0.045532244 0.131643951 0.24988209
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96731993 0.02876087 0.925640687 0.99811249
#> lag1_var2 0.13614078 0.09565788 0.008080416 0.27596240
#> lag1_var3 0.29100646 0.18904319 0.037121645 0.56516643
#> lag1_var4 -0.29405603 0.18530955 -0.560480168 -0.04379028
#> const 1.06855676 0.37578688 0.563024402 1.60721829
#> exo1 -0.02504311 0.04271639 -0.092372360 0.02763510
#> exo2 -0.13190481 0.04615006 -0.191008872 -0.07373137
#> exo3 -0.03813522 0.03757966 -0.084572333 0.01627869
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26484538 0.4205933 -0.75603630 0.3924652
#> lag1_var2 0.66470219 0.6964392 -0.14172693 1.6495416
#> lag1_var3 -0.63325396 1.3578995 -2.19564675 1.2717701
#> lag1_var4 0.77047031 1.2911702 -1.04492015 2.2209774
#> const -1.05347383 4.6856675 -7.77877767 5.9392355
#> exo1 0.09273718 0.3639218 -0.48742408 0.4313356
#> exo2 0.26966387 0.6262522 -0.73265837 0.8722890
#> exo3 0.45453510 0.4817471 -0.09987383 1.1979581
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95055184 0.2295248 0.6710695 1.3009755
#> lag1_var2 -0.79929560 0.8965571 -1.9924704 0.4896960
#> lag1_var3 -0.27831047 1.7901637 -2.7071147 2.2870661
#> lag1_var4 0.87254834 1.7936835 -1.7058981 3.3235431
#> const -0.94327036 4.5149673 -7.6465444 4.2347455
#> exo1 -0.30027754 0.4144118 -0.7534986 0.3303535
#> exo2 -3.47031095 0.5432621 -4.1047362 -2.6089353
#> exo3 -0.05802219 0.4646880 -0.6370564 0.5951512
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8604501 0.1745301 0.5844215 1.0605446
#> lag1_var2 -0.7215487 0.8895026 -1.9714439 0.4838075
#> lag1_var3 -1.1187283 1.7629875 -3.6519840 1.2344971
#> lag1_var4 1.7870185 1.7438576 -0.5001954 4.3318196
#> const -2.7895396 3.4175053 -7.6561655 1.9133850
#> exo1 -0.2666386 0.3770590 -0.6393416 0.2651547
#> exo2 -3.3861487 0.4053694 -3.9741579 -2.8348271
#> exo3 0.1626472 0.4781920 -0.3817472 0.8759366
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008478214 0.0001907008 0.0005821707 0.001117914
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02879621 0.009164559 -0.04410524 -0.02053303
#> Sigma[2,2] 1.76021134 0.612095997 1.08406131 2.69556858
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02066885 0.007244622 0.01367186 0.03280395
#> Sigma[3,2] -1.32066559 0.544900590 -2.12019046 -0.73177740
#> Sigma[3,3] 1.26159724 0.508091818 0.70003341 2.05437834
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002460325 0.001908754 -6.857697e-05 0.005233688
#> Sigma[4,2] -0.220469762 0.196292248 -5.522585e-01 -0.024538718
#> Sigma[4,3] 0.456686384 0.197257788 2.395559e-01 0.767718291
#> Sigma[4,4] 0.341974604 0.097929913 2.235309e-01 0.488117480
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95750467 0.02780860 0.91656211 0.99277037
#> lag1_var2 0.09279439 0.07384504 -0.01469706 0.18155212
#> lag1_var3 0.14737452 0.11761528 -0.02384749 0.29124741
#> lag1_var4 -0.14422013 0.11042026 -0.27760699 0.01628188
#> const 0.83532413 0.22542861 0.56663753 1.16375187
#> exo1 0.01153734 0.04114310 -0.04908217 0.06139933
#> exo2 -0.05324880 0.02288008 -0.08583800 -0.02645212
#> exo3 0.06779228 0.01410811 0.04808591 0.08602451
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47927153 0.6700668 -0.3934322 1.4406252
#> lag1_var2 -2.31024743 2.4146967 -5.4643966 0.6835101
#> lag1_var3 -5.03860472 3.8678366 -10.0994222 -0.1978392
#> lag1_var4 5.04743470 3.7052136 0.4048277 9.8589156
#> const -10.75958742 7.8497460 -20.8805156 -0.6821771
#> exo1 -1.05072060 1.3139684 -2.4855581 0.9983252
#> exo2 0.28076608 1.0866600 -1.0949125 1.8054562
#> exo3 -0.04512149 0.8209783 -1.2939955 0.9506534
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3924039 0.6061538 -0.6895757 0.9673026
#> lag1_var2 0.9518434 2.3610692 -1.8340313 4.4449226
#> lag1_var3 2.4407662 3.7699560 -1.9935993 8.0137590
#> lag1_var4 -1.6290691 3.6062709 -6.8675727 2.6160700
#> const 2.2668316 5.1393634 -5.8286405 8.3920902
#> exo1 0.3307400 1.1644307 -1.4334392 1.3521595
#> exo2 -0.6356351 0.9830594 -1.6811513 0.8174178
#> exo3 0.4054461 0.7819855 -0.5713669 1.5487592
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7252233 0.4321865 0.1378565 1.2865042
#> lag1_var2 -0.8899179 1.1024405 -2.0764474 0.8139561
#> lag1_var3 -1.3374763 1.7510309 -3.2443495 1.3536648
#> lag1_var4 2.1700621 1.6339913 -0.3099201 3.9674561
#> const -6.1554776 3.3547009 -10.2754770 -0.8647989
#> exo1 -0.3784401 0.5057517 -1.1523778 0.2381373
#> exo2 -0.4878266 0.5213348 -1.1819662 0.2859776
#> exo3 0.4010353 0.4755809 -0.2198626 1.0786127
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000583063 0.0001781894 0.0004190826 0.0008651965
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01550918 0.006294899 -0.02581819 -0.01014445
#> Sigma[2,2] 0.83031066 0.267342095 0.52564199 1.24422874
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008979698 0.003987177 0.005339379 0.01562182
#> Sigma[3,2] -0.510954884 0.167983568 -0.771369735 -0.31773163
#> Sigma[3,3] 0.384559985 0.121528408 0.253321557 0.56285527
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003702175 0.0009601946 -0.001521365 0.0009139911
#> Sigma[4,2] -0.0128408575 0.0458319868 -0.088883614 0.0278292875
#> Sigma[4,3] 0.0823249844 0.0423145957 0.040276111 0.1561379898
#> Sigma[4,4] 0.0793619503 0.0199118408 0.054629918 0.1094346008
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.006075043 0.01912050 0.987845160 1.032560937
#> lag1_var2 -0.098565000 0.08066815 -0.205478845 -0.002504474
#> lag1_var3 -0.171622968 0.13633164 -0.354414211 -0.007304186
#> lag1_var4 0.167756567 0.13399381 0.003247537 0.345892528
#> const 0.077274682 0.34885016 -0.360190008 0.497760179
#> exo1 0.005527215 0.02995153 -0.033429626 0.047034180
#> exo2 -0.082502672 0.03068524 -0.136379217 -0.051626565
#> exo3 0.022400586 0.03203318 -0.031635663 0.055742273
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0585252 0.7768225 -2.0904542 -0.1565015
#> lag1_var2 3.6921496 3.6297940 -2.3270353 7.5626746
#> lag1_var3 4.6249112 6.0957735 -5.5544681 11.0187288
#> lag1_var4 -4.3780435 5.9955112 -10.5434983 5.7348722
#> const 12.8193317 13.8915491 -6.7500210 28.4922390
#> exo1 -0.7887145 0.7746043 -1.9215553 0.1993842
#> exo2 0.8714748 1.2545733 -0.5549235 2.9004254
#> exo3 0.4692657 0.8903872 -0.8418217 1.6444985
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6484985 0.5830354 -0.1054275 1.33799109
#> lag1_var2 -1.1346650 2.6731900 -4.0150814 2.98841900
#> lag1_var3 -0.8884311 4.4585800 -5.6368791 6.03657686
#> lag1_var4 1.6680694 4.3811919 -5.1973413 6.30250689
#> const -3.4235798 9.9378665 -13.6150622 11.70355713
#> exo1 0.1793487 0.5643743 -0.5024079 0.96990984
#> exo2 -1.1363353 1.0335797 -2.8416001 0.04225532
#> exo3 -0.3982565 0.7052073 -1.4477968 0.55705244
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0132000 0.2077330 -0.2908932 0.29634731
#> lag1_var2 0.7768271 0.7555321 -0.2177600 1.86577367
#> lag1_var3 1.3838532 1.2530566 -0.2527647 3.17963368
#> lag1_var4 -0.4340433 1.2292411 -2.1919179 1.17130139
#> const 2.9571268 3.8187676 -2.0303785 8.45540544
#> exo1 -0.2945435 0.2189361 -0.5254161 0.05167044
#> exo2 -0.6243784 0.3868395 -1.2273581 -0.14498663
#> exo3 -0.1174642 0.2154307 -0.4855838 0.10081255
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003470304 8.753004e-05 0.0002594644 0.0004920763
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004949716 0.002841914 -0.009255655 -0.00135496
#> Sigma[2,2] 0.368555617 0.084742041 0.274613464 0.50540816
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004870972 0.003410775 0.0006625382 0.01012962
#> Sigma[3,2] -0.313890938 0.118866302 -0.5078067064 -0.20994132
#> Sigma[3,3] 0.458822309 0.164093833 0.3010485014 0.72256985
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00204066 0.002275994 -0.001106078 0.004955774
#> Sigma[4,2] -0.10353550 0.085605715 -0.248766486 -0.024511136
#> Sigma[4,3] 0.29323391 0.109644040 0.160926930 0.459612833
#> Sigma[4,4] 0.24903095 0.071283615 0.150981285 0.348498707
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958494079 0.01247332 0.945045874 0.97816996
#> lag1_var2 0.004380792 0.02481728 -0.037966296 0.03123265
#> lag1_var3 0.000254725 0.04162856 -0.069861038 0.04694211
#> lag1_var4 0.010825879 0.03899021 -0.034901907 0.07512848
#> const 0.523535109 0.16495083 0.321053123 0.74420179
#> exo1 0.002800219 0.01542387 -0.018420886 0.02325288
#> exo2 -0.054435291 0.01544078 -0.073587904 -0.03256216
#> exo3 0.021956795 0.01327582 0.003760042 0.03885003
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01129349 0.6926347 -0.87244978 1.0222867
#> lag1_var2 4.53461671 1.2042570 2.67264628 5.9022563
#> lag1_var3 6.50749763 1.9363312 3.54867178 8.6850890
#> lag1_var4 -6.79078050 1.7039026 -8.77627894 -4.2282187
#> const 18.89843438 5.4119393 11.85944509 26.1866384
#> exo1 -0.24385232 0.6854730 -1.23749757 0.7040426
#> exo2 1.19656685 0.8287309 0.03891953 2.3789379
#> exo3 -0.28131747 0.5448208 -1.00637667 0.5473180
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18636483 1.0287397 -1.2966392 1.5363003
#> lag1_var2 -2.70698656 2.1001045 -5.6031721 0.1987771
#> lag1_var3 -3.83382972 3.4859014 -8.6572557 0.9314747
#> lag1_var4 4.95668813 3.1503513 0.7182468 9.3622259
#> const -13.32643868 8.9615775 -27.1147244 -3.4243596
#> exo1 0.16672406 0.7687806 -0.8503875 1.2413843
#> exo2 -2.29909306 0.7318172 -3.1868800 -1.2712087
#> exo3 0.09972345 0.7065409 -0.8639122 1.0299007
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19399095 0.7115315 -0.7792203 1.2234746
#> lag1_var2 -0.46761883 1.6212139 -2.8050311 1.6204585
#> lag1_var3 -0.74423680 2.7448816 -4.6678647 2.7753705
#> lag1_var4 1.72578811 2.5356085 -1.4710432 5.3338487
#> const -4.16037813 6.8384238 -14.9395196 3.1543538
#> exo1 0.02252631 0.6555642 -0.6721120 1.0291076
#> exo2 -1.66104397 0.4996155 -2.4412253 -1.1987503
#> exo3 -0.05393779 0.5805209 -0.8354900 0.6191501
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004051677 7.539222e-05 0.000292639 0.0004772904
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001270435 0.0005136627 -0.001929501 -0.0006370505
#> Sigma[2,2] 0.027790498 0.0077097877 0.019657932 0.0403668536
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001424293 0.0003301246 -0.0002193061 0.0006119546
#> Sigma[3,2] -0.0169316736 0.0044780003 -0.0236534617 -0.0121662326
#> Sigma[3,3] 0.0177594633 0.0039109108 0.0125453286 0.0234980550
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005652456 0.0003464346 -0.00109309 -0.0001183052
#> Sigma[4,2] -0.0098301730 0.0030294368 -0.01391190 -0.0059049089
#> Sigma[4,3] 0.0164503230 0.0039883757 0.01149374 0.0223132958
#> Sigma[4,4] 0.0186603614 0.0043508384 0.01300816 0.0248518290
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96520960 0.01942530 0.933145230 0.984013776
#> lag1_var2 0.02480561 0.01979250 0.005434646 0.059413261
#> lag1_var3 0.09618988 0.03816067 0.051932061 0.156307153
#> lag1_var4 -0.08894787 0.03201736 -0.141166684 -0.053792368
#> const 0.74512862 0.12186281 0.574883329 0.894704476
#> exo1 0.02181780 0.01477032 0.003880853 0.043553194
#> exo2 -0.05448956 0.02012350 -0.080776849 -0.026993859
#> exo3 -0.01006462 0.01676131 -0.037131907 0.008628504
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27322976 0.1882637 -0.03551035 0.48033444
#> lag1_var2 0.54857213 0.1950773 0.34247775 0.84182825
#> lag1_var3 0.07653569 0.3820532 -0.41222204 0.65847117
#> lag1_var4 0.11236107 0.3148632 -0.38526028 0.49779391
#> const 0.34826369 1.0169645 -1.03310313 1.65504368
#> exo1 -0.11936124 0.1619800 -0.33767234 0.07515097
#> exo2 1.49551326 0.2781431 1.06200045 1.80406206
#> exo3 0.68211036 0.1587439 0.51737606 0.91610619
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08780817 0.1272151 -0.0814221 0.27925625
#> lag1_var2 0.01650732 0.1383300 -0.1794621 0.18719100
#> lag1_var3 0.16761312 0.2882361 -0.1506993 0.59325126
#> lag1_var4 0.52913471 0.2334551 0.1873763 0.81152545
#> const 0.39604114 0.8134279 -0.4004944 1.70483523
#> exo1 -0.05658610 0.1008875 -0.2085984 0.07300428
#> exo2 -0.92628247 0.1666242 -1.1112775 -0.68817679
#> exo3 -0.32552695 0.1154715 -0.5001603 -0.19519935
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20524525 0.10629880 0.03534204 0.33403244
#> lag1_var2 -0.06851732 0.11399828 -0.20884666 0.10720996
#> lag1_var3 -0.74712510 0.28290330 -1.05332420 -0.32638491
#> lag1_var4 1.50908425 0.22224737 1.17706512 1.76054977
#> const -1.36550780 0.80546644 -2.11510439 -0.14258454
#> exo1 -0.13902313 0.09524612 -0.27909227 -0.05135195
#> exo2 -0.60293134 0.12925421 -0.74432452 -0.39392096
#> exo3 -0.14044472 0.10056583 -0.27739806 -0.02261454
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002884108 8.211297e-05 0.0001916537 0.0004225151
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01067639 0.00281097 -0.01445024 -0.006905742
#> Sigma[2,2] 0.73529775 0.20778790 0.49333551 1.062766967
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008805925 0.002583233 0.005447851 0.0125552
#> Sigma[3,2] -0.500643191 0.102406336 -0.629021418 -0.3515678
#> Sigma[3,3] 0.623295032 0.082652551 0.516006374 0.7348287
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00194213 0.001254752 0.0005885841 0.003780133
#> Sigma[4,2] -0.01982487 0.083017097 -0.1151625113 0.110878452
#> Sigma[4,3] 0.32115719 0.068609029 0.2375975334 0.423276777
#> Sigma[4,4] 0.33605223 0.078149418 0.2383167010 0.450076880
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990063768 0.01226762 0.97199033 1.005213933
#> lag1_var2 -0.014033881 0.03016336 -0.05247337 0.033983369
#> lag1_var3 -0.025272990 0.04682630 -0.08391439 0.049821229
#> lag1_var4 0.021125022 0.04321529 -0.04750226 0.076725415
#> const 0.532823345 0.15849494 0.33245539 0.758919230
#> exo1 -0.006426011 0.01081486 -0.02286185 0.007453775
#> exo2 -0.043875857 0.02593241 -0.08010590 -0.008881274
#> exo3 0.044539341 0.01366980 0.02648120 0.062157255
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008353734 0.8342604 -0.8640871 1.2702101
#> lag1_var2 0.422334526 2.0134413 -2.2717522 3.0857318
#> lag1_var3 -0.576976035 3.0831050 -4.7104458 3.4722749
#> lag1_var4 0.624199366 2.8616394 -3.1883237 4.4061694
#> const -1.708000098 8.7891029 -16.5031949 6.3471139
#> exo1 -0.662370000 0.7262222 -1.3561947 0.5136809
#> exo2 0.486192555 1.2011887 -1.0705699 1.9930066
#> exo3 -0.209334494 0.8385378 -1.1476782 0.8694029
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23207392 0.5815150 -0.7163642 0.7672475
#> lag1_var2 0.07987153 1.5980390 -1.9169316 2.3246874
#> lag1_var3 1.14446934 2.4040573 -1.8838234 4.5584648
#> lag1_var4 -0.25941480 2.2368757 -3.4061075 2.5992718
#> const 1.32623112 5.9499050 -5.7546851 9.3642798
#> exo1 -0.08526236 0.6653499 -0.9127332 0.8830631
#> exo2 -0.76049577 1.0482225 -2.3504223 0.6011637
#> exo3 0.61757885 1.0005719 -0.8691552 1.9475340
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24859787 0.2942609 -0.1450680 0.7012487
#> lag1_var2 -0.05513206 0.8426485 -1.2686696 0.8558880
#> lag1_var3 0.15598960 1.2468493 -1.6412328 1.5608932
#> lag1_var4 0.77872022 1.1858176 -0.5420447 2.4786497
#> const -1.54173315 4.5597542 -8.6237269 4.2896257
#> exo1 -0.55171996 0.5576103 -1.1618339 0.2922034
#> exo2 -0.47743577 0.6566351 -1.4783830 0.3132140
#> exo3 0.53822735 0.6885685 -0.4187939 1.5644642
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005917225 0.0001372614 0.0003965873 0.000771298
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0023621 0.002214141 -0.005363904 0.0008049198
#> Sigma[2,2] 0.2498866 0.043386397 0.183830862 0.2944422734
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009773972 0.00425953 0.004624217 0.0160667200
#> Sigma[3,2] -0.101644870 0.08957560 -0.251335079 -0.0002318369
#> Sigma[3,3] 0.575980308 0.17783910 0.414735757 0.8969897797
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009058316 0.004004867 0.003524232 0.01395149
#> Sigma[4,2] 0.052427960 0.102342855 -0.092751486 0.17858069
#> Sigma[4,3] 0.553134672 0.148531079 0.391089451 0.80349768
#> Sigma[4,4] 0.628496064 0.140622999 0.427349934 0.80593084
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98882998 0.01019684 0.974114469 1.002068755
#> lag1_var2 -0.02943518 0.02745197 -0.063674199 0.007207186
#> lag1_var3 -0.05500843 0.04055766 -0.102399122 0.007616025
#> lag1_var4 0.05165551 0.03804578 -0.004409871 0.097356821
#> const 0.50351171 0.11313506 0.351636534 0.650173402
#> exo1 -0.01786063 0.01427681 -0.038882550 -0.002004931
#> exo2 -0.10505721 0.03464788 -0.159439509 -0.067480883
#> exo3 0.08241419 0.03549785 0.032424635 0.113838746
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15440829 0.2182126 -0.45686455 0.10080864
#> lag1_var2 1.07214427 0.5218794 0.55458976 1.87079545
#> lag1_var3 0.96728302 0.9007830 0.01500993 2.39617168
#> lag1_var4 -0.92749484 0.8629702 -2.31831124 -0.04665379
#> const 4.55306388 4.0863053 -0.72350740 10.30297131
#> exo1 -0.80896715 0.3269468 -1.17204012 -0.38066696
#> exo2 -0.02867997 0.6872501 -1.04323849 0.77023140
#> exo3 1.40971610 0.6761764 0.54979284 2.31460794
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6555714 0.2630524 0.34170201 1.0185842
#> lag1_var2 -1.4926909 0.8567102 -2.69013318 -0.3287882
#> lag1_var3 -1.9873011 1.2007970 -3.69792964 -0.2978298
#> lag1_var4 2.7978375 1.1447312 1.20364497 4.4726111
#> const -6.3965372 3.2896517 -11.82000510 -3.0485525
#> exo1 0.5073599 0.7212925 -0.63258787 1.2870779
#> exo2 -4.4343554 1.1778762 -6.38704057 -3.2154885
#> exo3 1.5509328 1.0655325 0.04351801 2.9710708
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60301149 0.3746631 0.09229575 1.1448591
#> lag1_var2 -1.27632844 0.8760657 -2.54174612 -0.2266202
#> lag1_var3 -2.11086154 1.2647892 -3.90259763 -0.5566882
#> lag1_var4 2.95893530 1.1640543 1.54200781 4.6477685
#> const -5.43404969 3.9011167 -11.20616802 -0.2804694
#> exo1 0.03560399 0.6848267 -0.99033344 0.7925076
#> exo2 -4.72898766 1.0456198 -6.32363631 -3.4242424
#> exo3 2.60949321 0.9974775 0.93626637 3.7455221
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003450162 6.828676e-05 0.0002405602 0.000426284
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002407244 0.006279957 -0.01237601 0.004186389
#> Sigma[2,2] 3.412781167 0.722121069 2.56818399 4.495923254
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001636495 0.001879595 -0.00388134 0.0007575893
#> Sigma[3,2] -1.206415243 0.366094296 -1.78391264 -0.8254599745
#> Sigma[3,3] 0.645737680 0.176213284 0.46666265 0.9018399123
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003266715 0.002059314 -0.006180059 -0.0008828242
#> Sigma[4,2] 0.336971667 0.136683669 0.142534780 0.5229089594
#> Sigma[4,3] 0.134622364 0.059157855 0.064384802 0.2195477520
#> Sigma[4,4] 0.328145957 0.065939716 0.249732515 0.4184261362
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987074940 0.01799757 0.96248710 1.00838530
#> lag1_var2 0.008771809 0.02177275 -0.01981747 0.03806907
#> lag1_var3 0.017549344 0.05143452 -0.05040969 0.08705056
#> lag1_var4 -0.022739825 0.04341119 -0.08035268 0.03496087
#> const 0.558179685 0.10800047 0.40976401 0.69231919
#> exo1 -0.004807945 0.01832792 -0.03230922 0.01656240
#> exo2 -0.066855242 0.02066049 -0.09122417 -0.03631946
#> exo3 -0.019295956 0.01805502 -0.03755743 0.01220903
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1372098 1.388116 -3.0198866 0.7828884
#> lag1_var2 0.0770607 1.898599 -2.3366224 2.2893818
#> lag1_var3 -1.5760442 4.343644 -7.0365929 3.4527457
#> lag1_var4 2.4807602 3.919148 -2.0196666 7.5201128
#> const -5.7498476 20.202315 -29.1199734 23.5084486
#> exo1 -2.8761544 1.062712 -4.2506218 -1.3762299
#> exo2 2.7048819 2.149733 -0.4901288 5.2325845
#> exo3 3.2499810 1.566480 1.0338285 5.2775943
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9712329 0.7001921 -0.02580146 1.9848171
#> lag1_var2 0.4405391 0.8080837 -0.81358253 1.4549923
#> lag1_var3 1.6397555 1.8689263 -1.24238073 4.0095099
#> lag1_var4 -1.4032679 1.6365995 -3.44811102 1.1599101
#> const 5.0960969 8.2219959 -7.64668210 12.9841527
#> exo1 0.8357427 0.4676138 0.20872178 1.4824073
#> exo2 -3.3192098 1.0517959 -4.57123061 -1.7821371
#> exo3 -1.7904275 0.8578599 -2.88098949 -0.6220946
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5196711 0.5732931 -0.3044990 1.26541947
#> lag1_var2 0.1808384 0.6060181 -0.5815829 1.03266918
#> lag1_var3 0.2682467 1.4279601 -1.4902523 2.29949165
#> lag1_var4 0.3697783 1.1992584 -1.3069519 1.88392708
#> const 1.0465493 5.1845405 -7.2824703 7.38239297
#> exo1 -0.4557359 0.2986754 -0.9077120 -0.09233344
#> exo2 -2.5213565 0.4424446 -3.0398075 -1.86973934
#> exo3 -0.3765418 0.5311799 -1.2406264 0.25399460
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005788299 0.0001386724 0.0003874178 0.0007711616
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00522211 0.002226007 -0.007493552 -0.002173016
#> Sigma[2,2] 0.20382516 0.053002468 0.131646165 0.282158428
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007029017 0.00793329 -0.002097066 0.0185186
#> Sigma[3,2] -0.044666414 0.14090871 -0.253855257 0.1400288
#> Sigma[3,3] 1.304804189 0.37177399 0.841618007 1.8878900
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003854041 0.007778809 -0.005300291 0.01594885
#> Sigma[4,2] 0.091404180 0.139681337 -0.116705044 0.29382364
#> Sigma[4,3] 1.332201204 0.412268113 0.825106310 1.95149951
#> Sigma[4,4] 1.453140890 0.467954886 0.925556345 2.16355589
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02161503 0.01388506 1.005830857 1.04163985
#> lag1_var2 -0.09274602 0.05069054 -0.143924244 -0.01920373
#> lag1_var3 -0.17397980 0.08902883 -0.272401066 -0.04661897
#> lag1_var4 0.16184834 0.08587019 0.039669965 0.25553123
#> const 0.19246918 0.18482161 -0.088363977 0.40088388
#> exo1 0.05092743 0.03440516 0.009397075 0.09924875
#> exo2 -0.10677521 0.01735717 -0.130193394 -0.08227832
#> exo3 0.01191698 0.03354545 -0.029218287 0.06585347
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6403403 0.2841008 -1.0164285 -0.2657684
#> lag1_var2 2.8046072 0.9787930 1.4635016 3.9947889
#> lag1_var3 3.6617386 1.7048090 1.4290787 5.6971495
#> lag1_var4 -3.5159719 1.6359708 -5.4471582 -1.3561421
#> const 8.8372441 3.8993266 2.6085404 13.2266544
#> exo1 0.1510724 0.4256149 -0.4266263 0.7202324
#> exo2 2.1235395 0.4611275 1.6169578 2.8581587
#> exo3 -0.2536201 0.8653219 -1.4303593 0.9189935
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9561610 0.5891218 0.18956600 1.7556474
#> lag1_var2 -1.6332937 1.8133461 -4.30785002 0.6315203
#> lag1_var3 -3.0284013 2.9937795 -7.09624495 0.6701441
#> lag1_var4 3.6744524 2.9604929 0.06574864 7.7311869
#> const -4.7798970 10.7824314 -19.79947583 8.0738850
#> exo1 0.3307538 1.0099061 -1.23381687 1.3404160
#> exo2 -6.4893279 1.1697505 -8.07465825 -4.8776900
#> exo3 2.9000234 1.5416998 0.84741655 5.2342498
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5704451 0.5170106 -0.08788744 1.258757
#> lag1_var2 -0.1347439 2.0820407 -2.77200320 2.729005
#> lag1_var3 -1.1929391 3.4965906 -5.31070643 3.405854
#> lag1_var4 1.9403672 3.4424535 -2.64577077 5.975424
#> const -0.3457214 9.4577970 -13.97618942 11.287867
#> exo1 0.4582751 1.0721361 -1.27095958 1.657935
#> exo2 -5.4156829 1.1677772 -7.30432315 -3.986538
#> exo3 2.8719531 1.2434648 1.13404635 4.580974
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002118996 3.357469e-05 0.0001692562 0.0002672136
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006577068 0.001221955 -0.008528735 -0.005297572
#> Sigma[2,2] 0.743053598 0.145137621 0.568236022 0.955762365
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004475257 0.001334387 0.003072061 0.006816388
#> Sigma[3,2] -0.308228939 0.113826619 -0.481988312 -0.154208248
#> Sigma[3,3] 0.794443745 0.203893000 0.517085974 1.079429448
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001490479 0.001763656 -0.0002818103 0.004395096
#> Sigma[4,2] 0.047021085 0.147866841 -0.1323007231 0.254809146
#> Sigma[4,3] 0.712244550 0.187961115 0.4411737133 0.961429170
#> Sigma[4,4] 0.806850126 0.164111794 0.5610062071 0.990433485
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99237463 0.003917893 0.987133103 0.998298873
#> lag1_var2 -0.01139836 0.008478169 -0.021754213 0.002488563
#> lag1_var3 -0.02291200 0.018338600 -0.043898605 0.006345176
#> lag1_var4 0.01873254 0.016882195 -0.007950869 0.037846062
#> const 0.44487753 0.107685237 0.272064965 0.546539910
#> exo1 0.02748643 0.015757477 0.006124850 0.049224729
#> exo2 -0.01787640 0.014545827 -0.039351710 -0.000904688
#> exo3 -0.02190547 0.011092564 -0.035886220 -0.007259834
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13410387 0.3128340 -0.2909507 0.5451286
#> lag1_var2 -0.41828225 0.6988041 -1.5855411 0.3866358
#> lag1_var3 -2.43177396 1.4274781 -4.8716138 -0.9091749
#> lag1_var4 2.44183490 1.3766411 0.9358858 4.7919148
#> const -1.11732260 5.8348346 -10.3392176 6.3741314
#> exo1 -1.11694752 0.9297411 -2.1126411 0.4117050
#> exo2 0.12378291 0.7034861 -0.8071805 1.1312188
#> exo3 0.01509417 0.4830949 -0.5089331 0.8025296
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3156462 0.3995220 -1.0291579 0.04221863
#> lag1_var2 0.9432806 0.9447523 -0.1853173 2.43796235
#> lag1_var3 2.8785893 1.8327141 0.8825986 5.85980965
#> lag1_var4 -1.9008899 1.7519705 -4.6894753 0.04959211
#> const 8.4690194 6.2920456 -0.7743340 17.00278369
#> exo1 0.7371671 1.0429583 -0.4452208 2.13318106
#> exo2 -0.5045549 0.7014226 -1.5130932 0.39160612
#> exo3 0.7465418 0.8992069 -0.5126306 1.96784297
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2668784 0.4030998 -0.9998015 0.09519657
#> lag1_var2 0.4562868 1.1285728 -0.9649854 2.08115134
#> lag1_var3 1.1434839 2.2482778 -1.7382014 4.38322344
#> lag1_var4 -0.1316136 2.1222323 -3.1467158 2.57013652
#> const 7.0417111 5.3425079 -0.4239569 14.56184291
#> exo1 0.2147250 1.0202381 -0.9866336 1.52814756
#> exo2 -0.4888462 0.8404861 -1.7795431 0.42275873
#> exo3 0.8403453 0.9248716 -0.4679323 2.05414328
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007169898 0.001422757 0.005510092 0.009200474
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007207165 0.0008738812 -0.001909252 0.0004182401
#> Sigma[2,2] 0.0059320335 0.0009381729 0.004550107 0.0071063163
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00290967 0.004620936 -0.01002012 0.003125862
#> Sigma[3,2] -0.01369762 0.006284720 -0.02178203 -0.006551695
#> Sigma[3,3] 0.12019938 0.032843747 0.07538141 0.169328656
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003748400 0.004784405 -0.01136830 0.002194145
#> Sigma[4,2] -0.009725812 0.006603368 -0.01801637 -0.002276115
#> Sigma[4,3] 0.116013898 0.031281931 0.07189779 0.162070329
#> Sigma[4,4] 0.114817820 0.029957282 0.07176335 0.157478101
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87255376 0.05631324 0.78226419 0.93022774
#> lag1_var2 0.21104094 0.19519237 -0.02063112 0.47587723
#> lag1_var3 0.25553571 0.25213178 -0.03950764 0.61155034
#> lag1_var4 -0.23719696 0.25015860 -0.58578961 0.06098821
#> const 1.25183583 1.02569411 0.16680665 2.73075253
#> exo1 -0.05132204 0.07502339 -0.15523490 0.04876645
#> exo2 -0.01131904 0.05945501 -0.11054885 0.05822917
#> exo3 0.05097045 0.06427216 -0.04857552 0.13223288
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11034503 0.06885649 0.007699957 0.20616291
#> lag1_var2 0.56449441 0.19622437 0.351148536 0.84360849
#> lag1_var3 0.03207422 0.26760892 -0.271296571 0.45354361
#> lag1_var4 -0.03332128 0.26282513 -0.446629961 0.26768224
#> const 0.35987368 0.97523238 -0.617208242 1.98923379
#> exo1 -0.06272826 0.06590840 -0.151943093 0.02106121
#> exo2 0.48423564 0.06962199 0.377918684 0.57005892
#> exo3 0.20857867 0.07912945 0.128532334 0.34419908
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26245129 0.2247399 -0.5040901 0.08361932
#> lag1_var2 0.86500533 0.7921573 -0.2961704 1.81164622
#> lag1_var3 1.55150700 1.0858974 -0.1347935 2.94572511
#> lag1_var4 -0.58048751 1.0612775 -1.9415443 1.07488943
#> const 5.43626666 3.2609412 1.7563904 10.09026842
#> exo1 0.20312842 0.4013697 -0.3086453 0.79460874
#> exo2 -1.06908082 0.3241772 -1.4600767 -0.64851035
#> exo3 -0.09221659 0.3643663 -0.6118591 0.32023978
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20378040 0.2252254 -0.4522110 0.1334186
#> lag1_var2 0.93705780 0.8021424 -0.2736970 1.8433624
#> lag1_var3 1.09200549 1.1198180 -0.7280697 2.3448637
#> lag1_var4 -0.09890764 1.0938220 -1.3158043 1.6847613
#> const 4.45491608 3.3641696 0.8868347 9.1530823
#> exo1 0.16340038 0.3919145 -0.3571010 0.7187334
#> exo2 -0.74311844 0.3125950 -1.1089895 -0.3389214
#> exo3 0.07052440 0.3545348 -0.4451962 0.4472131
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003583667 0.0001478446 0.0002393218 0.0006001999
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00213575 0.00141244 -0.004424157 -0.0007808568
#> Sigma[2,2] 0.06277809 0.01309814 0.051509573 0.0825197626
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001632589 0.001256316 0.0002993874 0.003636911
#> Sigma[3,2] -0.063825180 0.011224514 -0.0772194823 -0.048763011
#> Sigma[3,3] 0.124361386 0.021980204 0.1014413228 0.156255872
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005911258 0.000686787 -0.0004208775 0.001463989
#> Sigma[4,2] -0.0326260229 0.009030735 -0.0438729207 -0.018598076
#> Sigma[4,3] 0.0973504496 0.019791190 0.0741072591 0.125509895
#> Sigma[4,4] 0.0863133965 0.017156338 0.0665269166 0.110712316
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014498591 0.01597419 0.995742948 1.037310769
#> lag1_var2 -0.035434091 0.01323242 -0.054140385 -0.019279415
#> lag1_var3 -0.034001949 0.02854666 -0.073629092 0.001832295
#> lag1_var4 0.023350316 0.02568282 -0.009586873 0.060618612
#> const 0.470100098 0.06988478 0.394563362 0.586786768
#> exo1 -0.010072708 0.01482494 -0.025102108 0.012641354
#> exo2 -0.060306105 0.01613245 -0.078515930 -0.038951094
#> exo3 -0.007816943 0.02552810 -0.050476025 0.022761381
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45719955 0.1670452 -0.69298799 -0.25573590
#> lag1_var2 1.20394078 0.1342278 1.01290729 1.35928791
#> lag1_var3 0.58620772 0.3398435 0.08150977 1.00297257
#> lag1_var4 -0.44056991 0.3211171 -0.84959223 0.01610956
#> const 2.21948441 1.4809381 0.41575893 4.44105288
#> exo1 0.04362395 0.1565671 -0.16628399 0.26347090
#> exo2 0.78473967 0.2470844 0.48108869 1.15455271
#> exo3 0.14768015 0.1769746 -0.01888262 0.40795918
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27182060 0.3557631 0.9307716 1.8547754
#> lag1_var2 -1.11801350 0.2422950 -1.4015070 -0.7106996
#> lag1_var3 -1.13888784 0.5094106 -1.6062342 -0.2976837
#> lag1_var4 1.72840818 0.4548176 1.0163686 2.1711359
#> const -3.53627218 3.0154697 -7.4094482 0.8996902
#> exo1 0.05984314 0.3198605 -0.3979874 0.3966911
#> exo2 -3.16514331 0.4649542 -3.8030743 -2.5408220
#> exo3 -0.19459555 0.2346717 -0.4786636 0.1421251
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.12402067 0.3572924 0.7628361 1.7207380
#> lag1_var2 -0.90037748 0.2340791 -1.2283958 -0.5466247
#> lag1_var3 -1.61963926 0.4295010 -2.1265751 -0.9417312
#> lag1_var4 2.28648631 0.3665168 1.7333791 2.7016823
#> const -4.23463091 2.8760339 -8.2983839 -0.0269634
#> exo1 0.08289416 0.2818307 -0.3375213 0.3950155
#> exo2 -2.96694471 0.3813956 -3.4881682 -2.4590591
#> exo3 -0.12477025 0.2348257 -0.4408125 0.1739559
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005363933 0.0001328996 0.0003699788 0.0007405441
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04884275 0.0157416 -0.0732125 -0.03155624
#> Sigma[2,2] 5.75078399 2.1233824 3.5008605 9.31220504
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02797148 0.007350281 0.01872416 0.03803014
#> Sigma[3,2] -3.08962931 0.969661370 -4.58115207 -2.06118388
#> Sigma[3,3] 1.78438807 0.453197922 1.23182020 2.46475683
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004199879 0.002858388 -0.003516341 0.00399095
#> Sigma[4,2] 0.1537311907 0.344380336 -0.176789391 0.73793920
#> Sigma[4,3] 0.0515130549 0.173538767 -0.231120071 0.24159319
#> Sigma[4,4] 0.1584864452 0.053949070 0.115717520 0.25154980
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991932468 0.01423346 0.973269789 1.01061278
#> lag1_var2 -0.007072224 0.01289305 -0.020398155 0.01352786
#> lag1_var3 -0.010845009 0.02318519 -0.034406108 0.02587226
#> lag1_var4 0.006904634 0.01864639 -0.022375143 0.02620732
#> const 0.479451833 0.18185813 0.204543895 0.67869625
#> exo1 -0.013431392 0.02376727 -0.043633523 0.02262308
#> exo2 -0.131918367 0.01852838 -0.152999731 -0.10466395
#> exo3 0.049741729 0.03163977 0.007839689 0.09352503
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5708391 1.140363 -2.9317332 0.2846609
#> lag1_var2 2.4776100 1.087467 0.6133293 3.5661177
#> lag1_var3 2.7789373 1.979819 -0.6219993 4.7131147
#> lag1_var4 -2.1252338 1.556243 -3.5722908 0.6057937
#> const 8.3659654 14.730056 -10.0623770 30.3114927
#> exo1 1.8413214 2.545357 -1.9401908 5.5117373
#> exo2 0.6909173 2.241302 -2.8774649 3.3965616
#> exo3 -1.9482239 3.358737 -6.7246075 2.3000754
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1665996 0.7193023 0.07790934 2.17841807
#> lag1_var2 -1.0641858 0.6718903 -1.80311109 0.02695675
#> lag1_var3 -0.8693006 1.2251216 -2.21383066 1.12494793
#> lag1_var4 1.3775734 0.9540987 -0.21657135 2.38495721
#> const -4.3633571 9.4008514 -18.76972183 5.96410083
#> exo1 -0.9186993 1.4060629 -2.97672137 1.03629307
#> exo2 -1.6776246 1.1114436 -2.97180517 -0.02391846
#> exo3 1.7429158 1.9084594 -0.58218130 4.54566374
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29154956 0.2004466 0.09759236 0.59957784
#> lag1_var2 -0.11746272 0.1975093 -0.42003163 0.07969623
#> lag1_var3 -0.08781808 0.3678409 -0.65014571 0.29564226
#> lag1_var4 0.99751866 0.2961427 0.66981939 1.44083195
#> const -1.63588379 2.7642239 -6.53994867 0.81084448
#> exo1 0.15048154 0.3482541 -0.20202284 0.70255673
#> exo2 -1.56711477 0.4384642 -2.24066310 -1.09844783
#> exo3 0.71520131 0.2798598 0.33443238 1.02374465
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001754245 0.0003883627 0.001337827 0.002286076
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05541671 0.01435942 -0.0752752 -0.03538382
#> Sigma[2,2] 3.72632831 0.52052924 3.0173343 4.41328031
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03797708 0.01237873 0.02384144 0.05633134
#> Sigma[3,2] -2.49485277 0.40272637 -3.02999776 -2.01080254
#> Sigma[3,3] 2.01968271 0.39231645 1.66145019 2.68359092
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004643119 0.006411768 -0.001822101 0.01527479
#> Sigma[4,2] -0.268604923 0.235738915 -0.691924127 -0.06060509
#> Sigma[4,3] 0.552449486 0.205355605 0.372897143 0.92322048
#> Sigma[4,4] 0.417896273 0.084961440 0.332936467 0.54618128
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982578037 0.02126238 0.95313816 1.01082429
#> lag1_var2 0.009906516 0.03602500 -0.03358730 0.05973178
#> lag1_var3 0.008551405 0.05971620 -0.06444332 0.08766500
#> lag1_var4 -0.013550952 0.05702166 -0.08726451 0.05269983
#> const 0.705731281 0.25017648 0.43353968 1.06046950
#> exo1 -0.053807333 0.05203003 -0.09879823 0.02587885
#> exo2 -0.008336794 0.03879115 -0.05805846 0.04911983
#> exo3 0.050690005 0.02944313 0.01154299 0.09020756
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.86671931 0.7900584 -2.0277149 0.08731514
#> lag1_var2 3.01543475 0.8593098 1.8386720 4.32226807
#> lag1_var3 3.86924313 1.5663352 1.9884195 6.29468268
#> lag1_var4 -3.67212916 1.5558930 -6.0253462 -1.93408049
#> const 11.36680606 13.6963070 -4.2691668 29.77668957
#> exo1 0.12533917 2.4753683 -3.8116876 2.41184584
#> exo2 1.35043124 1.4005486 -0.6792971 3.22176132
#> exo3 -0.06068685 1.6501818 -1.8887710 2.17304857
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8360841 0.7040446 0.938386 2.8331975
#> lag1_var2 -3.4178135 1.0779001 -4.410057 -1.5756990
#> lag1_var3 -4.8803512 1.8532216 -6.606183 -1.6931442
#> lag1_var4 5.3775198 1.7473710 2.372873 6.8701537
#> const -13.8763356 9.8360649 -29.081073 -3.6242519
#> exo1 -0.2702176 1.4701581 -1.813894 1.9525754
#> exo2 -1.5327776 1.0924780 -2.660801 0.1425037
#> exo3 -0.7310696 0.8685719 -2.069263 0.3424310
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3848074 0.4710598 0.6468295 1.9360509
#> lag1_var2 -2.0786801 1.0156500 -3.2800154 -0.5694389
#> lag1_var3 -3.3336771 1.6897359 -5.3422154 -0.8021275
#> lag1_var4 3.9599775 1.5709393 1.6272706 5.7998045
#> const -9.2756579 4.8896631 -16.5697005 -3.8185329
#> exo1 -0.2174363 0.5456928 -0.8684904 0.6093407
#> exo2 -0.7307675 0.6538170 -1.5092566 0.2741431
#> exo3 -0.8379795 0.6557217 -1.7736475 -0.1066543
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002046576 0.000454496 0.001541352 0.002803077
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003144814 0.0006417003 -0.003925244 -0.002268067
#> Sigma[2,2] 0.022894623 0.0041527977 0.018401427 0.029118985
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003079402 0.001711174 0.00126362 0.005751200
#> Sigma[3,2] -0.012374029 0.003556651 -0.01713879 -0.007176581
#> Sigma[3,3] 0.026511098 0.006730649 0.01986864 0.037627937
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005822235 0.001446345 -0.0009951635 0.002824995
#> Sigma[4,2] 0.0060827837 0.003532204 0.0025083679 0.012126650
#> Sigma[4,3] 0.0172394272 0.007039495 0.0108251013 0.030142226
#> Sigma[4,4] 0.0229145838 0.007687927 0.0155463558 0.036163021
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010683e+00 0.01138304 0.99843667 1.027778677
#> lag1_var2 -1.881254e-01 0.08514727 -0.29910728 -0.072223280
#> lag1_var3 -2.085410e-01 0.12226103 -0.36311024 -0.057723391
#> lag1_var4 2.097013e-01 0.12324254 0.05822619 0.364820344
#> const -2.179965e-01 0.25757574 -0.54293911 0.106000568
#> exo1 -2.886359e-05 0.03551951 -0.04317470 0.047929216
#> exo2 -4.949697e-02 0.03735534 -0.09586034 0.007114809
#> exo3 8.454026e-03 0.05234409 -0.06868475 0.074511921
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.069669545 0.06544392 -0.02953653 0.1409602
#> lag1_var2 1.271744585 0.38549682 0.81768281 1.8655200
#> lag1_var3 0.613335752 0.51268429 -0.02741696 1.4039465
#> lag1_var4 -0.662544369 0.52478003 -1.46327246 -0.0160107
#> const 2.884732931 1.02762363 1.36880607 4.1899221
#> exo1 0.005737745 0.12488470 -0.14260803 0.1764373
#> exo2 1.002320861 0.19273354 0.74431049 1.2851897
#> exo3 0.001075875 0.14447263 -0.21009416 0.2011883
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23467689 0.0592717 -0.30283574 -0.14211597
#> lag1_var2 -0.24337673 0.2562954 -0.63074881 0.09315288
#> lag1_var3 0.21262073 0.3500141 -0.27673263 0.67348418
#> lag1_var4 0.85157248 0.3601794 0.38811961 1.36145022
#> const -0.50383848 0.8491298 -1.50956415 0.73062767
#> exo1 -0.09614722 0.1351622 -0.27276744 0.09350507
#> exo2 -1.42292716 0.1862917 -1.69439431 -1.16165461
#> exo3 0.29555559 0.2040340 -0.01979032 0.56263221
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18071623 0.05143948 -0.2582153 -0.12059162
#> lag1_var2 0.43332954 0.20625900 0.1585978 0.70046427
#> lag1_var3 0.26872519 0.30113069 -0.1536532 0.65136817
#> lag1_var4 0.77191399 0.30099891 0.3834929 1.19316515
#> const 0.56263602 0.80951085 -0.3929979 1.80958898
#> exo1 -0.09664658 0.10610397 -0.2393547 0.03630581
#> exo2 -0.64444663 0.18354488 -0.8436361 -0.32842201
#> exo3 0.30542254 0.12175949 0.1125078 0.45162396
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004734436 8.107676e-05 0.0003903415 0.0005893846
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01053844 0.004931179 -0.01735788 -0.0034352
#> Sigma[2,2] 1.15994257 0.186196742 0.97576394 1.4152339
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009336714 0.003270836 0.00426532 0.01324534
#> Sigma[3,2] -0.903860779 0.116002095 -1.06153250 -0.77079473
#> Sigma[3,3] 0.825723333 0.112580387 0.71674196 1.00564762
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003252683 0.0009554568 0.002133802 0.00484151
#> Sigma[4,2] -0.217554498 0.0747603090 -0.337421821 -0.12922724
#> Sigma[4,3] 0.304302584 0.0805797287 0.227500373 0.44513820
#> Sigma[4,4] 0.190881997 0.0482842699 0.144015739 0.26688347
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002340178 0.02118794 0.972113274 1.02831478
#> lag1_var2 -0.013661284 0.05449697 -0.080702977 0.06269236
#> lag1_var3 -0.032102609 0.09176340 -0.143911098 0.09725462
#> lag1_var4 0.021909348 0.08614606 -0.100857715 0.12720039
#> const 0.512901475 0.22359306 0.223459743 0.81993858
#> exo1 0.016112539 0.02057858 -0.014542637 0.03749925
#> exo2 -0.026321459 0.02571790 -0.054446024 0.01169045
#> exo3 0.009004604 0.01543396 -0.009484675 0.03091935
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.8731179 0.9289796 -4.1150009 -1.631477
#> lag1_var2 3.6494586 2.7413959 0.2740068 8.149538
#> lag1_var3 4.8156923 4.6512923 -0.8962728 12.412667
#> lag1_var4 -3.7043065 4.4347230 -10.9767876 1.780311
#> const 10.4653576 11.5462597 -6.7730352 24.517775
#> exo1 -1.6237218 0.8685530 -2.7100085 -0.315508
#> exo2 1.2657505 0.7039828 0.5054002 2.241940
#> exo3 0.4253075 0.7400213 -0.4180664 1.660264
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.213900 0.8819719 0.9702916 3.4613911
#> lag1_var2 -1.889167 2.5148895 -5.9976111 0.8068998
#> lag1_var3 -2.414319 4.2851332 -9.3990781 2.2208596
#> lag1_var4 2.488637 4.0537459 -1.8983443 9.1182826
#> const -3.698420 10.4457899 -16.3657963 13.5955420
#> exo1 1.360597 0.6655771 0.3567187 2.1901915
#> exo2 -1.159160 0.6203239 -2.0302618 -0.3622302
#> exo3 0.467449 0.7231824 -0.6515029 1.4175171
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44273291 0.4641339 -0.1818803 0.99451214
#> lag1_var2 0.05269956 1.2788774 -1.5490156 1.58538415
#> lag1_var3 0.06965551 2.1725943 -2.6820198 2.71110800
#> lag1_var4 0.70752760 2.0380782 -1.8113321 3.29028841
#> const 1.69940281 4.8157166 -3.6479022 9.29814151
#> exo1 0.40626906 0.2685372 0.1425777 0.82581350
#> exo2 -0.43748715 0.3312136 -0.9339887 0.01861549
#> exo3 0.79395257 0.3620746 0.3509326 1.32443975
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001364274 0.0004502234 0.0009838263 0.002131211
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006234352 0.001001032 -0.002135061 0.0004837934
#> Sigma[2,2] 0.0227601954 0.005393602 0.016189662 0.0304207503
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007008187 0.00404462 0.0007745592 0.01129739
#> Sigma[3,2] 0.012515423 0.01032934 -0.0042809522 0.02359292
#> Sigma[3,3] 0.391125617 0.09956714 0.3049386522 0.55632597
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006972638 0.004167779 0.0002824352 0.01161542
#> Sigma[4,2] 0.026787666 0.013379277 0.0057378643 0.04229186
#> Sigma[4,3] 0.416669468 0.105457176 0.3297742308 0.59203391
#> Sigma[4,4] 0.451998436 0.111991930 0.3646812129 0.63715355
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995968219 0.02696792 0.95782686 1.03196504
#> lag1_var2 0.022431160 0.07833168 -0.07157366 0.13650303
#> lag1_var3 -0.004315145 0.12638875 -0.16885901 0.18306045
#> lag1_var4 -0.003683405 0.12236490 -0.18663315 0.15483871
#> const 0.479159113 0.36402770 -0.02144364 0.93552721
#> exo1 -0.011438450 0.03796311 -0.06468594 0.04072527
#> exo2 -0.224379444 0.05560933 -0.29586430 -0.14236549
#> exo3 -0.110737747 0.03326714 -0.15163273 -0.06201258
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19522611 0.06486774 -0.26668814 -0.09825243
#> lag1_var2 1.01760911 0.20075300 0.73837918 1.24217726
#> lag1_var3 0.70079357 0.33868953 0.17352343 1.08691468
#> lag1_var4 -0.64816259 0.32093920 -1.01550751 -0.15042843
#> const 2.94471721 0.98426543 1.47584714 4.13917968
#> exo1 -0.05253959 0.15335209 -0.23013199 0.20343451
#> exo2 0.47137910 0.19112661 0.27832201 0.78298214
#> exo3 0.13401373 0.13377267 -0.04971284 0.29691621
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1276050 0.5752511 -0.90221595 0.64798005
#> lag1_var2 1.6437290 1.8352517 -1.02451423 3.86829184
#> lag1_var3 4.8491644 3.2993116 -0.07764703 8.67253854
#> lag1_var4 -3.8878123 3.1542338 -7.58525441 0.84659096
#> const 7.9084730 4.6164653 3.06349016 15.47414712
#> exo1 0.4257786 0.4436986 -0.17058903 1.05558513
#> exo2 -1.9268134 0.7395435 -2.98643782 -1.03075587
#> exo3 -0.5547023 0.6127887 -1.58946468 0.07699095
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2571985 0.6297388 -1.0873848 0.5935415
#> lag1_var2 2.0529897 1.9440574 -0.7009471 4.4283851
#> lag1_var3 5.0014792 3.5643369 -0.1616509 9.1595474
#> lag1_var4 -3.9863453 3.4083491 -8.0235965 0.9830949
#> const 8.7885771 5.1103613 3.5121965 16.9493741
#> exo1 0.4109653 0.5056460 -0.2500723 1.1474520
#> exo2 -1.7360095 0.7961748 -2.8710063 -0.7485434
#> exo3 -0.5047089 0.6610085 -1.5618883 0.2310448
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001527818 3.360736e-05 0.0001096103 0.0001982268
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003822827 0.001338594 -0.005925145 -0.002329568
#> Sigma[2,2] 0.377271090 0.096286245 0.268415165 0.515112476
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001878297 0.0008361318 0.001017172 0.003217449
#> Sigma[3,2] -0.202955780 0.0634062940 -0.311955483 -0.141371329
#> Sigma[3,3] 0.162529381 0.0461589154 0.116680618 0.234503345
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002905952 0.0002706475 -0.0006326569 4.592662e-05
#> Sigma[4,2] 0.0083753807 0.0345990672 -0.0345067353 6.056365e-02
#> Sigma[4,3] 0.0541554083 0.0230250792 0.0281280587 8.931992e-02
#> Sigma[4,4] 0.0647800912 0.0156277956 0.0470352229 8.568197e-02
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99859306 0.01421106 0.97668162 1.0173036499
#> lag1_var2 -0.02741612 0.03267954 -0.06843995 0.0158927256
#> lag1_var3 -0.05523407 0.06015794 -0.12905506 0.0255240628
#> lag1_var4 0.04824094 0.05839041 -0.02938623 0.1223172082
#> const 0.41250567 0.10421980 0.23440996 0.5049079318
#> exo1 -0.01032234 0.01070298 -0.02811472 -0.0004085648
#> exo2 -0.08588411 0.01043428 -0.10164782 -0.0746562461
#> exo3 0.04609213 0.01652497 0.02384536 0.0689365514
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.64287556 0.5340057 -2.1916929 -0.7732148
#> lag1_var2 3.59736460 1.2933572 1.8519041 5.2669872
#> lag1_var3 5.06005200 2.3769732 1.9124249 8.0797627
#> lag1_var4 -4.41549953 2.3407826 -7.4513500 -1.4288361
#> const 12.82248995 6.0521937 3.9396580 19.9193664
#> exo1 -0.76910170 0.8278454 -1.7340362 0.4297094
#> exo2 -0.19477921 0.5262565 -0.8605238 0.5722669
#> exo3 -0.09010579 0.5035861 -0.6787117 0.6200863
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1490422 0.3821420 0.5853798 1.5944878
#> lag1_var2 -0.7390971 0.8667914 -2.2190673 0.1633650
#> lag1_var3 -0.4726218 1.5382237 -3.0843463 1.1335454
#> lag1_var4 0.9307276 1.4655701 -0.5728477 3.4433996
#> const -3.1316960 4.0038417 -8.3278199 2.9622903
#> exo1 0.5028397 0.4568600 -0.1463410 1.0436003
#> exo2 -0.8347670 0.3985863 -1.3632725 -0.2525917
#> exo3 0.6802279 0.2881284 0.2246892 1.0550239
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24871484 0.25696280 -0.12013868 0.58813217
#> lag1_var2 1.01655829 0.61684236 0.38899350 1.98272825
#> lag1_var3 1.90971621 1.07941253 0.81892282 3.56753265
#> lag1_var4 -1.07665032 1.02739979 -2.61762335 0.03334683
#> const 2.76066077 2.35350527 -0.08762765 6.37131419
#> exo1 0.07351745 0.09560637 -0.06908934 0.19659041
#> exo2 -1.03047281 0.24226477 -1.23779206 -0.60541658
#> exo3 0.67283231 0.27277299 0.36659211 1.12935976
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008718458 0.0002838472 0.0006042097 0.001375397
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003296347 0.002514906 -0.007477424 -0.0006305058
#> Sigma[2,2] 0.116168664 0.025368374 0.077291949 0.1411661817
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001121748 0.002349829 -0.0007699507 0.005140467
#> Sigma[3,2] -0.109725220 0.027991888 -0.1396999625 -0.068643466
#> Sigma[3,3] 0.155424155 0.033563319 0.1124141669 0.200526701
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006440715 0.001687675 -0.002071808 0.002349128
#> Sigma[4,2] -0.0657465384 0.020459726 -0.088539592 -0.037179925
#> Sigma[4,3] 0.1270273321 0.026488527 0.098447565 0.165194953
#> Sigma[4,4] 0.1187264336 0.022661438 0.097612509 0.153253400
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93585159 0.03368108 0.90553223 0.99459189
#> lag1_var2 0.03871929 0.05275482 -0.04459835 0.10409415
#> lag1_var3 0.04478755 0.11337047 -0.12234413 0.19641657
#> lag1_var4 -0.03387312 0.10014594 -0.17165079 0.10681447
#> const 0.65667917 0.13458396 0.45870664 0.83056471
#> exo1 -0.03650511 0.03489961 -0.07388236 0.02157756
#> exo2 -0.04672595 0.03466452 -0.08039655 0.01180206
#> exo3 -0.02713657 0.02793994 -0.06445445 0.01326002
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22384690 0.4930507 -0.40114820 1.0156941
#> lag1_var2 0.88707983 0.5558789 -0.03130906 1.4879982
#> lag1_var3 0.02204697 1.1227852 -1.76468740 1.3391568
#> lag1_var4 -0.06416004 0.9796182 -1.25624621 1.4458514
#> const -0.71184164 3.4401618 -4.67735301 3.0112244
#> exo1 0.53887983 0.3181391 0.16219914 0.9854930
#> exo2 0.75388777 0.2291448 0.38226234 1.0057844
#> exo3 0.04219278 0.4876788 -0.58359363 0.7931576
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2889615 0.4775284 -0.9239445 0.34833247
#> lag1_var2 0.7895779 0.5085456 0.1617598 1.54564900
#> lag1_var3 2.6144294 0.9277963 1.5604637 3.97109353
#> lag1_var4 -1.6157291 0.7763059 -2.7540797 -0.70126999
#> const 6.8206367 2.8879923 3.1349898 10.66357256
#> exo1 -0.2884153 0.2706634 -0.7006947 0.02022858
#> exo2 -2.5271591 0.2577557 -2.8134055 -2.13028437
#> exo3 -0.6325931 0.5354421 -1.4890802 -0.09550012
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25104437 0.3540208 -0.6195810 0.3253207
#> lag1_var2 1.09517851 0.4207790 0.5353836 1.6308525
#> lag1_var3 2.40812603 0.7915700 1.3501445 3.4316282
#> lag1_var4 -1.38024556 0.6781837 -2.2210241 -0.4772269
#> const 6.13977316 1.9232687 3.7699394 8.7954522
#> exo1 -0.02616843 0.1701298 -0.2696859 0.2215059
#> exo2 -2.73668596 0.2457109 -2.9834497 -2.3940515
#> exo3 -0.80852557 0.4283352 -1.4451359 -0.3684730
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003262141 7.41877e-05 0.0002428057 0.0004260396
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00829518 0.002181274 -0.01098364 -0.00532812
#> Sigma[2,2] 0.44068595 0.111970453 0.28883512 0.60114726
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005279153 0.001408786 0.003335619 0.007264335
#> Sigma[3,2] -0.281852903 0.076110904 -0.390196295 -0.193085560
#> Sigma[3,3] 0.216374138 0.056774311 0.152140874 0.302427742
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001282829 0.0007778488 -0.0006788349 0.001381581
#> Sigma[4,2] -0.0082052093 0.0243372029 -0.0410138262 0.024898650
#> Sigma[4,3] 0.0434604679 0.0157967776 0.0234633479 0.066971184
#> Sigma[4,4] 0.0407004044 0.0059799975 0.0326603416 0.049533524
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98755454 0.02374748 0.96062177 1.02229069
#> lag1_var2 0.03382628 0.05808710 -0.03578285 0.11916407
#> lag1_var3 0.05360554 0.09660045 -0.06129321 0.19469991
#> lag1_var4 -0.05862267 0.09094593 -0.19329808 0.05145885
#> const 0.68744781 0.25766048 0.39966737 1.10308869
#> exo1 -0.01480715 0.02331522 -0.04857504 0.01042627
#> exo2 -0.12611150 0.01813080 -0.15301435 -0.10606607
#> exo3 0.05500918 0.01487738 0.03414105 0.07327863
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9541930 0.8623914 -2.2569628 -0.02066769
#> lag1_var2 0.6215847 2.4150734 -2.1001845 4.13716752
#> lag1_var3 -0.4473242 4.0600971 -5.0829543 5.51846520
#> lag1_var4 0.9102839 3.8760283 -4.7024361 5.34575314
#> const -1.1948529 11.1218696 -14.5921183 13.66529771
#> exo1 0.2059248 0.7585579 -0.8223017 1.30830817
#> exo2 0.8111586 0.8112860 -0.4147499 1.86677761
#> exo3 0.3417531 0.8142876 -1.0195581 1.10752465
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97091341 0.5742372 0.2925545 1.8185345
#> lag1_var2 0.30979515 1.8070835 -2.2438878 2.4842192
#> lag1_var3 1.45880707 3.0254592 -2.8264503 5.0762298
#> lag1_var4 -0.95767603 2.9119972 -4.4019354 3.1614025
#> const 3.36230404 8.1909598 -7.8373359 12.5987040
#> exo1 0.03493095 0.4176596 -0.5493449 0.6273987
#> exo2 -0.86025216 0.5097404 -1.4940495 -0.1026836
#> exo3 -0.79731783 0.3472646 -1.2151134 -0.3464849
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4057618 0.2099224 0.09515722 0.6498895
#> lag1_var2 0.3702121 0.8240055 -0.72851756 1.5510838
#> lag1_var3 0.6600187 1.3475609 -1.12093427 2.6042580
#> lag1_var4 0.1376031 1.3286000 -1.74089605 1.9290900
#> const 1.2957452 2.6943866 -0.98844076 6.1554473
#> exo1 0.1664703 0.1671079 -0.08103259 0.3559135
#> exo2 -0.3656724 0.1166861 -0.56926545 -0.2438036
#> exo3 -0.6078883 0.2831923 -1.09794425 -0.3149851
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01234705 0.003400241 0.008420565 0.01757073
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009547978 0.01861212 -0.03837886 0.01081931
#> Sigma[2,2] 1.826064140 0.36331050 1.30578276 2.29113817
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04313575 0.01867861 -0.06989877 -0.02055002
#> Sigma[3,2] -0.85600735 0.36595090 -1.31549833 -0.42683279
#> Sigma[3,3] 1.17568396 0.33825207 0.72610244 1.69577193
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05532979 0.02145595 -0.0783878 -0.02952433
#> Sigma[4,2] 0.40034445 0.19963340 0.1217656 0.67082320
#> Sigma[4,3] 0.69517350 0.22998461 0.4515826 1.02095264
#> Sigma[4,4] 1.09583056 0.23177579 0.7706165 1.41178130
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91677658 0.04014415 0.86526781 0.95922023
#> lag1_var2 0.16098464 0.06967373 0.07177569 0.25681887
#> lag1_var3 0.21131241 0.09901665 0.08167706 0.34658628
#> lag1_var4 -0.20025868 0.09029649 -0.32723142 -0.07885811
#> const 0.90967571 0.50645388 0.33382610 1.71067647
#> exo1 0.03571787 0.09257600 -0.11791111 0.13885727
#> exo2 -0.07271645 0.10749106 -0.21359650 0.06808875
#> exo3 0.07900744 0.11881264 -0.07058371 0.25357205
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8468256 0.5296604 -1.592658 -0.2254035
#> lag1_var2 2.3447223 0.6751421 1.621294 3.3035967
#> lag1_var3 2.2220924 0.9693621 1.102439 3.5999255
#> lag1_var4 -2.0624730 0.9388684 -3.422626 -0.9177263
#> const 10.6363900 10.3973644 -4.067175 21.8337484
#> exo1 3.6517277 1.5968919 1.608300 5.8337637
#> exo2 0.3683571 1.0510019 -1.279694 1.6679415
#> exo3 0.3539021 1.3162617 -1.648652 1.7381916
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2782782 0.3613982 -0.2482199 0.7220339
#> lag1_var2 -0.3895190 0.8453128 -1.3930490 0.8203225
#> lag1_var3 0.2529905 1.2365142 -1.2185848 2.0163347
#> lag1_var4 0.6616499 1.1295758 -0.8775303 2.0538673
#> const -2.3688991 6.3302539 -9.4866957 7.4695987
#> exo1 -2.1073885 1.2030683 -3.7722485 -0.3646375
#> exo2 0.5304452 1.4655627 -1.5797732 2.4634404
#> exo3 0.3533783 0.9766642 -0.6495950 1.8135739
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33466476 0.5069087 -1.0811535 0.3095978
#> lag1_var2 0.78378085 0.9637979 -0.5458075 2.1369659
#> lag1_var3 1.14111782 1.3833984 -0.7532450 3.1209659
#> lag1_var4 -0.08165589 1.2753992 -1.9009083 1.7001811
#> const 3.17144752 3.2237257 -1.0957082 7.0387684
#> exo1 0.22538614 1.3200221 -1.3602609 2.0544743
#> exo2 0.89166729 1.2357253 -0.4734282 2.5932286
#> exo3 0.63637324 1.5146564 -1.3460980 2.7122172
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004511356 6.360595e-05 0.0003669603 0.0005464294
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007906741 0.003143313 -0.0130628 -0.004675941
#> Sigma[2,2] 0.613618285 0.147325475 0.4600055 0.859885184
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004970009 0.002712443 0.001951651 0.009280679
#> Sigma[3,2] -0.462203374 0.116003844 -0.652827781 -0.343865931
#> Sigma[3,3] 0.370410128 0.092006895 0.275582386 0.515146979
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006918471 0.0006773226 -0.001564876 0.0002212253
#> Sigma[4,2] -0.0251462607 0.0186824687 -0.043643243 0.0021201586
#> Sigma[4,3] 0.0434427640 0.0155756519 0.022841120 0.0630734480
#> Sigma[4,4] 0.0285788160 0.0059110623 0.021893628 0.0374412301
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97294091 0.008861086 0.961814224 0.98463101
#> lag1_var2 0.07435307 0.045165536 0.009053447 0.13090426
#> lag1_var3 0.10254203 0.063003925 0.011911596 0.18176124
#> lag1_var4 -0.10377872 0.061862924 -0.181763115 -0.01486246
#> const 0.79704926 0.173415275 0.531417030 1.03020944
#> exo1 0.02275977 0.014324288 0.004216678 0.04153753
#> exo2 -0.04059964 0.015710087 -0.053612050 -0.01356471
#> exo3 -0.01929152 0.024339091 -0.058508259 0.01160798
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71447588 0.3071097 0.2232586 1.070516
#> lag1_var2 -4.05868957 1.2492922 -5.2688560 -1.819435
#> lag1_var3 -6.60109849 1.7173680 -8.3086797 -3.554092
#> lag1_var4 6.58679744 1.6720897 3.6169637 8.237367
#> const -14.95020060 5.4838436 -22.9078327 -8.176854
#> exo1 0.42509293 0.6515862 -0.5724248 1.278000
#> exo2 -0.06836447 0.7317713 -0.8953744 1.058202
#> exo3 0.39344306 0.9877897 -0.8717036 1.753703
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4004868 0.2903781 -0.7400516 0.03781846
#> lag1_var2 3.1079490 1.1429879 1.1476989 4.25797071
#> lag1_var3 5.0228097 1.5759054 2.3341292 6.62316767
#> lag1_var4 -4.0591411 1.5311727 -5.6154618 -1.44946369
#> const 11.1393212 4.6484065 5.2201225 17.70843766
#> exo1 -0.3802177 0.5645310 -1.0906808 0.43493966
#> exo2 -0.4742802 0.5444737 -1.2537013 0.20347581
#> exo3 -0.2533345 0.7816099 -1.3434750 0.74803968
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13372901 0.1175562 -0.01523256 0.2892865
#> lag1_var2 -0.31630557 0.4627699 -0.95844251 0.2684422
#> lag1_var3 -0.42715605 0.6422658 -1.32065363 0.3703303
#> lag1_var4 1.40018963 0.6259113 0.62277050 2.2728260
#> const -1.51813977 1.8232460 -4.32148017 0.7925267
#> exo1 -0.09333442 0.1862246 -0.39588300 0.1047788
#> exo2 -0.53169257 0.1283949 -0.68285893 -0.3409822
#> exo3 0.05365590 0.1375455 -0.14417792 0.2360713
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004579616 0.0001105355 0.0003127078 0.0006131324
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001188891 0.0005828767 -0.001804387 -0.0004986645
#> Sigma[2,2] 0.014030206 0.0033160699 0.009647231 0.0190013622
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000785653 0.001242928 -0.001333442 0.002068404
#> Sigma[3,2] -0.023328228 0.006997445 -0.033316725 -0.014576595
#> Sigma[3,3] 0.116391816 0.025067435 0.092737410 0.157828595
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.473462e-05 0.001036687 -0.001718915 0.001130514
#> Sigma[4,2] -1.586336e-02 0.006436566 -0.025190006 -0.007592572
#> Sigma[4,3] 1.070104e-01 0.022969511 0.084822593 0.144035134
#> Sigma[4,4] 1.017538e-01 0.020919398 0.079335198 0.134463487
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977543520 0.01436285 0.95740472 0.995322183
#> lag1_var2 0.033030724 0.03990739 -0.01332888 0.090368499
#> lag1_var3 0.051133789 0.06952510 -0.03380623 0.163009456
#> lag1_var4 -0.052188575 0.06726636 -0.16071208 0.029949308
#> const 0.603126906 0.17830779 0.39761257 0.873991769
#> exo1 0.002273403 0.01064116 -0.01184124 0.016699417
#> exo2 -0.014030949 0.01662931 -0.03980112 0.005524575
#> exo3 -0.004715547 0.01976250 -0.02517993 0.024485079
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.222228240 0.11180435 0.0489911413 0.3539166
#> lag1_var2 0.106800147 0.37000918 -0.3219236603 0.6943035
#> lag1_var3 -0.802967520 0.62709297 -1.5829490207 0.1048834
#> lag1_var4 0.765102011 0.60756046 -0.1100950698 1.5220238
#> const -0.746994602 1.34815412 -2.2240177236 1.1044355
#> exo1 0.005050958 0.08265254 -0.1107069632 0.1280921
#> exo2 0.917123909 0.10571291 0.7654593521 1.0592665
#> exo3 0.181895265 0.14876851 -0.0009128816 0.3745981
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8307520 0.3739221 -1.4316444 -0.4494789
#> lag1_var2 2.3955806 1.3198112 0.9635458 4.4367627
#> lag1_var3 4.6660720 2.0620483 2.1930842 7.7051430
#> lag1_var4 -3.5143119 1.9977724 -6.4539385 -1.1130909
#> const 8.3597660 4.3974492 3.0285967 15.2027303
#> exo1 -0.2238755 0.2748979 -0.6407312 0.1015426
#> exo2 -0.4224592 0.5175347 -1.0813637 0.1983783
#> exo3 0.2502171 0.4751405 -0.3714742 0.7222157
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.73727614 0.3293798 -1.2840952 -0.44591167
#> lag1_var2 2.25982419 1.1808927 1.1140259 4.16039957
#> lag1_var3 3.84442832 1.8351394 1.8829218 6.71810394
#> lag1_var4 -2.68487259 1.7772269 -5.4654370 -0.78423976
#> const 6.93919761 3.9052775 2.4083960 13.19731476
#> exo1 -0.22920689 0.2592483 -0.6175532 0.08707857
#> exo2 0.05638302 0.4930294 -0.5741319 0.64971371
#> exo3 0.35245031 0.4124890 -0.1787964 0.76884357
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009746008 0.0001211675 0.0008124448 0.00111324
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002882332 0.001625208 -0.005177407 -0.0007511443
#> Sigma[2,2] 0.169086960 0.050842882 0.110950027 0.2225870496
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001710257 0.00103106 0.0003655214 0.003153823
#> Sigma[3,2] -0.119037098 0.03608711 -0.1583555564 -0.077753660
#> Sigma[3,3] 0.086142540 0.02567707 0.0563549283 0.114906303
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.284135e-06 0.0001725619 -0.0001508415 0.0002945647
#> Sigma[4,2] -1.908387e-02 0.0062933791 -0.0273778030 -0.0114583236
#> Sigma[4,3] 1.598212e-02 0.0045290191 0.0104019403 0.0219141057
#> Sigma[4,4] 4.994108e-03 0.0009243390 0.0038991196 0.0062064842
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973617918 0.01798726 0.947200018 0.99588974
#> lag1_var2 0.015805984 0.05672342 -0.052933309 0.08609048
#> lag1_var3 0.042358904 0.10087893 -0.080079209 0.17001901
#> lag1_var4 -0.039833369 0.10023177 -0.168745546 0.07934391
#> const 0.511977281 0.19399658 0.199938565 0.67364467
#> exo1 0.035391070 0.02346843 0.003046545 0.06488989
#> exo2 -0.071290727 0.03143258 -0.116459548 -0.03671254
#> exo3 -0.007840147 0.04658989 -0.077838583 0.04802890
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3717280 0.7567209 -0.779941425 1.1847171
#> lag1_var2 1.7220035 0.5542401 0.912598337 2.4064826
#> lag1_var3 1.2955226 0.9120714 0.001160213 2.3933370
#> lag1_var4 -1.4953888 0.7499416 -2.264778106 -0.3527884
#> const 4.2321531 2.0856939 1.322955244 6.7704732
#> exo1 -0.1048164 0.3398101 -0.634678552 0.3066236
#> exo2 1.6803862 0.3404373 1.144772616 2.0404524
#> exo3 0.2231617 0.4843162 -0.314845014 0.9468356
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07507739 0.5521688 -0.6667930 0.7839908
#> lag1_var2 -0.67496838 0.3990755 -1.1872104 -0.1273697
#> lag1_var3 -0.17634168 0.6566181 -1.0034420 0.6968722
#> lag1_var4 1.23116385 0.5274162 0.4656328 1.7996287
#> const -1.59867853 1.4230857 -3.3424124 0.1872364
#> exo1 0.05299579 0.2568558 -0.2640129 0.4488796
#> exo2 -1.66798029 0.2695697 -1.9306370 -1.2370394
#> exo3 0.04475336 0.3344643 -0.4403924 0.4593282
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.164886105 0.12038615 0.01478856 0.34162122
#> lag1_var2 -0.053448526 0.09000341 -0.19012743 0.05285196
#> lag1_var3 -0.087410709 0.15175332 -0.31386828 0.09251041
#> lag1_var4 1.045338727 0.11816214 0.91007760 1.21475632
#> const -0.803478757 0.41180359 -1.42969939 -0.26832046
#> exo1 -0.007343811 0.07761174 -0.08363743 0.11507814
#> exo2 -0.693915816 0.10357903 -0.80986118 -0.52425715
#> exo3 0.192913391 0.06636758 0.12924871 0.30332986
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004449176 0.001068761 0.003065627 0.006096129
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003835713 0.001432026 -0.005562780 -0.001805061
#> Sigma[2,2] 0.010798928 0.002621559 0.007630829 0.014295014
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002165561 0.001284439 0.0008210114 0.004224922
#> Sigma[3,2] -0.007766512 0.002527896 -0.0113227400 -0.005120391
#> Sigma[3,3] 0.009427333 0.003044285 0.0061141918 0.014154299
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.688935e-05 0.0006892684 -0.0007956274 0.0010959934
#> Sigma[4,2] -1.622609e-03 0.0012556124 -0.0031735187 0.0002301121
#> Sigma[4,3] 5.168715e-03 0.0019505023 0.0032053930 0.0084462591
#> Sigma[4,4] 4.427459e-03 0.0016029054 0.0030253235 0.0073347512
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96908140 0.05105486 0.90422912 1.03594515
#> lag1_var2 0.27542812 0.21945429 -0.03622416 0.56463493
#> lag1_var3 0.34858366 0.33268534 -0.14825081 0.75225505
#> lag1_var4 -0.36918356 0.33239353 -0.77686647 0.12507228
#> const 1.57774552 0.78011891 0.41715702 2.53356285
#> exo1 0.02272101 0.03787552 -0.03480203 0.06304877
#> exo2 -0.02550066 0.05372690 -0.07865946 0.06672289
#> exo3 0.02319915 0.07050661 -0.06975233 0.12761703
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02242831 0.10461015 -0.2017744 0.07743205
#> lag1_var2 0.33661778 0.51994529 -0.3343519 1.07729906
#> lag1_var3 -0.13693564 0.84878218 -1.3655791 1.01059969
#> lag1_var4 0.17747218 0.85224312 -0.9709173 1.41919583
#> const 0.05130524 1.84600564 -2.5564472 2.50498929
#> exo1 0.03523957 0.10021487 -0.1379884 0.13959612
#> exo2 0.43755469 0.08389535 0.3222755 0.56335045
#> exo3 0.21880758 0.17821851 -0.0040383 0.47419317
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02852998 0.07139549 -0.04685679 0.13938869
#> lag1_var2 0.38918657 0.43053863 -0.30338598 0.85635046
#> lag1_var3 1.02823329 0.78300157 -0.20693780 1.94242720
#> lag1_var4 -0.09619946 0.79009228 -1.02346464 1.14133540
#> const 2.02134995 1.71379342 -0.52134132 3.98971438
#> exo1 -0.08894771 0.11972401 -0.22472279 0.09588251
#> exo2 -0.76015351 0.08978801 -0.88518424 -0.65354231
#> exo3 0.23443191 0.11723728 0.06681113 0.41419706
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01928966 0.03851074 -0.04297850 0.05790201
#> lag1_var2 0.33422530 0.29233030 0.03523994 0.72504400
#> lag1_var3 0.50154045 0.53820903 -0.09095078 1.20623034
#> lag1_var4 0.47201117 0.54503159 -0.24036312 1.06982553
#> const 0.89807472 1.24152209 -0.83133276 2.28337904
#> exo1 -0.07135665 0.07329458 -0.15730435 0.01972104
#> exo2 -0.53525229 0.06805687 -0.61794874 -0.43591997
#> exo3 0.36932280 0.05545821 0.29383757 0.44313015
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02656159 0.005970565 0.01823848 0.03437662
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009536803 0.001869186 -0.002942450 0.002112225
#> Sigma[2,2] 0.0072295034 0.001825543 0.005595311 0.010562449
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001499083 0.003899430 -0.008391248 0.002429152
#> Sigma[3,2] -0.009900120 0.003683002 -0.015752381 -0.005598076
#> Sigma[3,3] 0.046627940 0.010847162 0.036342685 0.063416630
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002055802 0.004247483 -0.008819024 0.002986920
#> Sigma[4,2] -0.006448483 0.003188219 -0.010812063 -0.002395227
#> Sigma[4,3] 0.044824499 0.010165283 0.035639824 0.061447599
#> Sigma[4,4] 0.044967421 0.010046544 0.036611706 0.062133748
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.929929894 0.02252429 0.89997769 0.95527389
#> lag1_var2 -0.280044469 0.17859811 -0.53590518 -0.07255325
#> lag1_var3 -0.693248124 0.46144746 -1.45905010 -0.25162583
#> lag1_var4 0.711600881 0.45855143 0.26997796 1.47713266
#> const -0.263681480 1.01622266 -1.76271487 0.98689670
#> exo1 0.014381192 0.15681795 -0.15624940 0.24958953
#> exo2 0.003087207 0.15112544 -0.15433727 0.24510088
#> exo3 0.146816369 0.13435263 -0.05288399 0.28622027
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02503690 0.01425258 0.006528196 0.04630290
#> lag1_var2 0.82081840 0.08851145 0.709059750 0.96410226
#> lag1_var3 0.29349890 0.16193095 0.098328105 0.54948592
#> lag1_var4 -0.27568099 0.16781086 -0.535174587 -0.06436529
#> const 1.25563904 0.87912439 -0.093804523 2.21746961
#> exo1 -0.09386455 0.04482851 -0.149509398 -0.03097675
#> exo2 0.67587000 0.10220836 0.562692915 0.81437221
#> exo3 0.30950432 0.07314812 0.216202932 0.40881911
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1977472 0.03996948 -0.26626809 -0.1574838
#> lag1_var2 1.8677462 0.41097454 1.38218168 2.4106920
#> lag1_var3 3.3605871 0.77918168 2.23599321 4.1636939
#> lag1_var4 -2.4879346 0.78095796 -3.27880329 -1.3560396
#> const 7.2158963 1.56694843 4.96145245 9.2698741
#> exo1 0.2189535 0.13975436 0.02823572 0.3939138
#> exo2 -2.8123978 0.19340296 -3.15026241 -2.6110984
#> exo3 -0.8736300 0.16880924 -1.16235731 -0.7159162
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2022372 0.04167046 -0.27171992 -0.1589595
#> lag1_var2 2.1636397 0.42948814 1.64196015 2.7216857
#> lag1_var3 3.1834811 0.80345113 2.07751419 4.0967363
#> lag1_var4 -2.2813888 0.80405571 -3.18359257 -1.1670376
#> const 7.0313550 1.53049622 4.59777773 8.8067114
#> exo1 0.1814892 0.15446873 -0.04087102 0.3692941
#> exo2 -2.6822361 0.18353626 -2.99356196 -2.5118499
#> exo3 -0.7826833 0.17225244 -1.04686821 -0.5923218
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00118718 0.0002552845 0.0009148629 0.001571174
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04918041 0.01034577 -0.06436062 -0.03685623
#> Sigma[2,2] 3.43129784 0.80549573 2.43284940 4.67304925
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02895016 0.006373365 0.02173079 0.03924065
#> Sigma[3,2] -1.81045631 0.438033087 -2.49726529 -1.30417959
#> Sigma[3,3] 1.06885686 0.267203468 0.80271737 1.53460623
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003798299 0.001960206 0.001300562 0.006679582
#> Sigma[4,2] -0.033191809 0.109113446 -0.197123086 0.108010249
#> Sigma[4,3] 0.145908564 0.083038470 0.057019384 0.277569431
#> Sigma[4,4] 0.145806351 0.042070158 0.086506244 0.204085567
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92145813 0.03638174 0.87993725 0.976805504
#> lag1_var2 0.12695224 0.05823130 0.03967683 0.189148748
#> lag1_var3 0.24908189 0.11242741 0.08151502 0.367787298
#> lag1_var4 -0.22624497 0.09965276 -0.33128338 -0.078561713
#> const 0.89473551 0.26476879 0.49647839 1.182114387
#> exo1 -0.02335323 0.01911312 -0.05099065 0.002406861
#> exo2 -0.10131405 0.03526144 -0.13524139 -0.045425998
#> exo3 0.02048877 0.03275907 -0.01595257 0.066923131
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1883234 3.000299 0.07537562 7.5590037
#> lag1_var2 -6.7851006 4.431346 -13.19547893 -1.8942383
#> lag1_var3 -14.9902519 8.564465 -27.33787581 -5.6032460
#> lag1_var4 13.8339459 7.504729 5.44015286 24.5192175
#> const -22.1971873 21.128385 -51.62465219 1.2446711
#> exo1 -0.9343010 1.197180 -2.58608402 0.6569429
#> exo2 -0.7654052 1.703701 -3.30162542 1.2453500
#> exo3 0.9355695 1.658906 -0.83799477 3.8263578
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4181315 1.3736824 -3.5082215 0.09705370
#> lag1_var2 4.5497189 2.1245527 1.9280452 7.48044601
#> lag1_var3 9.8109764 4.0877060 4.7919138 15.42706091
#> lag1_var4 -8.3836063 3.5956093 -13.1363802 -3.85209301
#> const 14.6701317 9.3191229 3.4797971 26.93907830
#> exo1 0.1975426 0.6081308 -0.6116832 1.06478197
#> exo2 -0.4252702 1.1202429 -1.6127115 1.45909033
#> exo3 -0.9428152 0.8588788 -2.4425006 -0.02762437
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2319926 0.4316760 -0.2781801 0.84823394
#> lag1_var2 0.7994424 0.7124445 -0.1545956 1.77950383
#> lag1_var3 1.6008739 1.3871620 -0.2756839 3.48540278
#> lag1_var4 -0.7446235 1.2218968 -2.3919639 0.90637600
#> const 1.8333374 3.2811687 -3.0806867 5.22411617
#> exo1 -0.3384645 0.3520646 -0.9078975 0.07620664
#> exo2 -0.9568334 0.4326423 -1.3815083 -0.31609342
#> exo3 -0.5047625 0.2294712 -0.7822105 -0.13853065
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000167168 5.026081e-05 0.00011385 0.0002535202
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009672962 0.0007415903 -0.002168466 -0.0001405065
#> Sigma[2,2] 0.0555752035 0.0119274400 0.039437993 0.0731378915
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008308907 0.00320587 -0.004788978 0.003792316
#> Sigma[3,2] -0.0455674862 0.04295592 -0.101208205 0.003893776
#> Sigma[3,3] 1.0809550924 0.40950167 0.687070392 1.795983924
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001455318 0.003212142 -0.005775589 0.002830337
#> Sigma[4,2] -0.012247289 0.046734823 -0.071626326 0.036430420
#> Sigma[4,3] 1.083455529 0.409085155 0.707668497 1.804690657
#> Sigma[4,4] 1.106872171 0.406929045 0.749923122 1.827501602
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9882186177 0.006535708 0.98023847 0.99747951
#> lag1_var2 -0.0006642629 0.048906893 -0.05691850 0.07125112
#> lag1_var3 -0.0039477597 0.074724452 -0.09468382 0.10529615
#> lag1_var4 0.0011684754 0.075211682 -0.10940942 0.09117389
#> const 0.4922431662 0.170489911 0.29077717 0.74990310
#> exo1 -0.0038169665 0.006321353 -0.01237606 0.00466108
#> exo2 -0.0543204346 0.010107369 -0.06601664 -0.03792303
#> exo3 0.0281927794 0.018070547 -0.00208203 0.04607040
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05909393 0.1038966 -0.06941097 0.214620672
#> lag1_var2 0.24792077 0.7545240 -1.00853163 1.074209873
#> lag1_var3 -0.45937776 1.0556212 -2.14366344 0.692748546
#> lag1_var4 0.47020717 1.0584710 -0.68109556 2.169506173
#> const -0.82515158 2.3701624 -4.27082920 2.343181804
#> exo1 0.07522358 0.1454092 -0.15476247 0.247656359
#> exo2 0.50056100 0.1214613 0.30090303 0.643839713
#> exo3 -0.42395731 0.2341503 -0.61862943 -0.002832963
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0323756 0.5420799 -1.555537 -0.1546763
#> lag1_var2 8.3508591 3.7000078 3.375154 13.2833604
#> lag1_var3 12.6613817 5.5521906 4.718049 19.8819890
#> lag1_var4 -11.8387439 5.5462790 -19.123821 -3.9396461
#> const 33.1441507 12.2715489 17.948407 49.2225487
#> exo1 -0.6720276 0.9370961 -2.149537 0.4854317
#> exo2 -1.9284594 0.9162236 -3.157477 -0.6416803
#> exo3 0.4269973 1.5158288 -1.042224 2.8306805
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0215129 0.5208105 -1.527175 -0.1665162
#> lag1_var2 8.4774201 3.7154233 3.334105 13.2678839
#> lag1_var3 12.2903972 5.5194717 4.109942 19.3040548
#> lag1_var4 -11.4490441 5.5204096 -18.543924 -3.3115876
#> const 32.4469280 11.9639156 18.081462 49.3511061
#> exo1 -0.6482473 0.9931306 -2.142837 0.6467867
#> exo2 -1.6772302 0.9343407 -2.902386 -0.3546099
#> exo3 0.1846670 1.5948873 -1.167468 2.7818532
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002764081 5.633169e-05 0.0002258459 0.0003611014
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001367096 0.004573416 -0.005855568 0.00569356
#> Sigma[2,2] 2.633354672 0.436161582 1.988170915 3.19220208
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000567203 0.004315415 -0.004719371 0.006904747
#> Sigma[3,2] -1.563115258 0.378193792 -2.148366060 -1.182309220
#> Sigma[3,3] 1.940319972 0.496721025 1.285320054 2.708611138
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.574108e-05 0.003615374 -0.004320094 0.004675635
#> Sigma[4,2] 1.776873e-01 0.265071216 -0.162150651 0.571720387
#> Sigma[4,3] 1.003530e+00 0.337446425 0.520209774 1.464105855
#> Sigma[4,4] 1.230451e+00 0.288691438 0.879885079 1.630181658
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965252917 0.01188580 0.950666846 0.98304591
#> lag1_var2 0.010409114 0.01878605 -0.018565981 0.02938160
#> lag1_var3 0.012519740 0.02714611 -0.030465004 0.03868132
#> lag1_var4 -0.009615288 0.02551642 -0.034147425 0.03049447
#> const 0.586917049 0.15399163 0.371420474 0.79469971
#> exo1 0.011242961 0.01326411 -0.007295966 0.02664421
#> exo2 -0.107302829 0.01589405 -0.129495677 -0.08426192
#> exo3 0.003822935 0.01433177 -0.015419488 0.02404055
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3858794 0.9185629 -0.666989 1.7204736
#> lag1_var2 -0.7258588 1.5028437 -2.843715 1.2124857
#> lag1_var3 -2.2637875 2.2396596 -5.541972 0.5734638
#> lag1_var4 2.1910385 2.0970232 -0.489841 5.2140448
#> const -1.7914753 13.1340740 -20.242352 14.4694830
#> exo1 0.6200777 1.9221416 -2.312518 3.1573777
#> exo2 -0.3477832 1.4090839 -2.329503 1.4711569
#> exo3 -1.0034103 1.1637719 -2.394807 0.7525507
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2278775 0.9264077 -1.5638315 0.8557288
#> lag1_var2 1.2067299 1.6392725 -0.9263110 3.6348998
#> lag1_var3 2.7482640 2.4560910 -0.5031258 6.3605829
#> lag1_var4 -1.7831817 2.3086514 -5.1568285 1.2731630
#> const 6.4751471 11.9700217 -7.5394677 25.1683117
#> exo1 0.3041035 1.4379019 -1.4322487 2.1869772
#> exo2 -0.7111874 1.5826292 -2.8959815 1.4823844
#> exo3 0.9149796 0.9560416 -0.7357952 1.8745423
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02981946 0.5312543 -0.6200942 0.66126266
#> lag1_var2 0.27828860 0.9706459 -1.0400368 1.56255546
#> lag1_var3 0.59524924 1.5075050 -1.4462255 2.59179722
#> lag1_var4 0.34365541 1.4142187 -1.5248093 2.28881824
#> const 3.88736725 7.4925579 -5.0547097 12.78297316
#> exo1 0.74516130 1.4332668 -1.3774107 2.60486318
#> exo2 -0.97818398 0.8533751 -2.1853215 0.05635257
#> exo3 0.27194015 0.7716618 -0.8654074 1.06823666
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004578106 0.001264248 0.002932491 0.006486212
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01805329 0.006014695 -0.02781781 -0.01039717
#> Sigma[2,2] 0.17474922 0.024116971 0.14005411 0.20453474
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02651657 0.01220149 0.0112362 0.04482104
#> Sigma[3,2] -0.11409697 0.05773963 -0.1996198 -0.03627044
#> Sigma[3,3] 0.45132388 0.10657209 0.3152166 0.59217837
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01948909 0.01137577 0.005972166 0.03570363
#> Sigma[4,2] -0.02330847 0.06107564 -0.114004536 0.05407466
#> Sigma[4,3] 0.45063529 0.09828980 0.326607723 0.58016930
#> Sigma[4,4] 0.50661567 0.09778872 0.373948010 0.63668454
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90612771 0.04184327 0.86739172 0.97182577
#> lag1_var2 0.23527504 0.07989553 0.11649921 0.33389224
#> lag1_var3 0.42480840 0.14936726 0.21085361 0.62170772
#> lag1_var4 -0.41223974 0.13808515 -0.59587806 -0.21649154
#> const 1.44740164 0.59900358 0.49922631 2.19110164
#> exo1 -0.06646917 0.06216432 -0.13856740 0.01520324
#> exo2 0.06428790 0.08663056 -0.04324528 0.20158005
#> exo3 -0.12742812 0.07615693 -0.21956117 -0.02505698
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0035432 0.2540665 0.6449410 1.3124866
#> lag1_var2 -1.1204399 0.4476914 -1.7108193 -0.5560251
#> lag1_var3 -3.6091796 0.8118849 -4.6662613 -2.5807367
#> lag1_var4 3.3574765 0.7553827 2.3705950 4.3263607
#> const -6.7321102 4.3942606 -13.2640445 -1.0674021
#> exo1 0.1798210 0.3281248 -0.3384566 0.5350044
#> exo2 3.0701848 0.4289327 2.5567778 3.7642362
#> exo3 0.9159426 0.2673471 0.5644153 1.3000628
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7842506 0.5567797 -1.46128467 0.03803819
#> lag1_var2 1.7373137 1.0887588 0.05440099 3.09634561
#> lag1_var3 4.6314755 2.1284494 1.50716543 7.45226071
#> lag1_var4 -3.4139636 1.9693201 -6.00904921 -0.51505849
#> const 8.4183226 5.7364973 1.99104714 15.90526070
#> exo1 -0.5826501 0.4501084 -1.12638275 0.09464222
#> exo2 -1.9656460 0.7724927 -3.06095161 -0.87830571
#> exo3 -0.5198950 0.9278090 -1.83790018 0.64990003
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31949645 0.6343043 -1.1730532 0.6085476
#> lag1_var2 0.93102713 1.2079215 -0.9106155 2.5542609
#> lag1_var3 2.39190286 2.3482426 -1.0025692 5.7461097
#> lag1_var4 -1.25142744 2.1585499 -4.3294151 1.8819020
#> const 3.85688907 5.5629694 -3.0580617 10.6548905
#> exo1 -0.55929755 0.5901927 -1.2935820 0.3221038
#> exo2 -0.52973381 0.7460378 -1.6126557 0.4626937
#> exo3 -0.08427686 0.9795313 -1.4694698 1.1509745
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008107435 0.0002111721 0.0005415923 0.001118621
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01837177 0.00567112 -0.02713988 -0.01247938
#> Sigma[2,2] 0.77305241 0.22172362 0.52896751 1.10877877
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01073641 0.003839183 0.00705194 0.01675398
#> Sigma[3,2] -0.40174743 0.138570725 -0.61427658 -0.27117672
#> Sigma[3,3] 0.41273727 0.117502166 0.27024946 0.57757214
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006160392 0.001723742 -0.00297369 0.001513413
#> Sigma[4,2] 0.0778509637 0.067017504 -0.01695640 0.162524683
#> Sigma[4,3] 0.1722318656 0.066389925 0.10383615 0.272406792
#> Sigma[4,4] 0.2296913297 0.067161942 0.16751342 0.334490105
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97065235 0.01763869 0.94742132 0.99601779
#> lag1_var2 0.03121324 0.11225571 -0.14069825 0.15907991
#> lag1_var3 0.03802032 0.18183876 -0.24160519 0.24404346
#> lag1_var4 -0.03538010 0.18037605 -0.24037742 0.24263015
#> const 0.60103761 0.36315365 0.03617944 1.05864419
#> exo1 0.01259487 0.02811919 -0.03110007 0.04386168
#> exo2 -0.07372181 0.02836436 -0.11055498 -0.03310960
#> exo3 0.02913720 0.03305331 -0.01877376 0.06862882
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05876613 0.4218297 -0.4646720 0.6564995
#> lag1_var2 -1.58489581 2.7255138 -4.4257983 2.5533635
#> lag1_var3 -3.86806767 4.3719757 -8.4656768 2.7887134
#> lag1_var4 3.96615936 4.3645278 -2.6992943 8.6506284
#> const -6.52071139 9.3894413 -17.9694358 6.9231933
#> exo1 -0.92263525 0.9505039 -2.1477342 0.2842113
#> exo2 2.42760761 0.6173595 1.4608839 3.1141298
#> exo3 0.18549404 0.9555683 -0.9939073 1.4542480
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03287323 0.3809928 -0.4437352 0.614481
#> lag1_var2 1.53711906 1.8836932 -1.5273969 3.482453
#> lag1_var3 3.38007436 3.0773428 -1.7036427 6.453554
#> lag1_var4 -2.51429933 3.0234390 -5.5362848 2.476729
#> const 6.80614173 6.1331198 -2.4411852 14.498896
#> exo1 0.46711346 0.8181355 -0.3334002 1.690453
#> exo2 -2.32299538 0.5755484 -3.1696406 -1.504805
#> exo3 -0.43576030 0.6170466 -1.1400766 0.474390
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06905619 0.2496073 -0.1707749 0.4368902
#> lag1_var2 0.30638144 1.2982134 -1.6641796 1.9716989
#> lag1_var3 0.59015165 2.1699393 -2.6849606 3.3893508
#> lag1_var4 0.35321556 2.1271048 -2.4270037 3.5531494
#> const 1.73800068 3.9685392 -3.7440112 6.9401835
#> exo1 -0.10654785 0.4091317 -0.5050697 0.5247458
#> exo2 -0.89914221 0.4220938 -1.6092426 -0.4362995
#> exo3 -0.34458109 0.3070602 -0.7907194 -0.0125100
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003938561 0.0001085504 0.0002647355 0.0005536147
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002364465 0.001944459 -0.004318583 0.0007206333
#> Sigma[2,2] 0.538930871 0.194627072 0.365445805 0.8488805584
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002631746 0.004997104 -0.01062773 0.002657487
#> Sigma[3,2] -0.089668603 0.115774258 -0.23768997 0.072697660
#> Sigma[3,3] 1.407748318 0.488748558 0.97795509 2.186176595
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004204413 0.005646228 -0.01315479 0.001588242
#> Sigma[4,2] 0.259846836 0.185433314 0.02635706 0.488029155
#> Sigma[4,3] 1.412938716 0.536396344 0.92763825 2.230750159
#> Sigma[4,4] 1.648115340 0.584864521 1.11171727 2.568076641
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962847356 0.006994857 0.95226372 0.97240243
#> lag1_var2 0.069682171 0.027886513 0.03780352 0.11062235
#> lag1_var3 0.098078636 0.044537162 0.04872536 0.16448204
#> lag1_var4 -0.096831289 0.043392355 -0.16058907 -0.04848936
#> const 0.793704439 0.156647732 0.56022487 1.02118885
#> exo1 0.004381023 0.012888820 -0.01535421 0.02062289
#> exo2 -0.108226274 0.020588524 -0.13561596 -0.08134135
#> exo3 0.013821722 0.024470883 -0.01343001 0.04858035
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8504223 0.5401425 0.1263257 1.590954872
#> lag1_var2 -1.9183973 1.9730922 -5.1049272 0.465998436
#> lag1_var3 -3.9272870 3.0551150 -8.8549316 -0.219769940
#> lag1_var4 3.8047733 2.9852315 0.2070675 8.644356552
#> const -10.1738923 7.5123219 -21.6026654 -0.302355593
#> exo1 -0.6883877 0.4469350 -1.2657251 -0.003269243
#> exo2 4.9674834 0.9962321 3.9613245 6.422996815
#> exo3 0.5038272 0.9994795 -0.5089909 1.976533442
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4152382 0.5483325 -1.240257 0.258803
#> lag1_var2 2.1816456 2.4962296 -1.690260 5.187188
#> lag1_var3 3.9250576 3.9236492 -2.263051 8.508735
#> lag1_var4 -2.9294637 3.8101623 -7.384815 3.126924
#> const 8.4199886 7.0610261 -1.075939 17.616750
#> exo1 0.5215661 0.7031437 -0.480675 1.470291
#> exo2 -7.1382044 1.3763806 -8.821431 -5.302863
#> exo3 0.3621682 1.3275299 -1.397548 2.338558
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12873132 0.5616151 -0.6710158 0.7199376
#> lag1_var2 0.69882318 2.1823665 -1.8468807 4.0843578
#> lag1_var3 1.00838016 3.2794750 -3.1179275 5.9507093
#> lag1_var4 -0.07308921 3.1700939 -4.8204857 3.9824807
#> const 0.73429301 7.6516394 -10.2870126 11.0999306
#> exo1 0.09979932 0.8021862 -0.8483106 1.3364024
#> exo2 -4.35798841 1.3318841 -6.2599163 -2.6211675
#> exo3 0.74434037 1.9481213 -1.7751487 3.6800157
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001152087 0.0004478304 0.0007062291 0.001872163
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02305923 0.01357629 -0.04637648 -0.009465503
#> Sigma[2,2] 1.96673106 0.44653692 1.50358994 2.667589248
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01053758 0.006454392 0.00289599 0.01926663
#> Sigma[3,2] -1.07431654 0.364716215 -1.62841666 -0.68691519
#> Sigma[3,3] 1.08380716 0.341383181 0.81688781 1.70942439
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001872338 0.004469037 -0.007927466 0.004069108
#> Sigma[4,2] -0.053892393 0.281603635 -0.526659196 0.242014732
#> Sigma[4,3] 0.592430988 0.213011288 0.429964856 0.979743365
#> Sigma[4,4] 0.639974874 0.128368915 0.477611129 0.817912643
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941960615 0.02065539 0.90937049 0.96466030
#> lag1_var2 0.089958203 0.04552862 0.02195490 0.15674059
#> lag1_var3 0.175636555 0.09142078 0.04008258 0.30966579
#> lag1_var4 -0.166623307 0.08501876 -0.29063446 -0.03901683
#> const 0.999108737 0.26882540 0.64253986 1.36330295
#> exo1 0.001316473 0.02171526 -0.02263517 0.03505273
#> exo2 -0.125450593 0.02900260 -0.16493255 -0.08668848
#> exo3 0.085079711 0.04090908 0.02366506 0.13430853
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52885960 1.5661757 -2.8273515 1.7329066
#> lag1_var2 1.10408529 3.0745505 -3.5256914 5.3185637
#> lag1_var3 0.22583365 6.0544348 -8.8524253 8.6030940
#> lag1_var4 -0.03283007 5.5364631 -7.6381560 8.3119781
#> const 2.88287893 12.9136209 -15.7773774 21.1392251
#> exo1 -0.63517866 1.2697719 -2.7477847 0.7794284
#> exo2 1.49163273 1.4596756 -0.9588658 2.9493647
#> exo3 0.11300713 0.9968285 -1.3253171 1.1698008
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3468227 1.2800597 -1.397717 2.1950763
#> lag1_var2 0.4388999 2.4244035 -2.612619 4.1123745
#> lag1_var3 1.9114691 4.7759717 -4.104855 9.1289928
#> lag1_var4 -1.1023970 4.3697562 -7.729375 4.3537571
#> const 1.8916639 11.7593847 -15.679570 16.5136440
#> exo1 0.6114224 1.1129650 -1.196852 1.7740081
#> exo2 -1.0319076 1.0263879 -2.299106 0.4328686
#> exo3 0.3017553 0.8226979 -1.002150 1.3361045
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05945847 0.6884490 -0.9331886 0.8182320
#> lag1_var2 0.78217573 1.1913996 -0.7337814 2.4217541
#> lag1_var3 1.59859904 2.3588786 -1.3190431 4.8694601
#> lag1_var4 -0.65729245 2.1484225 -3.6208549 2.0205291
#> const 2.11310506 7.5206847 -7.5179255 13.2439881
#> exo1 0.31484858 0.8344832 -0.9140327 1.3456546
#> exo2 -0.28129865 0.7843615 -1.1109681 0.9970829
#> exo3 0.38433561 0.6502800 -0.5725217 1.1709738
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001430215 0.0002472085 0.001113177 0.001760281
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006978523 0.004144164 -0.01252721 -0.001498427
#> Sigma[2,2] 0.216259552 0.066033705 0.12755750 0.298621259
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003511658 0.001935708 0.0008945486 0.006360828
#> Sigma[3,2] -0.119501950 0.036325529 -0.1619299902 -0.073808868
#> Sigma[3,3] 0.085321996 0.019468740 0.0637199725 0.110621343
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001002381 0.001055817 -0.002439527 0.0006458042
#> Sigma[4,2] 0.018376887 0.010632966 0.003996213 0.0313088533
#> Sigma[4,3] 0.010788050 0.008114177 0.002008140 0.0227232195
#> Sigma[4,4] 0.024512349 0.004704691 0.018828437 0.0316458136
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98666158 0.03840097 0.92344646 1.032844139
#> lag1_var2 0.03409765 0.05168179 -0.03207906 0.108312154
#> lag1_var3 0.04695425 0.07957066 -0.05547380 0.162185055
#> lag1_var4 -0.05047002 0.06985777 -0.14798979 0.042498349
#> const 0.50557249 0.27505441 0.19492493 0.951292738
#> exo1 -0.01035442 0.04058630 -0.05948417 0.050310999
#> exo2 -0.05007455 0.04397040 -0.11150791 0.008695237
#> exo3 -0.04355458 0.02731959 -0.08284847 -0.006329156
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4298527 0.4860399 -0.2903472 0.9960933
#> lag1_var2 2.0869600 0.6220817 1.3909596 3.0104560
#> lag1_var3 1.7015832 0.9563307 0.5929703 3.1065591
#> lag1_var4 -1.9439133 0.8212728 -3.1477335 -0.9991234
#> const 6.2172534 4.4863734 -0.3758837 11.6644400
#> exo1 -0.8389635 0.4515833 -1.3164740 -0.1721784
#> exo2 1.6094931 0.4649129 0.9524444 2.2853974
#> exo3 -0.2549562 0.3742542 -0.7633735 0.2716193
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3071105 0.2780535 -0.64349479 0.09742723
#> lag1_var2 -0.3242880 0.3025062 -0.78583551 0.02394260
#> lag1_var3 0.3708737 0.4568912 -0.33952512 0.89884791
#> lag1_var4 0.7327891 0.3915785 0.26657661 1.34200344
#> const -0.7768422 2.7956201 -4.27829627 3.57850833
#> exo1 0.4780443 0.2185459 0.13807537 0.73063696
#> exo2 -1.5378438 0.2579964 -1.86289916 -1.23016800
#> exo3 0.3028771 0.2108572 -0.02477872 0.52790209
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03078267 0.1731078 -0.20590201 0.2601892
#> lag1_var2 0.59955016 0.2082144 0.22667938 0.7619915
#> lag1_var3 0.79931793 0.3155520 0.23578037 1.0470676
#> lag1_var4 0.17293300 0.2733386 -0.05105839 0.6496978
#> const 1.54774512 0.9733010 -0.08215632 2.6510199
#> exo1 -0.06245303 0.1842590 -0.32453758 0.1786521
#> exo2 -0.57512534 0.1728290 -0.80039363 -0.3177594
#> exo3 0.16261514 0.1139267 -0.01021845 0.3021942
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006372437 0.0001002373 0.0004937866 0.0007537248
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01793979 0.004257088 -0.02469714 -0.01253999
#> Sigma[2,2] 1.11809955 0.336399654 0.78526647 1.67516047
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01395105 0.004684209 0.008060583 0.02153628
#> Sigma[3,2] -0.84030855 0.270497637 -1.274083740 -0.63117618
#> Sigma[3,3] 0.98621603 0.222750928 0.777886706 1.33095886
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004857498 0.002977114 0.0006352347 0.00917102
#> Sigma[4,2] -0.280804048 0.116741588 -0.4538684004 -0.14640780
#> Sigma[4,3] 0.594125831 0.097754369 0.4762619885 0.75006392
#> Sigma[4,4] 0.485599378 0.055338837 0.4089976867 0.56469725
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984136000 0.01238144 0.963819188 0.995666840
#> lag1_var2 0.001211745 0.02294510 -0.023532465 0.037402655
#> lag1_var3 0.015056940 0.04379790 -0.030398257 0.082566136
#> lag1_var4 -0.016108612 0.04065531 -0.077535505 0.026521706
#> const 0.531564810 0.18664371 0.316897111 0.816433914
#> exo1 -0.014469641 0.01545705 -0.034074249 0.007089078
#> exo2 -0.072173340 0.02967289 -0.116064824 -0.033843016
#> exo3 0.031132432 0.02910944 -0.004512539 0.069019119
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.165416375 0.6493240 -0.4959772 1.233499
#> lag1_var2 0.016622034 1.3939136 -2.2461811 1.732896
#> lag1_var3 -1.882577348 2.6903345 -6.2308862 1.435631
#> lag1_var4 1.798802593 2.5233796 -1.3391563 5.860919
#> const 0.039980126 8.9088828 -11.9109841 10.214763
#> exo1 0.445331219 0.9562458 -0.6584533 1.863733
#> exo2 0.697182648 1.1732812 -0.8262471 2.321549
#> exo3 0.008630439 1.0386437 -1.2554357 1.420102
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3446775 0.6164669 -0.4481667 1.1570895
#> lag1_var2 -0.2557492 1.4373989 -2.0202827 1.7958444
#> lag1_var3 0.7815096 2.7582884 -2.7330421 4.7292150
#> lag1_var4 0.1601390 2.5995253 -3.5585907 3.5113249
#> const -4.3560966 9.5053138 -17.3488693 6.0927045
#> exo1 -0.9930629 0.6994318 -2.1448697 -0.2780851
#> exo2 -0.8254872 1.2570304 -2.6552276 0.7033526
#> exo3 1.6736583 0.9800021 0.3837674 2.9703138
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5096199 0.3961711 0.07468014 1.0733541
#> lag1_var2 -0.6602572 1.0352085 -1.94079947 0.8562627
#> lag1_var3 -0.9713729 2.0123634 -3.53605128 1.8980394
#> lag1_var4 1.8731349 1.9143283 -0.83595209 4.3293583
#> const -6.4580758 6.3950608 -15.25889796 1.6872746
#> exo1 -0.8152814 0.4528442 -1.33701931 -0.1782418
#> exo2 -0.4275555 0.7500734 -1.49302445 0.3946358
#> exo3 1.7373172 0.6372484 0.89907274 2.4790327
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001269109 0.0002475379 0.0009317945 0.001594814
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004250405 0.002058262 -0.007362625 -0.001362333
#> Sigma[2,2] 0.250608914 0.066049570 0.184648442 0.358090505
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001037148 0.002225465 -0.004326079 0.00162704
#> Sigma[3,2] -0.115490355 0.079742196 -0.240400786 -0.03182365
#> Sigma[3,3] 0.339485435 0.091909408 0.224184783 0.48080419
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004144677 0.002162726 -0.007512133 -0.002032927
#> Sigma[4,2] 0.052424605 0.043818925 -0.014327437 0.097326867
#> Sigma[4,3] 0.279674260 0.060253583 0.200787419 0.367495449
#> Sigma[4,4] 0.333630269 0.065581416 0.263853239 0.428483843
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00150699 0.01486303 0.97968854 1.01701566
#> lag1_var2 -0.02356401 0.05640308 -0.11053542 0.04451006
#> lag1_var3 -0.03461485 0.08595887 -0.17358522 0.05996357
#> lag1_var4 0.02770390 0.08656108 -0.06872771 0.16488335
#> const 0.46982966 0.27500086 0.01675813 0.74637288
#> exo1 0.00623934 0.02757243 -0.04010193 0.02949650
#> exo2 -0.07200980 0.03265158 -0.11339359 -0.02094139
#> exo3 -0.01420127 0.03425034 -0.06889797 0.02386010
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.62505289 0.1981740 -0.9409016 -0.3788147
#> lag1_var2 3.22925811 1.2765957 1.6418072 5.1307253
#> lag1_var3 3.57191140 1.9626307 1.1329219 6.4583506
#> lag1_var4 -3.47453460 1.9639433 -6.4081512 -1.0606564
#> const 11.15358146 3.3595555 8.3415136 17.0361464
#> exo1 -0.23191190 0.3301498 -0.6144859 0.2873649
#> exo2 0.81547930 0.5919125 -0.1082815 1.4860704
#> exo3 0.07056883 0.3992646 -0.4021175 0.7251139
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78698472 0.09374754 0.64969255 0.8989621
#> lag1_var2 -0.20120588 0.33129583 -0.62791283 0.2330805
#> lag1_var3 0.76842861 0.53792943 0.02891333 1.4032272
#> lag1_var4 -0.09850591 0.54214109 -0.75434926 0.6730680
#> const 0.97026524 3.26096217 -2.28361040 6.2400798
#> exo1 0.69981849 0.65531599 -0.22210143 1.5187337
#> exo2 -1.13662936 0.67732239 -2.04700521 -0.1246297
#> exo3 -1.48270634 0.61754555 -2.40223341 -0.8366557
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3804845 0.1725003 0.1406402 0.6134897
#> lag1_var2 1.6992618 0.9505534 0.4733730 2.8749795
#> lag1_var3 2.7880177 1.4639725 0.9341890 4.6373152
#> lag1_var4 -2.0415666 1.4599342 -3.8834836 -0.1437774
#> const 7.4073977 2.9704534 4.1642421 11.7849590
#> exo1 0.5915094 0.5441461 -0.1500823 1.2799096
#> exo2 -0.6167016 0.7433370 -1.7403389 0.2757207
#> exo3 -1.5002938 0.6840281 -2.5747932 -0.8318133
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002654434 7.775885e-05 0.000177481 0.0003796722
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003257073 0.0008150109 -0.001042805 0.001097648
#> Sigma[2,2] 0.0773060787 0.0181281237 0.055338480 0.104745990
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003154588 0.002139714 0.00112012 0.006918394
#> Sigma[3,2] -0.063451240 0.031354666 -0.10851258 -0.030744929
#> Sigma[3,3] 0.198213783 0.072728183 0.10377990 0.307725454
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003515692 0.002014064 0.001698149 0.007074345
#> Sigma[4,2] -0.025407591 0.026933762 -0.061657573 0.006811859
#> Sigma[4,3] 0.176908206 0.064795243 0.093596444 0.271246833
#> Sigma[4,4] 0.175138183 0.058180497 0.103147150 0.256119334
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99838192 0.005569291 0.990051482 1.0056256711
#> lag1_var2 -0.02380140 0.021173582 -0.055147118 -0.0007009373
#> lag1_var3 -0.05136325 0.034455376 -0.103224330 -0.0111904380
#> lag1_var4 0.04599099 0.033546048 0.007032917 0.0966509234
#> const 0.37066601 0.113083712 0.198183186 0.5124356812
#> exo1 -0.02951986 0.008511603 -0.042276208 -0.0185102285
#> exo2 -0.11534893 0.021539312 -0.148117036 -0.0881704579
#> exo3 0.02711168 0.018365340 0.002840003 0.0504039221
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27608305 0.09484121 -0.3826153 -0.1373553
#> lag1_var2 1.23661908 0.35377506 0.7282908 1.6230929
#> lag1_var3 0.29893248 0.62528701 -0.6626538 0.9532997
#> lag1_var4 -0.20702496 0.59352594 -0.8280941 0.7042929
#> const 1.99356543 1.56658931 -0.1616930 4.1355372
#> exo1 -0.02491706 0.17267479 -0.2668739 0.1969164
#> exo2 1.81686846 0.22011736 1.4987625 2.0694335
#> exo3 -0.66997904 0.27460351 -1.0913867 -0.3118694
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5507865 0.0522149 0.4896688 0.6252811
#> lag1_var2 -2.1572109 0.2941721 -2.5766054 -1.7389288
#> lag1_var3 -1.5349288 0.5067005 -2.2789420 -0.8603495
#> lag1_var4 2.4688868 0.4786341 1.8228310 3.1688448
#> const -5.6002416 2.6278510 -8.8625922 -1.7540807
#> exo1 0.4142022 0.5220619 -0.2849876 1.1440287
#> exo2 -2.3944247 0.5148805 -3.0785682 -1.6926834
#> exo3 1.3866521 0.3589402 0.9430352 1.9200030
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4192506 0.05963162 0.3421316 0.5042129
#> lag1_var2 -1.9141065 0.23003941 -2.1735879 -1.5391233
#> lag1_var3 -2.0742566 0.40990427 -2.5763105 -1.5084695
#> lag1_var4 3.0882845 0.37762644 2.5396874 3.5582816
#> const -6.2961752 3.13492271 -9.7942293 -1.1855105
#> exo1 0.4348363 0.51499851 -0.2471945 1.1831622
#> exo2 -1.5499304 0.56583093 -2.2779543 -0.7051182
#> exo3 1.1345593 0.35400788 0.6495251 1.5854352
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001934224 0.0005178692 0.001386097 0.002808877
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03088382 0.0111763 -0.05016928 -0.02134021
#> Sigma[2,2] 1.42496643 0.5195554 0.84912881 2.24087288
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02651261 0.01123592 0.01359494 0.04439366
#> Sigma[3,2] -1.28482275 0.44173414 -1.94855489 -0.76417568
#> Sigma[3,3] 1.46096194 0.37400294 1.01336907 1.97045879
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008331476 0.005960859 -0.0004371913 0.01678833
#> Sigma[4,2] -0.435194848 0.144130243 -0.6212651993 -0.24634597
#> Sigma[4,3] 0.717583904 0.136171253 0.5602191681 0.90337670
#> Sigma[4,4] 0.485787113 0.076810901 0.3747575412 0.58873399
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03266287 0.01598425 1.01501570 1.0590965282
#> lag1_var2 -0.04199106 0.02544126 -0.07110677 0.0008234398
#> lag1_var3 -0.06268197 0.04304046 -0.10949360 0.0106651039
#> lag1_var4 0.04370639 0.04097331 -0.02708274 0.0847725597
#> const 0.41455180 0.26111910 -0.03206767 0.6918683757
#> exo1 -0.02070984 0.03806754 -0.07471005 0.0375661217
#> exo2 -0.01036987 0.04964624 -0.05913339 0.0753426266
#> exo3 0.02333191 0.05182050 -0.05847713 0.0908892233
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9501785 0.3142445 -2.35406175 -1.5205267
#> lag1_var2 2.1834359 0.6116967 1.19708312 2.8502950
#> lag1_var3 1.8775788 1.0725070 0.20260000 3.1751788
#> lag1_var4 -1.1680938 1.0034746 -2.40034851 0.3972098
#> const 6.0930227 4.6905427 2.13263433 14.4156100
#> exo1 -0.6339505 1.0617165 -2.30261223 0.3680770
#> exo2 2.3775761 1.5929366 0.09739811 4.2540058
#> exo3 3.2805877 0.8538542 2.14029278 4.4371918
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8099661 0.2078838 1.5802322 2.1193526
#> lag1_var2 -1.0194532 0.5154414 -1.6738460 -0.2833288
#> lag1_var3 -0.4472027 0.9380292 -1.7159257 0.8507621
#> lag1_var4 0.7634197 0.8973821 -0.5185653 1.9392280
#> const -3.0636944 4.9882884 -9.9520652 3.7591026
#> exo1 0.1485702 1.4809015 -1.6559702 2.2826591
#> exo2 -3.7394462 1.8162963 -6.0181697 -1.3845504
#> exo3 -1.7252082 0.9851317 -3.0579922 -0.4502696
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.656928313 0.2537946 0.2840142 0.9927356
#> lag1_var2 -0.123448274 0.2885261 -0.5356686 0.2600820
#> lag1_var3 -0.006198585 0.5046832 -0.7234391 0.6195429
#> lag1_var4 0.767599095 0.4523012 0.1593265 1.3967417
#> const -0.983425950 3.7583136 -5.7143045 4.7787660
#> exo1 -0.205814285 1.1227480 -1.7440138 1.1147263
#> exo2 -2.370321345 0.9275576 -3.5867397 -1.2121321
#> exo3 0.326613290 0.7646189 -0.5649128 1.4500867
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009182589 0.0001797122 0.0007268345 0.001185444
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001478718 0.004647043 -0.004208133 0.007561692
#> Sigma[2,2] 0.604467216 0.092887535 0.472226763 0.723000312
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009667551 0.003652758 -0.005392905 0.004650987
#> Sigma[3,2] -0.1793588287 0.098273696 -0.311062843 -0.046104103
#> Sigma[3,3] 0.3194199497 0.134541259 0.210546999 0.569133340
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004333072 0.002458207 -0.003907038 0.003239983
#> Sigma[4,2] 0.0902595317 0.121255060 -0.072200516 0.261136142
#> Sigma[4,3] 0.2740938406 0.121740723 0.169838598 0.496770166
#> Sigma[4,4] 0.3539376178 0.112380483 0.235253995 0.528309250
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00421292 0.02398207 0.974984565 1.038044380
#> lag1_var2 -0.05158043 0.04399952 -0.113532265 -0.001095592
#> lag1_var3 -0.11523405 0.10110910 -0.263298025 0.004224160
#> lag1_var4 0.10646640 0.09218591 -0.002408015 0.241918479
#> const 0.31311006 0.26878274 -0.038450865 0.683305310
#> exo1 -0.03024870 0.01151249 -0.048988051 -0.018528800
#> exo2 -0.01171407 0.03331308 -0.059842318 0.026262067
#> exo3 0.03675260 0.04529546 -0.009138662 0.110375966
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08692108 0.6072986 -0.8043430 0.8670839
#> lag1_var2 0.96549671 0.9252971 -0.3890641 2.0843902
#> lag1_var3 0.49832058 2.0805779 -2.5860012 2.8985988
#> lag1_var4 -0.52309834 1.8970259 -2.7044319 2.2781700
#> const 6.08793195 9.1032291 -6.9248716 15.0642027
#> exo1 -0.18649655 0.8047829 -1.1931890 0.9848358
#> exo2 -1.18450106 0.7195599 -2.2487083 -0.4542434
#> exo3 -0.70825059 1.2160492 -2.5012194 0.9885391
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5386249 0.2350761 0.2008515 0.87007915
#> lag1_var2 -0.7963838 0.6116670 -1.4660476 0.05265897
#> lag1_var3 -0.6905528 1.3474298 -2.0783255 1.20769169
#> lag1_var4 1.4093503 1.2445919 -0.3345781 2.69278073
#> const -1.2946330 3.3620322 -5.5651103 3.48332682
#> exo1 -1.5039327 0.7161781 -2.4496808 -0.49280693
#> exo2 -2.0073338 0.5171323 -2.6552890 -1.34259221
#> exo3 -0.5208964 0.6544116 -1.5269037 0.27904401
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5404752 0.3226807 0.07441195 0.9169809
#> lag1_var2 -0.7179225 0.7061748 -1.53154530 0.4652940
#> lag1_var3 -1.2102383 1.6160466 -3.07160084 1.5065924
#> lag1_var4 1.9292477 1.4653495 -0.54810137 3.5860181
#> const 0.0631536 3.3150616 -5.38128323 2.8658748
#> exo1 -1.7655529 0.6156821 -2.47795585 -0.8582734
#> exo2 -2.7935609 0.5764234 -3.28324933 -1.8392833
#> exo3 -0.8958838 0.4236306 -1.38390536 -0.2496112
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01560934 0.003574811 0.01126856 0.02127863
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01593866 0.01331527 -0.03533378 0.002784899
#> Sigma[2,2] 0.22658387 0.08399758 0.15228731 0.368886117
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01415928 0.007549112 0.002331602 0.02256908
#> Sigma[3,2] -0.11229210 0.054278589 -0.196406524 -0.05482897
#> Sigma[3,3] 0.14948443 0.029160632 0.109743888 0.18540910
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008160192 0.004767138 4.895291e-05 0.012912705
#> Sigma[4,2] -0.021132733 0.027086598 -6.372469e-02 0.009722645
#> Sigma[4,3] 0.115405610 0.023330269 8.382212e-02 0.149864924
#> Sigma[4,4] 0.119574926 0.027960293 8.289881e-02 0.160074965
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90778343 0.03435946 0.8536849 0.94224268
#> lag1_var2 0.07292428 0.10886764 -0.0453781 0.24835538
#> lag1_var3 0.16201871 0.28717593 -0.1482051 0.62476394
#> lag1_var4 -0.13699220 0.28721475 -0.5945646 0.16873067
#> const 1.29377269 0.82712055 0.1927900 2.36521461
#> exo1 0.04697045 0.14578020 -0.1066634 0.27893866
#> exo2 -0.21156028 0.16751224 -0.4636478 -0.02937025
#> exo3 -0.01451129 0.12324023 -0.1760077 0.13847681
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3727217 0.1641886 0.1372596 0.57097111
#> lag1_var2 -0.1714993 0.3020747 -0.5355133 0.22100080
#> lag1_var3 -2.7713214 0.6662186 -3.5009413 -1.98228112
#> lag1_var4 2.7039960 0.6418308 1.9012287 3.38791640
#> const -6.2742499 3.0850803 -10.0974453 -1.62910498
#> exo1 -0.5440136 0.4548927 -1.1966472 -0.02705573
#> exo2 1.2053109 0.6085324 0.5112681 2.10552445
#> exo3 0.6437615 0.3592194 0.2206110 1.18973179
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1589498 0.1588635 -0.3809136 0.03435954
#> lag1_var2 1.1752740 0.3565217 0.7562962 1.71979525
#> lag1_var3 3.8115810 0.8125192 2.8703081 5.11304395
#> lag1_var4 -2.9064056 0.7556473 -4.1453373 -2.05759019
#> const 7.9234813 2.9724258 5.0055916 12.67250882
#> exo1 0.1015301 0.1853355 -0.2212275 0.30130360
#> exo2 -2.4054147 0.5043377 -3.1692613 -1.78880944
#> exo3 -0.8655092 0.3317271 -1.3109536 -0.43634684
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004591891 0.1491452 -0.2488453 0.18334627
#> lag1_var2 0.951844704 0.3615169 0.6517350 1.52133518
#> lag1_var3 2.291631597 0.8422636 1.5643408 3.61779092
#> lag1_var4 -1.391537770 0.7856777 -2.6413058 -0.70862267
#> const 4.383632189 2.4683530 1.2660711 8.12108441
#> exo1 -0.138944830 0.1738681 -0.3905073 0.06163444
#> exo2 -2.243910674 0.3256536 -2.7157184 -1.78276986
#> exo3 -0.736242337 0.3222681 -1.1733184 -0.31279265
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001125982 0.0001947569 0.0007925675 0.001309141
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02891333 0.007941278 -0.03920216 -0.01823004
#> Sigma[2,2] 1.01428754 0.320759095 0.65159039 1.48244383
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02763259 0.009312193 0.01373983 0.03809347
#> Sigma[3,2] -1.07649569 0.354596270 -1.52607181 -0.60806418
#> Sigma[3,3] 1.65109361 0.426852223 0.97227089 2.15856799
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006062395 0.0044467 -0.0006977029 0.01127677
#> Sigma[4,2] -0.324194716 0.1557893 -0.5379918417 -0.12162832
#> Sigma[4,3] 0.870769483 0.2270094 0.5355983890 1.11873917
#> Sigma[4,4] 0.649666404 0.1592461 0.4528267732 0.88782997
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001190212 0.01453799 0.98008235 1.01996419
#> lag1_var2 -0.058703396 0.08940507 -0.20919968 0.02421155
#> lag1_var3 -0.075390349 0.12186794 -0.27858686 0.04020895
#> lag1_var4 0.072157045 0.12130044 -0.04443941 0.27222655
#> const 0.254885802 0.31258357 -0.11326499 0.70624152
#> exo1 -0.022349677 0.02692777 -0.05250857 0.02209047
#> exo2 -0.101296057 0.02391438 -0.12413114 -0.06360456
#> exo3 0.009088905 0.04370738 -0.05328519 0.06828157
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1321141 0.4691458 -0.7947102 0.4613071
#> lag1_var2 1.3117117 2.2711635 -1.3953035 4.6539960
#> lag1_var3 0.8432657 3.0954368 -2.8119852 5.3634319
#> lag1_var4 -0.8509376 3.1009906 -5.4809095 2.7259161
#> const 5.0062461 9.3049503 -6.8328922 17.9380956
#> exo1 0.5604989 0.6856825 -0.4567105 1.3288923
#> exo2 1.6661908 0.8169510 0.6441920 2.7705390
#> exo3 0.9508208 1.2477432 -1.1009185 2.3276704
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1161041 0.6715402 -0.5691359 1.069291
#> lag1_var2 3.2831772 2.9961149 -1.7037465 6.674360
#> lag1_var3 5.1617420 4.0924198 -1.8216527 9.484307
#> lag1_var4 -4.3521212 4.1079590 -8.4025283 2.842150
#> const 11.2687383 14.0984853 -12.3891338 21.215423
#> exo1 -0.9488526 0.9312609 -2.3827519 0.159451
#> exo2 -3.1774104 1.0931620 -4.7079064 -1.611071
#> exo3 -1.3501098 1.7569099 -3.0136538 1.455264
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01240487 0.6398328 -0.5844404 1.05375246
#> lag1_var2 4.13327095 2.3389263 0.3206857 6.23377599
#> lag1_var3 5.61801760 3.1702686 0.4547058 8.37327625
#> lag1_var4 -4.80401793 3.1310331 -7.4569938 0.24272901
#> const 14.39553855 9.7918496 -0.4372645 24.52522316
#> exo1 -0.53142744 0.5412190 -1.4164537 0.03204245
#> exo2 -2.02907795 0.7915811 -3.1322849 -1.19582104
#> exo3 -0.70307296 0.9975909 -1.6011067 0.92968723
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004683313 0.0001423814 0.0003369624 0.0006987651
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01203836 0.006062473 -0.02263462 -0.007087446
#> Sigma[2,2] 0.76889967 0.231217205 0.53781953 1.117151219
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01065594 0.005775717 0.006500534 0.02122314
#> Sigma[3,2] -0.71962670 0.214291168 -1.054644825 -0.49611404
#> Sigma[3,3] 0.86600877 0.194260921 0.642700841 1.17145353
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003590418 0.002679685 0.0007310235 0.008219502
#> Sigma[4,2] -0.271175176 0.094697671 -0.4100668572 -0.164589125
#> Sigma[4,3] 0.462709909 0.089126596 0.3515474467 0.596207734
#> Sigma[4,4] 0.322927625 0.049329229 0.2565646687 0.396743603
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970899821 0.02114155 0.94145390 1.00052164
#> lag1_var2 0.007659992 0.04119048 -0.04624265 0.06631020
#> lag1_var3 0.012975734 0.06975320 -0.07742424 0.11163969
#> lag1_var4 -0.009364668 0.06575173 -0.09949147 0.07630092
#> const 0.577694164 0.24724034 0.26681308 0.92408599
#> exo1 -0.005917703 0.02418108 -0.03819719 0.02903226
#> exo2 -0.054135393 0.01999728 -0.08442476 -0.03113384
#> exo3 0.061825729 0.01815069 0.03733100 0.08678250
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31219228 0.8306579 -0.94778760 1.2398541
#> lag1_var2 2.09557205 1.6787746 0.04153839 4.5727293
#> lag1_var3 2.13174122 2.8535867 -1.37769597 6.3354665
#> lag1_var4 -2.40718245 2.6553864 -6.32111474 0.8772522
#> const 10.76582566 10.0419976 -1.65037379 25.6489900
#> exo1 -1.30694748 0.5223153 -2.22403561 -0.7599741
#> exo2 0.67790617 0.8727444 -0.14242007 2.0158071
#> exo3 -0.04787628 0.9551709 -1.36665885 1.0307776
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3651715 0.8362586 -0.75507746 1.5717218
#> lag1_var2 -1.0380641 1.6899825 -3.28280560 1.4479296
#> lag1_var3 -0.8856810 2.8794981 -4.70376770 3.3736192
#> lag1_var4 1.8373232 2.7007758 -2.14735059 5.4188774
#> const -7.2131374 9.6270893 -20.01403012 3.8879657
#> exo1 0.9635387 0.7842463 -0.09447197 1.9211689
#> exo2 -2.0555804 0.9355934 -3.64016326 -1.1653252
#> exo3 -0.5383745 0.9174406 -1.66530799 0.6983567
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5896654 0.4842038 -0.1613846 1.17776322
#> lag1_var2 -0.1702255 0.9342451 -1.3963374 1.21171745
#> lag1_var3 -0.2745006 1.6062090 -2.3724105 2.11492789
#> lag1_var4 1.0716714 1.5325757 -1.1378470 3.13627622
#> const -2.4280454 5.6530289 -10.4657130 4.66078284
#> exo1 0.1715994 0.6164275 -0.6951653 0.95032831
#> exo2 -1.6886151 0.5064466 -2.5165400 -1.15696286
#> exo3 -0.5611943 0.4285034 -1.1321058 0.01667759
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002995604 8.74764e-05 0.0002222029 0.0004513638
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009078358 0.003219257 -0.01391087 -0.005698905
#> Sigma[2,2] 0.606067580 0.181904457 0.38060463 0.853337410
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004951756 0.001996051 0.003003886 0.007761161
#> Sigma[3,2] -0.351683036 0.127201873 -0.545583621 -0.220039065
#> Sigma[3,3] 0.359882409 0.110381803 0.257517861 0.534332636
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005178758 0.0009962155 -0.0005118287 0.002252122
#> Sigma[4,2] -0.0605989243 0.0666010498 -0.1738711625 -0.001694705
#> Sigma[4,3] 0.2076502606 0.0635440745 0.1505744271 0.308130935
#> Sigma[4,4] 0.1973757006 0.0367811314 0.1598101326 0.259514077
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981232454 0.01549369 0.96663586 1.00582537
#> lag1_var2 0.010701352 0.02663985 -0.02814920 0.04477623
#> lag1_var3 0.015649785 0.05640415 -0.06555687 0.08722437
#> lag1_var4 -0.017736972 0.05146881 -0.08320743 0.05320813
#> const 0.607925342 0.16736524 0.40823315 0.87777857
#> exo1 -0.002459703 0.01939129 -0.02982641 0.01884248
#> exo2 -0.087968679 0.01986534 -0.11703626 -0.06618845
#> exo3 0.068787441 0.02122364 0.03508242 0.09630400
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1964326 0.7315888 -1.2497665 0.6987568
#> lag1_var2 2.4059188 1.3098700 0.6631832 4.1070623
#> lag1_var3 3.1154522 2.7012944 -0.5778447 6.6006526
#> lag1_var4 -3.0722681 2.4349009 -6.2636096 0.2298893
#> const 4.5125323 8.3394694 -7.6775371 14.2981793
#> exo1 -0.1345704 0.7571781 -0.9702888 0.9197315
#> exo2 -0.5209784 0.7381075 -1.5138520 0.5545173
#> exo3 0.1976332 0.9949576 -1.0186511 1.7715413
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.29512276 0.6312440 0.4110584 2.20798598
#> lag1_var2 -2.29775029 1.1765972 -4.0384905 -0.87902926
#> lag1_var3 -3.88059807 2.4443392 -7.4651560 -0.92501171
#> lag1_var4 4.26242141 2.2301099 1.4903257 7.51806372
#> const -7.23007767 7.6365127 -16.9144482 4.09351453
#> exo1 0.46271824 0.4248556 -0.1470754 1.07243973
#> exo2 -0.71340117 0.5325974 -1.4852095 -0.02069301
#> exo3 -0.02277567 0.6556111 -0.9440833 0.83330476
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.30728802 0.3857454 0.77826157 1.8224127
#> lag1_var2 -1.57331358 0.7421675 -2.62761774 -0.6283850
#> lag1_var3 -3.28788981 1.5538379 -5.47953875 -1.2687773
#> lag1_var4 3.67094245 1.4098963 1.83032018 5.6350983
#> const -7.14441080 4.5200171 -12.19979457 -0.4952976
#> exo1 0.43746638 0.4789146 -0.07131254 1.2423529
#> exo2 -1.07240554 0.4576280 -1.57627079 -0.4303693
#> exo3 0.08070519 0.4009342 -0.50910891 0.5362032
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004719195 0.0001965005 0.0002822063 0.0007873098
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004176846 0.002210723 -0.007877771 -0.002160395
#> Sigma[2,2] 0.262043883 0.047469796 0.214026020 0.334925681
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007273551 0.002789192 0.004666064 0.01203055
#> Sigma[3,2] -0.248226416 0.055976002 -0.320298661 -0.17420616
#> Sigma[3,3] 0.666389369 0.117372266 0.498683011 0.78240333
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004805294 0.00188966 0.002352153 0.007307503
#> Sigma[4,2] -0.084232187 0.04706627 -0.131419363 -0.018638560
#> Sigma[4,3] 0.543703874 0.10777703 0.407512707 0.661155271
#> Sigma[4,4] 0.526511793 0.10609629 0.402099173 0.663940402
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95357185 0.01839742 0.9304655916 0.981328484
#> lag1_var2 0.06155048 0.04193316 -0.0002228045 0.119592814
#> lag1_var3 0.09760596 0.06237512 0.0030937406 0.183473412
#> lag1_var4 -0.09011882 0.05822401 -0.1706272030 -0.001478209
#> const 0.62018146 0.16779290 0.3556740008 0.831832312
#> exo1 -0.01335193 0.02383415 -0.0410205533 0.020377898
#> exo2 -0.11961760 0.02878866 -0.1716862430 -0.098295025
#> exo3 0.03603196 0.02703585 0.0024554150 0.072494612
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4074334 0.6324072 -1.23249125 0.4509895
#> lag1_var2 2.0675721 1.4862079 -0.02170062 3.9571426
#> lag1_var3 1.9090966 2.2934078 -1.41390885 4.7015441
#> lag1_var4 -1.8429136 2.1429462 -4.42617344 1.2703358
#> const 6.3562589 5.6031009 -1.90101944 12.3007187
#> exo1 -0.1927953 0.5401912 -0.83338387 0.5307746
#> exo2 1.1735021 0.5800135 0.50383669 2.0473935
#> exo3 -1.2263205 0.5412878 -1.68796028 -0.2512797
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6858967 0.8525256 -1.7382189 0.4421454
#> lag1_var2 1.8819827 2.0763205 -0.8016053 4.7342055
#> lag1_var3 3.1897137 3.2812138 -0.8669997 7.6480603
#> lag1_var4 -2.0377743 3.0763497 -6.1928282 1.7857223
#> const 2.7793302 8.1122286 -8.6876469 12.7901506
#> exo1 0.4613808 0.8448962 -0.4811991 1.7988465
#> exo2 -1.6185255 1.0596415 -3.1264854 -0.2889738
#> exo3 2.8933835 0.5942719 1.9422914 3.5614432
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0226932 0.6025801 -1.7333343 -0.1858218
#> lag1_var2 3.0136823 1.4702806 0.9302550 5.0069397
#> lag1_var3 4.0627385 2.3666503 0.6733082 7.2210310
#> lag1_var4 -2.8259492 2.2330690 -5.7780060 0.3969960
#> const 5.6616661 6.4834274 -3.9369243 13.2361407
#> exo1 0.3708822 0.6658710 -0.3907080 1.3735320
#> exo2 -0.8796581 0.9102278 -2.0665717 0.3225871
#> exo3 2.2266355 0.5284582 1.2954195 2.7285161
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005255918 8.125834e-05 0.0004159767 0.0006499757
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008911913 0.003384918 -0.004527325 0.004593109
#> Sigma[2,2] 0.9762933769 0.324580823 0.609192047 1.445586798
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009862722 0.003187891 -0.001686269 0.006261777
#> Sigma[3,2] -0.2320052894 0.123080740 -0.355379855 -0.040994807
#> Sigma[3,3] 0.3939353545 0.105394890 0.294218555 0.576239543
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006912667 0.003671437 -0.003170123 0.006591589
#> Sigma[4,2] 0.1765425767 0.127277831 0.009177708 0.334630355
#> Sigma[4,3] 0.3502158616 0.160521827 0.202259566 0.642098618
#> Sigma[4,4] 0.4863588771 0.227797521 0.291063845 0.894680463
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96569864 0.01149080 0.947897496 0.9781809686
#> lag1_var2 0.03393153 0.02239134 0.010969082 0.0670830816
#> lag1_var3 0.08014241 0.05622524 0.022980419 0.1644832736
#> lag1_var4 -0.07860051 0.05102644 -0.154892945 -0.0245025003
#> const 0.76321601 0.13542518 0.554959798 0.9206788203
#> exo1 0.03277985 0.01905880 0.005523268 0.0578905552
#> exo2 -0.03596940 0.02654661 -0.065131077 0.0006412541
#> exo3 0.01700768 0.02539808 -0.012742741 0.0512673987
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8133269 0.3895090 0.2597557 1.2874700
#> lag1_var2 -0.0929496 0.7565963 -0.9742568 0.9542439
#> lag1_var3 -2.3066063 1.9320348 -4.4345625 0.4410239
#> lag1_var4 2.0043863 1.8135974 -0.4935303 4.0577844
#> const -4.9886610 6.5719703 -15.2504562 1.8249009
#> exo1 -0.8885426 1.0313999 -2.0977906 0.6246513
#> exo2 2.1436449 0.8316981 0.9788244 3.2477170
#> exo3 1.2762955 0.7653159 0.2905070 2.2933477
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2135018 0.1912944 -0.5105811 0.01373562
#> lag1_var2 0.7606701 0.1365261 0.5645092 0.93577467
#> lag1_var3 2.6304774 0.3169488 2.1822564 3.07178316
#> lag1_var4 -1.7102050 0.3166433 -2.1065597 -1.23056411
#> const 6.4331607 4.5273589 -0.1134343 10.93782476
#> exo1 0.3233496 0.5745480 -0.4318605 1.13313847
#> exo2 -0.6578199 0.8151258 -1.7960563 0.47297430
#> exo3 -1.2717264 0.4689566 -2.0014915 -0.74995396
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12577364 0.2754491 -0.1618783 0.4907236
#> lag1_var2 0.53149307 0.3806143 0.1459054 1.1170280
#> lag1_var3 1.21701499 1.0302879 0.1247670 2.7350164
#> lag1_var4 -0.40190666 0.9354761 -1.7420897 0.6955475
#> const 3.35501244 4.7581657 -3.1177253 9.4196863
#> exo1 -0.03103097 0.5136756 -0.5184643 0.7711946
#> exo2 0.25060855 0.9467895 -1.0626249 1.6885800
#> exo3 -0.95429593 0.4380518 -1.5966359 -0.4211937
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003074416 6.765243e-05 0.0002217541 0.0004000283
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003349328 0.001209707 -0.005495819 -0.00235097
#> Sigma[2,2] 0.100668456 0.028690526 0.066152434 0.14674608
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002983137 0.001450704 0.001897185 0.00562872
#> Sigma[3,2] -0.098290547 0.032904547 -0.149734008 -0.06340130
#> Sigma[3,3] 0.121838988 0.039883170 0.077346835 0.18244898
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009873621 0.0008089432 0.0004010776 0.002445342
#> Sigma[4,2] -0.0383363968 0.0174629629 -0.0647690975 -0.020081365
#> Sigma[4,3] 0.0644016079 0.0222092346 0.0401468057 0.096417278
#> Sigma[4,4] 0.0427913743 0.0129043024 0.0290582666 0.061178418
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978901583 0.011195767 0.962703059 0.99216115
#> lag1_var2 0.018193050 0.050465625 -0.052184641 0.07594812
#> lag1_var3 0.025237697 0.082500776 -0.084018029 0.12145770
#> lag1_var4 -0.024762147 0.079774372 -0.117526364 0.08116848
#> const 0.583046218 0.165390908 0.381079952 0.83383667
#> exo1 -0.007787654 0.014693858 -0.029908118 0.01192437
#> exo2 -0.056456135 0.009748808 -0.070014551 -0.04206787
#> exo3 0.020202707 0.011333243 0.005114705 0.03709645
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.089503299 0.2466448 -0.4123230 0.2769979
#> lag1_var2 0.215204846 1.0939232 -1.3038591 1.6716603
#> lag1_var3 -1.285757517 1.8042479 -3.7789692 1.0417690
#> lag1_var4 1.358938991 1.7531965 -0.8843130 3.7606425
#> const -1.919069120 3.8936893 -7.0123732 3.4779456
#> exo1 -0.006287588 0.3771494 -0.5611544 0.4671067
#> exo2 0.416984854 0.1332522 0.2366087 0.5826454
#> exo3 -0.077819563 0.2289559 -0.3224299 0.2481825
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44208944 0.2257655 0.1840914 0.7632073
#> lag1_var2 -0.49468468 1.0426815 -1.7772956 0.9911925
#> lag1_var3 0.74669346 1.7388037 -1.3868307 3.2826741
#> lag1_var4 0.04258403 1.6951727 -2.4365733 2.1041086
#> const 1.39033194 3.7588902 -3.9179111 5.7044883
#> exo1 -0.10159426 0.4474996 -0.5771591 0.5831380
#> exo2 -0.76448612 0.2361839 -1.0276576 -0.4094071
#> exo3 -0.01406204 0.2912483 -0.4493395 0.3702100
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40092284 0.1788680 0.16983334 0.6335837
#> lag1_var2 -0.66887639 0.7290176 -1.61434967 0.2682404
#> lag1_var3 -0.52270209 1.1960839 -2.07789450 1.0066553
#> lag1_var4 1.37123383 1.1567714 -0.09141062 2.8836798
#> const -1.02734133 2.7354382 -4.85594624 2.3479419
#> exo1 -0.10952849 0.2683669 -0.31929626 0.3409484
#> exo2 -0.52727932 0.1872594 -0.75244873 -0.2627637
#> exo3 -0.06435338 0.1880306 -0.33580664 0.1970261
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001329403 0.0003939965 0.0008430439 0.001898257
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02309269 0.01087201 -0.04085714 -0.01165907
#> Sigma[2,2] 1.32060029 0.34067382 0.89084310 1.77110629
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01561854 0.007315229 0.00818815 0.0273609
#> Sigma[3,2] -0.88080757 0.228569272 -1.19785025 -0.6004597
#> Sigma[3,3] 0.64507956 0.151691036 0.47864128 0.8633421
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009488082 0.001493725 -0.002558362 0.001192559
#> Sigma[4,2] 0.0602476699 0.043656531 0.009381837 0.128717938
#> Sigma[4,3] 0.0209187309 0.033201197 -0.028521782 0.059941561
#> Sigma[4,4] 0.0678888939 0.015305198 0.053789325 0.095211421
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0639721579 0.02175091 1.03730020 1.09469036
#> lag1_var2 0.0413841636 0.07720698 -0.08184223 0.11947087
#> lag1_var3 0.0368053735 0.11051423 -0.13548155 0.14786583
#> lag1_var4 -0.0706201704 0.11079487 -0.18065544 0.10644228
#> const 0.6766677733 0.39458967 0.09554059 1.15149774
#> exo1 0.0005781395 0.01927086 -0.03115897 0.02245196
#> exo2 -0.0833125597 0.02941025 -0.11667311 -0.04549115
#> exo3 -0.0364628952 0.04917153 -0.11320580 0.02810071
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5368644 0.6390806 -2.6195373 -0.9855712
#> lag1_var2 1.3563424 2.7602204 -2.2298187 5.0600298
#> lag1_var3 0.8976570 3.9613738 -4.2042284 6.3038162
#> lag1_var4 -0.3418476 3.9370707 -5.5633016 4.7343662
#> const 1.9383678 10.2715546 -10.0601563 17.5273307
#> exo1 -0.5528431 1.2161491 -2.5197007 0.8709855
#> exo2 0.5170339 1.4499243 -1.4864834 2.3290958
#> exo3 1.2742589 1.2398653 -0.4408464 2.8972756
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7713495 0.4117954 0.4503207 1.4058492
#> lag1_var2 0.5217147 2.0372888 -1.9317923 3.4612358
#> lag1_var3 1.5196512 2.9150947 -2.0536960 5.6943337
#> lag1_var4 -0.8650198 2.9097768 -5.0486873 2.6148687
#> const 3.5315241 7.0455338 -6.4451177 13.0739584
#> exo1 1.0523403 0.7597335 0.1432924 2.1585180
#> exo2 -1.1245524 0.9208462 -2.1700579 0.1887006
#> exo3 -0.5529817 0.9296033 -1.8125208 0.7315169
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3402653 0.1222604 -0.5253848 -0.2190940
#> lag1_var2 1.1402319 0.5092278 0.4860741 1.9121792
#> lag1_var3 1.6777618 0.7333868 0.7433416 2.7961557
#> lag1_var4 -0.6015900 0.7285813 -1.6884552 0.3592850
#> const 3.5422631 2.4837184 -0.2635037 6.1768262
#> exo1 0.7097916 0.2464216 0.3424119 0.9873358
#> exo2 -0.7873165 0.2989714 -1.2813355 -0.4870064
#> exo3 0.3644876 0.1582565 0.1590522 0.5722759
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004083071 9.613994e-05 0.000310304 0.0005612227
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007170411 0.0007085825 -0.001594044 0.0003771008
#> Sigma[2,2] 0.0451734749 0.0150916601 0.030481883 0.0697127515
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009577232 0.001020964 -0.0005816466 0.002221315
#> Sigma[3,2] -0.0488004135 0.015305190 -0.0741187593 -0.034220153
#> Sigma[3,3] 0.0586799431 0.017178282 0.0447842819 0.086506330
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004527714 0.0005568366 -0.0003197606 0.001204266
#> Sigma[4,2] -0.0158070744 0.0054651925 -0.0246573041 -0.011988161
#> Sigma[4,3] 0.0232166087 0.0068652782 0.0183698039 0.034738936
#> Sigma[4,4] 0.0118782162 0.0030590578 0.0090800794 0.016978908
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03207515 0.009897844 1.022409565 1.048932479
#> lag1_var2 -0.12816186 0.032923928 -0.171347998 -0.079143125
#> lag1_var3 -0.17290167 0.043914427 -0.231828081 -0.109490435
#> lag1_var4 0.16147054 0.044981244 0.098455980 0.222627517
#> const 0.09431730 0.102328454 -0.032880258 0.240254890
#> exo1 -0.03692917 0.019498671 -0.055724616 -0.002895971
#> exo2 -0.05424478 0.016364134 -0.077698386 -0.034084306
#> exo3 0.01757607 0.021856207 -0.008430231 0.050313513
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23385838 0.2238102 -0.1279898 0.4505910
#> lag1_var2 -0.74501211 0.5665244 -1.6444597 -0.1268723
#> lag1_var3 -2.33322592 0.8030473 -3.5976893 -1.4062924
#> lag1_var4 2.32414692 0.8784233 1.3186016 3.6990066
#> const -4.88514919 1.9931240 -7.6446340 -2.2802772
#> exo1 -0.03685727 0.1661436 -0.2509711 0.2052438
#> exo2 0.37644975 0.1463657 0.1834332 0.5506517
#> exo3 0.02061658 0.2731032 -0.3670775 0.3270854
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11016821 0.2253410 -0.1130265 0.4658466
#> lag1_var2 1.30623652 0.7352480 0.5236652 2.4393271
#> lag1_var3 2.84446058 1.0202065 1.6994329 4.4168711
#> lag1_var4 -1.96471579 1.0920513 -3.6537194 -0.7453778
#> const 6.19016375 2.4469094 3.2057753 9.8312160
#> exo1 0.09841991 0.1809243 -0.1981811 0.3127683
#> exo2 -0.86991193 0.1249729 -1.0494195 -0.6864721
#> exo3 0.38501726 0.3352078 -0.0284980 0.8633017
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29057773 0.07554131 0.21145909 0.3921544
#> lag1_var2 0.45625806 0.34727353 0.02381051 0.9501027
#> lag1_var3 0.71881640 0.47463828 0.14037755 1.3986345
#> lag1_var4 0.16743230 0.49626484 -0.54108721 0.7601493
#> const 1.42377798 1.14962585 0.22615166 3.1721754
#> exo1 0.07649928 0.07812160 -0.04905611 0.1466276
#> exo2 -0.62710189 0.08870087 -0.73032694 -0.4889125
#> exo3 0.41453994 0.14589345 0.22374548 0.6162299
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002451265 0.0003855587 0.001891843 0.002848633
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001162947 0.001452258 -0.001235082 0.002781808
#> Sigma[2,2] 0.025047867 0.006989909 0.015721340 0.034851647
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01915888 0.006430212 -0.02918301 -0.01360177
#> Sigma[3,2] -0.01899668 0.021657433 -0.04806783 0.01201535
#> Sigma[3,3] 0.51143651 0.157815069 0.32170930 0.75906127
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.018639605 0.00668472 -0.02968346 -0.01284737
#> Sigma[4,2] -0.003258452 0.02070325 -0.02787017 0.02595770
#> Sigma[4,3] 0.512319889 0.16569784 0.32041563 0.78233794
#> Sigma[4,4] 0.523629384 0.17509017 0.32872494 0.81634785
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91211817 0.03535496 0.87192435 0.96904454
#> lag1_var2 0.15618886 0.16353194 -0.08188208 0.35409583
#> lag1_var3 0.06697895 0.23017727 -0.26739153 0.36864569
#> lag1_var4 -0.05287474 0.22645284 -0.35231141 0.27496351
#> const 0.71593274 0.51679832 0.03197537 1.47756041
#> exo1 0.01911196 0.03725156 -0.03480889 0.05865525
#> exo2 -0.18555812 0.03193717 -0.23289754 -0.15030474
#> exo3 -0.11208753 0.03869404 -0.15947657 -0.05953874
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09153536 0.1040232 -0.04843836 0.2211414
#> lag1_var2 0.58785168 0.4414479 -0.03335014 1.2014856
#> lag1_var3 -0.47338103 0.6553618 -1.40961369 0.3946653
#> lag1_var4 0.44559442 0.6515468 -0.41111133 1.3763903
#> const 0.21704771 1.8336722 -2.06502738 2.9713802
#> exo1 -0.01648086 0.1311575 -0.18223547 0.1810281
#> exo2 0.27404133 0.1926855 -0.01532316 0.4840330
#> exo3 -0.46511001 0.1770321 -0.73287229 -0.2522666
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1180260 0.5212605 -0.83745948 0.5364186
#> lag1_var2 2.2668197 1.9838738 -0.75281515 4.7539249
#> lag1_var3 5.4900779 2.6318910 1.23291334 8.4636904
#> lag1_var4 -4.5714096 2.5684738 -7.46840798 -0.4036009
#> const 10.1372199 7.4252883 -0.35801431 19.4055287
#> exo1 0.2192916 0.5529658 -0.42296268 1.0910733
#> exo2 0.9482325 0.6500681 -0.06974678 1.6320971
#> exo3 1.3272835 0.6083391 0.56180841 2.2629232
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03482157 0.4986231 -0.6867894 0.6637181
#> lag1_var2 2.32899906 1.9187795 -0.5632312 4.6648858
#> lag1_var3 4.68176164 2.5475433 0.6769187 7.5534214
#> lag1_var4 -3.76888573 2.4868376 -6.5729231 0.1442570
#> const 8.92319732 7.1273902 -1.8079098 17.5773582
#> exo1 0.21544975 0.5198495 -0.4162905 1.0183548
#> exo2 1.13124568 0.7072511 0.0907505 1.9790443
#> exo3 1.02528514 0.6423622 0.1943294 1.9514036
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007624614 0.001211812 0.006032628 0.009241133
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009234882 0.002216884 -0.003685886 0.002330992
#> Sigma[2,2] 0.0302814562 0.010789555 0.020411943 0.049221361
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03837533 0.01131019 -0.05238411 -0.02340019
#> Sigma[3,2] -0.02743366 0.01923151 -0.04660478 0.00669061
#> Sigma[3,3] 0.58139345 0.12558045 0.41358382 0.76742341
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.039454343 0.0112581 -0.05466263 -0.02629379
#> Sigma[4,2] -0.004931442 0.0195253 -0.02494520 0.02668306
#> Sigma[4,3] 0.564889415 0.1201426 0.40714466 0.74336220
#> Sigma[4,4] 0.565281113 0.1136843 0.42033012 0.73063662
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00786317 0.03862563 0.9565849 1.06364156
#> lag1_var2 -0.08772592 0.34091188 -0.5133992 0.43146055
#> lag1_var3 -0.15944706 0.50279077 -0.8386247 0.53539061
#> lag1_var4 0.15272302 0.50539013 -0.5486336 0.83505638
#> const 0.35538300 1.09788556 -1.0858216 1.98963219
#> exo1 -0.04613184 0.09539585 -0.1786104 0.06541677
#> exo2 -0.07988579 0.09870599 -0.1949577 0.08619261
#> exo3 -0.01954371 0.08085780 -0.1147736 0.10980746
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13104013 0.07113661 -0.24547070 -0.05145251
#> lag1_var2 1.07818562 0.76536021 0.27780061 2.39406602
#> lag1_var3 0.58133550 1.13889811 -0.68277691 2.52631722
#> lag1_var4 -0.58113385 1.14616676 -2.53927534 0.69398239
#> const 3.24065670 2.31503740 0.85757105 7.08124461
#> exo1 -0.17403377 0.17603410 -0.44042878 0.02905313
#> exo2 0.03011364 0.20276104 -0.29583953 0.27404142
#> exo3 0.19104964 0.12559579 0.08524132 0.39314990
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4587599 0.2603160 0.1149859 0.8190398
#> lag1_var2 -2.3329995 2.4206877 -4.7792600 1.5718310
#> lag1_var3 -1.5616172 3.6868234 -5.4470816 4.2652892
#> lag1_var4 2.5583178 3.7026554 -3.2753910 6.4822644
#> const -10.0624065 7.7603813 -20.1078811 0.1843659
#> exo1 -0.1927957 0.5115751 -0.7389154 0.5867131
#> exo2 -1.3228580 0.7226126 -2.4327310 -0.3365035
#> exo3 0.3530185 1.0296630 -0.8780709 1.8264284
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3690671 0.2776095 0.005355893 0.7511876
#> lag1_var2 -1.6905042 2.6281702 -4.567426509 2.3046414
#> lag1_var3 -1.3355535 4.0287625 -5.497516482 4.6075856
#> lag1_var4 2.3391699 4.0472878 -3.612014381 6.5440913
#> const -8.3279811 8.3161514 -19.340479698 2.9699253
#> exo1 -0.3255512 0.4709920 -0.860849240 0.3358875
#> exo2 -1.3178101 0.7154270 -2.428543561 -0.4050932
#> exo3 0.4837118 1.0339558 -0.693682676 2.0339104
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004975863 7.623184e-05 0.0004057012 0.0006093228
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01311058 0.002598532 -0.0164486 -0.00968489
#> Sigma[2,2] 0.58034175 0.110430714 0.4207263 0.71193656
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01455909 0.00274415 0.01102489 0.01858881
#> Sigma[3,2] -0.62045121 0.11171981 -0.77140340 -0.48802558
#> Sigma[3,3] 0.77623233 0.13577654 0.64225725 0.97339077
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00678707 0.001650382 0.00435774 0.008826581
#> Sigma[4,2] -0.27554602 0.052899730 -0.35155680 -0.216665922
#> Sigma[4,3] 0.41089688 0.079796221 0.31902795 0.524584621
#> Sigma[4,4] 0.25070320 0.054261208 0.17240213 0.324613526
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975924115 0.01251574 0.9577040535 0.9905436131
#> lag1_var2 0.076932560 0.03209174 0.0252682483 0.1157543689
#> lag1_var3 0.111150900 0.05020623 0.0301179362 0.1697660257
#> lag1_var4 -0.112722502 0.04816999 -0.1698553064 -0.0372232746
#> const 0.781183931 0.12871598 0.5616947234 0.8975531017
#> exo1 -0.008409343 0.01747907 -0.0299714367 0.0160733566
#> exo2 -0.034600448 0.02671486 -0.0742182281 0.0003469063
#> exo3 0.015724512 0.01620409 -0.0003939585 0.0410302256
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6203765 0.3038557 -1.0637365 -0.2436582
#> lag1_var2 0.9952899 1.0924764 -0.4231235 2.5725267
#> lag1_var3 0.6165972 1.6996603 -1.5290064 3.0299730
#> lag1_var4 -0.3641545 1.7023814 -2.6997814 1.7803196
#> const 2.7836366 4.7348684 -2.4615894 10.1690265
#> exo1 -0.0558885 0.8624228 -1.3307527 0.9092724
#> exo2 0.3249334 0.7754244 -0.8109016 1.1844005
#> exo3 -0.2662695 0.7927974 -1.4628851 0.8258583
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90443693 0.3733044 0.4275108 1.45740788
#> lag1_var2 -0.41026978 1.1264045 -2.1264130 1.04868699
#> lag1_var3 -0.07396178 1.7402001 -2.6510359 2.19952714
#> lag1_var4 0.66795841 1.7317465 -1.7457871 3.06344206
#> const -0.49719664 4.1396492 -5.3311276 4.86628110
#> exo1 -0.58800603 0.9783021 -1.7521130 0.93802690
#> exo2 -1.19972765 0.9068096 -2.3664506 -0.04216706
#> exo3 0.19394735 0.7345563 -0.7890587 1.14970053
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54395386 0.2725170 0.1021895 0.8860480
#> lag1_var2 -0.06659883 0.6973780 -1.0223795 0.8128152
#> lag1_var3 -0.13403326 1.0723908 -1.5781498 1.2327055
#> lag1_var4 0.89285191 1.0342845 -0.5229382 2.2524661
#> const 0.04714057 2.3225142 -2.4993453 3.2336022
#> exo1 -0.64413156 0.5231552 -1.3462430 0.1619004
#> exo2 -1.02979661 0.5517852 -1.8548730 -0.3846279
#> exo3 0.03556509 0.3162380 -0.3581339 0.4315583
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007228299 0.001317858 0.005552669 0.008954272
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003762785 0.002105853 -0.002178133 0.00330688
#> Sigma[2,2] 0.0583262542 0.012010456 0.041446132 0.07425588
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008019337 0.009314196 -0.02150768 0.003294914
#> Sigma[3,2] -0.034100384 0.021622832 -0.07176268 -0.014839343
#> Sigma[3,3] 0.264436543 0.085070122 0.17279952 0.383396259
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007567023 0.008783189 -0.02001077 0.00300082
#> Sigma[4,2] 0.005931166 0.020347740 -0.02727451 0.02856892
#> Sigma[4,3] 0.244877320 0.087292664 0.15511365 0.37665765
#> Sigma[4,4] 0.253010901 0.093507467 0.16179121 0.40508305
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.74405502 0.05079957 0.68349704 0.815259900
#> lag1_var2 1.06872042 0.28316580 0.65218912 1.405300300
#> lag1_var3 1.48459506 0.36308255 0.95648113 1.895986638
#> lag1_var4 -1.45706330 0.36198025 -1.87170218 -0.925102562
#> const 4.54092814 0.92836854 3.51118089 5.855661887
#> exo1 0.02338626 0.05582536 -0.05316608 0.099652040
#> exo2 -0.09610658 0.10296679 -0.19830055 0.057147858
#> exo3 -0.09416069 0.06858749 -0.17568952 0.007754334
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03193450 0.2447398 -0.25797847 0.3835504
#> lag1_var2 0.18630339 0.9773033 -1.10579203 1.6173040
#> lag1_var3 -0.81289660 1.3588025 -2.67533217 1.1465783
#> lag1_var4 0.83010816 1.3245610 -1.08517895 2.6248780
#> const -1.58342029 3.5715140 -7.33595172 2.5877263
#> exo1 0.25593190 0.1617541 0.01830301 0.4457082
#> exo2 1.16989064 0.1969380 0.92616259 1.4828803
#> exo3 -0.06062337 0.3194498 -0.34364782 0.4604067
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8731332 0.5402092 0.05868292 1.5524242
#> lag1_var2 -1.0163973 1.6697003 -3.20023733 1.2582807
#> lag1_var3 -1.5432846 2.3813429 -4.45444056 1.8126218
#> lag1_var4 2.2439493 2.2937721 -1.00488123 5.0998217
#> const -2.2299388 7.3513204 -11.29181823 8.1386609
#> exo1 -0.9419405 0.3814170 -1.57717588 -0.6397885
#> exo2 -4.2176430 0.5914107 -5.03548414 -3.4616894
#> exo3 -0.4555587 0.5684458 -1.29502819 0.1909172
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8996865 0.5335277 0.1007131 1.493950296
#> lag1_var2 -1.0948124 1.8255157 -2.9211746 1.940101156
#> lag1_var3 -2.4056056 2.6405475 -5.0741501 2.028151856
#> lag1_var4 3.1286584 2.5503466 -1.1657416 5.689425953
#> const -4.1469636 7.1071722 -12.4201398 5.763827248
#> exo1 -0.7848156 0.3597330 -1.3496645 -0.406538798
#> exo2 -3.4788261 0.6694643 -4.3252609 -2.632556628
#> exo3 -0.4824369 0.5026572 -1.3216659 -0.003510662
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001856575 5.217252e-05 0.0001305981 0.0002632435
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001282348 0.0006408978 0.000429109 0.002156332
#> Sigma[2,2] 0.074726834 0.0210814412 0.050700698 0.107235905
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002552345 0.0009367229 -0.003971293 -0.00169911
#> Sigma[3,2] -0.065963573 0.0190611402 -0.090550025 -0.03820701
#> Sigma[3,3] 0.087543774 0.0249973813 0.054253859 0.11895465
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00184541 0.0006532222 -0.002943894 -0.001219242
#> Sigma[4,2] -0.02108535 0.0116123319 -0.037188581 -0.007453697
#> Sigma[4,3] 0.04930392 0.0178593102 0.030456758 0.075553942
#> Sigma[4,4] 0.03812124 0.0128505657 0.024673634 0.059546519
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984754301 0.010048828 0.969596807 0.995830914
#> lag1_var2 0.007259393 0.073735708 -0.084997558 0.107177574
#> lag1_var3 0.023346766 0.116496382 -0.126681496 0.181467707
#> lag1_var4 -0.025843991 0.116612456 -0.183880739 0.124202062
#> const 0.579653394 0.240118865 0.329564550 0.951297617
#> exo1 0.004230542 0.006334395 -0.003883221 0.011645703
#> exo2 -0.053730181 0.011906912 -0.068518183 -0.037997319
#> exo3 -0.028779973 0.014973171 -0.046945601 -0.005297358
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02273442 0.1187237 -0.1389343 0.1900045
#> lag1_var2 0.31895479 0.7365989 -0.5379164 1.3455576
#> lag1_var3 -0.87904276 1.1297665 -2.2003152 0.6965883
#> lag1_var4 0.87864185 1.1337070 -0.6972759 2.1956230
#> const -0.25726471 3.0937751 -4.8612524 3.6573018
#> exo1 -0.15687356 0.3632705 -0.5871913 0.3868525
#> exo2 -0.06170403 0.2055387 -0.2814664 0.2301264
#> exo3 -0.09760621 0.3478330 -0.5994254 0.3281615
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01268937 0.1270712 -0.1072034 0.2199135
#> lag1_var2 0.45857568 0.9741664 -0.9436891 1.7460494
#> lag1_var3 1.48937143 1.5117195 -0.5836581 3.5649420
#> lag1_var4 -0.53415427 1.5185594 -2.6216321 1.5519931
#> const 2.64285542 3.2699727 -3.2371823 5.6972880
#> exo1 0.05922119 0.3398360 -0.4966610 0.4035841
#> exo2 -0.56470222 0.1925000 -0.8740535 -0.3357967
#> exo3 -0.25343007 0.4207972 -0.8870342 0.2384934
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01290397 0.1276793 -0.1113681 0.22041409
#> lag1_var2 0.37544204 0.8436290 -0.9667390 1.18289228
#> lag1_var3 0.49167416 1.3162917 -1.5352960 1.82980658
#> lag1_var4 0.47810813 1.3241987 -0.8641718 2.51699156
#> const 1.30095729 3.4285341 -4.1254710 4.77461856
#> exo1 -0.03611719 0.1505021 -0.2660414 0.14172389
#> exo2 -0.61638275 0.1297936 -0.7895249 -0.44522996
#> exo3 -0.31395811 0.2458714 -0.7144513 -0.08359353
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001089004 0.00020874 0.0008063303 0.001328733
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006272426 0.002025146 -0.00832804 -0.003323624
#> Sigma[2,2] 0.137928385 0.036096005 0.09050230 0.179825400
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003168287 0.001508569 0.0009430694 0.00497519
#> Sigma[3,2] -0.094833953 0.031096270 -0.1415261775 -0.06130372
#> Sigma[3,3] 0.121979074 0.025415436 0.0934864388 0.16114686
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004317571 0.001033454 -0.001092671 0.001573025
#> Sigma[4,2] -0.0368958959 0.020031064 -0.069474908 -0.018414379
#> Sigma[4,3] 0.0888819430 0.014361824 0.071679877 0.110724715
#> Sigma[4,4] 0.0811133871 0.010528927 0.064181839 0.093417450
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94560665 0.02079862 0.90939926 0.967433304
#> lag1_var2 0.03959243 0.02953214 0.01032061 0.078723746
#> lag1_var3 0.12730017 0.07072509 0.05664109 0.228202759
#> lag1_var4 -0.11372868 0.06100380 -0.19934310 -0.050721017
#> const 0.89586619 0.20167225 0.70094447 1.207444827
#> exo1 0.04930936 0.02561166 0.01519214 0.081595024
#> exo2 -0.26001994 0.01945995 -0.28518561 -0.233705602
#> exo3 -0.05093132 0.02710161 -0.08072339 -0.009089442
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1391218 0.2373266 -0.43854321 0.2175549
#> lag1_var2 0.3911753 0.4812900 -0.32088912 0.9225354
#> lag1_var3 -0.8698616 0.9749090 -2.33965544 0.2378380
#> lag1_var4 1.0301355 0.8886214 0.04656904 2.3743956
#> const -1.8341362 2.2693035 -5.20953185 0.7902553
#> exo1 -0.8993180 0.2992808 -1.31252189 -0.5333198
#> exo2 1.4284114 0.2897366 1.11927418 1.7999295
#> exo3 0.3864494 0.4757676 -0.17765319 1.1312537
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4639326 0.1958297 0.18799567 0.70603454
#> lag1_var2 -0.5368955 0.3480269 -1.01195180 -0.04323737
#> lag1_var3 -0.2976939 0.7469355 -1.31287401 0.73233789
#> lag1_var4 1.0841319 0.6741134 0.15093469 2.00576642
#> const -1.9756115 1.5080452 -4.04467279 0.33310727
#> exo1 0.5852173 0.3656672 0.07822916 1.09033099
#> exo2 -4.8525398 0.2443364 -5.11734389 -4.53075981
#> exo3 0.9415783 0.4448740 0.32785760 1.51568639
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4256129 0.1639352 0.1725004 0.6124534
#> lag1_var2 -0.7156891 0.2406530 -1.0757315 -0.4341966
#> lag1_var3 -1.4660560 0.5503392 -2.2222992 -0.7676552
#> lag1_var4 2.3550526 0.4769189 1.7949291 3.0292716
#> const -4.6950495 1.0828297 -6.3174326 -3.4359672
#> exo1 0.2242234 0.3272237 -0.2417635 0.6072390
#> exo2 -4.7551589 0.1687316 -4.9785933 -4.5340944
#> exo3 1.2558422 0.3586514 0.7938221 1.7135888
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005940944 0.001905337 0.003587964 0.008686792
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005773607 0.002991612 -0.009427582 -0.001923072
#> Sigma[2,2] 0.034342261 0.009435890 0.024980667 0.049002042
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005344325 0.003380355 0.001355971 0.01047731
#> Sigma[3,2] -0.034487290 0.008936686 -0.045126332 -0.02350926
#> Sigma[3,3] 0.040830246 0.010726105 0.026511753 0.05480274
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008772421 0.001506516 -0.0005935308 0.003242671
#> Sigma[4,2] -0.0082997812 0.004369061 -0.0132585728 -0.002306977
#> Sigma[4,3] 0.0147423044 0.005507648 0.0077763386 0.021922336
#> Sigma[4,4] 0.0086472863 0.002518657 0.0052912304 0.012117468
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97223985 0.04724937 0.90627556 1.03650274
#> lag1_var2 -0.04223160 0.35356227 -0.46838155 0.47836202
#> lag1_var3 -0.04759488 0.46678152 -0.60311067 0.63812328
#> lag1_var4 0.05125254 0.46919308 -0.63428224 0.61699143
#> const 0.35775533 1.16932403 -1.34545174 1.80357720
#> exo1 0.01122267 0.11823933 -0.15716612 0.16299649
#> exo2 -0.03468577 0.05570636 -0.10695307 0.03711005
#> exo3 0.00911607 0.06434209 -0.08733281 0.09026186
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18541159 0.0647989 0.08036946 0.2560367
#> lag1_var2 -0.23624863 0.4271815 -0.73887739 0.4127639
#> lag1_var3 -1.21054394 0.6641421 -1.93432345 -0.1342777
#> lag1_var4 1.19632772 0.6915156 0.08041975 1.9535881
#> const -2.16681410 2.1787729 -4.74457202 0.8111386
#> exo1 -0.02376064 0.2538422 -0.38328996 0.3006917
#> exo2 1.10588920 0.1938259 0.88390253 1.3958247
#> exo3 0.18274715 0.2241964 -0.08801140 0.5377194
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10762876 0.0791281 -0.1897813 0.02261937
#> lag1_var2 1.30062682 0.6166280 0.3569930 2.00977330
#> lag1_var3 2.32867432 0.9270500 0.9339696 3.31926750
#> lag1_var4 -1.36836843 0.9600309 -2.3814059 0.09471063
#> const 4.69698540 2.9711109 0.1600326 7.48883800
#> exo1 0.06248315 0.2893572 -0.3030403 0.45839416
#> exo2 -1.59399428 0.2480354 -1.9920403 -1.31327891
#> exo3 0.12139957 0.2236785 -0.2359795 0.39702700
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03724542 0.03483752 -0.01007007 0.08395224
#> lag1_var2 0.82186376 0.38024460 0.34796368 1.31139233
#> lag1_var3 1.00966387 0.52656648 0.32422413 1.68641484
#> lag1_var4 -0.04616579 0.54221271 -0.73378537 0.66593680
#> const 1.89131851 1.67312842 -0.22519412 3.86978535
#> exo1 0.04508394 0.11625118 -0.10068104 0.22499649
#> exo2 -0.77863063 0.11062123 -0.96232550 -0.66534022
#> exo3 0.26727634 0.06527212 0.17879426 0.33856260
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02946221 0.008473297 0.02009625 0.04228515
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01593322 0.007803991 -0.02842464 -0.006162211
#> Sigma[2,2] 0.03428599 0.008623397 0.02601733 0.048978323
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01117093 0.007035278 -0.0002931204 0.01903194
#> Sigma[3,2] -0.03123519 0.005753209 -0.0393027915 -0.02323530
#> Sigma[3,3] 0.04856366 0.006983613 0.0393140145 0.05904590
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004024286 0.005403858 -0.004452411 0.01088104
#> Sigma[4,2] -0.018275256 0.003926769 -0.021880382 -0.01179171
#> Sigma[4,3] 0.041657839 0.007414462 0.032563908 0.05305411
#> Sigma[4,4] 0.040969708 0.008132251 0.031378592 0.05354763
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56018784 0.1598653 0.367585865 0.7453954
#> lag1_var2 0.30081565 0.1810441 0.066869630 0.5538832
#> lag1_var3 0.89245262 0.4651158 0.250449682 1.4867920
#> lag1_var4 -0.65693258 0.4001940 -1.198532892 -0.1157751
#> const 2.10617179 0.9506954 0.818468835 3.3090288
#> exo1 0.01726681 0.1275412 -0.164053520 0.1792257
#> exo2 -0.41527241 0.2012988 -0.690665232 -0.1209900
#> exo3 0.21034892 0.1529412 -0.005641537 0.4127305
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2946096 0.1382578 0.1399696 0.50545459
#> lag1_var2 0.8452945 0.1432076 0.6487312 1.04618612
#> lag1_var3 0.2850420 0.4408513 -0.1423785 0.94000090
#> lag1_var4 -0.3317866 0.3810645 -0.9019208 0.02546208
#> const 0.4309231 1.8139812 -1.7206332 2.74796983
#> exo1 0.1103729 0.1630586 -0.1605358 0.27963337
#> exo2 0.5534298 0.1982724 0.2939148 0.81611413
#> exo3 0.1526146 0.2268676 -0.1557012 0.45581414
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09252794 0.1844763 -0.31651086 0.1280742
#> lag1_var2 0.31823319 0.2535527 0.00549268 0.6721032
#> lag1_var3 1.09812726 0.5326362 0.36574840 1.7366281
#> lag1_var4 -0.21690497 0.4895697 -0.78665579 0.5051241
#> const 2.80697851 1.9687022 -0.11668984 4.9370074
#> exo1 -0.02303462 0.1871947 -0.28564510 0.2186591
#> exo2 -1.63065713 0.2400725 -1.92678989 -1.2675036
#> exo3 -0.11949884 0.2844575 -0.45994485 0.3618263
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03768768 0.1834190 -0.1781067 0.2562744
#> lag1_var2 0.44756882 0.2867539 0.1336479 0.8678370
#> lag1_var3 0.62298659 0.5729582 -0.1748074 1.3149031
#> lag1_var4 0.26226054 0.5329881 -0.3610987 1.0408577
#> const 1.67885549 1.6726717 -0.8882746 3.2022789
#> exo1 0.03754034 0.1946048 -0.2839026 0.2488623
#> exo2 -1.69141418 0.2095327 -1.9712829 -1.3890494
#> exo3 -0.07053646 0.2551815 -0.3653488 0.3468617
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001191802 0.000168705 0.0009690586 0.001422058
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03130238 0.01315933 -0.05002304 -0.01424029
#> Sigma[2,2] 4.51760720 1.15776738 3.28611654 6.21545971
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02575007 0.008755075 0.0151401 0.03947449
#> Sigma[3,2] -2.76405524 0.692207769 -3.7833742 -1.92860145
#> Sigma[3,3] 1.90163893 0.444198268 1.3157037 2.46901867
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005546807 0.003002819 0.001047351 0.008817635
#> Sigma[4,2] 0.308311831 0.266532427 -0.084137759 0.704071464
#> Sigma[4,3] 0.067427556 0.211550581 -0.196592391 0.418509469
#> Sigma[4,4] 0.335803870 0.080811095 0.245326585 0.454145651
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95653549 0.04246656 0.889118293 1.00175365
#> lag1_var2 0.01756332 0.03784502 -0.019121427 0.07737329
#> lag1_var3 0.01710611 0.05693329 -0.037999050 0.10611481
#> lag1_var4 -0.01451103 0.04321337 -0.082028138 0.02733279
#> const 0.65492335 0.20979470 0.382302722 0.95103459
#> exo1 0.03604751 0.03383363 -0.005711757 0.08722584
#> exo2 -0.24894076 0.02302610 -0.282035182 -0.21897290
#> exo3 0.05135634 0.03033800 0.020560059 0.10183166
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1899072 2.589032 -2.953580 3.8875681
#> lag1_var2 1.1768428 2.116181 -2.047930 3.3093757
#> lag1_var3 0.7598092 3.113992 -3.993700 4.0554479
#> lag1_var4 -0.7548266 2.448659 -3.322049 2.9861691
#> const 1.4018845 14.998546 -20.982837 19.6128249
#> exo1 -1.8647154 1.151189 -3.586011 -0.5762217
#> exo2 8.7630907 2.158463 5.993801 11.9277013
#> exo3 -1.4011107 2.543736 -5.291042 1.3328466
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4692758 1.701000 -1.8784995 2.508009
#> lag1_var2 -0.5069573 1.336345 -1.8489663 1.542503
#> lag1_var3 -0.2062223 1.986476 -2.2237217 2.862566
#> lag1_var4 0.9812324 1.540908 -1.4144005 2.473567
#> const -0.1252270 11.336109 -15.7313795 16.471235
#> exo1 1.7235461 1.056189 0.5215683 3.021681
#> exo2 -7.9424242 1.113674 -9.4326841 -6.367908
#> exo3 1.9312274 1.520674 0.2140790 4.220535
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7014123 0.4060502 0.09983342 1.2249414
#> lag1_var2 -0.3162866 0.4507168 -0.83249296 0.3901858
#> lag1_var3 -0.6233858 0.6588235 -1.40691747 0.3861500
#> lag1_var4 1.3945852 0.5276295 0.57979908 2.0126308
#> const -1.3416324 3.9478426 -7.89144938 2.6697433
#> exo1 0.6169937 0.8891903 -0.46198924 1.8062001
#> exo2 -2.5007462 0.5068151 -3.06504742 -1.6897695
#> exo3 1.2479066 0.5187069 0.45079286 1.7944901
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00106401 0.0002264975 0.0007981747 0.001417374
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008886934 0.002063126 -0.01179585 -0.006230601
#> Sigma[2,2] 0.234953948 0.050097270 0.17592387 0.306823259
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009156998 0.004329955 0.003132749 0.01494098
#> Sigma[3,2] -0.184947666 0.062970965 -0.261659165 -0.09903692
#> Sigma[3,3] 0.804163461 0.267950656 0.609662365 1.24096152
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00487614 0.004792341 -0.001195391 0.01171685
#> Sigma[4,2] -0.06487836 0.075583137 -0.133274613 0.05486307
#> Sigma[4,3] 0.76249664 0.287293637 0.553456585 1.24295778
#> Sigma[4,4] 0.78736506 0.320357952 0.530230710 1.33034841
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.959381580 0.01967953 0.93868298 0.99333409
#> lag1_var2 0.006297263 0.03566061 -0.05155656 0.04185248
#> lag1_var3 0.023338634 0.06903392 -0.08851600 0.09026445
#> lag1_var4 -0.015244975 0.06348224 -0.07662665 0.08661801
#> const 0.651607910 0.20676200 0.33896395 0.88462258
#> exo1 0.001820076 0.02546094 -0.02832016 0.04405933
#> exo2 -0.080297856 0.03097627 -0.11989301 -0.03747159
#> exo3 0.025622101 0.05404354 -0.05492729 0.08415264
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3106523 0.2863909 -0.098137235 0.67936565
#> lag1_var2 0.1101396 0.5846803 -0.680244647 0.92723873
#> lag1_var3 -1.4768468 1.0554734 -2.889205057 -0.03884185
#> lag1_var4 1.3900869 1.0398875 -0.030678679 2.80634644
#> const -2.6039162 5.5893233 -10.813227201 5.60230838
#> exo1 -0.5054756 0.5718291 -1.345365111 0.20858329
#> exo2 0.6739093 0.4264503 -0.004588591 1.20839624
#> exo3 0.0461154 0.5354776 -0.660602014 0.83153307
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4298865 0.5890783 -1.085222 0.3828405
#> lag1_var2 2.9255858 1.1065638 1.523418 4.5024770
#> lag1_var3 5.9889305 1.9651172 3.389342 8.6929268
#> lag1_var4 -5.0719328 1.8866242 -7.686609 -2.6621376
#> const 13.6422355 7.5803107 3.853342 24.1683188
#> exo1 0.1990249 1.0424659 -1.082385 1.7299601
#> exo2 -2.2890815 1.1519324 -3.630919 -0.5797477
#> exo3 -0.9212001 1.0746789 -2.543254 0.2350754
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28644525 0.5670197 -0.9357342 0.5333670
#> lag1_var2 2.91253037 1.1142382 1.5561124 4.6432036
#> lag1_var3 5.02088135 1.9891407 2.4606930 7.9320238
#> lag1_var4 -4.13213920 1.9102618 -7.0337178 -1.7742954
#> const 11.71117726 7.3463205 1.8657617 22.0660374
#> exo1 -0.07554731 1.0477474 -1.3425736 1.3794638
#> exo2 -2.05599335 1.1184844 -3.2871985 -0.2388304
#> exo3 -0.95446037 1.1219659 -2.6877206 0.1988336
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004726104 8.635421e-05 0.0003495065 0.0005556662
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00240539 0.0008396511 -0.003653133 -0.001427712
#> Sigma[2,2] 0.04083420 0.0152608590 0.026583468 0.064243243
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005617186 0.001029545 -0.001150227 0.001700633
#> Sigma[3,2] -0.0346394600 0.018475247 -0.059304116 -0.016079412
#> Sigma[3,3] 0.0704892720 0.024734326 0.043713648 0.105419005
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001288012 0.0008729337 -0.002681793 -0.0004328598
#> Sigma[4,2] -0.009481401 0.0124820178 -0.027506591 0.0044201141
#> Sigma[4,3] 0.057184460 0.0170929833 0.038450268 0.0850642108
#> Sigma[4,4] 0.061132795 0.0141542429 0.046315603 0.0835511384
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960946391 0.03219534 0.91952526 1.00721645
#> lag1_var2 0.014961093 0.04275683 -0.04422049 0.07022556
#> lag1_var3 0.030003240 0.06848668 -0.06784152 0.11996542
#> lag1_var4 -0.025786289 0.05967226 -0.10413151 0.05911330
#> const 0.659090571 0.19679682 0.41951879 0.95757905
#> exo1 0.018682340 0.02776599 -0.01870836 0.05554336
#> exo2 -0.071475607 0.02963249 -0.10910764 -0.02662800
#> exo3 0.006805721 0.01991926 -0.02004348 0.02826864
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2724809 0.2317168 -0.1180944 0.4811088
#> lag1_var2 0.6340522 0.3258912 0.3354716 1.1720659
#> lag1_var3 0.2695095 0.4674115 -0.1646483 1.0627450
#> lag1_var4 -0.2380049 0.4125004 -0.9381064 0.1457096
#> const 0.8915755 1.2191020 -0.2673916 2.9103179
#> exo1 -0.1013186 0.2088880 -0.3973602 0.1727765
#> exo2 1.7571219 0.2234816 1.5843202 2.1141569
#> exo3 0.7174304 0.2857002 0.2882328 1.0297803
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3949033 0.1067467 -0.5312840 -0.2325116
#> lag1_var2 0.4454116 0.1897885 0.2038458 0.7314872
#> lag1_var3 0.7508964 0.2490810 0.4904687 1.1751428
#> lag1_var4 0.2039733 0.2238961 -0.1725438 0.4448924
#> const 1.3835839 1.2072409 -0.2256418 2.8960835
#> exo1 -0.1220711 0.3032920 -0.5657152 0.2605477
#> exo2 -1.6489480 0.3517347 -2.1686933 -1.2515676
#> exo3 -0.7751859 0.4160865 -1.1760835 -0.1115490
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27672623 0.1235077 -0.4602021 -0.12160838
#> lag1_var2 0.41982153 0.1960200 0.1917198 0.70701122
#> lag1_var3 0.17414155 0.3316540 -0.2471252 0.67250679
#> lag1_var4 0.83721099 0.2863750 0.4038451 1.19308461
#> const 0.02941485 1.3616980 -2.2153012 1.55683388
#> exo1 -0.22526454 0.2474367 -0.5815847 0.03639197
#> exo2 -0.63129852 0.3196424 -1.1081438 -0.25497007
#> exo3 -0.37981583 0.3235427 -0.7527524 0.10607779
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001772081 0.0003929684 0.001338036 0.002398318
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07058558 0.02631953 -0.1164819 -0.04294603
#> Sigma[2,2] 7.78332827 2.13161568 5.3294077 10.78684449
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03778056 0.01485256 0.01877406 0.06079147
#> Sigma[3,2] -4.60096210 1.15515943 -6.25338714 -3.33605243
#> Sigma[3,3] 3.32893139 0.75630205 2.40286474 4.41269207
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003026145 0.005811188 -0.01067112 0.005247397
#> Sigma[4,2] 0.096163108 0.466519014 -0.70330768 0.545865117
#> Sigma[4,3] 0.596683251 0.282927997 0.31017857 1.077212004
#> Sigma[4,4] 0.716603946 0.179357337 0.49261339 0.966145622
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97779830 0.01683442 0.957921098 1.00657911
#> lag1_var2 0.01293893 0.03288667 -0.025205846 0.05629696
#> lag1_var3 0.01690370 0.05346750 -0.044697892 0.08776626
#> lag1_var4 -0.01773515 0.04942295 -0.083163855 0.03944205
#> const 0.59308649 0.27642844 0.207390013 0.93749176
#> exo1 0.01916936 0.04214629 -0.045834296 0.06167444
#> exo2 -0.02001100 0.03812371 -0.078440253 0.02819832
#> exo3 0.04203742 0.03645918 0.007066708 0.09860378
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.24585444 0.9492928 -2.4321382 0.08941527
#> lag1_var2 2.16557861 2.1545074 -0.8705366 4.81256529
#> lag1_var3 2.42001921 3.3625111 -2.3233933 6.49080408
#> lag1_var4 -2.08595724 3.1172840 -5.8937874 2.27181662
#> const 13.13534172 12.2861379 -3.2881825 29.80975341
#> exo1 0.06521937 2.5317578 -3.0064626 3.29486358
#> exo2 1.52956562 2.4207804 -1.6767081 4.93262469
#> exo3 -1.77279195 2.2010126 -5.4178880 0.56207372
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.16097675 0.5314589 0.288447 1.73996648
#> lag1_var2 -0.98376013 1.3798327 -2.425176 1.18345456
#> lag1_var3 -0.86208661 2.1963904 -3.139752 2.58772637
#> lag1_var4 1.54909198 2.0607694 -1.641831 3.68390812
#> const -10.84568291 7.1060928 -18.943594 -0.04465581
#> exo1 0.04786265 1.2545792 -1.472396 1.70657321
#> exo2 -1.04324087 1.9522172 -3.593066 1.82040467
#> exo3 0.45667048 1.7311169 -1.831832 2.73018361
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36203321 0.1974958 0.1443423 0.6837516
#> lag1_var2 -0.01457883 0.4827465 -0.6973795 0.5034945
#> lag1_var3 0.05630207 0.7709699 -1.0166403 0.8860749
#> lag1_var4 0.87360617 0.7274469 0.1090264 1.8807171
#> const -4.17742018 3.4214416 -9.1034566 0.1653928
#> exo1 0.10097221 0.4877029 -0.4550531 0.8921887
#> exo2 -0.14753093 0.8002766 -1.2067254 0.9366822
#> exo3 -0.63657169 0.8898573 -1.7856019 0.5962442
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005164655 0.0001330375 0.0003334693 0.0006955035
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00273926 0.002174924 -0.006036058 -0.0001575694
#> Sigma[2,2] 0.29935222 0.062842718 0.224091131 0.3932215850
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002390658 0.003065035 -0.0065376 0.001337441
#> Sigma[3,2] -0.031605319 0.069123101 -0.1189305 0.051741234
#> Sigma[3,3] 0.485576061 0.126002914 0.3251749 0.686079458
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004106506 0.004349158 -0.01026448 0.0008833236
#> Sigma[4,2] 0.141396917 0.086278725 0.01806068 0.2467676319
#> Sigma[4,3] 0.487432753 0.124760473 0.29494112 0.6521121989
#> Sigma[4,4] 0.590614503 0.124435877 0.38976434 0.7253798954
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00699654 0.01155765 0.98892851 1.020429515
#> lag1_var2 -0.04732634 0.03401023 -0.10493058 -0.011168994
#> lag1_var3 -0.09500427 0.05804548 -0.18900206 -0.031486568
#> lag1_var4 0.08506509 0.05557177 0.02594235 0.176616580
#> const 0.38637909 0.16413070 0.16774670 0.577793714
#> exo1 -0.02917277 0.01702644 -0.05102860 -0.004314201
#> exo2 -0.03489326 0.02168150 -0.06534687 -0.006470175
#> exo3 0.04728613 0.02360661 0.01901334 0.081249509
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5812105 0.2816842 -1.0079060 -0.1983090
#> lag1_var2 1.5342604 0.9281954 0.6614926 3.1177303
#> lag1_var3 1.5197090 1.5927587 -0.0592556 4.2597446
#> lag1_var4 -1.2995545 1.5197905 -3.9115223 0.1956749
#> const 3.4082680 2.8991404 -1.5187777 6.3392294
#> exo1 0.8273122 0.5301192 0.1715738 1.6499784
#> exo2 0.9706726 0.3414630 0.5192894 1.4358102
#> exo3 -1.2432829 0.7259217 -2.2875191 -0.3815160
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2010777 0.5416941 0.4762320 1.93901360
#> lag1_var2 -2.4659685 1.2737701 -3.9959430 -0.86400322
#> lag1_var3 -3.6303015 2.3891303 -6.3694138 -0.75482114
#> lag1_var4 4.2734645 2.2284582 1.5628156 6.88442311
#> const -10.0264545 6.0639994 -17.1828576 -0.31567772
#> exo1 -0.6686899 0.5615722 -1.5089305 -0.06117761
#> exo2 -0.5314964 0.6239304 -1.5987838 0.07341871
#> exo3 1.0284236 0.8711861 -0.2317684 1.95587952
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90413018 0.5617785 0.1752175 1.56834989
#> lag1_var2 -1.93129121 1.4658775 -4.0286024 -0.06774067
#> lag1_var3 -3.35803382 2.6765650 -7.0240805 0.11459791
#> lag1_var4 4.13970839 2.5163535 0.8961095 7.64278759
#> const -9.64185208 6.7284133 -16.5824741 1.00589204
#> exo1 -0.22516945 0.7076415 -1.3553681 0.57033186
#> exo2 0.08256363 0.6118131 -0.9785746 0.66193779
#> exo3 0.33776119 1.0268998 -1.0965792 1.73225872
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001906127 0.0004104644 0.001374422 0.002449228
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08869423 0.02212312 -0.1238482 -0.06181835
#> Sigma[2,2] 5.62791767 1.33959978 3.8734907 7.63203162
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05972239 0.01457773 0.04126697 0.08310004
#> Sigma[3,2] -3.56314435 0.85354970 -4.93913469 -2.46389244
#> Sigma[3,3] 2.63377745 0.60367424 1.93003708 3.64578791
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007324314 0.005439565 -0.0005031221 0.01364799
#> Sigma[4,2] -0.203150990 0.290114294 -0.5654135921 0.24228291
#> Sigma[4,3] 0.555752618 0.204400525 0.2733035159 0.84601801
#> Sigma[4,4] 0.491463730 0.089412964 0.3785810082 0.62865118
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0481201517 0.02723593 1.00482697 1.08131326
#> lag1_var2 -0.0114204579 0.05316540 -0.07516270 0.07171496
#> lag1_var3 -0.0256383465 0.09153311 -0.13552635 0.11726292
#> lag1_var4 -0.0006270498 0.08473225 -0.13221106 0.10432706
#> const 0.3988875919 0.29934567 0.02112113 0.83806313
#> exo1 -0.0225870521 0.03974414 -0.06742705 0.03764762
#> exo2 -0.0075031979 0.04238796 -0.05020329 0.06586066
#> exo3 0.0722113575 0.05021061 -0.01098294 0.12813094
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.786874 1.720570 -7.777146 -2.836647
#> lag1_var2 7.222758 3.333863 2.145265 10.855727
#> lag1_var3 11.220939 5.695438 2.470654 17.479912
#> lag1_var4 -9.343736 5.188465 -15.112223 -1.431049
#> const 31.297026 17.462774 3.967754 50.858315
#> exo1 -0.265918 1.835386 -3.037156 1.946316
#> exo2 -1.250788 2.300247 -4.547165 1.503775
#> exo3 -1.391006 2.248905 -4.137554 2.216862
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7028996 1.0429747 2.1414980 4.9774735
#> lag1_var2 -3.4760172 2.0655640 -5.9314255 -0.1547495
#> lag1_var3 -5.1860235 3.5385026 -9.3726463 0.5343065
#> lag1_var4 4.9376019 3.2595434 -0.3505804 8.8011626
#> const -16.1408744 10.9878612 -27.4794041 1.2312392
#> exo1 0.7947980 0.9077265 -0.3282240 2.2285871
#> exo2 0.4956665 1.4724236 -1.2836179 2.4933469
#> exo3 -0.2248338 1.6619788 -2.5279778 2.1761946
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25959600 0.5207312 -0.65728794 0.7510130
#> lag1_var2 0.48864823 0.7644687 -0.21959720 1.6802916
#> lag1_var3 0.94384396 1.2908179 -0.26699760 2.9647828
#> lag1_var4 -0.04984902 1.1411597 -1.73801707 1.0558426
#> const 1.05042367 2.8395973 -2.60763555 5.0452159
#> exo1 0.70778413 0.6312318 -0.07052525 1.7004112
#> exo2 -0.27040833 0.7247702 -1.28187624 0.7322111
#> exo3 -1.14339604 0.7156431 -2.16470672 -0.1803687
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.017291 0.004251207 0.01145974 0.02289297
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02788423 0.01306366 -0.04606481 -0.0113784
#> Sigma[2,2] 0.29231987 0.11124725 0.15627978 0.4586058
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02269237 0.03099686 -0.02114682 0.06664934
#> Sigma[3,2] -0.20039172 0.10764550 -0.37619485 -0.08956525
#> Sigma[3,3] 0.70726666 0.17178736 0.49794860 0.96879808
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004584700 0.03118196 -0.03971601 0.04849990
#> Sigma[4,2] -0.009362252 0.06074857 -0.10486346 0.05921742
#> Sigma[4,3] 0.601152083 0.14604483 0.43377823 0.80679277
#> Sigma[4,4] 0.621484229 0.14491556 0.47382605 0.82691534
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08592909 0.07737983 0.9844214 1.20413290
#> lag1_var2 -0.32991511 0.28336770 -0.7273244 0.06444269
#> lag1_var3 -0.54101787 0.46180162 -1.1677956 0.11778743
#> lag1_var4 0.51479047 0.44471008 -0.1254247 1.11790830
#> const -0.34052609 0.64583101 -1.0666928 0.57207219
#> exo1 -0.08640230 0.11552931 -0.2464476 0.08075284
#> exo2 -0.75949596 0.10433228 -0.8988017 -0.61253564
#> exo3 0.08004877 0.15503971 -0.1678760 0.21355654
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.37218548 0.5152154 -2.0189594 -0.6597460
#> lag1_var2 4.10205362 1.1020963 2.5443726 5.7000177
#> lag1_var3 5.12597146 1.7572223 2.5847743 7.6049837
#> lag1_var4 -4.83351015 1.6516997 -7.1445848 -2.4070419
#> const 14.32948752 5.9173893 5.3335920 21.1955098
#> exo1 0.06089351 0.3560426 -0.5016534 0.4961888
#> exo2 0.92100054 0.5316256 0.2640335 1.6310531
#> exo3 -0.39557356 0.3856784 -0.8472012 0.1230529
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0543307 0.2753578 1.7368559 2.453152
#> lag1_var2 -4.6941127 0.9271927 -5.8764011 -3.371152
#> lag1_var3 -6.3569259 1.5691484 -8.4204368 -4.196675
#> lag1_var4 6.8088768 1.5346001 4.6968950 8.807622
#> const -12.9387615 4.9841525 -19.7702009 -6.403032
#> exo1 0.8784619 0.9461106 -0.4514307 2.224301
#> exo2 -2.8205068 0.7287754 -3.8700547 -1.878111
#> exo3 0.7817799 0.9334721 -0.6363946 1.732466
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1843230 0.2601909 0.8278932 1.524528
#> lag1_var2 -2.3097214 0.7103101 -3.3721468 -1.411893
#> lag1_var3 -3.4499503 1.2476415 -5.2654783 -1.910015
#> lag1_var4 4.0994458 1.2216759 2.5665050 5.846488
#> const -4.6010281 3.8211111 -9.3466961 1.394762
#> exo1 0.9540993 0.9674575 -0.2705661 2.290820
#> exo2 -2.2525353 0.6954233 -3.2815585 -1.474217
#> exo3 0.5320512 0.9423561 -0.8166400 1.720924
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001083871 0.0002530992 0.0007375664 0.001426897
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007624845 0.00254049 -0.01146696 -0.004375933
#> Sigma[2,2] 0.199998998 0.01868078 0.18056622 0.231551879
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006665769 0.002068933 -0.00224834 0.003389336
#> Sigma[3,2] -0.0682395518 0.020908813 -0.09792700 -0.041185635
#> Sigma[3,3] 0.1151759409 0.023688637 0.08896364 0.153108748
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003744074 0.002229173 -0.006629452 -0.0006735569
#> Sigma[4,2] 0.037570479 0.024847432 0.001803663 0.0648446055
#> Sigma[4,3] 0.089103228 0.018502708 0.066512379 0.1170157491
#> Sigma[4,4] 0.120244189 0.019568287 0.092048633 0.1421644526
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.010579777 0.02492280 0.986000398 1.048758055
#> lag1_var2 -0.060303540 0.05050931 -0.129298154 0.003368647
#> lag1_var3 -0.118864332 0.10345922 -0.268181219 0.004379189
#> lag1_var4 0.110261035 0.09522638 -0.004551769 0.245068098
#> const 0.211025191 0.27587372 -0.216904995 0.429411705
#> exo1 0.008551759 0.03571249 -0.048640839 0.048417599
#> exo2 -0.094514828 0.02769207 -0.129871096 -0.051540915
#> exo3 0.042386416 0.03855674 -0.013641192 0.095694394
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6174539 0.5182824 -1.4722709 -0.01864039
#> lag1_var2 2.0258048 1.0963934 0.8800615 3.73302542
#> lag1_var3 2.2240987 2.2554980 -0.1682056 5.75967074
#> lag1_var4 -2.0421075 2.0958274 -5.3120097 0.16678006
#> const 7.1489872 5.7145687 0.3002855 16.10056496
#> exo1 0.3283912 0.6924854 -0.5864529 1.24745215
#> exo2 1.7627673 0.5332190 0.8187433 2.26647532
#> exo3 -0.2130227 0.4826359 -0.8127385 0.47007914
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06263339 0.4738896 -0.6794046 0.6374656
#> lag1_var2 0.02105401 0.9943073 -1.3427102 1.2818383
#> lag1_var3 0.87866484 2.0353165 -1.9580506 3.4637697
#> lag1_var4 0.10693983 1.8749602 -2.2633972 2.7158118
#> const 1.28096618 4.5435888 -5.5339020 6.8854415
#> exo1 0.16065611 0.2877582 -0.1554792 0.6317843
#> exo2 -1.60646919 0.3688118 -2.0579583 -1.0114118
#> exo3 0.75200991 0.3552435 0.3106598 1.2602758
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4496465 0.2874787 -0.8939185 -0.1526482
#> lag1_var2 0.8633703 0.6066464 0.1816231 1.8026159
#> lag1_var3 1.6365950 1.2321718 0.2969378 3.5456435
#> lag1_var4 -0.5063409 1.1323455 -2.2745570 0.7335610
#> const 4.0511095 2.9713199 1.4883503 8.3947045
#> exo1 0.3596158 0.3624801 -0.1554216 0.8393466
#> exo2 -0.9176648 0.4218936 -1.4896474 -0.3523295
#> exo3 0.6917478 0.3709242 0.2433287 1.2218658
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00657219 0.002110397 0.004481175 0.009814421
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06014295 0.03092531 -0.1056837 -0.02903509
#> Sigma[2,2] 1.31598612 0.50043188 0.7203679 2.08995401
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05819308 0.02640541 0.0288014 0.09983472
#> Sigma[3,2] -1.21009766 0.42181040 -1.8279190 -0.76847774
#> Sigma[3,3] 2.42270561 0.50514070 1.8470105 3.24344598
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02204778 0.01433145 0.003874779 0.04198532
#> Sigma[4,2] -0.42372150 0.19088489 -0.769151737 -0.25360809
#> Sigma[4,3] 1.74209873 0.39975762 1.348278406 2.37609901
#> Sigma[4,4] 1.53424760 0.36691629 1.107582218 2.09703274
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90824025 0.05498501 0.8350489429 0.98858133
#> lag1_var2 0.20356463 0.15533490 -0.0007851888 0.40488788
#> lag1_var3 0.33362003 0.26418453 -0.0190790617 0.67077629
#> lag1_var4 -0.32000860 0.25641621 -0.6459214932 0.02122284
#> const 1.20617180 0.76777816 0.0430661052 2.09707015
#> exo1 0.10108832 0.08171371 0.0160330186 0.23442570
#> exo2 -0.05029706 0.06071071 -0.1265774359 0.04252714
#> exo3 0.05970510 0.06297221 -0.0084715196 0.16426690
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33076792 0.7751806 -0.4816498 1.5855960
#> lag1_var2 -0.34372560 2.3065450 -4.0989303 2.0360085
#> lag1_var3 -2.02647689 3.9134798 -8.3148612 2.0065993
#> lag1_var4 1.94334232 3.7915930 -1.9720223 8.0326659
#> const -1.62346901 9.8217755 -16.5425056 10.2631992
#> exo1 -1.42290918 0.8331937 -2.6057376 -0.3726959
#> exo2 -1.30816813 1.2102481 -2.4688933 0.7175657
#> exo3 -0.06268271 0.8280669 -1.1806785 1.1071270
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8484171 1.168509 -0.6529605 2.613886
#> lag1_var2 -1.5927414 2.794801 -4.7070436 2.589059
#> lag1_var3 -1.5525350 4.757128 -7.0004824 5.586437
#> lag1_var4 2.3938046 4.642119 -4.6051459 7.635788
#> const -8.7857460 19.510643 -39.0555676 15.359822
#> exo1 0.5844488 1.248442 -1.1958411 2.026597
#> exo2 2.0651125 1.151246 0.5246287 3.596382
#> exo3 2.0771439 1.382223 0.9610041 4.208815
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1432627 0.9427926 0.07077756 2.7367492
#> lag1_var2 -2.2861969 1.9966393 -4.60337514 0.7165300
#> lag1_var3 -3.5757936 3.3466651 -7.53508800 1.4911824
#> lag1_var4 4.3658126 3.2670283 -0.59672035 8.2274357
#> const -11.8275197 16.9851554 -40.26235105 7.7359708
#> exo1 -0.2712595 1.1487667 -2.23667067 0.8019209
#> exo2 1.2770992 0.7439856 0.23356326 2.2093708
#> exo3 1.9863964 1.1453870 0.95973880 3.7522028
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001293943 0.000270688 0.001018211 0.001758791
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004184843 0.002829861 -0.008264555 -0.0005913354
#> Sigma[2,2] 0.344109787 0.065670372 0.259451899 0.4308952664
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00371628 0.002533714 0.0001790617 0.007049806
#> Sigma[3,2] -0.29650140 0.056363650 -0.3723990124 -0.224588373
#> Sigma[3,3] 0.26048317 0.049330545 0.1980439493 0.328076991
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001055207 0.0005696949 -0.0003924079 0.001009899
#> Sigma[4,2] 0.0011784216 0.0080961942 -0.0097263851 0.012670854
#> Sigma[4,3] 0.0041414684 0.0075975072 -0.0058361635 0.015612478
#> Sigma[4,4] 0.0053681565 0.0015198893 0.0037836972 0.007641239
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97470370 0.02948240 0.944797889 1.01721550
#> lag1_var2 0.03563196 0.10303037 -0.080033106 0.18328944
#> lag1_var3 0.04837502 0.11789244 -0.078252864 0.22063930
#> lag1_var4 -0.04858705 0.11947423 -0.218131799 0.08716659
#> const 0.65057678 0.55796435 -0.152870853 1.35405654
#> exo1 0.01546258 0.03895733 -0.042133431 0.06378516
#> exo2 -0.09310485 0.03350724 -0.135071854 -0.04474571
#> exo3 0.02382535 0.03599823 -0.009660125 0.08334136
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07285365 0.4750133 -0.7046626 0.4085059
#> lag1_var2 1.20259986 3.0365029 -3.3802307 4.1760764
#> lag1_var3 0.33580824 3.5619464 -5.0583066 3.7636512
#> lag1_var4 -0.34471319 3.5703187 -3.9047227 5.0624589
#> const 2.72039629 8.5613114 -8.5579125 14.4696029
#> exo1 0.32215269 0.5015444 -0.3217444 1.0104291
#> exo2 0.49744615 0.5186574 -0.2488562 1.0596854
#> exo3 0.06004759 0.8035234 -1.3043161 0.8212745
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1628644 0.3921235 -0.2300915 0.6776992
#> lag1_var2 -0.3675483 2.6018661 -2.9839849 3.5912849
#> lag1_var3 0.4430954 3.0454401 -2.5679214 5.0877915
#> lag1_var4 0.5172480 3.0614070 -4.1590680 3.6289996
#> const -0.7204088 7.3366470 -10.9672720 9.0306545
#> exo1 -0.2853734 0.4778458 -0.9046411 0.3433886
#> exo2 -1.2561598 0.4748249 -1.7967083 -0.5835189
#> exo3 0.2080915 0.7020400 -0.5043473 1.3952471
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.102516454 0.05194723 0.049373722 0.1927059
#> lag1_var2 0.284654172 0.19681893 0.033425744 0.5854445
#> lag1_var3 0.284892389 0.23008781 -0.002774045 0.6370697
#> lag1_var4 0.682732280 0.23497694 0.323664546 0.9821783
#> const 0.275116390 0.86849554 -0.846127970 1.5832869
#> exo1 -0.007533516 0.07518796 -0.093910773 0.1034931
#> exo2 -0.863679883 0.06331271 -0.958653363 -0.7807313
#> exo3 0.261756067 0.06535635 0.169553657 0.3431368
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003628484 0.0007403927 0.002817749 0.004819624
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005670639 0.006220147 -0.01418343 0.001952488
#> Sigma[2,2] 0.254669619 0.043453421 0.19203774 0.305433248
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01300703 0.009731351 0.001823775 0.02749392
#> Sigma[3,2] -0.29157903 0.058789617 -0.383801963 -0.22183503
#> Sigma[3,3] 0.47893089 0.139318030 0.328819496 0.69598914
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01057014 0.007985285 0.002314317 0.02369391
#> Sigma[4,2] -0.16981482 0.048155129 -0.245961631 -0.11606277
#> Sigma[4,3] 0.34420811 0.116924896 0.220174679 0.52130231
#> Sigma[4,4] 0.26832185 0.097117655 0.168432496 0.41258961
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96439849 0.06137029 0.87284905 1.0423143
#> lag1_var2 -0.02580119 0.10793022 -0.12291427 0.1511824
#> lag1_var3 -0.04871212 0.20091790 -0.23298746 0.2774509
#> lag1_var4 0.05428085 0.18712268 -0.24838730 0.2306064
#> const 0.51932000 0.64218167 -0.44372212 1.2306398
#> exo1 0.03986710 0.06695657 -0.04049841 0.1499631
#> exo2 -0.43955773 0.04420985 -0.50110189 -0.3857748
#> exo3 0.19973614 0.06868945 0.13425837 0.3169765
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4866885 0.2988274 -1.9281361 -1.1434712
#> lag1_var2 4.2052888 0.3467214 3.7800579 4.6380522
#> lag1_var3 5.9542391 0.6404820 5.1702050 6.7664500
#> lag1_var4 -5.6077403 0.5880177 -6.3592128 -4.8797351
#> const 13.7021597 4.1348641 7.6271026 19.1599041
#> exo1 0.4747096 0.5958976 -0.4523204 1.1738467
#> exo2 1.0012893 0.4699237 0.4111917 1.6615602
#> exo3 -0.2267173 0.4397996 -0.8184776 0.3435189
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6740804 0.5147595 0.92611170 2.3751348
#> lag1_var2 -4.0422596 0.7424932 -5.00602129 -3.1141448
#> lag1_var3 -6.4477479 1.3701684 -8.20154719 -4.7615984
#> lag1_var4 7.0851610 1.2756606 5.53561744 8.7118396
#> const -16.2487782 5.8982428 -24.32606795 -7.6220291
#> exo1 -0.5817786 0.7318979 -1.57339097 0.5163395
#> exo2 -5.2644306 0.8893273 -6.64359999 -4.3274833
#> exo3 0.9898312 0.7630843 -0.07480221 2.0717714
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9938980 0.4539916 0.34290656 1.5609522
#> lag1_var2 -2.2990770 0.6807706 -3.28882313 -1.3924849
#> lag1_var3 -4.2007609 1.2533796 -6.00388273 -2.5477490
#> lag1_var4 5.0167955 1.1613786 3.50520174 6.6733551
#> const -10.9976541 4.6250513 -16.70438716 -4.5401703
#> exo1 -0.3858727 0.5038946 -1.09015546 0.2726019
#> exo2 -4.8670392 0.7263974 -5.97006156 -4.1863986
#> exo3 0.9338282 0.6052229 0.09577506 1.7522416
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006517346 0.0001319311 0.000481113 0.0008157864
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01227839 0.002340372 -0.01578136 -0.009385663
#> Sigma[2,2] 0.46160553 0.088621877 0.38030895 0.617268780
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01095372 0.003846077 0.006231157 0.01634092
#> Sigma[3,2] -0.27400754 0.064770628 -0.347031184 -0.17660455
#> Sigma[3,3] 0.39383175 0.111864653 0.266698718 0.54343365
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003741788 0.003391076 0.0002709457 0.008854222
#> Sigma[4,2] 0.002503282 0.074324380 -0.0895836314 0.118602031
#> Sigma[4,3] 0.239078836 0.085100941 0.1401069498 0.358471459
#> Sigma[4,4] 0.250432512 0.069055029 0.1628655712 0.328881748
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974340092 0.01967794 0.94570488 0.99993288
#> lag1_var2 0.043639568 0.07947793 -0.05879441 0.15329739
#> lag1_var3 0.058082689 0.13110274 -0.10930692 0.24087460
#> lag1_var4 -0.057077842 0.12774801 -0.23267836 0.11080466
#> const 0.638461166 0.25494916 0.32702887 1.00832650
#> exo1 0.004431109 0.03167646 -0.02885912 0.05005405
#> exo2 -0.089887886 0.03572708 -0.12458518 -0.02828886
#> exo3 0.020144329 0.03504464 -0.02859657 0.06863437
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3567229 0.6820078 -1.0741108 0.6722849
#> lag1_var2 1.3450100 2.1983921 -1.8376011 3.9731967
#> lag1_var3 1.1587845 3.6337503 -4.0063098 5.5139299
#> lag1_var4 -1.0551156 3.5328647 -5.2761361 4.1172201
#> const 4.9085303 7.5114735 -7.0595166 14.2639404
#> exo1 -0.1091850 0.7741551 -0.9521719 1.1793165
#> exo2 0.8277131 0.8488912 -0.5258593 1.8097020
#> exo3 0.3410857 1.0722942 -0.9408727 1.8127774
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8824108 0.2867442 0.4524283 1.280144
#> lag1_var2 0.6492610 1.8783722 -1.9748818 2.974732
#> lag1_var3 1.4626656 3.0876067 -2.8520435 5.346474
#> lag1_var4 -0.9252479 3.0986789 -4.8726638 3.358655
#> const 2.1075164 3.0721212 -2.2517992 5.630567
#> exo1 0.4616133 0.5506092 -0.2408253 1.255622
#> exo2 -4.1609512 0.7460231 -5.0592232 -2.983851
#> exo3 0.5377744 0.8628815 -0.7857111 1.483977
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6923329 0.3630074 0.1712688 1.200773
#> lag1_var2 1.2106339 1.6838206 -1.1549337 3.334339
#> lag1_var3 1.7375445 2.7451086 -2.1326175 5.183778
#> lag1_var4 -1.1311920 2.7151767 -4.5791956 2.656047
#> const 3.9673298 5.1210252 -2.0756311 10.872041
#> exo1 0.4112033 0.4923551 -0.2163328 1.037078
#> exo2 -3.8337125 0.4152554 -4.3440518 -3.328780
#> exo3 0.7881759 0.6012997 -0.2088377 1.492804
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005957703 0.0001091725 0.0004984831 0.0007744277
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004325624 0.01232129 -0.02040939 0.01272077
#> Sigma[2,2] 2.795481835 0.62126822 2.00409708 3.73786034
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002032473 0.007034949 -0.008053823 0.01017736
#> Sigma[3,2] -1.473473984 0.286519664 -1.886321739 -1.09967795
#> Sigma[3,3] 0.971839528 0.171617302 0.739532802 1.21001191
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005684093 0.002780218 -0.00439474 0.003179723
#> Sigma[4,2] 0.1038858665 0.190489286 -0.16421544 0.361612841
#> Sigma[4,3] 0.2171983276 0.116914288 0.06898530 0.375308014
#> Sigma[4,4] 0.3865126656 0.080659964 0.30474043 0.509598988
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04750299 0.01418692 1.0285338976 1.066814929
#> lag1_var2 -0.02746415 0.01278239 -0.0446053276 -0.009274498
#> lag1_var3 -0.05453521 0.02434134 -0.0868727208 -0.020218946
#> lag1_var4 0.02590945 0.01899260 -0.0011530058 0.050883555
#> const 0.42771936 0.12125229 0.2613653657 0.591280479
#> exo1 0.01976142 0.02135988 -0.0098172280 0.044204492
#> exo2 -0.02579668 0.02782257 -0.0663933805 0.012187152
#> exo3 0.04366616 0.02958608 -0.0001164785 0.077050380
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.3295254 1.0264669 -5.834311 -3.0084110
#> lag1_var2 3.4101633 0.9750248 1.994922 4.6207631
#> lag1_var3 4.5380657 1.8295522 1.853873 6.7468850
#> lag1_var4 -2.9731010 1.5359069 -4.778421 -0.7084285
#> const 14.9217692 8.7354753 6.307305 28.4707089
#> exo1 -0.2656348 0.9874023 -1.202326 1.4321443
#> exo2 -0.8053194 2.2234115 -3.429632 2.7543080
#> exo3 0.6083720 1.4775940 -1.195099 2.6157289
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.5139651 0.6930666 1.5721389 3.4077055
#> lag1_var2 -1.2090089 0.6946643 -2.1113348 -0.2328064
#> lag1_var3 -1.3170409 1.3067310 -2.9987522 0.5515067
#> lag1_var4 1.3690711 1.0586728 -0.1613118 2.6892904
#> const -7.1366341 5.0484052 -15.0935214 -1.7070579
#> exo1 0.4493547 0.7369228 -0.5748034 1.2948499
#> exo2 0.4345058 1.2060749 -1.1721048 1.9129768
#> exo3 -0.2100732 1.0390128 -1.7402134 1.0477213
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19371041 0.6075446 -0.4491088 1.0899625
#> lag1_var2 0.28744380 0.4478078 -0.3546758 0.8242397
#> lag1_var3 0.49251108 0.8374948 -0.7431895 1.4893895
#> lag1_var4 0.43448764 0.5874178 -0.2773850 1.2900479
#> const -1.10951039 3.3906308 -6.0843820 3.2312829
#> exo1 0.46797636 0.4995095 -0.2098995 1.1406473
#> exo2 -0.01486472 0.8218509 -1.3618198 0.7214708
#> exo3 0.10533858 0.7308463 -0.6596915 1.2637250
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015055 0.0001565001 0.000820781 0.001231074
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001164934 0.0005611289 -0.00197080 -0.000375481
#> Sigma[2,2] 0.024498776 0.0064571629 0.01943497 0.036034901
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 1.625933e-05 0.001214671 -0.001912514 0.001219999
#> Sigma[3,2] -1.390300e-02 0.006433133 -0.023513921 -0.006507832
#> Sigma[3,3] 7.515931e-02 0.011080187 0.060193327 0.090886409
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008212822 0.001065743 -0.002420196 0.0006001966
#> Sigma[4,2] 0.0029036780 0.004184342 -0.003551345 0.0079151350
#> Sigma[4,3] 0.0665361181 0.010624392 0.050724317 0.0779441813
#> Sigma[4,4] 0.0694769210 0.011941254 0.053432587 0.0839378855
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000347278 0.005131007 0.99217367 1.006279267
#> lag1_var2 -0.083615360 0.084405030 -0.17206151 0.055678336
#> lag1_var3 -0.122712690 0.138962680 -0.26503999 0.105253677
#> lag1_var4 0.118914234 0.141738957 -0.11314914 0.261877946
#> const 0.298264329 0.354697689 -0.03415316 0.883165299
#> exo1 0.004932246 0.029341022 -0.03893625 0.043682017
#> exo2 -0.039417058 0.030010620 -0.08760569 -0.003755832
#> exo3 -0.028027560 0.046205589 -0.08496270 0.030628180
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24965701 0.09812538 0.1085577 0.3814223
#> lag1_var2 1.66660573 0.65073333 0.8674444 2.5951464
#> lag1_var3 1.66485494 1.04483610 0.3462009 3.1681071
#> lag1_var4 -1.79945926 1.05710669 -3.3306261 -0.4616321
#> const 4.47946853 2.39506020 1.6544741 7.8026213
#> exo1 0.02585561 0.14170733 -0.1055397 0.2623018
#> exo2 0.82569565 0.18515230 0.5628924 1.0850868
#> exo3 -1.03074973 0.22184427 -1.2852171 -0.6968118
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.44510490 0.1001353 -0.5713547 -0.3262684
#> lag1_var2 0.74512646 1.0682753 -0.7703656 2.0346066
#> lag1_var3 1.24190352 1.5879079 -0.8947415 3.2076103
#> lag1_var4 -0.14566423 1.6152186 -2.1641820 1.9995575
#> const 2.51127780 3.0572925 -1.7140567 6.2653190
#> exo1 0.03627463 0.2426017 -0.2483271 0.3648830
#> exo2 -2.00845520 0.2549137 -2.4358609 -1.7471389
#> exo3 0.42031450 0.5399708 -0.1365687 1.3435023
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.27683486 0.1063766 -0.4355149 -0.1495463
#> lag1_var2 1.64250374 0.8363402 0.7568224 2.7761947
#> lag1_var3 2.01010600 1.2406863 0.3721012 3.7149360
#> lag1_var4 -0.99045757 1.2626528 -2.7280402 0.6863201
#> const 4.54480908 3.2744116 0.3206203 9.1597443
#> exo1 0.05594038 0.2160977 -0.1657419 0.3511954
#> exo2 -1.49965086 0.2027664 -1.8247279 -1.2837050
#> exo3 -0.27656677 0.5135078 -0.7169069 0.6689412
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009815943 0.0001390095 0.0007801465 0.001161278
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003644308 0.001401564 -0.005414935 -0.001550533
#> Sigma[2,2] 0.116550571 0.034478686 0.068801873 0.161951783
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005699948 0.003626197 -0.004535026 0.005568271
#> Sigma[3,2] -0.1163293787 0.051615147 -0.196058906 -0.056367994
#> Sigma[3,3] 0.3037834418 0.060168474 0.235577574 0.397616433
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001222837 0.003622189 -0.006595625 0.003454412
#> Sigma[4,2] -0.059558920 0.042156593 -0.126707654 -0.016663618
#> Sigma[4,3] 0.263643801 0.046043988 0.202791114 0.326036809
#> Sigma[4,4] 0.253200655 0.040587071 0.192029811 0.296897453
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97023381 0.01770339 0.95043291 9.962299e-01
#> lag1_var2 -0.02999068 0.02774960 -0.07204394 -8.355625e-05
#> lag1_var3 -0.06842940 0.04153266 -0.13060857 -1.699950e-02
#> lag1_var4 0.07207799 0.03824429 0.02405947 1.304420e-01
#> const 0.50730889 0.15208806 0.30983670 6.968086e-01
#> exo1 0.00764128 0.03140409 -0.02895606 5.790956e-02
#> exo2 -0.14916595 0.02950728 -0.18596654 -1.065002e-01
#> exo3 0.01606337 0.02640964 -0.01458506 5.782726e-02
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04762338 0.1522093 -0.1692087 0.2381511
#> lag1_var2 1.58972143 0.3404565 1.1911791 2.1442957
#> lag1_var3 1.99549409 0.6692772 0.9966641 2.9565619
#> lag1_var4 -2.05235399 0.6434344 -2.9568193 -1.0716162
#> const 4.35274249 2.1472144 1.1609379 6.5106737
#> exo1 -0.54027075 0.2693344 -0.8192093 -0.1554735
#> exo2 1.05559357 0.3255318 0.5461700 1.3692628
#> exo3 0.11380233 0.2995861 -0.2566103 0.5525527
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87676092 0.2959313 0.4396429 1.2734644
#> lag1_var2 -2.49893458 0.4531543 -3.1644121 -1.9088098
#> lag1_var3 -3.33116196 1.0091823 -4.5020295 -1.7306744
#> lag1_var4 4.13907850 1.0010761 2.5437027 5.3113159
#> const -7.74122047 4.1972383 -14.1824043 -2.5088469
#> exo1 -0.10313078 0.4107065 -0.6940913 0.4236131
#> exo2 -1.43668734 0.3835292 -1.9131979 -0.8710299
#> exo3 -0.09259051 0.3280702 -0.5111041 0.3543393
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97960403 0.3554950 0.4077620 1.352532429
#> lag1_var2 -2.10944420 0.5347410 -2.9489670 -1.449773080
#> lag1_var3 -3.10122457 1.0541167 -4.4236724 -1.396017802
#> lag1_var4 3.88070878 1.0298143 2.1769770 5.100321596
#> const -7.20327791 4.1379517 -13.0709288 -1.595960485
#> exo1 -0.39780338 0.3167007 -0.8765418 -0.002948374
#> exo2 -0.85049524 0.3746356 -1.2338373 -0.225384703
#> exo3 -0.08904306 0.3690340 -0.6376392 0.365505084
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007319566 0.0002588142 0.0004900467 0.001148957
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002266262 0.001145915 -0.003766455 -0.0006784185
#> Sigma[2,2] 0.071827659 0.017268940 0.049247486 0.0996608587
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002505408 0.002111516 -9.681801e-05 0.005684324
#> Sigma[3,2] -0.084346479 0.025972458 -1.185547e-01 -0.050568698
#> Sigma[3,3] 0.290792850 0.076388698 1.996765e-01 0.405417893
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001237755 0.001722723 -0.0009735149 0.003835397
#> Sigma[4,2] -0.043693599 0.025426101 -0.0705902701 -0.005755138
#> Sigma[4,3] 0.245317633 0.066452924 0.1603711620 0.340714790
#> Sigma[4,4] 0.222975546 0.059159752 0.1426286695 0.303402436
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97714085 0.01290008 0.958991618 0.99199097
#> lag1_var2 0.03385004 0.10837606 -0.059691466 0.20839410
#> lag1_var3 0.13563295 0.19246972 -0.024960240 0.45011929
#> lag1_var4 -0.13786972 0.19284487 -0.452963853 0.02312092
#> const 0.83279405 0.36851471 0.411765901 1.33922642
#> exo1 0.01129913 0.01742058 -0.008897595 0.03919245
#> exo2 -0.11945889 0.02069547 -0.149940041 -0.09562539
#> exo3 -0.13467190 0.02610120 -0.162152283 -0.09168198
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06883203 0.1191524 -0.2661852 0.07284712
#> lag1_var2 0.92031160 0.8271471 -0.1057175 2.26963703
#> lag1_var3 0.52790074 1.5366954 -1.3231351 3.10044157
#> lag1_var4 -0.53981498 1.5418598 -3.1237700 1.31499891
#> const 2.77234842 3.4824643 -1.0376503 8.60427547
#> exo1 0.02377991 0.2763826 -0.3506303 0.40031805
#> exo2 0.96563577 0.3122953 0.4941883 1.42055915
#> exo3 2.67828775 0.2507109 2.2982166 2.95978377
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28484937 0.1288828 -0.44031328 -0.1004448
#> lag1_var2 1.65890353 1.2715825 -0.07059443 3.2240983
#> lag1_var3 3.33966679 2.2787537 0.17023048 6.1919336
#> lag1_var4 -2.34861458 2.2758029 -5.18881312 0.8241159
#> const 6.89295735 3.8130565 1.00329885 11.3372268
#> exo1 0.09132723 0.3223266 -0.32235673 0.5735901
#> exo2 -0.31952551 0.4388930 -0.77399308 0.3754812
#> exo3 -5.14498883 0.4008310 -5.62507329 -4.5359894
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3070276 0.1316237 -0.4864050 -0.1328221
#> lag1_var2 1.9716789 1.2654639 0.2439689 3.7503267
#> lag1_var3 3.2567560 2.2952463 0.1035223 6.3367898
#> lag1_var4 -2.2644552 2.2965661 -5.3470600 0.8893653
#> const 7.5553369 4.2325170 1.7687829 13.1701260
#> exo1 0.1028903 0.2176152 -0.1635324 0.4184588
#> exo2 0.2754636 0.4229915 -0.1953582 0.8738432
#> exo3 -3.7017121 0.3489737 -4.1224045 -3.1246643
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001106019 0.0002909121 0.0007126715 0.00147862
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03178473 0.01047271 -0.04549997 -0.01903992
#> Sigma[2,2] 2.12486655 0.60384261 1.37491407 3.01446231
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01548472 0.006086792 0.008392188 0.02449956
#> Sigma[3,2] -1.10411757 0.357221925 -1.659071488 -0.68809201
#> Sigma[3,3] 0.77666434 0.200369053 0.554472020 1.09319177
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007270598 0.002444802 -0.003659886 0.002859484
#> Sigma[4,2] -0.0535488379 0.101948465 -0.200069772 0.052817761
#> Sigma[4,3] 0.2702994768 0.058988168 0.198438472 0.356294280
#> Sigma[4,4] 0.2922599032 0.039260627 0.240187998 0.342338919
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00818565 0.03194864 0.967814738 1.051876272
#> lag1_var2 -0.04630569 0.03481931 -0.093176613 -0.002849296
#> lag1_var3 -0.09668437 0.07313053 -0.191879639 -0.004296177
#> lag1_var4 0.08768013 0.06262943 0.009333938 0.169421062
#> const 0.24238402 0.25945506 -0.128186082 0.534282573
#> exo1 0.06228282 0.03715798 0.002446157 0.100446934
#> exo2 -0.21394571 0.03471111 -0.268781364 -0.176506389
#> exo3 0.08341036 0.02020891 0.052907582 0.104480741
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8159903 1.586184 -3.3600335 0.7269528
#> lag1_var2 2.7782957 1.817686 0.1907735 4.7902799
#> lag1_var3 3.7684774 3.734833 -1.5273430 7.8148311
#> lag1_var4 -3.1815518 3.141854 -6.6159929 1.1823607
#> const 12.4567035 8.664632 -1.1988835 23.6753031
#> exo1 -2.6577337 1.119476 -4.0984901 -1.2459142
#> exo2 2.8229289 1.985428 0.5894489 5.6886170
#> exo3 -0.7586701 1.614695 -2.4392227 1.9136967
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4682524 1.2795257 -0.2399142 3.281097
#> lag1_var2 -1.6249520 1.4019158 -3.6581025 0.308520
#> lag1_var3 -2.3313820 2.9330148 -6.5668061 1.718409
#> lag1_var4 2.8348756 2.4650270 -0.6015090 6.347709
#> const -7.7296944 7.4524136 -18.9019361 1.848928
#> exo1 1.2302775 0.5425134 0.5357144 2.080451
#> exo2 -5.1441906 1.0240372 -6.5794247 -3.908002
#> exo3 0.7544727 1.0727256 -0.9628754 1.938315
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6421269 0.9032790 -0.41601516 1.9917302
#> lag1_var2 -0.7001007 0.9983828 -2.15402117 0.6048027
#> lag1_var3 -1.3635194 2.0930906 -4.45302836 1.3384856
#> lag1_var4 2.1720042 1.7536841 -0.09099105 4.7778194
#> const -3.6745428 5.0035245 -11.27398975 3.0029932
#> exo1 -0.1156239 0.4091605 -0.59252580 0.4923831
#> exo2 -4.2689888 0.5347129 -4.93048216 -3.4364272
#> exo3 0.4527065 0.5402246 -0.16414795 1.2064283
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001977929 0.0005222301 0.00131872 0.002699658
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01179005 0.00991752 -0.02569438 0.0001976908
#> Sigma[2,2] 0.79989909 0.21506835 0.56434777 1.1079356309
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004920111 0.008040231 -0.004457887 0.01714964
#> Sigma[3,2] -0.318496319 0.214457253 -0.665058311 -0.11080365
#> Sigma[3,3] 0.509468323 0.211883198 0.309285249 0.83682672
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002285674 0.008376972 -0.01563092 0.00842154
#> Sigma[4,2] 0.180475210 0.136191609 -0.04844261 0.31237413
#> Sigma[4,3] 0.341738172 0.125142681 0.19642323 0.54187938
#> Sigma[4,4] 0.487908446 0.099650348 0.37463802 0.63217656
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02050452 0.01412318 0.999146052 1.03702569
#> lag1_var2 -0.05074818 0.06878280 -0.145555936 0.04233671
#> lag1_var3 -0.09174884 0.11744101 -0.248187742 0.06408404
#> lag1_var4 0.08006729 0.11777657 -0.078916918 0.23862833
#> const 0.26401208 0.37419640 -0.243585072 0.77549488
#> exo1 0.01803436 0.02215182 -0.008956497 0.04971128
#> exo2 -0.09959305 0.08733798 -0.191124737 0.03128718
#> exo3 -0.04454346 0.04749653 -0.098165919 0.01860447
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1109201 0.5028648 -0.4267359 0.9302083
#> lag1_var2 0.8870116 2.2533431 -2.9504190 3.3755765
#> lag1_var3 0.6941558 3.9833834 -6.0520945 4.9817285
#> lag1_var4 -0.7393479 3.9144725 -5.0002733 5.8800731
#> const 3.4686115 7.6569093 -8.6097835 11.2428542
#> exo1 -0.7366822 0.6582485 -1.3826945 0.2827594
#> exo2 -0.5568814 2.1777689 -3.6372747 2.0795039
#> exo3 0.9604318 1.2949041 -0.7534544 2.6970596
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03545382 0.2193518 -0.3442017 0.20871572
#> lag1_var2 2.02629501 1.1962391 0.4638072 3.92769426
#> lag1_var3 3.63948895 2.1299198 1.0299817 7.15814862
#> lag1_var4 -2.78715252 2.1122415 -6.2288356 -0.13968826
#> const 7.08682944 6.2854700 -0.6237915 15.43684337
#> exo1 -1.03383042 0.7162589 -2.0290877 -0.06722083
#> exo2 -0.85468201 1.7619150 -2.8798286 1.79752334
#> exo3 -2.59656379 0.8967883 -3.5516808 -1.23328816
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03705657 0.2804440 -0.3281121 0.44025920
#> lag1_var2 2.36403087 1.3188480 0.6234975 4.41288515
#> lag1_var3 3.72259869 2.4189988 0.6593985 7.49304464
#> lag1_var4 -2.88475703 2.3821957 -6.6051615 0.09633052
#> const 8.25328374 6.5967318 -0.9397677 17.49912890
#> exo1 -1.56244541 0.6572418 -2.4929594 -0.77638284
#> exo2 -1.30068344 1.4327277 -3.3350422 0.65533160
#> exo3 -2.17719677 1.0685190 -3.8625644 -1.12749287
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001558843 0.0005617215 0.001081679 0.002572898
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001906063 0.001131168 -0.003831243 -0.0006730938
#> Sigma[2,2] 0.006304416 0.002180859 0.004291236 0.0098674257
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007570802 0.001493246 -0.001354147 0.002593029
#> Sigma[3,2] -0.0096627811 0.002760394 -0.014067509 -0.006792950
#> Sigma[3,3] 0.0417710130 0.011420040 0.026493215 0.058285615
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008331264 0.001336751 -0.002366799 0.0009642484
#> Sigma[4,2] -0.0047555014 0.001904120 -0.007632369 -0.0023879734
#> Sigma[4,3] 0.0351489366 0.009778904 0.021505359 0.0486546277
#> Sigma[4,4] 0.0324076211 0.009388639 0.019163282 0.0446827392
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00368196 0.01648664 0.98557894 1.02824035
#> lag1_var2 -0.08856532 0.20328411 -0.38164522 0.17641392
#> lag1_var3 -0.09078513 0.30226739 -0.52853340 0.31996880
#> lag1_var4 0.08792249 0.30445494 -0.32571136 0.52862291
#> const 0.25334575 0.65325330 -0.71741494 1.01527228
#> exo1 0.01832147 0.04004133 -0.03930485 0.07387331
#> exo2 -0.07250249 0.04986396 -0.14466672 -0.01184526
#> exo3 -0.03153458 0.04297168 -0.08981329 0.02168079
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14594092 0.04082467 0.09117655 0.1974640
#> lag1_var2 0.29717401 0.48648944 -0.35759641 0.9435003
#> lag1_var3 -0.34106461 0.72477869 -1.31964964 0.6372529
#> lag1_var4 0.31725527 0.72763028 -0.66362413 1.3000606
#> const -0.04715498 1.29980739 -1.71623969 1.7297531
#> exo1 -0.03008006 0.06855090 -0.11732465 0.0519110
#> exo2 0.30692011 0.10331362 0.19835085 0.4652317
#> exo3 0.26411287 0.07861350 0.15537234 0.3746373
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24729848 0.08761642 -0.3456101 -0.10805264
#> lag1_var2 0.97962351 1.16850530 -0.6148070 2.36096448
#> lag1_var3 1.42058821 1.88764102 -0.9236045 3.71377995
#> lag1_var4 -0.41149400 1.90890362 -2.7381338 1.96039876
#> const 2.76161810 4.81105563 -3.9613123 8.68661184
#> exo1 0.01540237 0.19087380 -0.1560272 0.31459080
#> exo2 -0.86845632 0.29721418 -1.2738410 -0.45827720
#> exo3 -0.16787927 0.12958364 -0.2994396 0.04721767
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.135199110 0.07615319 -0.21036455 -0.0219412
#> lag1_var2 0.908375731 0.94912584 -0.44692246 1.9815273
#> lag1_var3 0.764379692 1.54851785 -1.42391948 2.6307949
#> lag1_var4 0.241582578 1.56847942 -1.63887576 2.4614706
#> const 1.561647106 4.30912576 -4.87520546 6.4874196
#> exo1 -0.008342999 0.15245173 -0.16765182 0.2314794
#> exo2 -0.657075592 0.24885025 -0.96210861 -0.2951299
#> exo3 0.035751255 0.10029465 -0.08649329 0.1843529
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001459522 0.0003043603 0.001111014 0.001837705
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00320594 0.0007598251 -0.004234261 -0.002213325
#> Sigma[2,2] 0.01952897 0.0033898569 0.014946252 0.024919558
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00132197 0.001111465 1.612153e-05 0.003055232
#> Sigma[3,2] -0.01442561 0.005092625 -1.965200e-02 -0.006618551
#> Sigma[3,3] 0.03482317 0.009770066 2.073827e-02 0.045894502
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001387375 0.0009446705 -0.001114926 0.001318955
#> Sigma[4,2] -0.0064063674 0.0046643203 -0.010449420 0.001106424
#> Sigma[4,3] 0.0318331096 0.0089623273 0.019064200 0.042662092
#> Sigma[4,4] 0.0325397052 0.0081977035 0.021382558 0.042938588
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97404107 0.04610721 0.89665475 1.02521239
#> lag1_var2 0.02548561 0.09594234 -0.09230037 0.16753725
#> lag1_var3 0.06572218 0.20450525 -0.13417778 0.40230391
#> lag1_var4 -0.06695596 0.19045999 -0.38215339 0.11651953
#> const 0.70478293 0.51249219 0.19502842 1.54574782
#> exo1 -0.03602404 0.05025044 -0.09450940 0.03162691
#> exo2 -0.05580754 0.03001452 -0.10481639 -0.01929732
#> exo3 -0.04826392 0.02157220 -0.06959654 -0.01579145
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10253028 0.15834725 -0.10042319 0.3165557
#> lag1_var2 0.74091929 0.34783181 0.28393678 1.1794845
#> lag1_var3 0.29167151 0.77176430 -0.80059224 1.1794236
#> lag1_var4 -0.29387052 0.71451939 -1.10916172 0.7259775
#> const 1.68010578 1.38624930 -0.24474434 3.4838028
#> exo1 0.03335869 0.14233557 -0.11975269 0.2582219
#> exo2 0.59495794 0.09772516 0.44667105 0.7042124
#> exo3 0.20870427 0.14390727 0.02138695 0.4051705
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3489859 0.12934526 -0.527189024 -0.16695997
#> lag1_var2 0.5443463 0.27914512 0.125104013 0.86777523
#> lag1_var3 1.2654215 0.66099417 0.351299450 2.16103686
#> lag1_var4 -0.2396709 0.62005616 -1.075631976 0.62391709
#> const 2.2095469 1.63786230 -0.219530948 4.22283064
#> exo1 0.1495396 0.09578121 -0.007161642 0.23594964
#> exo2 -0.4634342 0.12829650 -0.625759696 -0.26852170
#> exo3 -0.2110278 0.14691225 -0.384678199 0.01532384
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3564217 0.1471147 -0.604504277 -0.20161962
#> lag1_var2 0.6805139 0.2921565 0.351609072 1.13785035
#> lag1_var3 0.9087105 0.6458023 0.149521579 1.87043129
#> lag1_var4 0.1627608 0.6066398 -0.739613570 0.88456874
#> const 1.8094757 1.7284085 -0.250190239 4.29853375
#> exo1 0.1848903 0.1090493 0.004127218 0.30794192
#> exo2 -0.2497295 0.1334204 -0.428991260 -0.05127101
#> exo3 -0.1451573 0.1600226 -0.345424309 0.04022666
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002863078 7.539565e-05 0.0001948543 0.0003845133
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001389359 0.001645136 -0.003110093 0.001134855
#> Sigma[2,2] 0.143010143 0.033937499 0.105341799 0.197114691
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001390093 0.002766367 -0.002947005 0.004229857
#> Sigma[3,2] -0.101737361 0.066014795 -0.209475690 -0.040266849
#> Sigma[3,3] 0.535858983 0.119073423 0.352869191 0.683088759
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006607487 0.002384098 -0.002672887 0.003799184
#> Sigma[4,2] -0.0203368322 0.055030726 -0.108583437 0.038286482
#> Sigma[4,3] 0.5176274841 0.120013523 0.345557324 0.668299080
#> Sigma[4,4] 0.5491939208 0.131967266 0.388059967 0.736239406
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0067880399 0.01936919 0.98497920 1.03879555
#> lag1_var2 -0.0268803448 0.04391175 -0.09507616 0.01760378
#> lag1_var3 -0.0584119371 0.08263215 -0.18194942 0.02658894
#> lag1_var4 0.0478165582 0.07716882 -0.03253766 0.16453683
#> const 0.4493739080 0.18085703 0.21613351 0.72084796
#> exo1 -0.0001791077 0.02155269 -0.03089791 0.02539029
#> exo2 -0.1818817640 0.01201160 -0.20209472 -0.17009874
#> exo3 -0.0357293625 0.01756173 -0.06260464 -0.01596857
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.85931303 0.3449544 -1.2738001 -0.3459533
#> lag1_var2 1.85722172 0.7107529 0.9690845 3.0494787
#> lag1_var3 2.02514670 1.3549836 0.2271922 4.2036913
#> lag1_var4 -1.72822190 1.2705998 -3.7954322 -0.0595941
#> const 4.86274779 3.3911324 -0.5249776 8.6035971
#> exo1 -0.74129457 0.3988346 -1.2345588 -0.1666066
#> exo2 1.93410031 0.3665765 1.3606743 2.2810065
#> exo3 0.03538113 0.3076354 -0.4000971 0.4541007
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.009124255 0.6530373 -0.9147516 0.7663457
#> lag1_var2 1.938818372 1.5234016 -0.1717997 4.0876875
#> lag1_var3 4.186939768 2.8260995 0.3484576 8.1927867
#> lag1_var4 -3.349992222 2.6906307 -7.1308927 0.3480417
#> const 9.183591209 8.4372120 -1.4286660 20.8343055
#> exo1 0.318861353 0.6830028 -0.5222570 1.3500784
#> exo2 -4.031625536 0.7643294 -5.1550371 -3.0611448
#> exo3 -3.216673340 0.8418866 -4.4924856 -2.4950370
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5708582 0.6389986 -1.4445320 0.1674018
#> lag1_var2 2.9364282 1.5133114 1.0819022 5.1687421
#> lag1_var3 5.2402599 2.7927764 1.8909700 9.3994697
#> lag1_var4 -4.1973900 2.6597239 -8.1300423 -0.9589652
#> const 11.5933953 8.3681098 1.5718495 23.4495613
#> exo1 -0.1261353 0.6463009 -0.9399713 0.7767997
#> exo2 -3.1631056 0.8359155 -4.2599871 -2.0068355
#> exo3 -3.4679828 0.8497773 -4.7748209 -2.6410984
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002299256 0.0003247835 0.001897646 0.00282263
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003597052 0.0009922428 -0.005122585 -0.002417923
#> Sigma[2,2] 0.015314399 0.0020242977 0.012854838 0.018595849
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004301085 0.003010954 -0.009062478 -0.001848334
#> Sigma[3,2] -0.004342344 0.010955988 -0.015631246 0.014733121
#> Sigma[3,3] 0.272047146 0.104046467 0.182750817 0.442796450
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007600072 0.003279163 -0.01265446 -0.004651408
#> Sigma[4,2] 0.007835245 0.012031807 -0.00417989 0.029255712
#> Sigma[4,3] 0.282584929 0.110818103 0.18581092 0.468728332
#> Sigma[4,4] 0.303607816 0.118396613 0.19890661 0.506245978
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.018437318 0.04300575 0.96100475 1.07825620
#> lag1_var2 -0.113223768 0.14950695 -0.33097615 0.09222432
#> lag1_var3 -0.175864873 0.23878439 -0.48264398 0.20739663
#> lag1_var4 0.168237726 0.23010044 -0.20033500 0.46426895
#> const 0.101690320 0.51472460 -0.56648981 0.77462163
#> exo1 0.006952466 0.02705789 -0.03246884 0.04162172
#> exo2 -0.015438732 0.05556742 -0.10477564 0.02458391
#> exo3 0.007599999 0.05339246 -0.06721311 0.08015827
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03119408 0.09600883 -0.18296110 0.08674922
#> lag1_var2 0.75605414 0.33469718 0.33330674 1.24618300
#> lag1_var3 0.50759190 0.52409215 -0.03929918 1.39058450
#> lag1_var4 -0.48323172 0.50486905 -1.33296523 0.04676092
#> const 1.97167301 1.19143370 0.61329909 3.95121501
#> exo1 -0.10051668 0.09502134 -0.18772419 0.05073177
#> exo2 0.60779617 0.09415802 0.44379497 0.69017786
#> exo3 0.26151287 0.11489399 0.07846082 0.39913486
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3535098 0.3769107 -0.8441682 0.1930722
#> lag1_var2 0.9681654 1.6449989 -1.4324636 3.1005962
#> lag1_var3 0.5531258 2.3021197 -2.6180613 3.7978669
#> lag1_var4 0.4212524 2.2176954 -2.6904936 3.4831404
#> const 3.0220452 4.1909110 -3.5501507 6.1882589
#> exo1 -0.2605112 0.5049700 -0.9110473 0.4694777
#> exo2 -0.1253396 0.3289939 -0.6275041 0.2894843
#> exo3 -0.4039010 0.4476292 -1.0150272 0.2150385
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4112523 0.3456200 -0.8605222 0.1069656
#> lag1_var2 1.2089013 1.5868931 -1.1534204 3.1516235
#> lag1_var3 0.4369593 2.2098686 -2.6433702 3.5456323
#> lag1_var4 0.5794985 2.1288181 -2.4019262 3.5538927
#> const 3.2405661 4.3132683 -3.5295925 6.6478522
#> exo1 -0.3515994 0.5205353 -1.0300962 0.3778462
#> exo2 0.3004419 0.3136375 -0.1760609 0.6811961
#> exo3 -0.2321141 0.4860430 -0.9250000 0.4278447
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007248674 0.0001517581 0.0005516597 0.0009248487
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004234095 0.001439391 -0.006534104 -0.002751374
#> Sigma[2,2] 0.069822666 0.014426389 0.055465313 0.094966815
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005057466 0.001970936 0.002191506 0.007542141
#> Sigma[3,2] -0.066283060 0.017675831 -0.090649276 -0.040912903
#> Sigma[3,3] 0.209149883 0.046364960 0.146612735 0.272448879
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002513646 0.001485798 0.0001162916 0.003869573
#> Sigma[4,2] -0.023818733 0.013535182 -0.0435579661 -0.005100058
#> Sigma[4,3] 0.173525664 0.041192525 0.1170058129 0.230475249
#> Sigma[4,4] 0.163916227 0.039547963 0.1090859545 0.218336048
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.956027463 0.01114771 0.938364016 0.96682995
#> lag1_var2 0.053146068 0.01827156 0.027611631 0.07716493
#> lag1_var3 0.027878651 0.04078491 -0.026880722 0.08249285
#> lag1_var4 -0.019823716 0.03855336 -0.073708268 0.03074988
#> const 0.572475217 0.08630272 0.431457890 0.66995008
#> exo1 0.005612714 0.00965082 -0.008358292 0.01497438
#> exo2 -0.097414480 0.03091408 -0.135803316 -0.05245346
#> exo3 -0.064102955 0.02584570 -0.102585094 -0.03441865
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.015375659 0.08690274 -0.1017120 0.1350975
#> lag1_var2 0.535587963 0.23202652 0.2435358 0.8933567
#> lag1_var3 -0.015542533 0.38251629 -0.4605933 0.5575900
#> lag1_var4 0.005667873 0.36154009 -0.5388931 0.4512894
#> const 1.725505515 1.27790751 0.2580883 3.6444940
#> exo1 0.039056213 0.17313554 -0.1638161 0.3187172
#> exo2 1.141335675 0.35451338 0.7085058 1.6032180
#> exo3 0.699675473 0.39837802 0.3213700 1.3609101
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.475118038 0.1430205 0.2564995 0.6396485
#> lag1_var2 -0.960909649 0.4241595 -1.4083307 -0.2213826
#> lag1_var3 -0.677231532 0.6049032 -1.4326490 0.2794027
#> lag1_var4 1.533025806 0.5657027 0.6124783 2.2293768
#> const -3.465746254 2.0832677 -6.3559900 -0.4134810
#> exo1 -0.715295399 0.3134720 -1.2634362 -0.3629683
#> exo2 -1.196473060 0.6663052 -1.9740829 -0.2183976
#> exo3 -0.006233933 0.7100277 -0.9305256 1.0223319
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5011785 0.1295439 0.3145642 0.6577620
#> lag1_var2 -0.9363152 0.4238423 -1.3759580 -0.2239367
#> lag1_var3 -1.1734992 0.5942033 -1.8578856 -0.2186563
#> lag1_var4 2.0374473 0.5641764 1.1276607 2.6735088
#> const -3.6844754 1.8190668 -5.7771456 -0.8503832
#> exo1 -0.7163049 0.3138424 -1.2752286 -0.4121795
#> exo2 -0.4691981 0.5984355 -1.2190371 0.4455090
#> exo3 0.4666574 0.5615297 -0.1390912 1.3404667
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007216556 0.0001321577 0.0005317429 0.0008924954
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003335248 0.00672307 -0.01464425 0.003637528
#> Sigma[2,2] 1.348168780 0.37039133 0.90760571 1.916887714
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006082114 0.004165417 0.001547116 0.01301025
#> Sigma[3,2] -0.713317268 0.261118218 -1.107316869 -0.42672656
#> Sigma[3,3] 0.623263999 0.172553248 0.396660865 0.89831017
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005162524 0.002450167 0.001579892 0.008062823
#> Sigma[4,2] 0.073150714 0.157002209 -0.094929441 0.310167499
#> Sigma[4,3] 0.270030801 0.091090114 0.152915670 0.386362158
#> Sigma[4,4] 0.393567718 0.100871254 0.271736418 0.525599747
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9822299121 0.02908458 0.95302754 1.02995402
#> lag1_var2 -0.0008469206 0.02004962 -0.03111534 0.02206609
#> lag1_var3 0.0033312744 0.03048465 -0.04401102 0.03597643
#> lag1_var4 -0.0031753523 0.02183969 -0.02527888 0.03191638
#> const 0.4909719638 0.16289387 0.28290365 0.71872341
#> exo1 -0.0099829994 0.02735585 -0.05463458 0.01952676
#> exo2 -0.1059717921 0.02441358 -0.14644281 -0.08208021
#> exo3 -0.0079625437 0.01831063 -0.03440543 0.01402801
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41664569 1.1906339 -2.0912142 1.07040697
#> lag1_var2 1.51729170 0.9599230 0.4190900 2.82725196
#> lag1_var3 1.51823987 1.6070971 -0.4091298 3.64579845
#> lag1_var4 -1.24152641 1.1622400 -2.9134038 0.08453063
#> const 0.95936903 2.9782880 -3.0687817 4.59124961
#> exo1 0.07973307 1.1605002 -1.4291802 1.71517647
#> exo2 0.37035170 1.6950765 -1.9577902 2.73410442
#> exo3 0.20011239 0.7082084 -0.6408344 1.24469289
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.75593183 0.8247819 0.8195430 2.8408387
#> lag1_var2 -1.04993984 0.5968923 -1.8395209 -0.3625179
#> lag1_var3 -0.76234995 1.0679252 -2.1377180 0.5485597
#> lag1_var4 1.11004964 0.7802342 0.1665222 2.1751964
#> const -1.71914893 3.9494151 -6.9262700 3.6881299
#> exo1 -0.00687182 0.8261697 -1.0374894 1.1646332
#> exo2 -1.53174730 0.8711183 -2.7049396 -0.3156932
#> exo3 0.05438934 0.6162852 -0.8449513 0.8987296
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.89718583 0.5326041 1.0511420 2.55283869
#> lag1_var2 -0.82337874 0.3778031 -1.3144856 -0.29973142
#> lag1_var3 -0.90803745 0.6474566 -1.6999365 0.01308916
#> lag1_var4 1.33527339 0.4691579 0.6923195 1.89362097
#> const -4.02200939 4.6084902 -10.2965567 2.60997274
#> exo1 0.05191051 0.4533082 -0.5778968 0.68955543
#> exo2 -1.64781214 0.5289595 -2.2622090 -0.91133554
#> exo3 0.22653161 0.5136339 -0.3639220 0.99556037
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003418122 9.766715e-05 0.0002299808 0.0004778797
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.266068e-05 0.002100965 -0.003033624 0.002774475
#> Sigma[2,2] 1.943850e-01 0.032171924 0.156603551 0.240854297
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001633444 0.001063386 0.0002283603 0.003182473
#> Sigma[3,2] -0.039754149 0.021241640 -0.0745551033 -0.019193663
#> Sigma[3,3] 0.092864277 0.022872734 0.0651118654 0.127048711
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001801919 0.001441476 -0.0001548917 0.003692806
#> Sigma[4,2] 0.094785510 0.031737279 0.0497476679 0.142595783
#> Sigma[4,3] 0.076867562 0.020460890 0.0539869615 0.105622780
#> Sigma[4,4] 0.155903190 0.026760771 0.1255860030 0.192954740
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96048492 0.02587574 0.93026021 0.998249821
#> lag1_var2 0.01071269 0.04590885 -0.05392110 0.070189460
#> lag1_var3 0.02681518 0.07157420 -0.07535689 0.118661383
#> lag1_var4 -0.01946913 0.06372117 -0.10302426 0.069988999
#> const 0.54879348 0.11117078 0.39442026 0.692247739
#> exo1 -0.03000717 0.01580536 -0.05812765 -0.013501462
#> exo2 -0.02513741 0.01930665 -0.04621901 0.007087343
#> exo3 -0.01357016 0.02588780 -0.04611772 0.028122387
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1865942 0.6488495 -0.8059836 1.0205825
#> lag1_var2 0.2160662 0.8695550 -0.9041850 1.6051240
#> lag1_var3 -1.1949407 1.4498145 -3.0597955 1.1258575
#> lag1_var4 1.1289602 1.2472983 -0.8573131 2.7290486
#> const -0.0293062 3.0224061 -4.1115369 4.4423987
#> exo1 -0.0547289 0.5808889 -0.9730337 0.5763308
#> exo2 2.9811396 0.3707514 2.5731550 3.5473489
#> exo3 0.2137605 0.5012996 -0.4524447 0.9269291
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0866385 0.3402863 -0.50556321 0.3765578
#> lag1_var2 0.4397016 0.4621213 -0.14322693 1.0308229
#> lag1_var3 1.4710615 0.7279545 0.53589909 2.3917596
#> lag1_var4 -0.4856940 0.6408084 -1.30919558 0.3168867
#> const 0.6993154 2.2661528 -3.04267306 2.7523737
#> exo1 0.1903308 0.2074793 -0.04416208 0.5402381
#> exo2 -1.1976707 0.4114747 -1.81325741 -0.7014766
#> exo3 -0.3363687 0.2401220 -0.52062919 0.0998472
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01824591 0.5948740 -0.9443953 0.6111148
#> lag1_var2 0.19288936 0.9300867 -0.6851115 1.7602233
#> lag1_var3 0.05789841 1.4835394 -1.3405513 2.5674284
#> lag1_var4 0.91125198 1.3102605 -1.3078633 2.1356045
#> const -1.13675133 2.6489981 -4.1620577 2.8472552
#> exo1 0.19683912 0.4071610 -0.5301388 0.5764240
#> exo2 0.61503971 0.4734116 -0.1582945 1.1027628
#> exo3 -0.26927455 0.4690509 -0.8297785 0.4235113
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009773043 0.00022544 0.0008486725 0.001347885
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002337653 0.002540454 -0.001100519 0.005677181
#> Sigma[2,2] 0.153325119 0.030823142 0.127544691 0.206782857
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.007162132 0.004074203 -0.01284536 -0.002473706
#> Sigma[3,2] -0.128122999 0.039450383 -0.18834535 -0.076391341
#> Sigma[3,3] 0.445135270 0.128190263 0.34491437 0.661156057
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005442449 0.004056121 -0.01147452 -0.0005916406
#> Sigma[4,2] -0.008175768 0.046735009 -0.06287573 0.0698578212
#> Sigma[4,3] 0.349344884 0.109150517 0.27479065 0.5210609915
#> Sigma[4,4] 0.347550987 0.099563216 0.26477819 0.5224610745
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00892163 0.008529111 0.99799949 1.022071363
#> lag1_var2 -0.07986479 0.080948769 -0.20403859 0.017488242
#> lag1_var3 -0.10090345 0.100071941 -0.24908336 0.022566975
#> lag1_var4 0.09647833 0.101869411 -0.02928848 0.247956320
#> const 0.18470207 0.300009707 -0.21277551 0.548783757
#> exo1 0.02298246 0.040535518 -0.04109666 0.063856342
#> exo2 -0.04359996 0.025682685 -0.07502669 -0.007320042
#> exo3 -0.05765751 0.039690576 -0.11835649 -0.009040697
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1152702 0.1614356 -0.3267948 0.12453882
#> lag1_var2 -0.3152987 1.3865564 -2.3525447 1.45151257
#> lag1_var3 -1.1129513 1.7979033 -3.7050965 1.19395241
#> lag1_var4 1.1776174 1.7972280 -1.0925142 3.78651013
#> const -1.7982276 4.8121783 -8.4853497 5.28202450
#> exo1 -0.1584525 0.2580307 -0.5378530 0.08796496
#> exo2 0.2364577 0.5519064 -0.4582177 1.09706441
#> exo3 0.1494513 0.4180903 -0.3897910 0.71549244
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005564231 0.2201711 -0.3034146 0.2945011
#> lag1_var2 1.233881048 2.2316532 -1.2327322 4.6592235
#> lag1_var3 2.086911529 2.8277463 -1.0991482 6.5101504
#> lag1_var4 -1.143379137 2.8214552 -5.5439057 2.0605988
#> const 3.789887738 3.8975373 -1.2866636 8.8421607
#> exo1 0.728382342 0.7972569 -0.2771708 1.8340437
#> exo2 -0.415444602 0.7543920 -1.5367907 0.5617130
#> exo3 -0.022002515 0.5671612 -0.7960873 0.7251209
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07654761 0.2355501 -0.3482885 0.2727948
#> lag1_var2 0.70428333 1.6873985 -1.1885058 3.1036307
#> lag1_var3 0.85121985 2.2102925 -1.7350058 3.9112501
#> lag1_var4 0.15010136 2.1878915 -2.8923147 2.6809891
#> const 1.38735160 3.6381160 -2.8480006 6.5883698
#> exo1 0.60972838 0.8116625 -0.3087671 1.7214271
#> exo2 -0.23193243 0.7288232 -1.1222600 0.8082312
#> exo3 0.08214434 0.5211330 -0.6626366 0.7167710
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001055178 0.000249078 0.0007068292 0.001368594
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003031223 0.001606131 -0.005829886 -0.001495929
#> Sigma[2,2] 0.087512855 0.018804000 0.068360137 0.114387550
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002521248 0.001121946 0.001369894 0.004473173
#> Sigma[3,2] -0.073068136 0.017798439 -0.097640214 -0.055525291
#> Sigma[3,3] 0.067560932 0.017539005 0.047901375 0.092668956
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00073576 0.0003826618 0.000228349 0.001255057
#> Sigma[4,2] -0.02228964 0.0076382889 -0.033292472 -0.012921432
#> Sigma[4,3] 0.02548960 0.0077760509 0.015365142 0.036551312
#> Sigma[4,4] 0.01291524 0.0035656174 0.008143698 0.017732706
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0084433839 0.01584657 0.98727852 1.025210868
#> lag1_var2 -0.1292237320 0.09621508 -0.25282625 0.009589208
#> lag1_var3 -0.1781192984 0.17159116 -0.39156844 0.062626200
#> lag1_var4 0.1761185914 0.17473113 -0.07160068 0.391704329
#> const 0.0274603612 0.45403561 -0.50747647 0.679747159
#> exo1 0.0008098184 0.03169748 -0.04212829 0.031235981
#> exo2 -0.0215098961 0.03593521 -0.06887938 0.024141390
#> exo3 0.0445081898 0.03363659 -0.01126956 0.082190938
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1091919 0.1151323 -0.05983913 0.2457753
#> lag1_var2 -0.3130559 1.0610798 -1.80188479 1.0331719
#> lag1_var3 -1.6500198 1.8847566 -4.38461787 0.6529753
#> lag1_var4 1.6642235 1.9052339 -0.65909868 4.4371137
#> const -2.4455364 3.9309332 -7.54225565 3.2171289
#> exo1 -0.1149730 0.3613705 -0.60780701 0.3594748
#> exo2 0.7752532 0.2852826 0.39123007 1.1114769
#> exo3 0.3191106 0.3130818 -0.01474102 0.7949825
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16336344 0.1145258 -0.28287200 0.03141807
#> lag1_var2 1.57844510 1.0271008 0.05878717 2.92370640
#> lag1_var3 3.31815117 1.8050693 0.68575685 5.76535190
#> lag1_var4 -2.36576379 1.8277560 -4.84741769 0.29133170
#> const 6.36344621 4.0587772 -0.28535191 11.13626567
#> exo1 0.11673626 0.3109725 -0.27584344 0.59573173
#> exo2 -0.90205297 0.2183590 -1.13547165 -0.61796572
#> exo3 -0.01075594 0.2575095 -0.37758793 0.30498333
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10298776 0.05283253 -0.14502309 -0.005178911
#> lag1_var2 1.15720406 0.43951346 0.42972086 1.661529047
#> lag1_var3 1.94035119 0.76320883 0.68941293 2.834537364
#> lag1_var4 -0.95960358 0.77514122 -1.86753360 0.303349987
#> const 3.84129185 2.01216368 0.54121489 5.834560649
#> exo1 0.05109533 0.11750834 -0.06807409 0.250571083
#> exo2 -0.47484579 0.07763282 -0.57031378 -0.353135241
#> exo3 0.18287652 0.11729481 0.03991810 0.326325651
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007658285 0.0001725877 0.0006046817 0.001059426
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01297755 0.00365961 -0.01829708 -0.008427381
#> Sigma[2,2] 0.44965907 0.08510735 0.32657941 0.563463334
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01094163 0.002588694 0.007829032 0.01466555
#> Sigma[3,2] -0.32650676 0.071793251 -0.431375383 -0.23025958
#> Sigma[3,3] 0.27514496 0.059740537 0.202426169 0.36509331
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002930727 0.0007936236 0.001817695 0.003863879
#> Sigma[4,2] -0.042822857 0.0202360042 -0.076572385 -0.024128673
#> Sigma[4,3] 0.072150979 0.0182172084 0.049938582 0.099756729
#> Sigma[4,4] 0.048666224 0.0101277075 0.035501632 0.060841500
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98739707 0.04347676 0.920924229 1.04209455
#> lag1_var2 -0.03353694 0.06871843 -0.119076799 0.06717480
#> lag1_var3 -0.06378608 0.11372744 -0.207221850 0.10140264
#> lag1_var4 0.06314003 0.10293734 -0.087336397 0.19538822
#> const 0.32641088 0.30412795 -0.051771296 0.75423893
#> exo1 0.02416225 0.03182205 -0.021731777 0.06147846
#> exo2 -0.05568964 0.02803619 -0.096941056 -0.02579056
#> exo3 0.04690062 0.02635674 0.009434587 0.07927703
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0487945 0.8635934 -1.32068702 1.016312
#> lag1_var2 1.5211627 1.3302026 -0.06032801 3.515911
#> lag1_var3 1.4309316 2.2380810 -1.35637538 4.753556
#> lag1_var4 -1.5182306 2.0356364 -4.47739175 1.050180
#> const 6.3913871 6.5329609 -1.67848321 15.674768
#> exo1 0.6073091 0.7053255 -0.25092541 1.611046
#> exo2 1.2868193 0.6708197 0.26943175 2.191937
#> exo3 0.4692336 0.5901574 -0.36061412 1.194999
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4101198 0.5998086 -0.4141542 1.29916724
#> lag1_var2 -1.3131745 0.9241652 -2.6053641 -0.07204911
#> lag1_var3 -1.5734604 1.5133834 -3.6824322 0.33833103
#> lag1_var4 2.4885380 1.3683454 0.7324960 4.40176675
#> const -5.4805832 4.4237922 -11.1243558 0.10812570
#> exo1 -0.3228791 0.4888483 -1.0876633 0.19783929
#> exo2 -1.7131527 0.5975041 -2.4132881 -0.83592072
#> exo3 -0.5188360 0.4310694 -1.1131414 0.03678961
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47339127 0.1959851 0.2219129 0.7203452
#> lag1_var2 -0.81067513 0.3156014 -1.2109654 -0.3701956
#> lag1_var3 -1.40651954 0.5019213 -2.0509235 -0.6840892
#> lag1_var4 2.28214183 0.4547308 1.6034566 2.8538041
#> const -3.21351999 1.3787434 -5.3616488 -1.7505523
#> exo1 0.06913144 0.1624562 -0.1717700 0.2600789
#> exo2 -0.94979565 0.2389987 -1.2546916 -0.6070092
#> exo3 -0.23164704 0.1289374 -0.3806167 -0.0289746
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000311661 7.307966e-05 0.0002136097 0.0004050898
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006528185 0.003092348 -0.01071351 -0.002511665
#> Sigma[2,2] 0.571845397 0.126348498 0.40901518 0.754415102
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004844133 0.002622084 0.001532666 0.008571034
#> Sigma[3,2] -0.478586442 0.103717418 -0.649036515 -0.381358313
#> Sigma[3,3] 0.704604854 0.119592719 0.555778177 0.883466903
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007749452 0.001846159 -0.00196216 0.00272732
#> Sigma[4,2] -0.1266143075 0.066545955 -0.22651544 -0.05568513
#> Sigma[4,3] 0.4216171903 0.103869183 0.26804298 0.55248669
#> Sigma[4,4] 0.3561138257 0.089984099 0.22857188 0.47644911
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019807055 0.01852138 0.99729961 1.04491199
#> lag1_var2 -0.087832204 0.04641898 -0.13748108 -0.02095045
#> lag1_var3 -0.141867732 0.07458250 -0.22179696 -0.03533498
#> lag1_var4 0.130238865 0.06987141 0.03093879 0.20613976
#> const 0.210407116 0.19692575 -0.11122001 0.39709348
#> exo1 0.001335656 0.01605982 -0.02370142 0.01902939
#> exo2 -0.046132261 0.01480651 -0.06716099 -0.02658341
#> exo3 0.038348929 0.01576595 0.01498244 0.05592524
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8673507 0.6727667 -2.7368740 -0.8239405
#> lag1_var2 4.8661155 1.7428782 2.1534459 6.7398626
#> lag1_var3 6.3107931 2.7217723 2.1160799 9.2884166
#> lag1_var4 -5.7556893 2.5223595 -8.4719143 -1.8520068
#> const 16.1481696 6.3326658 6.4887242 23.7815711
#> exo1 -0.5998900 0.7663359 -1.2276097 0.6000708
#> exo2 0.3305052 0.7042031 -0.7175280 1.2339506
#> exo3 0.4704744 0.5778397 -0.2672243 1.3751526
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1404490 0.7526245 1.036530 2.8920102
#> lag1_var2 -4.5711093 1.9173186 -6.824211 -2.0131064
#> lag1_var3 -5.9912825 2.9592328 -9.579940 -2.1051061
#> lag1_var4 6.2919884 2.7369713 2.674287 9.6421070
#> const -12.8358459 8.0818397 -23.214896 -0.8295595
#> exo1 0.8204466 0.7632135 -0.266129 1.8443738
#> exo2 -0.8660235 1.0601862 -2.033717 0.8863218
#> exo3 -0.5192471 0.8365214 -1.634697 0.6388581
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9773276 0.5728307 0.1588628 1.6566964
#> lag1_var2 -1.8683813 1.3268321 -3.6260631 -0.1075276
#> lag1_var3 -2.5867505 2.0603945 -5.3271545 0.1633660
#> lag1_var4 3.2547708 1.8757910 0.7741735 5.7820766
#> const -4.1080607 5.1001916 -10.9549967 3.6291164
#> exo1 0.4457202 0.5275195 -0.1099655 1.3529102
#> exo2 -0.6749649 0.7417204 -1.3733419 0.5495654
#> exo3 -0.2192021 0.5755277 -0.8805895 0.7055031
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001396555 2.158962e-05 0.00011099 0.0001666891
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000960059 0.0009093705 -0.001896988 0.0005713316
#> Sigma[2,2] 0.220181449 0.0506876294 0.164525876 0.2956623594
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003650412 0.0008015606 0.002343948 0.004543372
#> Sigma[3,2] -0.197117855 0.0616069725 -0.265542040 -0.113871757
#> Sigma[3,3] 0.421739966 0.0899277385 0.288661742 0.540321818
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00317302 0.0007543629 0.002090853 0.004217318
#> Sigma[4,2] -0.05723522 0.0574345617 -0.120043148 0.028911990
#> Sigma[4,3] 0.30763133 0.0688096073 0.209778710 0.391205502
#> Sigma[4,4] 0.28308178 0.0550930772 0.219531946 0.356030999
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9818954860 0.01064498 0.9647293133 0.992893055
#> lag1_var2 -0.0005552814 0.03679906 -0.0493686030 0.048864352
#> lag1_var3 -0.0163301005 0.05859096 -0.0948965385 0.061871239
#> lag1_var4 0.0156503230 0.05621874 -0.0584841408 0.092066751
#> const 0.5059292439 0.12313819 0.3584136319 0.700479874
#> exo1 -0.0009117942 0.01171416 -0.0141976079 0.015024591
#> exo2 -0.0257997542 0.01261752 -0.0414960383 -0.008966749
#> exo3 0.0158557259 0.01347705 0.0008319213 0.036666757
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09952408 0.2832196 -0.385549037 0.3610355
#> lag1_var2 2.13185705 0.8240380 0.976516389 3.0959067
#> lag1_var3 2.38086903 1.2487664 0.639745510 3.7944843
#> lag1_var4 -2.40988074 1.1737541 -3.749676482 -0.8077850
#> const 6.13892465 2.7369485 2.612620207 9.8453120
#> exo1 -0.18051089 0.3099956 -0.605863017 0.2253826
#> exo2 0.55386355 0.4370287 0.006562072 1.1771061
#> exo3 -0.11921437 0.5326770 -0.869258528 0.5528645
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2264934 0.5561282 -1.0479577 0.50258561
#> lag1_var2 0.9080223 2.0090703 -1.4940329 3.83115374
#> lag1_var3 1.8299237 3.1489456 -1.7102989 6.68487813
#> lag1_var4 -0.8138050 3.0176355 -5.4618208 2.53604459
#> const 3.5377131 6.4593681 -4.6092867 12.76147030
#> exo1 0.8911090 0.4566531 0.1413235 1.37389053
#> exo2 -0.7729968 0.5745047 -1.6299806 -0.04538289
#> exo3 1.8503786 0.7028338 1.1834132 3.04358470
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2992432 0.5401724 -1.16786891 0.2937466
#> lag1_var2 2.0141849 1.8587126 0.05971080 4.9598969
#> lag1_var3 2.9399862 2.9003282 0.14172150 7.7508804
#> lag1_var4 -1.9214013 2.7736625 -6.51009968 0.7337297
#> const 6.3323447 6.2382317 -0.91780074 15.6046929
#> exo1 0.7825442 0.5214256 -0.09804832 1.1791960
#> exo2 -0.4313437 0.5679023 -1.17377711 0.4040888
#> exo3 1.8621211 0.4665517 1.40523644 2.6530210
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003574119 9.731462e-05 0.0002363879 0.0004868557
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003863595 0.0003554883 -0.000875362 0.0001454492
#> Sigma[2,2] 0.0180998485 0.0024838634 0.015074334 0.0210493298
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005344415 0.0004238046 4.897522e-05 0.001193557
#> Sigma[3,2] -0.0111413019 0.0034292086 -1.618384e-02 -0.006767738
#> Sigma[3,3] 0.0189762056 0.0066039700 1.230043e-02 0.028602384
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004208871 0.0003924057 -9.047073e-06 1.022481e-03
#> Sigma[4,2] -0.0043104968 0.0037663261 -9.555702e-03 6.213928e-05
#> Sigma[4,3] 0.0159193616 0.0057989842 1.025919e-02 2.450705e-02
#> Sigma[4,4] 0.0156636988 0.0048752771 1.061159e-02 2.310441e-02
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991232247 0.01343905 0.97693832 1.01270991
#> lag1_var2 -0.004931333 0.03536122 -0.05663188 0.03794974
#> lag1_var3 -0.016986607 0.07471010 -0.12966162 0.07166872
#> lag1_var4 0.010491744 0.07310855 -0.07824931 0.12000595
#> const 0.493341970 0.18888802 0.21868277 0.72178190
#> exo1 0.007237947 0.01301560 -0.01190011 0.02421060
#> exo2 -0.052610253 0.01241954 -0.06844513 -0.03470555
#> exo3 0.002043951 0.02778783 -0.04265467 0.03279644
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13715869 0.10954115 -0.007277847 0.28341589
#> lag1_var2 0.32821482 0.35622469 -0.123796784 0.84866055
#> lag1_var3 0.01321405 0.79811643 -0.945884698 1.16553250
#> lag1_var4 0.06228422 0.77929392 -1.069312435 1.01762686
#> const 0.91143644 1.64150252 -1.691240269 2.88338587
#> exo1 -0.02547948 0.08564668 -0.141327355 0.07866391
#> exo2 2.35922087 0.12559402 2.187691129 2.54806540
#> exo3 0.76071203 0.20728910 0.523658180 1.03561677
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02412246 0.11803354 -0.1556420 0.16340806
#> lag1_var2 0.20030108 0.31751849 -0.3213724 0.53170542
#> lag1_var3 0.62052813 0.76180260 -0.6139187 1.45013271
#> lag1_var4 0.27235597 0.73575900 -0.5263623 1.46426171
#> const 1.14328029 1.53949512 -1.2762106 2.58557308
#> exo1 -0.13566208 0.07182510 -0.2381809 -0.05482281
#> exo2 -1.31710435 0.09665432 -1.4679306 -1.21256421
#> exo3 -0.40305883 0.13069295 -0.5497714 -0.19844733
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01855721 0.08804020 -0.08626136 0.14892994
#> lag1_var2 0.12051062 0.20167723 -0.17075144 0.37565760
#> lag1_var3 0.07078664 0.47308658 -0.64246593 0.59076200
#> lag1_var4 0.88462750 0.45452052 0.37761863 1.56347155
#> const 0.39202159 1.22143231 -1.22094997 2.05486598
#> exo1 -0.16226300 0.08298996 -0.29469408 -0.08351357
#> exo2 -0.41513357 0.07182394 -0.52517437 -0.33712005
#> exo3 -0.10515953 0.13163394 -0.28145176 0.08325093
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002281408 4.893196e-05 0.0001644262 0.0003024548
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006063247 0.001138887 -0.00768145 -0.004538358
#> Sigma[2,2] 0.347229964 0.058981674 0.25406271 0.404726982
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006911636 0.00161601 0.004597407 0.008906532
#> Sigma[3,2] -0.350123617 0.06232818 -0.434371766 -0.268938111
#> Sigma[3,3] 0.480513397 0.09424594 0.353692237 0.612004927
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00308907 0.001269303 0.001690783 0.004962402
#> Sigma[4,2] -0.12703356 0.037018805 -0.180072935 -0.083150401
#> Sigma[4,3] 0.26297334 0.069091348 0.180694141 0.359325436
#> Sigma[4,4] 0.18967526 0.053199234 0.124673936 0.260889199
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98519708 0.01242485 0.96835904 1.00161980
#> lag1_var2 -0.01330540 0.01971619 -0.03769470 0.01611851
#> lag1_var3 -0.02091787 0.03080729 -0.05747497 0.02669741
#> lag1_var4 0.01935384 0.02934638 -0.02689537 0.05124546
#> const 0.51075734 0.13961984 0.35307861 0.70792376
#> exo1 -0.03823854 0.01538055 -0.05807344 -0.01614141
#> exo2 -0.03692905 0.01784388 -0.05903115 -0.01126154
#> exo3 0.02497243 0.01142335 0.00957106 0.04058186
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2564487 0.7698482 -1.32870006 0.7556790
#> lag1_var2 1.2874871 1.0347813 0.01706744 2.6654992
#> lag1_var3 0.6336568 1.5783759 -1.29911814 2.7430328
#> lag1_var4 -0.5420948 1.4138642 -2.42993218 1.2140754
#> const 1.0244387 6.8819803 -7.73415799 8.9385590
#> exo1 0.3453609 0.5563980 -0.32096252 1.2056880
#> exo2 0.5330874 0.7243565 -0.34746453 1.6496079
#> exo3 -0.6144480 0.3268462 -1.04595010 -0.1360966
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3543509 0.7651942 -0.6748323 1.3935521
#> lag1_var2 -0.3382876 1.1930138 -2.0139233 1.2468362
#> lag1_var3 0.5844801 1.8321921 -1.8980880 3.0387194
#> lag1_var4 0.2465353 1.6932154 -2.0424004 2.4412078
#> const 3.0343367 7.9214142 -6.5911439 13.1773830
#> exo1 -0.5867372 0.5818039 -1.4742195 0.1088428
#> exo2 -0.9178149 0.8034648 -1.8757392 0.1962249
#> exo3 0.7176749 0.3896228 0.1831828 1.2962468
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24797758 0.3751487 -0.28236406 0.74854418
#> lag1_var2 0.06489529 0.7516322 -1.01973300 0.90902094
#> lag1_var3 0.34416209 1.1723835 -1.34221068 1.64707294
#> lag1_var4 0.54888429 1.1036241 -0.69402758 2.10656285
#> const 2.08938755 4.6665577 -4.04830414 8.51186562
#> exo1 -0.37189565 0.3060803 -0.81433534 -0.01593936
#> exo2 -0.56947028 0.5007748 -1.20890174 0.09251471
#> exo3 0.30085529 0.2274418 0.01599436 0.61407607
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007453316 0.0002093457 0.0005112966 0.001025078
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001641545 0.001161852 -0.001634056 0.001508106
#> Sigma[2,2] 0.0463613290 0.008425906 0.034228341 0.056544820
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00573571 0.00501303 -0.001355466 0.01165496
#> Sigma[3,2] -0.03089612 0.01835259 -0.061733199 -0.01027386
#> Sigma[3,3] 0.45869833 0.08226428 0.350731406 0.58179751
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0061100104 0.004831554 -0.001413225 0.01136401
#> Sigma[4,2] 0.0005371389 0.019077348 -0.031877616 0.02078259
#> Sigma[4,3] 0.4608659284 0.080010470 0.359133764 0.58187070
#> Sigma[4,4] 0.4858266622 0.081047740 0.388953887 0.60750065
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99338534 0.01389639 0.978046475 1.0126026468
#> lag1_var2 -0.04294887 0.05795919 -0.130179832 0.0255728315
#> lag1_var3 -0.08982514 0.09115680 -0.233786132 -0.0005632659
#> lag1_var4 0.08782124 0.08757204 0.002258257 0.2263204075
#> const 0.27717544 0.13967495 0.108133224 0.4697584481
#> exo1 0.02758184 0.01131204 0.010027471 0.0396736724
#> exo2 -0.04495512 0.02993397 -0.082885143 0.0002177185
#> exo3 0.00433394 0.01998279 -0.015040154 0.0373313872
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06426184 0.1964310 -0.2756879 0.24594914
#> lag1_var2 1.20845582 0.5185994 0.5032428 1.98993250
#> lag1_var3 0.49760040 0.8350659 -0.5944888 1.77932945
#> lag1_var4 -0.50944890 0.7973842 -1.7380956 0.52748419
#> const 2.55939343 2.5721391 -1.5895686 5.30524316
#> exo1 -0.08508633 0.1409494 -0.3027851 0.06617116
#> exo2 0.94081959 0.2210593 0.6177993 1.19705834
#> exo3 -0.73237314 0.1616866 -0.9115263 -0.46657224
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.50317143 0.5693009 0.8873872 2.2553344
#> lag1_var2 -5.40037530 1.7274881 -8.0405829 -3.2480837
#> lag1_var3 -8.01302875 2.7424401 -12.1297408 -4.5143063
#> lag1_var4 8.70053590 2.6248198 5.3256950 12.6378538
#> const -17.49867074 7.1592753 -25.2338883 -8.8253734
#> exo1 -0.01210575 0.5431276 -0.7421666 0.6913421
#> exo2 -4.12057344 0.6730925 -5.1082627 -3.2873176
#> exo3 -0.68161509 0.4430720 -1.2120578 -0.1019193
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.52970270 0.5830140 0.8704931 2.3102240
#> lag1_var2 -5.16059170 1.7959658 -7.7925643 -2.7302719
#> lag1_var3 -8.57480631 2.9017264 -12.7187097 -4.3516028
#> lag1_var4 9.25988545 2.7774109 5.1946352 13.2206017
#> const -17.96150240 7.2109004 -25.5317154 -8.3716046
#> exo1 -0.05899821 0.5823942 -0.8808581 0.7524312
#> exo2 -3.57557609 0.7234561 -4.6481911 -2.7201100
#> exo3 -1.19565659 0.5106203 -1.7530039 -0.4721617
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003940099 0.0001418374 0.0003036889 0.0006398132
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001890509 0.001979467 -0.004373992 0.0007893346
#> Sigma[2,2] 0.454887641 0.123174523 0.307034395 0.6534170363
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001095345 0.001909572 -0.002773575 0.002348494
#> Sigma[3,2] -0.1557472084 0.044644570 -0.199784960 -0.081987772
#> Sigma[3,3] 0.1854633763 0.048967179 0.130165613 0.262088064
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001149845 0.001502702 -0.003598586 0.0006691095
#> Sigma[4,2] 0.076699461 0.072102414 0.016674049 0.2047673109
#> Sigma[4,3] 0.107915209 0.058598472 0.046372907 0.2061985976
#> Sigma[4,4] 0.149340229 0.083156598 0.107018564 0.2814749629
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977769775 0.01649072 0.95957031 1.001720107
#> lag1_var2 -0.005263291 0.05592395 -0.07560098 0.073162626
#> lag1_var3 -0.015773644 0.10428840 -0.14902167 0.128621000
#> lag1_var4 0.018484818 0.10113387 -0.12178118 0.146454117
#> const 0.477399856 0.18159726 0.25722170 0.753019684
#> exo1 -0.014453044 0.01562659 -0.03697472 0.004161468
#> exo2 -0.052400349 0.02071148 -0.07935156 -0.020820024
#> exo3 0.013615129 0.01826498 -0.01480718 0.030939767
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9449802 0.6070738 0.1551873 1.8079544
#> lag1_var2 -0.7804686 1.4600107 -3.1144900 0.7220743
#> lag1_var3 -3.2919035 2.7003171 -7.4451528 -0.4428329
#> lag1_var4 2.9428274 2.7001955 0.3286969 7.2410169
#> const -6.7463487 6.0277776 -16.6309738 -0.6089082
#> exo1 -0.1946302 0.5023428 -0.8435700 0.4771017
#> exo2 1.5573312 0.7055818 0.4963502 2.3282037
#> exo3 0.1713982 0.6365327 -0.7849643 0.8086676
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28941334 0.4141255 -0.31707943 0.7505925
#> lag1_var2 0.54513734 1.0613154 -0.95096795 2.0137465
#> lag1_var3 1.89079891 1.9299070 -0.84458131 4.5502235
#> lag1_var4 -1.11797843 1.8849663 -3.76893405 1.4888898
#> const 3.82849762 5.2861337 -3.15417073 11.7091811
#> exo1 -0.08015651 0.3052469 -0.52199956 0.3295094
#> exo2 -0.71205527 0.3973013 -1.16482979 -0.2139874
#> exo3 0.51332689 0.4590824 -0.09557462 1.1709168
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79260415 0.3807025 0.2758156 1.3626757
#> lag1_var2 -0.05148395 0.8929729 -1.4395442 0.9079782
#> lag1_var3 -0.18160303 1.6680037 -2.7606615 1.5920019
#> lag1_var4 0.78216392 1.5950507 -0.9479252 3.2957201
#> const -0.45615068 4.1194513 -6.9586882 3.7380283
#> exo1 -0.18317392 0.2713690 -0.5594441 0.1367330
#> exo2 0.08628751 0.4811111 -0.5489270 0.7488473
#> exo3 0.65029196 0.3320286 0.2437075 1.0995664
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006587845 0.0001737704 0.0004944052 0.0009529659
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008873784 0.002544197 -0.01233184 -0.005476995
#> Sigma[2,2] 0.295210464 0.057729649 0.24343254 0.383772397
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001223551 0.00262980 -0.002958589 0.004102772
#> Sigma[3,2] -0.152945528 0.06114881 -0.231324411 -0.059228877
#> Sigma[3,3] 0.480086540 0.14316569 0.345123707 0.704578132
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004580303 0.003711764 -0.01110970 -0.0008996615
#> Sigma[4,2] 0.033146684 0.077635057 -0.05107365 0.1581977049
#> Sigma[4,3] 0.408936972 0.147218587 0.26744955 0.6538746167
#> Sigma[4,4] 0.456826587 0.183657516 0.29509923 0.7499264265
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02037520 0.01275241 1.001761373 1.03712487
#> lag1_var2 -0.08327259 0.02459647 -0.120459893 -0.05311098
#> lag1_var3 -0.13892592 0.04260147 -0.204693835 -0.08668947
#> lag1_var4 0.12734632 0.04493648 0.072236383 0.19785415
#> const 0.26501781 0.08955863 0.111578565 0.35655895
#> exo1 0.04158551 0.02328555 0.008313936 0.07065270
#> exo2 -0.24466252 0.03474209 -0.299655510 -0.20822622
#> exo3 0.06484405 0.03467900 0.015257717 0.10908259
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4164919 0.2846392 -0.6940603 0.0657971
#> lag1_var2 1.4848618 0.6718043 0.5501852 2.3664098
#> lag1_var3 1.3344013 1.0864994 -0.1715635 2.7921767
#> lag1_var4 -1.1940496 1.0493837 -2.5744396 0.2407889
#> const 3.2588130 2.4843893 0.5735731 6.8279035
#> exo1 -0.1659515 0.3105264 -0.5578295 0.2872864
#> exo2 7.7919854 0.5287775 7.2276591 8.6946243
#> exo3 -0.6419830 0.8473126 -1.9849382 0.4387161
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9449141 0.3090600 0.4037575 1.206810
#> lag1_var2 0.3320251 0.6860430 -0.5667349 1.351061
#> lag1_var3 1.2587838 1.0220070 -0.1278132 2.731753
#> lag1_var4 -0.6626851 0.9626416 -2.0574831 0.661218
#> const 1.6409896 3.3631551 -2.5774820 6.559355
#> exo1 0.7927147 0.5602932 -0.1687836 1.385207
#> exo2 -8.2177256 0.8089909 -9.2644383 -7.054511
#> exo3 0.6418053 0.8150047 -0.5035355 1.586282
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7257072 0.2891037 0.3733837 1.10987333
#> lag1_var2 0.9437692 0.5181706 0.3302306 1.74086585
#> lag1_var3 1.5852845 0.7209335 0.6425392 2.59615269
#> lag1_var4 -0.8947467 0.6608957 -1.8272793 -0.06257364
#> const 2.2693625 3.4461187 -2.7791533 6.65639610
#> exo1 0.7288530 0.6885747 -0.4211671 1.46322009
#> exo2 -3.6733531 0.8350779 -4.8499686 -2.47091500
#> exo3 0.2764543 0.8611455 -0.7825690 1.63019307
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007005371 0.0002147078 0.0004571643 0.001047887
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003981069 0.002420313 -0.007847866 -0.001486514
#> Sigma[2,2] 0.126752691 0.029646538 0.088876185 0.162217735
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01083038 0.003419641 0.005881459 0.01503516
#> Sigma[3,2] -0.12547057 0.052357649 -0.200078520 -0.05313371
#> Sigma[3,3] 1.11017160 0.207283514 0.912304463 1.45593500
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008470712 0.00368895 0.002944968 0.01314900
#> Sigma[4,2] -0.035988818 0.05037030 -0.106543867 0.02997683
#> Sigma[4,3] 1.068250006 0.21466075 0.895636122 1.41581982
#> Sigma[4,4] 1.092147111 0.22407464 0.877072463 1.44927239
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96385016 0.01721987 0.942546450 0.98911491
#> lag1_var2 0.03034890 0.04810462 -0.042633059 0.09153668
#> lag1_var3 0.04275044 0.07201832 -0.057654705 0.13786921
#> lag1_var4 -0.03870160 0.06846749 -0.130032366 0.05584229
#> const 0.67266170 0.23967781 0.384163635 1.02388585
#> exo1 0.04174932 0.02418756 0.008990812 0.07345610
#> exo2 -0.15560337 0.01768941 -0.181557148 -0.13235852
#> exo3 0.10371296 0.04379402 0.039111884 0.16343935
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13461114 0.2576734 -0.2687912 0.4553474
#> lag1_var2 0.49089626 0.6823891 -0.4944881 1.4111317
#> lag1_var3 0.04651540 1.1057767 -1.5403056 1.3089142
#> lag1_var4 -0.09625483 1.0612376 -1.2866610 1.4222684
#> const 2.36405936 3.3253450 -1.5128087 7.3562913
#> exo1 0.22007111 0.3250461 -0.1875394 0.6466156
#> exo2 3.42922757 0.1436277 3.2087602 3.5715146
#> exo3 -0.55728964 0.6140674 -1.3537260 0.2404123
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28556607 0.7473745 -0.7303550 1.300560
#> lag1_var2 -0.98212052 2.2972654 -4.4478731 2.205842
#> lag1_var3 -2.07104915 3.3720237 -6.9032274 2.678855
#> lag1_var4 2.95631338 3.1965391 -1.5687818 7.508037
#> const -3.62225498 8.9484593 -16.2498639 8.936683
#> exo1 0.06404068 0.8467878 -0.9863964 1.390321
#> exo2 -10.05184778 0.9054366 -11.4176990 -8.964068
#> exo3 0.29864798 1.5343558 -1.6607515 2.590769
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4092349 0.6915452 -0.46581876 1.446533
#> lag1_var2 -1.0902776 2.1381514 -4.65434976 1.591011
#> lag1_var3 -2.7411385 2.9803509 -7.58853722 1.082734
#> lag1_var4 3.6024455 2.8139089 -0.02912639 8.159418
#> const -3.6353679 8.5923835 -15.57448234 6.554038
#> exo1 0.2343238 0.7921023 -0.64490233 1.533665
#> exo2 -7.9666099 0.9920168 -9.50960706 -6.802365
#> exo3 -0.0631221 1.4226318 -1.83508075 2.059653
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003318692 8.402022e-05 0.0002440769 0.0004661003
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001517877 0.000661597 -0.002464382 -0.0006748483
#> Sigma[2,2] 0.047025026 0.004999941 0.039799451 0.0529542356
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001778451 0.001642726 -0.002663091 0.001502115
#> Sigma[3,2] 0.0026225637 0.019812524 -0.017734010 0.032176114
#> Sigma[3,3] 0.2427609017 0.056699197 0.162984327 0.329401507
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001147299 0.001919477 -0.003985045 0.0006717603
#> Sigma[4,2] 0.032170550 0.021122717 0.011374000 0.0650225555
#> Sigma[4,3] 0.251673021 0.060636459 0.159650134 0.3358099848
#> Sigma[4,4] 0.279405074 0.067275505 0.175029358 0.3621452919
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019804336 0.008457733 1.00495906 1.028495649
#> lag1_var2 -0.135874895 0.036867159 -0.18665953 -0.083859193
#> lag1_var3 -0.216373824 0.057439777 -0.29195327 -0.130180774
#> lag1_var4 0.209382912 0.057500643 0.12342636 0.285792978
#> const -0.028282904 0.161215149 -0.23865720 0.204276081
#> exo1 -0.006380709 0.010792993 -0.02304720 0.004999165
#> exo2 -0.166825594 0.022578671 -0.20088362 -0.139982179
#> exo3 -0.010721477 0.021752452 -0.04089294 0.017372686
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3620866 0.1052945 -0.51265776 -0.2180257
#> lag1_var2 1.1436861 0.5172266 0.51370037 1.8690080
#> lag1_var3 0.8210087 0.8071295 -0.14824125 1.9137435
#> lag1_var4 -0.7041960 0.8178468 -1.80329273 0.3080708
#> const 3.4381537 2.3520717 0.95468256 6.9487311
#> exo1 0.2286292 0.2554518 -0.12974491 0.5403472
#> exo2 0.3228333 0.1940003 0.08682883 0.6098663
#> exo3 1.2468935 0.3255121 0.86974691 1.6848551
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5164108 0.3199660 0.006293943 0.9049557
#> lag1_var2 2.8778892 1.7373695 0.582717206 5.3197596
#> lag1_var3 3.7339697 2.9404592 -0.175371461 7.8539405
#> lag1_var4 -3.2166464 2.8993750 -7.311221104 0.6186700
#> const 11.9722021 6.1847448 5.959559945 22.3892115
#> exo1 -0.1140027 0.2909337 -0.528162273 0.3073307
#> exo2 -4.4455202 0.4060014 -5.026168477 -3.9280140
#> exo3 -1.4822568 0.5511734 -2.298656519 -0.8005468
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3055310 0.3173273 -0.2187773 0.66985239
#> lag1_var2 3.4335957 1.8661755 1.3309983 6.18291659
#> lag1_var3 3.9507869 3.1584261 0.3299543 8.57073313
#> lag1_var4 -3.3576079 3.1271895 -7.9604965 0.19988341
#> const 13.4263311 6.7820166 7.2478616 25.26972254
#> exo1 0.0263800 0.2489258 -0.2517399 0.38448531
#> exo2 -4.3610225 0.4802958 -5.0922774 -3.76890042
#> exo3 -0.7798316 0.6420297 -1.6536623 0.05149708
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001677178 0.0002728194 0.001303425 0.002031757
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00290762 0.000772548 -0.003845313 -0.00180723
#> Sigma[2,2] 0.01743049 0.005423962 0.011712595 0.02641210
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006640502 0.004874513 -0.01382341 -0.0006532001
#> Sigma[3,2] 0.070358947 0.022434963 0.03775505 0.1031868102
#> Sigma[3,3] 0.756594868 0.207177086 0.46468609 1.0317460052
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008652358 0.005290278 -0.01627464 -0.002505679
#> Sigma[4,2] 0.082282658 0.024732254 0.04589991 0.117895372
#> Sigma[4,3] 0.816930340 0.223716904 0.49870052 1.116140075
#> Sigma[4,4] 0.885966363 0.241570236 0.53862316 1.211186394
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90742547 0.02260031 0.87917633 0.938346407
#> lag1_var2 0.26296401 0.08094821 0.14980425 0.362982226
#> lag1_var3 0.44850068 0.11434371 0.29946199 0.611242032
#> lag1_var4 -0.43973852 0.11188483 -0.59855121 -0.293851990
#> const 1.69617505 0.40201200 1.15935636 2.240705768
#> exo1 -0.02385995 0.04619474 -0.07484780 0.048782258
#> exo2 -0.06057959 0.03701928 -0.10163610 -0.003269863
#> exo3 -0.04685348 0.02673258 -0.08729993 -0.016511289
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2336940 0.06139151 0.13547496 0.28820023
#> lag1_var2 -0.3460274 0.26327113 -0.69173522 0.03115260
#> lag1_var3 -1.5929995 0.41797880 -2.02865356 -0.93650243
#> lag1_var4 1.5582491 0.40845251 0.91785204 1.98665927
#> const -2.3967036 1.10311509 -3.49189174 -0.46496848
#> exo1 -0.1280072 0.06735291 -0.23887047 -0.04853961
#> exo2 0.1519955 0.10547452 0.02755238 0.31381654
#> exo3 0.2211680 0.08995433 0.12023238 0.35216096
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6173734 0.6929053 -0.5380915 1.3910997
#> lag1_var2 -1.3388501 2.8912178 -5.3548804 2.5212462
#> lag1_var3 -3.6721840 4.6202875 -9.9578569 2.8946607
#> lag1_var4 4.5354870 4.5167441 -1.8863192 10.6719770
#> const -10.8782430 10.5096850 -20.5567979 7.6109067
#> exo1 -0.9056062 0.8732660 -1.8732421 0.3918292
#> exo2 -0.6969559 0.9096030 -1.6465997 0.6962401
#> exo3 -0.3770509 0.6093596 -1.3177901 0.3412296
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7954043 0.7321750 -0.4355409 1.5689163
#> lag1_var2 -1.8863391 3.0552149 -6.0386006 2.2482257
#> lag1_var3 -5.2417072 4.8861121 -11.7279406 1.7808978
#> lag1_var4 6.0946080 4.7767277 -0.7731344 12.4256483
#> const -13.9178928 11.1284297 -23.9520488 5.7443276
#> exo1 -1.0018335 0.9108891 -1.9571873 0.3554286
#> exo2 -0.6580877 0.9886344 -1.7071295 0.8716528
#> exo3 -0.2802909 0.6668175 -1.2839428 0.5382092
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002951119 7.590995e-05 0.0002071469 0.0004209555
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01402982 0.00359746 -0.01923031 -0.009433288
#> Sigma[2,2] 2.42368849 0.44417938 1.86730731 3.056604679
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006589864 0.002498316 0.003775927 0.01040035
#> Sigma[3,2] -1.161595324 0.193236185 -1.432967674 -0.88864629
#> Sigma[3,3] 0.676998383 0.108665102 0.509348575 0.80443259
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001558467 0.001366655 -0.002954998 0.0007351292
#> Sigma[4,2] 0.222173493 0.070550116 0.141135613 0.3394247254
#> Sigma[4,3] 0.029695396 0.051173802 -0.044906682 0.1018374630
#> Sigma[4,4] 0.175849177 0.042196790 0.115781903 0.2303568298
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9666994002 0.01385663 0.942343093 0.97845465
#> lag1_var2 0.0329513702 0.02720307 0.007103781 0.08141253
#> lag1_var3 0.0604677003 0.04868823 0.014269941 0.14730963
#> lag1_var4 -0.0559725562 0.04396094 -0.134617749 -0.01389155
#> const 0.6830455314 0.17537938 0.528793689 0.98462067
#> exo1 -0.0001240187 0.01592171 -0.017731131 0.02614774
#> exo2 -0.0505365566 0.01131886 -0.068605658 -0.03843777
#> exo3 0.0358507039 0.01188468 0.015972040 0.04653380
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1225042 0.8634118 -1.414171 0.98182730
#> lag1_var2 0.4029013 1.8392155 -1.975352 3.13288475
#> lag1_var3 -0.9847646 3.2592204 -5.265839 3.81850106
#> lag1_var4 1.0706592 2.9928905 -3.366191 4.97101358
#> const -1.5060428 11.7417601 -17.389184 14.68070337
#> exo1 -1.5804027 1.1892856 -3.020758 0.04987655
#> exo2 -0.2404504 1.0601548 -1.501094 1.36281633
#> exo3 -0.0995770 1.3495071 -1.926529 1.59913493
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35949348 0.5522082 -0.4405544 1.0993948
#> lag1_var2 0.02775923 1.1540209 -1.5294483 1.7186913
#> lag1_var3 1.06138404 2.0583235 -1.6800053 4.0985230
#> lag1_var4 -0.25432893 1.8745781 -2.9977126 2.2497868
#> const 1.58273343 5.2599723 -4.6974817 8.9134455
#> exo1 0.92189301 0.4494451 0.2446028 1.4774617
#> exo2 -0.15299512 0.6666727 -1.0893508 0.6179459
#> exo3 0.62557595 0.7359489 -0.3848073 1.5909735
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29112732 0.3011346 -0.10169277 0.67379217
#> lag1_var2 -0.12512024 0.4231838 -0.69846512 0.52499118
#> lag1_var3 -0.15850347 0.7672473 -1.20013216 1.01557491
#> lag1_var4 1.04207631 0.6807534 -0.01253556 1.95518324
#> const -0.82518804 4.3085808 -4.92599870 6.61839446
#> exo1 0.09844099 0.3823053 -0.34944497 0.63511628
#> exo2 -0.31946610 0.2086450 -0.56906509 0.01021939
#> exo3 0.57175144 0.3977116 0.15724746 1.18063450
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005790507 0.0001053734 0.0004443766 0.000727131
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006927742 0.004526524 -0.01220812 -0.000299922
#> Sigma[2,2] 1.246544321 0.320662735 0.74740544 1.546901663
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006857842 0.002432785 0.003285378 0.009856741
#> Sigma[3,2] -0.667203785 0.237135482 -1.014338809 -0.357859814
#> Sigma[3,3] 0.711588911 0.232943372 0.499914921 1.095561422
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004410317 0.002294411 0.0007053548 0.007062612
#> Sigma[4,2] -0.133568859 0.153210328 -0.4041134892 0.003169109
#> Sigma[4,3] 0.486654933 0.163638321 0.3726535352 0.770866588
#> Sigma[4,4] 0.502070272 0.124590153 0.3922875767 0.723393754
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97846689 0.01909134 0.949137731 0.999513407
#> lag1_var2 -0.01646273 0.03215243 -0.051287449 0.032913162
#> lag1_var3 -0.04299213 0.07559768 -0.124336690 0.074126277
#> lag1_var4 0.04262442 0.06716038 -0.061498391 0.114583320
#> const 0.54260248 0.19729390 0.301760244 0.819152884
#> exo1 -0.01885192 0.03799568 -0.075139849 0.028309229
#> exo2 -0.03705668 0.02263183 -0.062070264 -0.003748404
#> exo3 0.02032135 0.02245214 -0.002866431 0.054940452
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6208535 0.8714305 -2.7924083 -0.3711828
#> lag1_var2 2.9468159 1.2330217 1.6699028 4.8908492
#> lag1_var3 4.7026188 2.9084066 1.5331348 9.2851774
#> lag1_var4 -4.0386762 2.5324736 -7.9839884 -1.2563215
#> const 13.0922370 11.4237640 -3.2644325 26.2700864
#> exo1 0.5516225 1.0811456 -1.0387533 1.6525529
#> exo2 1.3108850 1.3126983 -0.7840537 2.8061453
#> exo3 -0.3978419 1.5587636 -3.0952506 1.2603900
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.061046 0.9701223 0.09532479 2.500447572
#> lag1_var2 -1.410748 1.3634481 -3.53845375 -0.121615844
#> lag1_var3 -2.280376 3.1547039 -7.22244700 0.740052966
#> lag1_var4 2.820547 2.7528071 0.19211781 7.114303261
#> const -6.997725 9.2794921 -19.96048341 5.306615501
#> exo1 -1.131272 0.7782755 -1.98679888 -0.006023021
#> exo2 -1.048360 1.2702260 -2.61365897 0.901887335
#> exo3 0.196448 0.7640020 -0.90755741 1.119524744
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40347608 0.8645107 -0.4299977 1.7187886
#> lag1_var2 -0.48583766 1.2248867 -2.4555937 0.7591599
#> lag1_var3 -1.04520679 2.8585392 -5.6646497 1.9281740
#> lag1_var4 1.89046104 2.4980199 -0.7473596 5.9188445
#> const -3.15904515 7.2501449 -13.3220973 4.3834477
#> exo1 -0.99638020 0.7245262 -1.5889316 0.3182259
#> exo2 -0.54653233 0.8705082 -1.6084267 0.7074385
#> exo3 0.07740524 0.6762838 -0.9158407 0.8121177
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005420897 0.0002013886 0.0003580312 0.0008644962
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006804224 0.0003787784 0.000278149 0.001208240
#> Sigma[2,2] 0.0045708908 0.0010189393 0.003225811 0.006001727
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003237321 0.001513071 -0.005562243 -0.001458021
#> Sigma[3,2] -0.006413744 0.003760476 -0.011935285 -0.001852840
#> Sigma[3,3] 0.056204075 0.017007040 0.037603990 0.079946501
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002799195 0.001351592 -0.004873161 -0.001216864
#> Sigma[4,2] -0.003246709 0.003706133 -0.008955236 0.001252688
#> Sigma[4,3] 0.053044041 0.015740626 0.035590963 0.075613487
#> Sigma[4,4] 0.052141732 0.014689688 0.035403526 0.073691551
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97792639 0.028110974 0.937979428 1.01544748
#> lag1_var2 -0.13155816 0.126804616 -0.323398027 -0.04098000
#> lag1_var3 -0.26314954 0.169992171 -0.522734879 -0.15199302
#> lag1_var4 0.26830603 0.169972687 0.153929056 0.52492828
#> const -0.05512265 0.376855636 -0.610497396 0.35215263
#> exo1 0.03169969 0.023542035 0.003930325 0.06935774
#> exo2 -0.04533392 0.016844456 -0.064384672 -0.02183290
#> exo3 0.01489671 0.007418384 0.004405494 0.02264469
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13860910 0.06140018 -0.21460715 -0.05720698
#> lag1_var2 -0.02712635 0.40078203 -0.60926297 0.49509828
#> lag1_var3 -0.89432488 0.49012394 -1.66712232 -0.28202941
#> lag1_var4 0.96616563 0.50093698 0.34325941 1.74564017
#> const -1.01566326 1.62065920 -3.38384532 1.10125789
#> exo1 -0.03952348 0.07475226 -0.13881300 0.06296674
#> exo2 0.11827527 0.04287929 0.05994906 0.17489757
#> exo3 0.23868999 0.07143279 0.15892392 0.34828060
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4037767 0.1867726 0.1649291 0.63744496
#> lag1_var2 1.8194660 1.0336695 0.7004185 3.52635310
#> lag1_var3 3.1960757 1.3278030 1.7848693 5.43864656
#> lag1_var4 -2.4319838 1.3544420 -4.7206093 -1.01845991
#> const 7.5619413 3.4251840 3.6128243 12.96699410
#> exo1 -0.1401558 0.1811475 -0.4124927 0.08784941
#> exo2 -1.4822413 0.1963673 -1.7796090 -1.22136118
#> exo3 -0.3514894 0.2094770 -0.6787352 -0.14070255
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3073613 0.1948366 0.009359973 0.546734112
#> lag1_var2 1.5579639 0.8857413 0.554672643 3.000809161
#> lag1_var3 2.2129394 1.1630322 0.820758496 4.102898767
#> lag1_var4 -1.3838874 1.1787502 -3.312716038 0.002031274
#> const 5.8080555 3.0585811 2.309086798 10.288398142
#> exo1 -0.1755184 0.1591329 -0.391899298 0.043957337
#> exo2 -1.4405233 0.1996434 -1.753146094 -1.182371994
#> exo3 -0.1840074 0.2511572 -0.556833461 0.108135684
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003833642 0.0001070618 0.0002640757 0.0005444294
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01184212 0.004136647 -0.0178964 -0.006677991
#> Sigma[2,2] 0.83970844 0.187653915 0.6692467 1.140845531
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01054499 0.004084048 0.005654972 0.01632715
#> Sigma[3,2] -0.68025258 0.203583195 -1.001668306 -0.51081604
#> Sigma[3,3] 0.79278276 0.204776812 0.623337232 1.12324987
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003677867 0.001864419 0.001382916 0.006263141
#> Sigma[4,2] -0.188360473 0.105635396 -0.357487316 -0.098878274
#> Sigma[4,3] 0.410640533 0.093025132 0.333842782 0.562785030
#> Sigma[4,4] 0.318219044 0.046536951 0.264657715 0.392026292
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9980710525 0.01123961 0.98104244 1.01195174
#> lag1_var2 0.0113683436 0.03332015 -0.02281922 0.06888898
#> lag1_var3 0.0220468018 0.05566027 -0.03498514 0.11808768
#> lag1_var4 -0.0297544129 0.05196318 -0.11815379 0.02491118
#> const 0.5424674528 0.13143363 0.38770078 0.74273045
#> exo1 -0.0003276012 0.01572239 -0.02535610 0.01616047
#> exo2 -0.1088280239 0.02284582 -0.13713871 -0.07488223
#> exo3 0.0062768940 0.02091963 -0.02257427 0.03386065
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4272404 0.7166473 -0.7291838 1.2716309
#> lag1_var2 -2.6300790 1.7364951 -4.9419244 -0.3973559
#> lag1_var3 -5.9326375 2.9114150 -9.7737801 -2.2451368
#> lag1_var4 5.9718400 2.7270491 2.6509716 9.5935498
#> const -12.7347800 6.8976356 -21.7046656 -3.4028701
#> exo1 -1.3200585 0.8683242 -2.7372237 -0.3880714
#> exo2 0.3572980 1.2317008 -1.3372870 2.0525516
#> exo3 0.8128663 0.8758552 -0.1678346 2.1348286
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7736465 0.7106797 -0.07288219 1.933739520
#> lag1_var2 0.6189111 1.5958685 -1.80436705 2.266483815
#> lag1_var3 2.0702730 2.6723068 -1.97077845 4.783780106
#> lag1_var4 -1.4542483 2.5081475 -4.01545772 2.372486473
#> const 3.1121029 6.9747875 -7.19014305 12.763485296
#> exo1 0.8161454 0.7714885 -0.31985640 1.838273339
#> exo2 -1.6669216 1.0832834 -2.68626092 -0.009571878
#> exo3 -1.1311285 0.6988359 -2.06062614 -0.135728634
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1228963 0.4535525 0.4729411 1.74692213
#> lag1_var2 -1.4783845 0.9276428 -3.1017715 -0.48661012
#> lag1_var3 -2.3422105 1.5376799 -5.0366241 -0.69317503
#> lag1_var4 2.9788095 1.4260121 1.4745868 5.50186037
#> const -6.7024681 4.2975256 -12.7957931 -1.63196617
#> exo1 0.0283001 0.5149136 -0.7698363 0.55948729
#> exo2 -1.5714376 0.6535833 -2.0885745 -0.47242457
#> exo3 -0.6902784 0.4010611 -1.1658401 -0.09325213
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008252832 0.0002339087 0.0006071823 0.00118606
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01230209 0.004675313 -0.01906074 -0.006809776
#> Sigma[2,2] 1.28109174 0.239575559 0.98336432 1.587568013
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001129437 0.008039224 -0.01357849 0.007138004
#> Sigma[3,2] -0.838140360 0.323526081 -1.25627389 -0.400272376
#> Sigma[3,3] 1.605541286 0.425287241 1.08795697 2.237621259
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01010618 0.006914262 -0.02085502 -0.002762726
#> Sigma[4,2] 0.05475730 0.243599995 -0.25677595 0.376716498
#> Sigma[4,3] 1.08257352 0.283063595 0.73914367 1.509284027
#> Sigma[4,4] 1.18581503 0.202232789 0.91664258 1.484196369
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9925501144 0.01701571 0.96261325 1.0071091655
#> lag1_var2 -0.0031127897 0.07700308 -0.13009159 0.0832078455
#> lag1_var3 0.0003739112 0.11539598 -0.18701196 0.1340944642
#> lag1_var4 -0.0045366942 0.11455967 -0.13580299 0.1826920068
#> const 0.5179209458 0.25168935 0.21239281 0.8568147230
#> exo1 0.0256337743 0.02883472 -0.01525138 0.0623189146
#> exo2 -0.0323970173 0.02912549 -0.07669974 -0.0006615354
#> exo3 0.0050441689 0.01849676 -0.02027483 0.0323804946
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0456045 0.3374592 -0.3085724 0.5562611
#> lag1_var2 0.2405885 1.6784414 -2.2688805 2.0688410
#> lag1_var3 -0.1799972 2.4540514 -3.7533514 2.4705764
#> lag1_var4 0.2469124 2.3887538 -2.3939401 3.7067830
#> const -2.1719780 4.3391615 -8.5766508 3.0447767
#> exo1 -0.8417319 0.9654653 -2.0590749 0.6103735
#> exo2 1.5140887 1.1634458 0.0114963 3.1131772
#> exo3 1.2654716 1.4540082 -0.9125764 2.7944995
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2667771 0.6363278 0.6227114 2.1816455
#> lag1_var2 1.8546770 1.8005834 -0.8810141 4.1585333
#> lag1_var3 2.9655202 2.6939201 -1.1012322 6.3456734
#> lag1_var4 -2.5865719 2.6795756 -5.8286023 1.5242093
#> const 10.1138198 5.0650278 2.4212762 16.4479820
#> exo1 0.6137837 1.7300438 -1.6063556 3.0273116
#> exo2 -1.6582850 1.1777691 -3.4123020 -0.2840298
#> exo3 0.3132541 1.7104615 -1.7036486 2.8016242
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.37294127 0.7169103 0.5667492 2.3815420
#> lag1_var2 1.71854841 1.9003542 -0.7072518 4.4236647
#> lag1_var3 2.40291327 2.8497740 -1.2934671 6.5480568
#> lag1_var4 -1.98651875 2.7628057 -5.9058731 1.6477741
#> const 7.45069462 6.0299647 0.4909303 16.1622601
#> exo1 0.03087894 1.4485056 -1.4945572 2.2971508
#> exo2 -0.63544214 0.6417150 -1.5181845 0.2488014
#> exo3 1.28938194 1.4422355 -0.2752702 3.1756309
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004878101 0.002398077 0.002797879 0.00893231
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1029969 0.05848861 -0.2044701 -0.04871185
#> Sigma[2,2] 7.2160978 2.31278059 4.7517983 10.26631729
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05124294 0.03589895 0.01906822 0.1150347
#> Sigma[3,2] -4.26029843 1.28356858 -5.96123362 -2.9222340
#> Sigma[3,3] 2.82333755 0.69358568 2.09618531 3.7744215
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01512037 0.01899046 -0.004357627 0.04686008
#> Sigma[4,2] -1.79524062 0.49676282 -2.429004055 -1.19467997
#> Sigma[4,3] 1.45365696 0.24993874 1.166764946 1.78554375
#> Sigma[4,4] 0.95543225 0.10313508 0.850051622 1.12203234
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91535744 0.04210637 0.86823754 0.98003185
#> lag1_var2 0.03686569 0.03514324 -0.01966836 0.07168077
#> lag1_var3 0.07715538 0.08201479 -0.05160417 0.16232799
#> lag1_var4 -0.05425749 0.06097123 -0.11480852 0.04007508
#> const 0.94264034 0.42288549 0.40841690 1.50383924
#> exo1 0.03965809 0.05959904 -0.04361265 0.12542159
#> exo2 -0.15689283 0.11034492 -0.31954250 -0.02654328
#> exo3 0.02360263 0.06670922 -0.06645198 0.10234486
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.29435188 1.660337 -1.0843825 3.281870
#> lag1_var2 0.07839306 1.091915 -1.5203545 1.518482
#> lag1_var3 -1.86728468 2.636871 -5.7782914 1.501668
#> lag1_var4 1.55074776 2.013939 -0.9212555 4.581906
#> const -13.27603030 23.396983 -52.0897572 10.622200
#> exo1 2.25049320 1.959380 -0.2754614 4.504100
#> exo2 -0.88025978 2.614719 -4.7802015 2.230430
#> exo3 0.14573008 2.861210 -3.3730856 4.314393
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5764039 1.1728532 -2.1340764 1.07169930
#> lag1_var2 0.4685125 0.6990726 -0.4751691 1.49877746
#> lag1_var3 1.8376070 1.6508153 -0.3659878 4.30902928
#> lag1_var4 -0.7357602 1.2637759 -2.6769255 0.80708651
#> const 6.6525295 15.9397192 -10.9825516 32.30991863
#> exo1 -1.1790034 0.9684690 -2.4862361 0.09241539
#> exo2 -2.1957191 1.7062763 -4.7862080 -0.35932405
#> exo3 1.1618041 1.8510328 -1.8002456 3.45259511
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1753490 0.8312759 -1.21049598 1.0274294
#> lag1_var2 0.2902382 0.4342515 -0.34327023 0.8169114
#> lag1_var3 0.5026481 0.9862330 -0.91646922 1.7381621
#> lag1_var4 0.5695080 0.7406556 -0.40236657 1.5718183
#> const -0.2838966 9.7200983 -12.46213054 13.1558984
#> exo1 -0.3857782 0.5001405 -1.03426728 0.2817320
#> exo2 -3.3947186 1.1489356 -5.24045298 -2.3344002
#> exo3 1.6624354 1.0467357 -0.02656578 2.8968790
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003646315 0.0001285449 0.0002139693 0.0005584766
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001974455 0.0007442619 -0.002895971 -0.0008452911
#> Sigma[2,2] 0.018450163 0.0047628998 0.012204314 0.0247607346
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003325611 0.0004469123 -9.030104e-05 0.001102562
#> Sigma[3,2] -0.0081123771 0.0039500885 -1.473194e-02 -0.004391631
#> Sigma[3,3] 0.0312771564 0.0060625231 2.208793e-02 0.038080041
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008862641 0.0006443263 -0.001879299 -0.0001689944
#> Sigma[4,2] 0.0024690458 0.0034086759 -0.001800079 0.0079525328
#> Sigma[4,3] 0.0302327462 0.0064459645 0.021328618 0.0393202814
#> Sigma[4,4] 0.0358256959 0.0074677513 0.027756716 0.0477464362
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987689409 0.02303805 0.954251425 1.0170823681
#> lag1_var2 -0.007527517 0.03805688 -0.056339791 0.0506755537
#> lag1_var3 0.007198467 0.07363384 -0.087547964 0.1236049875
#> lag1_var4 -0.009239504 0.06713965 -0.115866288 0.0770177728
#> const 0.536793251 0.20224682 0.307583121 0.8130057872
#> exo1 -0.010119002 0.01015015 -0.026374415 0.0006908977
#> exo2 -0.070112141 0.01448508 -0.084441554 -0.0533640345
#> exo3 0.019637683 0.02175179 -0.009246519 0.0466915577
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01126735 0.1474186 -0.22681807 0.1736061
#> lag1_var2 0.75141175 0.1811634 0.49805598 0.9908169
#> lag1_var3 0.32885883 0.4704102 -0.35968885 0.9787060
#> lag1_var4 -0.26862732 0.4180126 -0.83458491 0.3514402
#> const 1.94825372 1.4257371 0.06253943 3.8797778
#> exo1 0.04055942 0.1082492 -0.05611387 0.2129650
#> exo2 1.09885365 0.1110087 0.93475928 1.2215538
#> exo3 0.10682263 0.1389226 -0.06110724 0.3277675
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.174648112 0.2530086 -0.1578397 0.4997281
#> lag1_var2 -0.135069631 0.3385409 -0.5794262 0.2703284
#> lag1_var3 -0.172894175 0.7088100 -1.1628617 0.6641807
#> lag1_var4 0.994349840 0.6220692 0.2566309 1.8458547
#> const -0.113528294 1.9394570 -2.2906859 3.0052697
#> exo1 -0.005661107 0.1609995 -0.1776534 0.2529700
#> exo2 -1.005585471 0.2139898 -1.3261010 -0.7494046
#> exo3 -0.224026341 0.2026039 -0.5705309 -0.0325022
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1634388 0.2226655 -0.1127971 0.44042804
#> lag1_var2 -0.1048491 0.3349817 -0.5358223 0.34616660
#> lag1_var3 -0.7452951 0.6500494 -1.6541110 0.01913991
#> lag1_var4 1.6254924 0.5817279 0.9253998 2.42189729
#> const -0.7116218 1.7617359 -2.7903733 1.84123687
#> exo1 0.0173732 0.1822733 -0.2130890 0.28085463
#> exo2 -0.4410126 0.2149866 -0.7980559 -0.22648890
#> exo3 -0.1778370 0.2374213 -0.5615003 0.09738332
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00375993 0.0008506612 0.002586997 0.004909107
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008777032 0.0008696439 -9.124011e-05 0.002212203
#> Sigma[2,2] 0.0095349004 0.0028017291 6.922984e-03 0.014276241
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00276031 0.002712327 -0.0004442783 0.006036014
#> Sigma[3,2] -0.01965819 0.007165139 -0.0295384769 -0.009182789
#> Sigma[3,3] 0.21523179 0.024063033 0.1784435024 0.245714533
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003626336 0.002449382 0.0004724073 0.006628390
#> Sigma[4,2] -0.011257551 0.005806382 -0.0184504713 -0.002184764
#> Sigma[4,3] 0.199228730 0.023160899 0.1670559075 0.231183369
#> Sigma[4,4] 0.190890161 0.023580118 0.1605969073 0.225655038
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01438894 0.03441836 0.975269072 1.065731375
#> lag1_var2 -0.26632963 0.29562413 -0.695574221 0.058961005
#> lag1_var3 -0.47275864 0.49312665 -1.220706659 0.021281500
#> lag1_var4 0.47599607 0.50378540 -0.036462644 1.240055624
#> const -0.63429375 1.14962860 -2.503108986 0.698351698
#> exo1 0.06361133 0.03705821 0.006849384 0.102883837
#> exo2 -0.07628137 0.06789684 -0.173495422 -0.001542728
#> exo3 -0.03056872 0.07473626 -0.135036928 0.068210055
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07994239 0.05504663 -0.15670362 -0.01307859
#> lag1_var2 0.85816567 0.31366398 0.48074781 1.30517335
#> lag1_var3 0.18373841 0.48096770 -0.34818575 0.93219046
#> lag1_var4 -0.18517554 0.49279510 -0.95442618 0.34725671
#> const 2.26553947 1.23338907 0.88530832 4.24695480
#> exo1 -0.18158079 0.09626332 -0.27618697 -0.02750891
#> exo2 0.04285652 0.09895178 -0.07180673 0.18220119
#> exo3 -0.05723936 0.11441050 -0.21225457 0.07787768
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63793811 0.1648231 0.4318160 0.8831233
#> lag1_var2 -1.43402183 1.8043831 -4.1590917 0.8394495
#> lag1_var3 -1.42649126 2.9119835 -5.4277244 2.4519936
#> lag1_var4 2.29899034 2.9495750 -1.6486783 6.3255391
#> const -5.25556750 6.2088416 -12.2408940 2.9469192
#> exo1 0.85793670 0.4194899 0.4078837 1.5812055
#> exo2 -0.13522847 0.4476758 -0.6554143 0.4752090
#> exo3 -0.01252769 0.3385621 -0.4429696 0.4861163
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57166446 0.1464830 0.3540233 0.7657658
#> lag1_var2 -0.95140579 1.7628476 -3.8214625 1.1322563
#> lag1_var3 -1.59814639 2.8200344 -5.7797815 1.9918732
#> lag1_var4 2.47844031 2.8606910 -1.1773492 6.7038291
#> const -4.15725062 5.7774983 -11.0896667 3.1328123
#> exo1 0.71291172 0.3807227 0.3667204 1.3611620
#> exo2 -0.10795152 0.4405700 -0.6810768 0.4292351
#> exo3 -0.07835159 0.3143649 -0.4537917 0.3892882
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001689994 0.0004284039 0.001227445 0.002317086
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00457255 0.005313752 -0.01178475 0.002887354
#> Sigma[2,2] 0.37259908 0.060780037 0.28146211 0.448570873
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006444434 0.008521424 -0.01491527 0.006940378
#> Sigma[3,2] -0.410005090 0.134280104 -0.56189357 -0.223192345
#> Sigma[3,3] 1.383716377 0.261316284 1.06579361 1.720016021
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00956179 0.007643332 -0.01853357 0.002202666
#> Sigma[4,2] -0.20474233 0.117027899 -0.35935397 -0.054314066
#> Sigma[4,3] 1.22639251 0.236081434 0.94030106 1.535337797
#> Sigma[4,4] 1.18821523 0.234799964 0.88012847 1.499345238
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9881603388 0.01481033 0.97001132 1.00692834
#> lag1_var2 0.0007309179 0.04009433 -0.06167433 0.05325741
#> lag1_var3 -0.0114486902 0.07490345 -0.12651373 0.08531334
#> lag1_var4 0.0075685112 0.06979659 -0.08275504 0.11461204
#> const 0.5048619868 0.23835432 0.16223356 0.78486400
#> exo1 0.0523674905 0.04319276 -0.01036790 0.11176886
#> exo2 -0.0468185736 0.05085417 -0.10555114 0.02928907
#> exo3 0.0339651037 0.03743375 -0.01620161 0.08218312
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2715683 0.4332355 -0.7872676 0.3476791
#> lag1_var2 1.3724433 1.1551801 -0.1526341 2.9759501
#> lag1_var3 0.9870376 1.9010519 -1.6084255 3.7497625
#> lag1_var4 -0.9120366 1.8073595 -3.5244970 1.5537402
#> const 3.8409515 6.4520240 -5.8236933 12.0305090
#> exo1 -0.3264964 0.4908245 -0.8859591 0.4123802
#> exo2 0.4425073 0.6678050 -0.4132679 1.4115814
#> exo3 0.2142414 0.7612592 -0.7489794 1.2571178
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38896888 0.8600384 -0.6997778 1.6989843
#> lag1_var2 -0.81053993 2.3738083 -4.3251542 2.2645486
#> lag1_var3 -0.45466241 3.8141275 -6.0770467 4.4996211
#> lag1_var4 1.31634575 3.6193825 -3.4095090 6.6441608
#> const -2.49517408 11.7767750 -17.5644859 13.3814615
#> exo1 0.32308986 0.6289380 -0.6473302 1.1016724
#> exo2 -0.06345346 1.5691043 -1.9273621 1.9743620
#> exo3 -2.79182895 1.3113590 -4.4204750 -0.6531564
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2906857 0.6744421 -0.4557146 1.3579025
#> lag1_var2 -0.5008758 1.8949065 -3.4863867 1.7778420
#> lag1_var3 -0.7106094 3.0700623 -5.4610274 2.9223628
#> lag1_var4 1.6254688 2.9063859 -1.8374009 6.1183229
#> const -2.3333814 9.0317989 -14.7213753 9.9235743
#> exo1 0.1650972 0.6242032 -0.9601585 0.7538027
#> exo2 0.1600006 1.3204647 -1.2503196 1.9213200
#> exo3 -2.8448394 1.0140546 -4.0049865 -1.1631402
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001543388 0.0004755746 0.0008593528 0.002121194
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02210895 0.008434366 -0.03325205 -0.01049562
#> Sigma[2,2] 0.72720262 0.200292575 0.47105562 1.04184018
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02265994 0.009385747 0.009544071 0.03238516
#> Sigma[3,2] -0.69505249 0.195184119 -1.007411228 -0.47017928
#> Sigma[3,3] 1.01065248 0.203899108 0.741283822 1.29525939
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0102772 0.005516198 0.002324862 0.01766099
#> Sigma[4,2] -0.2799834 0.094999888 -0.409758391 -0.15390182
#> Sigma[4,3] 0.6526881 0.129197085 0.464729058 0.82760476
#> Sigma[4,4] 0.5369992 0.113786216 0.411432977 0.69381492
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11137358 0.03170508 1.07102625 1.16150418
#> lag1_var2 -0.20989963 0.11108005 -0.39908030 -0.10800531
#> lag1_var3 -0.35617924 0.19317561 -0.68810283 -0.18311095
#> lag1_var4 0.30930517 0.18473586 0.14446018 0.62730567
#> const -0.24071461 0.42913655 -0.87766612 0.26603925
#> exo1 0.02375897 0.03369876 -0.03409060 0.05797875
#> exo2 -0.05590974 0.04221910 -0.09762127 0.01649867
#> exo3 0.02195195 0.03910714 -0.01866804 0.07772597
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8412324 0.6246639 -2.7123401 -1.0035380
#> lag1_var2 5.1470462 1.8399909 2.8989167 8.0737788
#> lag1_var3 7.1739848 3.1736589 3.5117059 12.3836175
#> lag1_var4 -6.6598685 3.0120558 -11.6455302 -3.2327581
#> const 21.0390322 9.1314829 8.2093359 33.3927120
#> exo1 0.3590188 0.6835809 -0.5107182 1.3992871
#> exo2 1.4323078 0.8916756 0.1113099 2.6316844
#> exo3 -1.0169295 0.9835707 -2.2385522 0.2269851
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7260547 0.8342552 0.3629509 2.8017164
#> lag1_var2 -2.0675796 2.5589157 -5.3998467 1.8940279
#> lag1_var3 -2.5584601 4.3677642 -8.4479350 4.0125978
#> lag1_var4 2.9492973 4.1070027 -3.2036253 8.5244806
#> const -11.1121317 10.1709751 -25.7037696 1.1562529
#> exo1 0.2030518 0.8434476 -1.0642464 1.3624230
#> exo2 -1.7029689 1.2060402 -3.4800440 -0.2393693
#> exo3 0.9159006 1.0648445 -0.4515763 2.4505175
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6218038 0.5999031 -0.3570853 1.2292917
#> lag1_var2 0.8306500 1.8004140 -0.9865519 3.7573814
#> lag1_var3 1.4342328 3.0630546 -1.6835380 6.3171230
#> lag1_var4 -0.7167508 2.8672652 -5.2879598 2.1999451
#> const 0.4579515 7.2535090 -10.3536802 9.3525853
#> exo1 0.4589316 0.5288802 -0.2637873 1.1858377
#> exo2 -0.9099928 0.8856872 -2.1993770 0.2543239
#> exo3 0.3017704 0.8158278 -0.7289517 1.2548528
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01955041 0.003887848 0.01324991 0.02434748
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002430491 0.008602635 -0.01146006 0.009078856
#> Sigma[2,2] 0.124675023 0.029324411 0.08795212 0.167044966
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002395344 0.01310967 -0.01730865 0.0168480
#> Sigma[3,2] -0.126166813 0.03920959 -0.19307907 -0.0833690
#> Sigma[3,3] 0.257330153 0.06088006 0.19426202 0.3603558
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005509247 0.01045788 -0.01463108 0.01232266
#> Sigma[4,2] -0.0584558668 0.02755316 -0.10607045 -0.02662459
#> Sigma[4,3] 0.2060857333 0.05108959 0.14857762 0.27876998
#> Sigma[4,4] 0.1940340182 0.04924460 0.13374034 0.25382048
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96723283 0.07042388 0.86807952 1.05353170
#> lag1_var2 0.28849975 0.24247696 0.07129155 0.69032436
#> lag1_var3 0.55035334 0.39197569 0.18722150 1.17920676
#> lag1_var4 -0.56082535 0.38066780 -1.18591368 -0.21421200
#> const 1.99920186 1.27337334 0.70374610 3.91724380
#> exo1 -0.01729197 0.13975217 -0.22108118 0.14327284
#> exo2 -0.20687364 0.13789697 -0.42888376 -0.04488485
#> exo3 0.08855092 0.17529171 -0.16207747 0.29735915
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1628089 0.1245667 -0.03310685 0.3069695
#> lag1_var2 0.2086581 0.6167042 -0.55949700 1.2067121
#> lag1_var3 -1.0933799 1.0259548 -2.35722632 0.5615206
#> lag1_var4 1.0802808 1.0147222 -0.57466606 2.3128069
#> const -1.3688227 2.4542232 -4.81645009 1.4625115
#> exo1 -0.1004231 0.2325708 -0.37975380 0.2622091
#> exo2 0.7171665 0.5085617 0.33107191 1.6097465
#> exo3 3.1429728 0.2784477 2.84997413 3.5829860
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5451775 0.1541564 -0.7192289 -0.3171086
#> lag1_var2 2.4676092 0.9650545 0.8711645 3.4625887
#> lag1_var3 4.6261757 1.6742828 1.8332116 6.1685036
#> lag1_var4 -3.6451347 1.6307459 -5.0945887 -0.8905690
#> const 10.2001020 3.6265129 4.3927169 15.1245174
#> exo1 0.1506445 0.4298380 -0.4806589 0.7417243
#> exo2 2.5972057 0.7833183 1.5769896 3.6711663
#> exo3 -4.4166757 0.5289377 -5.1853022 -3.6978311
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5139468 0.1330712 -0.6748659 -0.3131241
#> lag1_var2 2.4849306 0.7357305 1.3485405 3.1577786
#> lag1_var3 3.7316703 1.3163448 1.6839015 4.9342647
#> lag1_var4 -2.7292297 1.2695658 -3.8879366 -0.7254841
#> const 8.7398672 3.4211891 2.8359981 12.0282381
#> exo1 0.1025501 0.3831393 -0.3916125 0.6850329
#> exo2 3.4120571 0.6517489 2.5694023 4.3921295
#> exo3 -2.9251534 0.4776656 -3.6030946 -2.3013030
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001164702 0.000262091 0.000864387 0.001578258
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001562971 0.002230786 -0.0005333407 0.00536662
#> Sigma[2,2] 0.101816084 0.038009033 0.0573736620 0.15782767
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005257741 0.002970348 0.001287276 0.00961520
#> Sigma[3,2] -0.015865169 0.030902684 -0.059988881 0.02121644
#> Sigma[3,3] 0.391969941 0.076519366 0.298207695 0.50502959
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00651956 0.003614897 0.0019335210 0.01139636
#> Sigma[4,2] 0.04206774 0.036795939 0.0004809518 0.09360589
#> Sigma[4,3] 0.40574160 0.087590313 0.2984348365 0.54905042
#> Sigma[4,4] 0.45413746 0.105873344 0.3259449784 0.63353777
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008104196 0.03140409 0.95482566 1.04342476
#> lag1_var2 -0.076149966 0.06192678 -0.16098575 0.01059225
#> lag1_var3 -0.140831351 0.12588860 -0.30229773 0.03723348
#> lag1_var4 0.133424291 0.11603937 -0.03078480 0.28296115
#> const 0.210051445 0.39033158 -0.18171787 0.89291566
#> exo1 0.016073711 0.02784036 -0.01641954 0.06145751
#> exo2 -0.056436934 0.03179726 -0.10548062 -0.02068825
#> exo3 0.009754954 0.02675563 -0.02259524 0.05106588
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1599139 0.1208180 -0.32036069 0.002158675
#> lag1_var2 1.3470861 0.4546336 0.70981238 1.941048133
#> lag1_var3 1.1532551 0.8842007 -0.06071163 2.354664706
#> lag1_var4 -1.1060660 0.8223589 -2.23114578 0.019669252
#> const 3.2465219 0.8452939 2.05939838 4.399822329
#> exo1 -0.6678842 0.2916029 -1.09046014 -0.386630963
#> exo2 1.9138314 0.2918583 1.52081386 2.287710984
#> exo3 0.1955644 0.3198626 -0.24491272 0.623823617
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93629159 0.5638623 0.08302077 1.5948698
#> lag1_var2 -2.58286817 1.3459804 -3.99947692 -0.5074097
#> lag1_var3 -3.69967259 2.5655271 -6.08577506 0.3319283
#> lag1_var4 4.39044344 2.3658279 0.69229668 6.5917108
#> const -7.93444945 5.5405954 -15.86752436 -1.7759283
#> exo1 -0.04566828 0.5597121 -0.87542546 0.6206233
#> exo2 0.19522767 0.4049884 -0.26882139 0.7874491
#> exo3 1.23493895 0.7778410 0.48728816 2.6000799
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9355244 0.5484480 0.1291901 1.57590781
#> lag1_var2 -2.3280268 1.3546133 -3.7303740 -0.19707388
#> lag1_var3 -3.9382987 2.5588774 -6.5761578 0.04016315
#> lag1_var4 4.6504201 2.3616120 0.9661142 7.08697807
#> const -8.2092231 5.6263865 -16.2743613 -2.13970416
#> exo1 -0.4313079 0.6127271 -1.4113235 0.12897804
#> exo2 1.4289028 0.4040288 1.0479617 2.07304882
#> exo3 1.4531704 0.8601171 0.6024086 2.97866209
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003041144 0.0005500151 0.002486121 0.003927268
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02029057 0.01328865 -0.03971153 -0.0041266
#> Sigma[2,2] 1.26510004 0.37386351 0.91727330 1.8796128
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01162741 0.00777628 0.002477927 0.02295198
#> Sigma[3,2] -0.71178533 0.21183302 -1.045228317 -0.50103781
#> Sigma[3,3] 0.41820026 0.12101888 0.290978817 0.60425741
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00191758 0.001767323 0.0001982907 0.004512632
#> Sigma[4,2] -0.10613351 0.038765240 -0.1639406885 -0.053046171
#> Sigma[4,3] 0.08039991 0.022838797 0.0514375215 0.114698383
#> Sigma[4,4] 0.03311221 0.006931076 0.0235333691 0.040523192
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980130078 0.05426864 0.91098510 1.06861808
#> lag1_var2 -0.074154551 0.13559680 -0.26250422 0.10593485
#> lag1_var3 -0.173794917 0.27126510 -0.55841527 0.18715546
#> lag1_var4 0.175646416 0.25671225 -0.16608856 0.52993368
#> const 0.242816862 0.58926995 -0.57926955 1.00459878
#> exo1 0.035372122 0.06472735 -0.05752493 0.11079253
#> exo2 -0.004995271 0.04427959 -0.08574746 0.03033438
#> exo3 0.053761303 0.04688462 0.01348890 0.13844762
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0681535 0.7537092 -0.05049138 1.81832637
#> lag1_var2 -2.2586570 1.8499934 -4.19251286 0.71455533
#> lag1_var3 -5.8290721 3.6009695 -9.66347801 -0.09798296
#> lag1_var4 5.6810051 3.3977930 0.25926041 9.27880680
#> const -14.0882197 9.2997404 -23.64235829 0.94921340
#> exo1 -0.5014479 0.6719132 -1.51635212 0.33812903
#> exo2 0.6265162 1.3925006 -1.04836081 2.56583735
#> exo3 -0.6422874 1.0313687 -2.10151796 0.57453312
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8061368 0.4403864 -1.30220559 -0.2258368
#> lag1_var2 2.0832709 1.1097258 0.54565526 3.2815931
#> lag1_var3 4.7163437 2.1978797 1.70585281 7.2130705
#> lag1_var4 -3.6116500 2.0641231 -5.94029901 -0.7820484
#> const 11.4213045 5.1451351 3.88271250 17.1652263
#> exo1 0.2902625 0.3297761 -0.08247576 0.8214277
#> exo2 -0.4595458 0.7199346 -1.40999422 0.4137622
#> exo3 0.7882499 0.5701938 0.02748437 1.6072377
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35511403 0.1466631 -0.5492319 -0.177247036
#> lag1_var2 0.76396900 0.4053553 0.3388946 1.301710082
#> lag1_var3 1.40786692 0.8299403 0.5401452 2.491463744
#> lag1_var4 -0.32175253 0.7725988 -1.3397209 0.489828060
#> const 3.55540431 1.3375514 1.7289578 5.304894010
#> exo1 0.05440819 0.1528225 -0.1534189 0.251008200
#> exo2 -0.18180789 0.1483547 -0.4205001 -0.007703187
#> exo3 0.54175178 0.1769265 0.2889221 0.771713133
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003405562 7.214518e-05 0.0002399199 0.000443574
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007732727 0.001410243 -0.003027591 0.0006685565
#> Sigma[2,2] 0.2666671182 0.067356086 0.206588968 0.3729020395
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005988812 0.004252428 -0.007147848 0.004031917
#> Sigma[3,2] -0.5024598076 0.162751561 -0.783904996 -0.345812785
#> Sigma[3,3] 1.5052159097 0.326931029 1.095801155 1.943885593
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001053176 0.003938126 -0.007343072 0.002872884
#> Sigma[4,2] -0.395555485 0.139101545 -0.638462135 -0.257127091
#> Sigma[4,3] 1.325366144 0.289745722 0.966058224 1.676761272
#> Sigma[4,4] 1.189348474 0.266725975 0.864928885 1.517396787
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994887477 0.008140842 0.985443358 1.0064254793
#> lag1_var2 -0.032561304 0.024477770 -0.064209969 0.0001062900
#> lag1_var3 -0.089455581 0.054772702 -0.160696606 -0.0120278474
#> lag1_var4 0.085310324 0.055599015 0.005776337 0.1564996699
#> const 0.325275687 0.172911831 0.127057218 0.6074090001
#> exo1 -0.004415598 0.019549927 -0.031615220 0.0221137615
#> exo2 -0.020680214 0.017511219 -0.048670765 -0.0001422091
#> exo3 0.025060283 0.012044483 0.009435249 0.0412092171
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01169017 0.299958 -0.38484172 0.4740923
#> lag1_var2 1.26460021 1.106552 -0.59267240 2.4153350
#> lag1_var3 1.33619034 2.263654 -2.27826799 3.9186724
#> lag1_var4 -1.43219151 2.242273 -4.03148067 2.1202113
#> const 5.77868311 5.172660 -1.72445907 11.7113095
#> exo1 -0.12028490 0.599169 -0.81664214 0.7672332
#> exo2 0.64701015 0.544776 0.06209373 1.3726173
#> exo3 0.11886813 0.683080 -0.62865316 1.2674034
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4473327 0.562374 -1.3355056 0.22716880
#> lag1_var2 2.7853671 1.820594 0.7210167 5.65381263
#> lag1_var3 6.0775111 3.587367 1.0640750 10.93810640
#> lag1_var4 -5.0674563 3.557354 -9.7350465 0.04734071
#> const 8.8569460 8.671285 -1.6197716 20.37202164
#> exo1 -0.2129175 1.392935 -2.1736931 1.51124288
#> exo2 -0.4346264 1.292670 -2.1717030 0.94909276
#> exo3 0.9087430 1.578734 -1.3713032 2.93558743
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4545046 0.4578685 -1.1562948 0.106897
#> lag1_var2 3.3042669 1.4040284 1.6889364 5.410982
#> lag1_var3 6.5183622 2.7671633 2.4971198 9.872348
#> lag1_var4 -5.5344210 2.7505206 -8.7582823 -1.416399
#> const 10.9378258 6.8388977 2.3698184 19.448098
#> exo1 -0.2682618 1.2270540 -2.0177079 1.271966
#> exo2 -0.1183787 1.1482215 -1.6787375 1.143702
#> exo3 1.0091740 1.3540234 -0.9573527 2.761326
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007773626 0.0001414771 0.0005829042 0.0009522206
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00865514 0.004484123 -0.01484149 -0.002330012
#> Sigma[2,2] 0.51003484 0.173391028 0.39174264 0.801332478
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009458194 0.004248164 0.003695014 0.01535187
#> Sigma[3,2] -0.444033656 0.232610866 -0.809617567 -0.25159901
#> Sigma[3,3] 0.648349830 0.292960968 0.371522930 1.13489253
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00387699 0.002309169 0.001373894 0.006712808
#> Sigma[4,2] -0.10925985 0.136948819 -0.325580779 0.026072666
#> Sigma[4,3] 0.36875997 0.159136121 0.192552229 0.623391800
#> Sigma[4,4] 0.30958804 0.090361667 0.194594002 0.434278628
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994831325 0.05419327 0.918362345 1.069409551
#> lag1_var2 0.001374781 0.10244113 -0.126281640 0.166083012
#> lag1_var3 -0.027035958 0.15422920 -0.214786205 0.223047395
#> lag1_var4 0.020361762 0.13952895 -0.207753688 0.187020654
#> const 0.555672268 0.37717314 0.040803201 1.081706650
#> exo1 -0.030496885 0.01921835 -0.048251187 0.002781232
#> exo2 -0.058787106 0.02588238 -0.100520579 -0.035705417
#> exo3 0.041318521 0.03229677 -0.009179383 0.066278602
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2076979 0.9258769 -1.5571650 1.0811590
#> lag1_var2 2.0339484 1.5260415 0.2488805 4.3599339
#> lag1_var3 2.2465226 2.3637733 -0.4501123 5.9335250
#> lag1_var4 -2.1869069 2.1497355 -5.5126968 0.1862509
#> const 3.3895629 8.2124840 -8.3452078 14.0005001
#> exo1 -0.3204804 0.6840735 -1.3271942 0.4730244
#> exo2 0.2208992 0.5908543 -0.5077336 1.1787552
#> exo3 0.6093036 0.6440070 -0.5652092 1.1563384
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9481944 0.9268211 -0.29119344 2.1120888
#> lag1_var2 -2.1081319 1.7297546 -4.38629341 0.3402948
#> lag1_var3 -2.7039992 2.5090361 -6.15585383 0.7425310
#> lag1_var4 3.3698589 2.2998148 0.21765541 6.5089921
#> const -3.6143990 9.0529766 -13.12478193 9.0622895
#> exo1 0.9844312 0.6031015 0.05100791 1.6967938
#> exo2 -0.1030888 0.8374825 -1.37579130 0.7724400
#> exo3 0.3289111 0.7548804 -0.69237395 1.4088806
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.82736943 0.6915989 -0.2534224 1.6905673
#> lag1_var2 -1.07714804 1.6035706 -2.9203388 1.4729941
#> lag1_var3 -1.69348596 2.2416206 -4.2571584 1.8990057
#> lag1_var4 2.41161289 2.0801494 -0.9158604 4.7914270
#> const -2.63865256 6.4515595 -10.8098172 7.1776342
#> exo1 0.80487990 0.4087712 0.2115269 1.3528343
#> exo2 0.06706415 0.7575412 -1.0435781 0.8804367
#> exo3 0.79817306 0.5302974 0.1122302 1.6149865
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002120576 0.000648558 0.001401901 0.003248848
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004605101 0.001897313 -0.006960279 -0.002602858
#> Sigma[2,2] 0.045759045 0.013716740 0.029383343 0.065385152
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0051624214 0.002454277 -0.009524119 -0.003008652
#> Sigma[3,2] 0.0002151778 0.005746381 -0.007085234 0.008005966
#> Sigma[3,3] 0.0393621978 0.013460848 0.023097673 0.055964147
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009221399 0.00360410 -0.01561327 -0.005815919
#> Sigma[4,2] 0.039175764 0.01430001 0.02146667 0.058151727
#> Sigma[4,3] 0.040454637 0.01438244 0.02464553 0.060780584
#> Sigma[4,4] 0.074829088 0.02163474 0.04552588 0.101824872
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88703241 0.03097987 0.83527966 0.92331943
#> lag1_var2 0.10437295 0.09204818 -0.02274201 0.23412182
#> lag1_var3 0.18983375 0.11850767 0.02469989 0.36392131
#> lag1_var4 -0.17312740 0.11946165 -0.35052614 -0.01005972
#> const 1.06500510 0.47939326 0.40476733 1.76181995
#> exo1 0.02800053 0.04105065 -0.02386105 0.08325807
#> exo2 -0.08346768 0.04134747 -0.14528087 -0.03215127
#> exo3 0.02869498 0.05499705 -0.02911234 0.09593955
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4398857 0.2062813 0.18167894 0.74230793
#> lag1_var2 -0.3374432 0.5182445 -1.18225331 0.13403632
#> lag1_var3 -1.7246526 0.7263575 -2.88906309 -0.99847990
#> lag1_var4 1.6448222 0.7033924 0.94057878 2.78652993
#> const -2.6178253 2.5857909 -6.27135761 0.86466344
#> exo1 0.1076273 0.1405470 -0.10551265 0.27568092
#> exo2 0.1779673 0.1769358 -0.02489661 0.41749626
#> exo3 -0.1525287 0.2806053 -0.64112741 0.08598629
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4447448 0.1689906 0.1969297 0.6682847
#> lag1_var2 -0.4271151 0.4846714 -1.0735953 0.2506998
#> lag1_var3 0.1930846 0.6239595 -0.6230616 1.0596642
#> lag1_var4 0.7073848 0.6139072 -0.1142711 1.5420685
#> const -1.2048541 2.1356979 -4.5177944 0.9170664
#> exo1 -0.2654177 0.1500972 -0.4800163 -0.1045052
#> exo2 -0.8707477 0.1949727 -1.1815312 -0.6692960
#> exo3 -0.1042369 0.1803354 -0.3348924 0.1396365
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8329660 0.2313109 0.5774471 1.20662245
#> lag1_var2 -1.0459304 0.6386693 -1.9513703 -0.31212345
#> lag1_var3 -1.6626572 0.8553943 -2.8740244 -0.68404978
#> lag1_var4 2.5074503 0.8479514 1.5638402 3.70696711
#> const -4.7578086 3.7854701 -9.2551024 0.02597084
#> exo1 -0.1789716 0.2314263 -0.5506403 0.04645663
#> exo2 -0.7300151 0.2223867 -1.0586050 -0.44592433
#> exo3 -0.2326580 0.3427241 -0.7510769 0.19702002
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007344198 0.00101807 0.006255741 0.008993271
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001364807 0.00223238 -0.004767909 0.001481927
#> Sigma[2,2] 0.034589684 0.01131834 0.024538279 0.054831050
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008950892 0.008192332 -0.02176736 -0.0002483904
#> Sigma[3,2] -0.068705286 0.029958515 -0.11406632 -0.0423850183
#> Sigma[3,3] 0.296630617 0.114757983 0.17064657 0.4661673227
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01039596 0.007592385 -0.02187830 -0.001703844
#> Sigma[4,2] -0.05025855 0.025702192 -0.09119175 -0.027541190
#> Sigma[4,3] 0.26536628 0.101463694 0.15037828 0.412191655
#> Sigma[4,4] 0.24427284 0.090347650 0.13774311 0.371759912
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9709616963 0.11887738 0.80857860 1.13872529
#> lag1_var2 0.0065843052 0.44029749 -0.57788880 0.61726769
#> lag1_var3 0.0373728069 0.72859539 -0.97145842 0.99931235
#> lag1_var4 -0.0399000028 0.70777666 -0.97471477 0.94058555
#> const 0.8750880323 1.38720544 -1.18254297 2.66198247
#> exo1 0.0346178227 0.06645605 -0.07032612 0.11837031
#> exo2 -0.0371526849 0.10974502 -0.18016274 0.12809283
#> exo3 -0.0006949465 0.05643964 -0.06860889 0.08862252
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24032613 0.2091410 -0.1093450 0.4396937
#> lag1_var2 -0.03637524 0.8224406 -0.8548990 1.3450158
#> lag1_var3 -1.52736335 1.3772678 -2.9911861 0.7083350
#> lag1_var4 1.50660217 1.3454963 -0.6832811 2.9294412
#> const -3.61067297 2.8768494 -6.0799894 1.2292309
#> exo1 0.09265298 0.1804523 -0.1490309 0.3242453
#> exo2 0.37526338 0.1372636 0.1993511 0.5591632
#> exo3 0.21121160 0.1308195 0.0656711 0.4087004
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.69307982 0.4926882 -1.29878925 0.05048798
#> lag1_var2 1.46363922 1.7467286 -1.14024126 3.40806923
#> lag1_var3 4.03992567 2.7591501 0.12908366 7.23628168
#> lag1_var4 -2.94832043 2.7036955 -6.07247605 0.88413939
#> const 10.84619423 7.3709353 0.01968921 19.96799235
#> exo1 -0.52646500 0.6043347 -1.33948343 0.20857362
#> exo2 -0.56531562 0.5933805 -1.48789749 0.19438806
#> exo3 0.03788658 0.6397329 -1.02454617 0.76511100
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5831319 0.4317819 -1.1677567 0.0285179
#> lag1_var2 1.2467741 1.4557737 -0.8562533 3.1565185
#> lag1_var3 2.8487482 2.2691335 -0.3143665 5.8889534
#> lag1_var4 -1.7433786 2.2237565 -4.7138195 1.3571453
#> const 7.9724668 6.5103769 -0.8871185 16.6991647
#> exo1 -0.4900407 0.5375034 -1.1975629 0.2124225
#> exo2 -0.3604500 0.5929137 -1.2809393 0.3429170
#> exo3 0.1648444 0.5991086 -0.8142782 0.8348621
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002717296 9.693921e-05 0.0001778741 0.0004266723
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001430647 0.001308785 -0.002871503 0.0005333982
#> Sigma[2,2] 0.529960591 0.151851132 0.346800741 0.7564122477
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004159562 0.001807376 0.002271249 0.007003611
#> Sigma[3,2] -0.245863665 0.079764230 -0.385232680 -0.181988187
#> Sigma[3,3] 0.479934389 0.093098709 0.346585138 0.596329499
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003567245 0.001913309 0.001345865 0.006364747
#> Sigma[4,2] 0.081820783 0.056430070 0.023905159 0.164937359
#> Sigma[4,3] 0.352657957 0.077161641 0.249846934 0.460262500
#> Sigma[4,4] 0.429908990 0.103482620 0.299278728 0.589802936
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979165331 0.01634622 0.95295001 0.99865529
#> lag1_var2 0.032345075 0.04828751 -0.02713182 0.10301657
#> lag1_var3 0.050132518 0.07825464 -0.04893267 0.16687614
#> lag1_var4 -0.051973988 0.07677068 -0.16399777 0.04310482
#> const 0.619426115 0.24439057 0.39052737 0.97628664
#> exo1 -0.002978352 0.01497469 -0.02017156 0.02037774
#> exo2 -0.107395174 0.01469430 -0.12928615 -0.09191428
#> exo3 0.068104968 0.01744646 0.04156525 0.08202329
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7674861 0.9465569 -2.8670315 -0.2230860
#> lag1_var2 3.6453106 2.2997588 0.6350560 6.5119683
#> lag1_var3 5.0427949 3.9347755 -0.2238598 10.0602923
#> lag1_var4 -4.5227149 3.7375269 -9.2923826 0.3030051
#> const 12.8029228 9.9018363 1.7541315 27.2188611
#> exo1 -0.2304400 0.6441231 -1.0706011 0.6321710
#> exo2 0.5523897 0.6120030 -0.2535402 1.2886248
#> exo3 0.4082982 0.9282344 -1.1144683 1.3914877
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.58468284 0.7328169 0.4798766 2.390335
#> lag1_var2 0.57705573 2.2362484 -1.9165574 3.998259
#> lag1_var3 1.00549466 3.7422740 -3.1157171 6.793820
#> lag1_var4 -0.69174350 3.6166207 -6.2635333 3.291917
#> const 0.59456052 9.6663108 -10.1660292 14.185476
#> exo1 0.05024484 0.4576930 -0.6178273 0.661969
#> exo2 -3.27424758 0.6334637 -4.1631716 -2.363235
#> exo3 0.05134374 0.8540422 -0.9386147 1.392304
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53268685 0.6379830 -0.38788940 1.3502320
#> lag1_var2 2.65160681 2.0656868 0.35380046 5.6578021
#> lag1_var3 3.80396528 3.4261195 -0.09335774 8.8032474
#> lag1_var4 -3.17108527 3.3247900 -8.01222691 0.5596742
#> const 7.53580326 8.0053748 -2.11269961 19.6238692
#> exo1 -0.09873997 0.2353222 -0.41656990 0.2255226
#> exo2 -3.10806112 0.7553116 -4.04817958 -2.0331730
#> exo3 0.30681589 0.5850567 -0.31023877 1.2200825
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001467418 0.0004391585 0.000999605 0.002140874
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004266199 0.001487273 -0.006477904 -0.002704315
#> Sigma[2,2] 0.025462444 0.008833377 0.014436756 0.036096998
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001300701 0.0008881313 0.0001492992 0.002668938
#> Sigma[3,2] -0.010504488 0.0042875804 -0.0166455914 -0.005491824
#> Sigma[3,3] 0.009023669 0.0018436015 0.0059771524 0.011160530
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001148268 0.0009701424 -0.001727996 0.0006493463
#> Sigma[4,2] -0.0021970643 0.0029362793 -0.005118334 0.0028597283
#> Sigma[4,3] 0.0063728979 0.0010629827 0.004758518 0.0077646916
#> Sigma[4,4] 0.0067139411 0.0018493894 0.005012861 0.0098169382
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02778919 0.02491480 0.99322335 1.063826462
#> lag1_var2 -0.10570476 0.02417263 -0.14562149 -0.078810592
#> lag1_var3 -0.23031052 0.07141236 -0.34807641 -0.162735038
#> lag1_var4 0.22608994 0.06150198 0.16515419 0.328732598
#> const 0.05680445 0.21172528 -0.24690661 0.320099999
#> exo1 -0.02379498 0.01854805 -0.05130860 -0.004539095
#> exo2 -0.06042270 0.03018935 -0.09121900 -0.009869720
#> exo3 0.01898635 0.03991843 -0.02985595 0.075735871
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03965883 0.05996383 -0.11875656 0.02785539
#> lag1_var2 1.07408440 0.13195030 0.92067423 1.27057818
#> lag1_var3 1.07937060 0.45767193 0.53970566 1.69763227
#> lag1_var4 -0.97516165 0.41417337 -1.54343530 -0.47371193
#> const 2.89518928 0.87919117 1.54356381 3.84635522
#> exo1 0.11691381 0.22452370 -0.09596612 0.46912083
#> exo2 0.50461357 0.15332962 0.32382418 0.73367813
#> exo3 0.27016993 0.06159468 0.18415977 0.35167285
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.004630594 0.06456794 -0.077825808 0.08887513
#> lag1_var2 0.042331290 0.07792042 -0.078888554 0.12568086
#> lag1_var3 0.548997501 0.37914065 0.004910059 0.96467309
#> lag1_var4 0.323942898 0.33998188 -0.060234576 0.79879696
#> const 0.545557266 0.57020074 -0.287508156 1.17511153
#> exo1 -0.009331822 0.10734144 -0.181469065 0.10163330
#> exo2 -0.491044468 0.10690325 -0.636425057 -0.35967575
#> exo3 -0.127585011 0.10703419 -0.260798038 0.01883958
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02387332 0.07073043 -0.11347592 0.07369640
#> lag1_var2 0.21229669 0.06027872 0.11574911 0.27896117
#> lag1_var3 0.33364926 0.28709117 -0.10131388 0.65469972
#> lag1_var4 0.62219409 0.25661249 0.33126821 1.00766737
#> const 0.21152986 0.75991515 -0.85341854 1.21757078
#> exo1 0.03828622 0.04944186 -0.02948355 0.09684326
#> exo2 -0.38451757 0.08788979 -0.49806424 -0.26489981
#> exo3 -0.03698483 0.12096197 -0.18711475 0.13583671
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001324553 0.0001459299 0.001129665 0.001544543
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002080874 0.01214147 -0.0155741 0.01738418
#> Sigma[2,2] 2.6126622391 0.70727106 1.6444087 3.54926652
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008461677 0.009243793 -0.01288766 0.01071831
#> Sigma[3,2] -1.8869789189 0.483825561 -2.48288664 -1.19245118
#> Sigma[3,3] 1.5700554688 0.342802239 1.07882527 2.00587603
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001285866 0.004532573 -0.006507224 0.005726117
#> Sigma[4,2] -0.610285176 0.175886999 -0.834960722 -0.354430277
#> Sigma[4,3] 0.676444417 0.144717322 0.512912627 0.887177616
#> Sigma[4,4] 0.413152354 0.078060607 0.321260632 0.528638841
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0211794146 0.03806125 0.973345226 1.079768059
#> lag1_var2 -0.0631888283 0.06171707 -0.163362579 0.008461342
#> lag1_var3 -0.1197798987 0.11989395 -0.314365026 0.017074276
#> lag1_var4 0.1041243567 0.10666219 -0.016118478 0.277811828
#> const 0.3454255919 0.24918947 -0.006361653 0.630232398
#> exo1 0.0003513475 0.04485069 -0.067449109 0.057882526
#> exo2 -0.0557737254 0.03076653 -0.097804709 -0.015459798
#> exo3 0.0321032050 0.03859599 -0.010170509 0.097611244
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1908607 1.269764 -2.9183113 0.2184162
#> lag1_var2 2.8228281 1.679770 1.0369300 5.1796345
#> lag1_var3 3.8366295 3.192630 0.6014835 8.4523075
#> lag1_var4 -3.5410032 2.804966 -7.6319076 -0.5933616
#> const 16.3919020 10.470730 4.3581148 31.5470077
#> exo1 -2.8108067 2.503571 -6.7047955 -0.2140571
#> exo2 -1.8801418 1.575185 -3.7200540 0.5608719
#> exo3 -0.2506756 1.044789 -1.6083851 1.2496401
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8048345 0.9785235 -0.2974023 2.0953807
#> lag1_var2 -0.8158939 1.2809992 -2.5364681 0.5527914
#> lag1_var3 -0.7238982 2.4595321 -4.1064603 1.8966879
#> lag1_var4 1.5212082 2.1496013 -0.7636194 4.5128474
#> const -10.1570117 8.1021258 -22.3774672 0.1309428
#> exo1 1.0343934 1.6666041 -0.6580983 3.5210533
#> exo2 0.2602087 1.0733354 -1.4348343 1.4505404
#> exo3 2.8351745 0.9079453 1.5760060 4.1378675
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1733318 0.4934002 -0.5305502 0.7994632
#> lag1_var2 0.3000562 0.6698656 -0.5151281 1.2689194
#> lag1_var3 0.5719178 1.2901158 -1.0031687 2.4128999
#> lag1_var4 0.4170333 1.1370521 -1.2114096 1.8028820
#> const -3.5067423 4.2643964 -8.7083953 2.7503035
#> exo1 -0.5592878 0.6556905 -1.3785570 0.3785340
#> exo2 -0.7706055 0.4173551 -1.3093307 -0.2034879
#> exo3 3.1075766 0.4925723 2.5656667 3.9367448
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003622207 0.001103879 0.002280918 0.005255394
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005674066 0.003625104 -0.009841273 -0.000350832
#> Sigma[2,2] 0.048241733 0.009850368 0.035356137 0.060548893
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004592771 0.003497302 -0.0003784411 0.009190483
#> Sigma[3,2] -0.042708979 0.009039866 -0.0568901532 -0.032749986
#> Sigma[3,3] 0.041442435 0.009874456 0.0323257505 0.057860232
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007613345 0.001186621 -0.0006416343 0.002654178
#> Sigma[4,2] -0.0101993910 0.004225218 -0.0169461846 -0.006071412
#> Sigma[4,3] 0.0129883540 0.004651654 0.0086485186 0.020306507
#> Sigma[4,4] 0.0065298781 0.002078041 0.0045495110 0.009776386
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94247410 0.03795693 0.88206301 0.989865131
#> lag1_var2 -0.33909727 0.25448632 -0.68319972 -0.010100523
#> lag1_var3 -0.50418146 0.38453835 -1.01601624 0.009857887
#> lag1_var4 0.52650774 0.38380605 0.01753983 1.029973858
#> const -0.49704289 0.85386627 -1.69139358 0.665504735
#> exo1 0.01719315 0.05236679 -0.04352553 0.089874241
#> exo2 -0.02682082 0.05000069 -0.10841549 0.031367650
#> exo3 0.10330432 0.08646776 -0.03994938 0.189468291
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20847548 0.1038862 0.08464112 0.37526882
#> lag1_var2 1.09522988 0.4014419 0.59848711 1.61249584
#> lag1_var3 1.01857542 0.7645616 0.03622780 1.95012835
#> lag1_var4 -1.01294120 0.7729564 -1.94827870 -0.04650169
#> const 2.56586713 2.3046632 -0.59561034 5.33652075
#> exo1 -0.09726532 0.2082777 -0.32821819 0.23000147
#> exo2 1.60590572 0.2354939 1.37636992 1.98023981
#> exo3 0.56373384 0.3560865 0.12347315 1.08824702
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22658987 0.09429549 -0.3588500 -0.1081518
#> lag1_var2 0.35808972 0.39591598 -0.2203326 0.8075048
#> lag1_var3 0.88805157 0.74395327 -0.1285561 1.7702794
#> lag1_var4 0.08124393 0.75192152 -0.8362551 1.1007178
#> const 1.98715755 2.03202569 -0.7519922 4.9583318
#> exo1 0.06306936 0.19733242 -0.2354050 0.2715359
#> exo2 -1.73260089 0.21556100 -2.0785983 -1.4909354
#> exo3 -0.19819481 0.29296581 -0.6116167 0.2123620
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0995352904 0.03993335 -0.1495009 -0.04061741
#> lag1_var2 0.7701242197 0.23535577 0.4513437 1.08346000
#> lag1_var3 1.1112411975 0.40321073 0.5638543 1.67183529
#> lag1_var4 -0.1103390506 0.40375399 -0.6679003 0.43848826
#> const 2.4644525417 0.94167621 1.0958126 3.59328096
#> exo1 -0.0009238039 0.07428441 -0.1204057 0.07558453
#> exo2 -0.7096096748 0.08556726 -0.8179929 -0.60505207
#> exo3 0.2208569932 0.07402352 0.1231556 0.32935197
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004138495 7.080503e-05 0.0003503017 0.000529123
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000462683 0.001257993 -0.001147394 0.002063197
#> Sigma[2,2] 0.234755208 0.065582200 0.175721781 0.346235949
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005242884 0.0007483188 -0.001619541 0.0003778864
#> Sigma[3,2] -0.1310984552 0.0371090581 -0.194474316 -0.0984336298
#> Sigma[3,3] 0.0768602470 0.0209067873 0.058484605 0.1126239925
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003361909 0.0002887811 -0.0006978684 5.018879e-05
#> Sigma[4,2] -0.0040971311 0.0043356931 -0.0111325929 1.077629e-03
#> Sigma[4,3] 0.0065308289 0.0030301355 0.0030512087 1.133715e-02
#> Sigma[4,4] 0.0050551513 0.0014158186 0.0036674369 7.212527e-03
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9829594147 0.01437056 0.96768646 1.00550190
#> lag1_var2 0.0310978660 0.03903382 -0.03332370 0.07101070
#> lag1_var3 0.0446912796 0.07199401 -0.07624459 0.11484769
#> lag1_var4 -0.0520755563 0.06933432 -0.12387126 0.06187119
#> const 0.6594205845 0.13722292 0.43138655 0.82179213
#> exo1 0.0136418685 0.01642233 -0.01263833 0.03196124
#> exo2 0.0001236752 0.01497887 -0.02275845 0.02011389
#> exo3 -0.0186057131 0.02536357 -0.05558170 0.01522468
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.02021249 0.3887544 -1.6796403 -0.6183699
#> lag1_var2 2.78384630 0.8951256 1.7971325 4.1319533
#> lag1_var3 3.64721361 1.6934607 1.7309206 6.2330504
#> lag1_var4 -3.41674644 1.6092743 -5.8491194 -1.5750532
#> const 9.87920133 4.3766951 3.7128564 16.0880668
#> exo1 -0.05618838 0.2927009 -0.5297045 0.2674304
#> exo2 1.49700064 0.6694346 0.4699483 2.3230694
#> exo3 0.32418014 0.5733060 -0.4552512 1.0373952
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.645412539 0.2117842 0.4331275 0.98952165
#> lag1_var2 -1.031048904 0.5385150 -1.8539744 -0.42504318
#> lag1_var3 -1.141575589 1.0294493 -2.7245567 0.02663514
#> lag1_var4 1.947279459 0.9787379 0.8123834 3.43182072
#> const -3.764036454 2.1819765 -6.8615568 -0.77166958
#> exo1 -0.009487998 0.1573704 -0.2295382 0.20560198
#> exo2 -1.252232985 0.3506874 -1.7054376 -0.70365228
#> exo3 0.045456544 0.3080895 -0.3480231 0.45047810
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.087266626 0.04788453 0.01133096 0.13528558
#> lag1_var2 0.123527347 0.11365722 -0.03654666 0.26882175
#> lag1_var3 0.177182688 0.21820374 -0.13819025 0.44725996
#> lag1_var4 0.784134823 0.21016425 0.53037568 1.08638955
#> const -0.009654052 0.51956550 -0.89117740 0.56645714
#> exo1 -0.049457995 0.07701664 -0.12666701 0.07969601
#> exo2 -0.524633099 0.05414023 -0.57830487 -0.44254407
#> exo3 0.256809364 0.04653415 0.19838180 0.33350769
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014309 0.0001977791 0.0007530344 0.001307022
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01418327 0.007290444 -0.02214421 -0.003287515
#> Sigma[2,2] 1.17972981 0.239114535 0.81978904 1.442264980
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009738973 0.005004655 0.002295207 0.01500642
#> Sigma[3,2] -0.680413394 0.161455651 -0.889236676 -0.45177812
#> Sigma[3,3] 0.474684509 0.126988142 0.301008158 0.64809676
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003272437 0.002249524 0.0001854852 0.006209739
#> Sigma[4,2] -0.120832160 0.082614400 -0.2421520704 -0.024686237
#> Sigma[4,3] 0.160694870 0.064599866 0.0872387377 0.254159554
#> Sigma[4,4] 0.114022328 0.030310667 0.0860708900 0.161341673
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019133789 0.02621703 0.98501415 1.0600628466
#> lag1_var2 -0.054338626 0.04600046 -0.11928737 -0.0002114179
#> lag1_var3 -0.099918643 0.09920193 -0.23751981 0.0200658616
#> lag1_var4 0.085435913 0.09086595 -0.02619756 0.2104745179
#> const 0.380737367 0.20350044 0.05972958 0.5934372098
#> exo1 0.008258395 0.02680116 -0.03131533 0.0416624346
#> exo2 -0.172015641 0.03111374 -0.21548291 -0.1319089020
#> exo3 -0.034163264 0.03048874 -0.07758079 0.0010090945
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3654283 0.6778145 -1.4980328 0.3778354
#> lag1_var2 2.1084029 0.9837532 1.0525803 3.5981666
#> lag1_var3 2.9277052 2.1025732 0.5088558 6.0513974
#> lag1_var4 -2.8299493 1.9276334 -5.6039896 -0.5571301
#> const 6.3035110 8.9234056 -4.9457591 19.8196905
#> exo1 0.5367243 0.8915722 -0.2598172 1.9707973
#> exo2 1.3549415 0.6396668 0.4685811 2.1429425
#> exo3 -0.1843632 1.1825722 -1.6642440 1.4831377
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5902735 0.3876159 0.1397790 1.1342788
#> lag1_var2 -1.3477719 0.5895319 -2.2029904 -0.6947466
#> lag1_var3 -2.0267914 1.2501427 -3.8235232 -0.6381131
#> lag1_var4 2.8277341 1.1607454 1.5027351 4.5150591
#> const -4.1441767 5.5017035 -12.6820480 2.7830365
#> exo1 -0.2752205 0.6757000 -1.4257464 0.3909602
#> exo2 -4.0208221 0.5588797 -4.7568935 -3.2933062
#> exo3 0.7088911 0.9793962 -0.7165076 1.8071998
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4336200 0.2570941 0.11936775 0.77328667
#> lag1_var2 -0.6545549 0.4899652 -1.29950259 -0.08786462
#> lag1_var3 -1.2816083 1.0332059 -2.59944161 -0.07225000
#> lag1_var4 2.1555653 0.9505484 1.04584827 3.35187356
#> const -2.7450861 1.9345798 -4.84500736 0.61761315
#> exo1 -0.0103123 0.3297415 -0.54272138 0.34398532
#> exo2 -3.5827063 0.5230500 -4.13901448 -2.85597003
#> exo3 0.6873343 0.4993787 -0.06930596 1.26258179
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008594653 0.0002143368 0.0005716107 0.001124993
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02001686 0.008029561 -0.0315489 -0.01004555
#> Sigma[2,2] 1.87053667 0.273500250 1.5069464 2.26636405
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008862986 0.004067471 0.003808356 0.01510801
#> Sigma[3,2] -1.152885538 0.190985572 -1.455108481 -0.92270107
#> Sigma[3,3] 0.871458220 0.165092580 0.678137324 1.11198660
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003518923 0.001483291 -0.00538155 -0.001330742
#> Sigma[4,2] -0.042514908 0.111933165 -0.22089714 0.089560134
#> Sigma[4,3] 0.206529341 0.080061115 0.12087797 0.320412063
#> Sigma[4,4] 0.203504245 0.028684952 0.16189683 0.236061261
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98309939 0.01665123 0.962684245 1.01123352
#> lag1_var2 0.01086623 0.04690960 -0.071205786 0.04926769
#> lag1_var3 0.01617636 0.08028421 -0.124066944 0.08091876
#> lag1_var4 -0.01920001 0.07414807 -0.081574091 0.11016585
#> const 0.62153641 0.17996253 0.390819503 0.89987764
#> exo1 0.02134568 0.02783898 -0.009806403 0.06332338
#> exo2 -0.06012348 0.01668907 -0.084672255 -0.04000673
#> exo3 0.01718857 0.02941321 -0.025530001 0.05427421
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5214899 0.8878844 -3.887622 -1.4214116
#> lag1_var2 5.9768694 2.2805331 3.657293 9.7303430
#> lag1_var3 8.5408749 3.9576404 4.578251 15.0540041
#> lag1_var4 -7.7606734 3.6520253 -13.804866 -4.0688790
#> const 17.5446166 8.8552826 4.931314 28.9170199
#> exo1 -1.2288360 1.5764888 -3.684021 0.3054667
#> exo2 1.6639451 2.0598575 -1.685369 3.8936835
#> exo3 0.8976649 2.1075725 -1.194560 4.3520446
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7994445 0.7504806 0.7405517 2.84634805
#> lag1_var2 -2.5011834 1.8476381 -5.2800823 -0.07538562
#> lag1_var3 -3.3116250 3.1769909 -8.1263197 0.80999415
#> lag1_var4 3.6777035 2.9308990 -0.1113514 8.13327013
#> const -7.8254353 6.8812677 -17.3368852 -0.22908497
#> exo1 0.8053762 1.0631826 -0.5378097 2.23862435
#> exo2 -1.5368518 1.4547192 -3.1570631 0.68247136
#> exo3 0.4200773 1.1811278 -1.3967826 1.86602398
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31998185 0.4050826 -0.2589030 0.85154741
#> lag1_var2 0.73698845 0.8785833 -0.5625418 1.90925723
#> lag1_var3 1.23093412 1.4857464 -0.9776889 3.20930062
#> lag1_var4 -0.38330271 1.3513532 -2.1671119 1.63749948
#> const 1.02171641 3.2209412 -2.7958876 5.67809347
#> exo1 0.09264259 0.4674250 -0.5856915 0.71895239
#> exo2 -0.56163742 0.4486569 -1.1753344 0.03113932
#> exo3 1.04794242 0.4295059 0.4846658 1.66381628
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005883999 0.0001234443 0.0004349932 0.0007630482
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01136331 0.002338911 -0.01465903 -0.008303483
#> Sigma[2,2] 0.50996492 0.089913407 0.38364641 0.606329343
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01055299 0.003180554 0.006323046 0.01515284
#> Sigma[3,2] -0.40154584 0.095981196 -0.518080714 -0.27593077
#> Sigma[3,3] 0.69324229 0.114269240 0.559436129 0.85152901
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004194269 0.002593952 0.0002685017 0.007521768
#> Sigma[4,2] -0.111930359 0.066724687 -0.2023706931 -0.022012995
#> Sigma[4,3] 0.492640794 0.090061713 0.3972445409 0.636412114
#> Sigma[4,4] 0.458642221 0.102849868 0.3509323680 0.635877480
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974449463 0.02235623 0.941334862 1.00255350
#> lag1_var2 0.006095297 0.08349413 -0.097831294 0.12955413
#> lag1_var3 0.010359973 0.14734852 -0.169476667 0.22850693
#> lag1_var4 -0.010506972 0.14311647 -0.221223214 0.16352872
#> const 0.656640414 0.32570133 0.308920446 1.14480749
#> exo1 0.005741724 0.01007786 -0.008802393 0.01868038
#> exo2 -0.065000072 0.02239548 -0.096193257 -0.03515545
#> exo3 0.046196302 0.02624894 0.006402039 0.07791536
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.90571064 0.8047571 -1.86817236 0.3616910
#> lag1_var2 1.19551619 2.2312850 -2.56827198 3.5282998
#> lag1_var3 0.35690028 3.8939678 -6.23182019 4.2944813
#> lag1_var4 0.02236845 3.7194457 -3.70456028 6.2824472
#> const -0.06975437 9.4210493 -12.42260298 10.5765275
#> exo1 -0.42486964 0.5162028 -1.02019445 0.3894054
#> exo2 1.00083479 0.8190628 -0.05320067 2.0902376
#> exo3 0.43321470 0.7750668 -0.42180210 1.5681598
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67802756 0.5533959 -0.06960738 1.366509
#> lag1_var2 2.32283995 2.1733420 -0.06950528 5.896497
#> lag1_var3 5.32183880 3.8657312 1.11055766 11.717517
#> lag1_var4 -4.86567506 3.7922143 -11.20380257 -0.744040
#> const 16.52883283 7.9752679 8.87555724 30.032158
#> exo1 0.52595566 0.6178914 -0.45846938 1.273459
#> exo2 -1.43303525 0.7454214 -2.51526246 -0.486990
#> exo3 -0.05081616 1.4912963 -1.91526768 2.045141
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1474774 0.3246219 -0.2450098 0.5887029
#> lag1_var2 2.9011553 1.7520599 0.7714324 5.6486586
#> lag1_var3 5.3563082 3.1379717 1.6130602 10.3366180
#> lag1_var4 -4.6720824 3.1068505 -9.6588349 -1.0360020
#> const 16.2529700 4.5901418 11.3523612 24.0322688
#> exo1 0.2903160 0.5852093 -0.5533917 0.9306763
#> exo2 -0.8999031 0.5696979 -1.6410646 -0.1325796
#> exo3 0.2151582 1.3116864 -1.2656987 2.3076221
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003471093 7.880347e-05 0.0002604241 0.0004704791
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008379134 0.003307719 -0.01376898 -0.005699927
#> Sigma[2,2] 0.755351478 0.198912530 0.56143395 1.103949255
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006179069 0.002288035 0.003628916 0.009548934
#> Sigma[3,2] -0.619471459 0.187468903 -0.954108568 -0.447848150
#> Sigma[3,3] 0.634776354 0.201698630 0.456854373 0.977272761
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009339601 0.0007382255 -0.0003495192 0.001523565
#> Sigma[4,2] -0.1550346122 0.0895370187 -0.2984624119 -0.086961977
#> Sigma[4,3] 0.2641139064 0.1012790481 0.1835778510 0.428886801
#> Sigma[4,4] 0.1800370881 0.0551218721 0.1198750774 0.261593841
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003795661 0.01147280 0.9896277263 1.016312954
#> lag1_var2 -0.006268869 0.02618857 -0.0465045813 0.019239176
#> lag1_var3 -0.017784092 0.04268517 -0.0850939854 0.024400188
#> lag1_var4 0.008609331 0.04072700 -0.0318406600 0.072741700
#> const 0.467215885 0.15422666 0.2679961357 0.672179017
#> exo1 -0.014602814 0.01034636 -0.0296467269 -0.003673437
#> exo2 -0.024717119 0.01864198 -0.0549853344 -0.004406192
#> exo3 0.038450457 0.02351776 0.0007563511 0.067611706
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6761328230 0.6582369 -2.5148607 -0.6637010
#> lag1_var2 2.7092175604 1.3066889 0.7351420 4.1746038
#> lag1_var3 3.1876718204 2.0795797 0.1257452 5.5799881
#> lag1_var4 -2.5520334270 1.8941733 -4.8420759 0.1875217
#> const 6.7606787052 6.6908844 -1.2389188 17.3626339
#> exo1 -0.0005139627 0.7117800 -1.0285413 0.9831269
#> exo2 0.3657186049 0.8855766 -0.8409078 1.3688234
#> exo3 0.7074517886 0.9396521 -0.6450448 1.8085550
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.30483198 0.6094953 1.5472530 3.1415015
#> lag1_var2 -3.52454930 1.3466145 -5.1679995 -1.7035422
#> lag1_var3 -4.95296669 2.0954438 -7.5726546 -2.1832613
#> lag1_var4 5.13696305 1.9083295 2.6626571 7.6095938
#> const -11.60000182 6.2683329 -21.6419738 -5.5626322
#> exo1 0.09974541 0.6078198 -0.6465376 0.8846530
#> exo2 -0.45332216 0.8718682 -1.4522515 0.7387803
#> exo3 -0.38813841 1.0773343 -1.6369888 1.1473731
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.31178694 0.2731835 0.9378535 1.6831139
#> lag1_var2 -2.32706156 0.7389640 -3.0961000 -1.1906561
#> lag1_var3 -3.75323067 1.1253287 -4.9430765 -2.0003234
#> lag1_var4 4.34422849 1.0571429 2.6727141 5.4500232
#> const -9.42461291 2.5477323 -13.1972578 -6.9633634
#> exo1 0.09672049 0.3910483 -0.5708705 0.5245483
#> exo2 -0.20591027 0.5002373 -0.7329040 0.5619577
#> exo3 0.09290762 0.5953756 -0.6938949 0.8799758
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002401468 4.103098e-05 0.000189888 0.0002999447
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002130555 0.001905064 -0.004567758 0.0006943049
#> Sigma[2,2] 0.680919338 0.111191016 0.566097409 0.8541821812
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009651923 0.0009904147 -0.0006065454 0.002128369
#> Sigma[3,2] -0.3444397017 0.0602510073 -0.4380159491 -0.281434490
#> Sigma[3,3] 0.1788926259 0.0335882265 0.1434142748 0.229958845
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002001201 0.0001868729 -0.0004762881 2.894608e-05
#> Sigma[4,2] 0.0060511950 0.0134157882 -0.0128598930 2.280935e-02
#> Sigma[4,3] 0.0027632525 0.0071749363 -0.0061486429 1.342644e-02
#> Sigma[4,4] 0.0075453799 0.0018069647 0.0051522619 1.007006e-02
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99523261 0.01727391 0.978812637 1.025494890
#> lag1_var2 -0.02298853 0.02211902 -0.057039135 0.004082039
#> lag1_var3 -0.04807175 0.04395048 -0.114896341 0.006830740
#> lag1_var4 0.04179938 0.03892420 -0.007136312 0.099922423
#> const 0.40974596 0.13319397 0.185069824 0.534178311
#> exo1 -0.03432645 0.01231861 -0.052176627 -0.018239598
#> exo2 -0.04643819 0.01384955 -0.067691784 -0.027286006
#> exo3 0.05981266 0.01693947 0.033714783 0.077913453
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6433248 1.2689632 -3.2728215 0.3044652
#> lag1_var2 3.2323227 1.7634698 0.5209812 5.4578837
#> lag1_var3 4.3717789 3.4808107 -0.9941964 8.7671957
#> lag1_var4 -3.8885812 3.0395495 -7.7383323 0.8130003
#> const 12.2211527 7.0528621 1.8934605 20.8454849
#> exo1 -0.4381527 0.6171265 -1.2347280 0.3201888
#> exo2 4.3836995 0.3621759 3.9492437 4.9044278
#> exo3 0.2590204 1.0662580 -0.9166435 1.9941584
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87662231 0.6155879 -0.08127956 1.68032320
#> lag1_var2 -1.20790739 0.8377007 -2.30401598 0.08533188
#> lag1_var3 -1.39368632 1.6552811 -3.55974607 1.16086272
#> lag1_var4 2.09692168 1.4454902 -0.14080269 3.99024315
#> const -4.94087097 3.5935951 -9.13170203 0.65160096
#> exo1 0.21209543 0.3163204 -0.19522678 0.64675664
#> exo2 -2.59678871 0.1680280 -2.84260251 -2.38705697
#> exo3 -0.08443538 0.5543354 -0.98870561 0.55797210
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005336941 0.12226943 -0.15134736 0.1711419
#> lag1_var2 0.079197542 0.17540557 -0.19480144 0.2579044
#> lag1_var3 0.116288353 0.34609802 -0.42733451 0.4677282
#> lag1_var4 0.882731139 0.30353978 0.57295257 1.3625293
#> const -0.410387590 0.84509255 -1.54580914 0.5604588
#> exo1 -0.016142515 0.08472277 -0.10602609 0.1134504
#> exo2 -0.553405926 0.08147305 -0.65417672 -0.4431058
#> exo3 0.034673732 0.08922054 -0.06557034 0.1844620
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006093946 0.001212353 0.004192258 0.007488975
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05924861 0.01197782 -0.07590527 -0.0433933
#> Sigma[2,2] 1.22921915 0.21648798 0.94121668 1.5210921
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05782035 0.01444671 0.03779739 0.07721485
#> Sigma[3,2] -1.00080914 0.18392064 -1.28117616 -0.76778832
#> Sigma[3,3] 1.11286620 0.23569318 0.85923610 1.51986607
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03798012 0.01129072 0.02283364 0.05231098
#> Sigma[4,2] -0.53081545 0.11428267 -0.71159042 -0.40634841
#> Sigma[4,3] 0.77514127 0.18859902 0.60102476 1.10632707
#> Sigma[4,4] 0.62628757 0.16954669 0.46005386 0.91651500
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93594784 0.01674756 9.142091e-01 0.95480255
#> lag1_var2 0.03329270 0.04435494 -1.451839e-02 0.09504182
#> lag1_var3 0.08790641 0.09613022 -1.757215e-02 0.22057137
#> lag1_var4 -0.07196240 0.08577786 -1.909920e-01 0.02380738
#> const 0.86302340 0.43726238 3.050398e-01 1.46546356
#> exo1 0.06752194 0.07500323 2.613112e-05 0.20322287
#> exo2 0.02934383 0.11092217 -1.309500e-01 0.17039219
#> exo3 0.05883129 0.07518488 -4.175350e-02 0.16553156
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2452522 0.4901278 -0.43814602 0.9102513
#> lag1_var2 0.5706937 0.7120464 -0.33584627 1.5414849
#> lag1_var3 -0.5691107 1.5905517 -2.22714842 1.8073178
#> lag1_var4 0.4541523 1.4115682 -1.65741984 1.8771525
#> const 1.4047848 6.7950367 -9.53111159 7.2414638
#> exo1 1.2738711 0.8596416 -0.09542219 2.1269910
#> exo2 1.6287688 1.1663926 0.09837672 3.1301523
#> exo3 -0.2643357 1.2497875 -1.96152901 1.2297468
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.81359591 0.4467976 -1.5509751 -0.3231662
#> lag1_var2 1.26474109 0.6779578 0.3438009 2.2750458
#> lag1_var3 3.79115188 1.4069063 1.7720867 5.6640922
#> lag1_var4 -2.51250038 1.2274769 -4.1225342 -0.7454638
#> const 5.86608629 5.7357570 -0.1569994 15.1813692
#> exo1 -0.53840111 0.7994654 -1.5896702 0.5979685
#> exo2 -2.04834162 1.0843617 -3.1320446 -0.1618726
#> exo3 0.09866821 1.0006787 -1.2789244 1.3698136
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.78009965 0.3549793 -1.3946470 -0.3982693
#> lag1_var2 1.34662372 0.4991867 0.7173774 2.0462027
#> lag1_var3 3.15820818 0.9767457 1.8087880 4.5440481
#> lag1_var4 -1.86542092 0.8380710 -3.0524004 -0.6883484
#> const 5.29629685 4.3152326 -0.8198280 11.2485225
#> exo1 0.06198413 0.5833191 -0.7960290 0.7625334
#> exo2 -1.71201602 0.8042739 -2.3437260 -0.3030966
#> exo3 -0.02683029 0.6904669 -1.1921643 0.6424474
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005904436 0.001153378 0.004598924 0.007789141
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002010902 0.0005300871 -0.002770531 -0.001356329
#> Sigma[2,2] 0.003342633 0.0008130076 0.002465132 0.004448120
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002472642 0.002636338 -0.00670853 0.0005896487
#> Sigma[3,2] -0.007434274 0.002209197 -0.01070210 -0.0043524217
#> Sigma[3,3] 0.076877137 0.019464943 0.04983273 0.1034579784
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003749627 0.002638511 -0.007902428 -0.0005864106
#> Sigma[4,2] -0.005393978 0.002013847 -0.008568662 -0.0028401601
#> Sigma[4,3] 0.072918947 0.019093387 0.047143012 0.0997651591
#> Sigma[4,4] 0.070243862 0.018710982 0.045639803 0.0972471330
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98010168 0.02771300 0.9491221 1.02584994
#> lag1_var2 0.01399067 0.19702495 -0.3050617 0.16589457
#> lag1_var3 0.10905601 0.31920464 -0.4066076 0.33234217
#> lag1_var4 -0.11090950 0.31981604 -0.3329523 0.40615868
#> const 0.66660819 0.68916641 -0.4036226 1.39481113
#> exo1 -0.01339734 0.07232644 -0.1162578 0.07207619
#> exo2 -0.06155161 0.07349538 -0.1746112 0.02383906
#> exo3 -0.00880699 0.07177753 -0.1297256 0.06146848
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02498442 0.03979655 -0.03730288 0.06918870
#> lag1_var2 0.46320551 0.27952601 0.15208561 0.87555217
#> lag1_var3 -0.05361948 0.49742931 -0.53636022 0.64360711
#> lag1_var4 0.04276017 0.50050422 -0.66000157 0.52864596
#> const 0.58836436 1.10920151 -0.64074411 2.30106309
#> exo1 0.02908229 0.03536818 -0.01552713 0.07763338
#> exo2 0.63737667 0.03344137 0.58571504 0.67962696
#> exo3 0.14941651 0.05864092 0.07724741 0.23335645
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2892709 0.1399498 -0.4978946 -0.1434751
#> lag1_var2 1.9803043 1.0632712 0.8616337 3.5365727
#> lag1_var3 2.9173543 1.9490984 0.8424033 5.7264592
#> lag1_var4 -1.9317421 1.9598596 -4.7505473 0.1598175
#> const 6.4379596 4.3248498 1.1668734 12.4197975
#> exo1 -0.0377954 0.1742228 -0.3003117 0.1827615
#> exo2 -0.7647436 0.2437851 -1.1132276 -0.4688250
#> exo3 -0.3009554 0.2818253 -0.6187067 0.1575956
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25318424 0.1274404 -0.4482628 -0.1145453
#> lag1_var2 2.05280928 0.9485935 1.0185230 3.4273183
#> lag1_var3 2.50869321 1.7269002 0.6629189 5.0053675
#> lag1_var4 -1.52179092 1.7354905 -4.0275623 0.3202185
#> const 5.80940828 3.9144236 0.8486878 11.3355766
#> exo1 -0.01610283 0.1856095 -0.2936308 0.2228409
#> exo2 -0.39318378 0.2387465 -0.7379687 -0.1142888
#> exo3 -0.22106606 0.2597937 -0.5034861 0.2185707
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002969309 0.0004193846 0.002438612 0.003474585
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008006136 0.003217803 -0.01226163 -0.003366032
#> Sigma[2,2] 0.151585274 0.021035703 0.12307921 0.180687577
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004193506 0.002014367 0.001605308 0.00712145
#> Sigma[3,2] -0.093164615 0.017756245 -0.119070085 -0.07136940
#> Sigma[3,3] 0.064872467 0.015999885 0.046632136 0.08930255
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005184986 0.0008611047 -0.001482729 0.0006682609
#> Sigma[4,2] -0.0052248083 0.0082780303 -0.018919887 0.0033833393
#> Sigma[4,3] 0.0111235950 0.0065927993 0.005223487 0.0220126875
#> Sigma[4,4] 0.0084229759 0.0027663543 0.005700337 0.0127869428
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989614939 0.03660003 0.94127731 1.04143774
#> lag1_var2 0.030399824 0.20469312 -0.28937874 0.27124164
#> lag1_var3 0.088657999 0.35262190 -0.45475681 0.50374409
#> lag1_var4 -0.091085966 0.35088556 -0.50260485 0.45081092
#> const 0.475922241 0.65749145 -0.58339815 1.09265544
#> exo1 0.005384668 0.04744168 -0.06146985 0.07799672
#> exo2 -0.050399738 0.04665297 -0.11807892 0.01323774
#> exo3 -0.007470837 0.05953608 -0.09153472 0.06128965
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10953149 0.2835013 -0.4344350 0.27586939
#> lag1_var2 0.61061403 1.8245399 -1.7024485 3.34540678
#> lag1_var3 -0.49315439 3.1202435 -4.4963267 4.13491183
#> lag1_var4 0.53875346 3.1599962 -4.1420250 4.60665495
#> const 0.04856267 7.2654277 -8.8582484 10.33848579
#> exo1 -0.37026333 0.3249377 -0.8466099 0.06494384
#> exo2 0.42395013 0.4005067 -0.1009992 0.94536808
#> exo3 0.10383325 0.2980303 -0.4021075 0.41248283
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04976953 0.1986781 -0.24146689 0.2897298
#> lag1_var2 0.57391864 1.3120436 -1.12604798 2.3472128
#> lag1_var3 1.87478663 2.2094012 -0.99215755 4.9049772
#> lag1_var4 -0.95010607 2.2486982 -4.03710564 1.9615153
#> const 3.08255397 5.7894036 -4.09022438 10.6950064
#> exo1 0.26600284 0.1790654 0.05760946 0.5351316
#> exo2 -0.75589037 0.2657233 -1.10456159 -0.4050753
#> exo3 0.18473832 0.2386828 -0.10929220 0.5542927
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01147549 0.09196092 -0.14296520 0.09848107
#> lag1_var2 0.67264461 0.42846701 0.12677592 1.18326947
#> lag1_var3 1.14387541 0.74108609 0.19369398 2.04911487
#> lag1_var4 -0.17380509 0.74767548 -1.07934625 0.78640439
#> const 1.95173937 2.27587238 -1.16136155 4.69750613
#> exo1 0.05067533 0.06777557 -0.03143723 0.15519219
#> exo2 -0.51870470 0.09515283 -0.66431710 -0.40093495
#> exo3 0.25945959 0.11403318 0.08358971 0.40071602
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009601474 0.0002738241 0.0006725484 0.001385754
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009761052 0.00327347 -0.01467752 -0.006135116
#> Sigma[2,2] 0.223634361 0.04371142 0.15693009 0.277886220
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007841406 0.003006706 0.00432635 0.01231217
#> Sigma[3,2] -0.155605596 0.054944055 -0.24665326 -0.11020478
#> Sigma[3,3] 0.639038324 0.224920033 0.41111002 0.96090678
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007142538 0.003431326 -0.002467443 0.006486854
#> Sigma[4,2] 0.0082912614 0.061291734 -0.099655423 0.051952273
#> Sigma[4,3] 0.5294148266 0.209539251 0.317840701 0.860887257
#> Sigma[4,4] 0.5400037982 0.204018382 0.354297486 0.897519054
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9819976875 0.01893193 0.96333987 1.01268905
#> lag1_var2 0.0007736145 0.11841119 -0.21368414 0.09857773
#> lag1_var3 -0.0163143219 0.16691581 -0.31686685 0.13165497
#> lag1_var4 0.0146661685 0.16648644 -0.13145528 0.31490520
#> const 0.6170782010 0.46580260 -0.17520932 1.08163195
#> exo1 -0.0121201892 0.02654962 -0.05026504 0.01873732
#> exo2 -0.0866314002 0.02626558 -0.12494694 -0.05730820
#> exo3 -0.0206886233 0.02425000 -0.05317687 0.01686911
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20592869 0.2405294 -0.5342713 0.1354573
#> lag1_var2 1.59625424 1.5483777 -0.3861426 3.7570043
#> lag1_var3 1.43133604 2.1777623 -1.4258252 4.4496717
#> lag1_var4 -1.38685483 2.1768610 -4.3934533 1.4756919
#> const 2.72486996 5.8122693 -5.6696308 10.6326329
#> exo1 -0.08763707 0.3926621 -0.7583794 0.2775356
#> exo2 0.47223598 0.5887556 -0.4017982 1.2826210
#> exo3 0.32347150 0.5574513 -0.3872784 1.1717776
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45253753 0.7844405 -1.5619803 0.4938800
#> lag1_var2 3.04008843 4.4492718 -3.0098238 8.8138055
#> lag1_var3 4.65835955 6.3727199 -4.0439874 12.9388430
#> lag1_var4 -3.69934296 6.3506118 -11.9385012 4.9959605
#> const 14.13829613 18.9306441 -10.6149451 40.7144114
#> exo1 0.16550914 0.5259536 -0.5472220 0.7574819
#> exo2 0.56084153 0.9748948 -0.7692546 1.9773760
#> exo3 -0.05821475 0.6014541 -0.7330301 0.8671250
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59316380 0.6969229 -1.6035825 0.2397141
#> lag1_var2 4.01289492 4.2365958 -1.9627905 9.6782300
#> lag1_var3 5.44292280 5.9883100 -3.0475162 13.2755972
#> lag1_var4 -4.44365241 5.9791422 -12.2512363 4.0467248
#> const 15.30794808 17.6355982 -5.2283482 40.2581985
#> exo1 0.09648674 0.6123397 -0.8476520 0.7304131
#> exo2 0.89348909 0.9299142 -0.2536969 2.1448595
#> exo3 0.16274472 0.5053121 -0.5859452 0.8011383
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002324486 0.0006475254 0.001566514 0.003342823
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002752321 0.006454532 -0.004452268 0.01345464
#> Sigma[2,2] 0.792365548 0.294332326 0.486886139 1.29771716
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00289782 0.002921676 -0.006787632 0.000927776
#> Sigma[3,2] -0.33678395 0.136588556 -0.553090262 -0.203301919
#> Sigma[3,3] 0.19194981 0.068605606 0.122047951 0.311722263
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00169232 0.002344842 -0.005140462 0.0005199334
#> Sigma[4,2] 0.02244865 0.052495806 -0.055402052 0.0780634095
#> Sigma[4,3] 0.04537537 0.033824482 0.024370772 0.1038563276
#> Sigma[4,4] 0.06297178 0.020417358 0.036952419 0.0938656898
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.07827070 0.02100551 1.05491560 1.10969119
#> lag1_var2 -0.02479233 0.04198545 -0.08366783 0.03132618
#> lag1_var3 -0.12746871 0.09769491 -0.26275404 0.00442062
#> lag1_var4 0.07181705 0.09328574 -0.05317143 0.20082822
#> const 0.37469347 0.35988988 -0.12916942 0.87068096
#> exo1 -0.01250958 0.02606983 -0.04654935 0.01867919
#> exo2 -0.02972892 0.07096615 -0.11378628 0.06989769
#> exo3 -0.03186030 0.05493210 -0.13089219 0.02267351
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3090857 0.2970450 -1.651937999 -0.8069022
#> lag1_var2 2.0652931 0.7589494 1.157181601 3.1368962
#> lag1_var3 3.0596780 1.7784009 0.957329488 5.5518587
#> lag1_var4 -2.5748246 1.6636131 -4.864338057 -0.5785058
#> const 11.0975140 6.4018989 0.969839482 18.0058312
#> exo1 -0.1108229 0.8594525 -1.298723363 1.1336533
#> exo2 1.0239570 0.7939336 0.009049828 2.1216864
#> exo3 1.0259884 0.7264265 0.005041128 1.9179640
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4605387 0.1804363 0.1843847 0.67542376
#> lag1_var2 -0.2543099 0.5801696 -0.9107750 0.44435561
#> lag1_var3 0.1503174 1.3467500 -1.3130465 1.76797798
#> lag1_var4 0.6503558 1.2848094 -0.9081809 2.08172971
#> const -2.9544064 2.9456029 -6.7460344 1.12233536
#> exo1 -0.3337854 0.4004263 -0.9210846 0.21328736
#> exo2 -0.7634522 0.4971348 -1.4768409 -0.24756222
#> exo3 -0.4279063 0.3179664 -0.8271829 0.04096543
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12647912 0.16231107 -0.3008322 0.13862458
#> lag1_var2 0.41343711 0.44704326 -0.2679913 0.97669235
#> lag1_var3 0.95099855 1.01225141 -0.6053753 2.20395379
#> lag1_var4 0.09819455 0.98342757 -1.1371851 1.59348518
#> const 0.63852683 2.30852704 -2.5885239 3.51873482
#> exo1 -0.44912818 0.09439495 -0.5701872 -0.31321737
#> exo2 -0.33779196 0.21945517 -0.6207887 -0.06899901
#> exo3 0.03606378 0.26686518 -0.2463287 0.43713710
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004329102 0.001208796 0.002671533 0.005695709
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009502988 0.01288288 -0.03139377 0.003704448
#> Sigma[2,2] 0.543099252 0.09745503 0.45399154 0.691787760
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02546983 0.007427534 -0.03505416 -0.01591087
#> Sigma[3,2] -0.17750085 0.068897196 -0.28428845 -0.10637446
#> Sigma[3,3] 0.33181214 0.091044950 0.20227084 0.44669853
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03247348 0.009711322 -0.042438711 -0.0190976
#> Sigma[4,2] 0.12483027 0.102288437 -0.002569796 0.2740481
#> Sigma[4,3] 0.25038800 0.087694143 0.145459967 0.3902760
#> Sigma[4,4] 0.33899549 0.092600537 0.222621994 0.4811438
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99659199 0.03312366 0.94341286 1.034948188
#> lag1_var2 0.07931853 0.12793064 -0.07288614 0.272408180
#> lag1_var3 0.11541000 0.24069252 -0.17093194 0.483409244
#> lag1_var4 -0.13170052 0.23628435 -0.48853136 0.149167083
#> const 0.83551296 0.59101876 -0.01789059 1.631245838
#> exo1 0.06317777 0.07219755 -0.02632563 0.162454046
#> exo2 -0.08594314 0.05490637 -0.15946379 -0.025304900
#> exo3 -0.08410480 0.06622131 -0.17570883 0.001419129
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5829610 0.3147429 0.1029669 0.92541694
#> lag1_var2 -3.0209027 1.5874547 -5.1556523 -0.86571526
#> lag1_var3 -7.0324102 2.9552339 -10.9961906 -2.99013180
#> lag1_var4 7.1340568 2.8744375 3.2105152 10.98942380
#> const -16.5460579 4.3742579 -22.8794294 -11.28559254
#> exo1 -0.6824711 0.5243098 -1.3040875 0.07325026
#> exo2 0.6362036 0.6073595 -0.2072413 1.43675517
#> exo3 0.7136825 0.7597312 -0.3569575 1.64231164
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4044244 0.3206145 -0.836006331 0.07867237
#> lag1_var2 1.9629354 1.3491953 -0.004392884 3.75227085
#> lag1_var3 4.6082046 2.5156103 0.980046115 7.99781198
#> lag1_var4 -3.6429542 2.4691932 -6.932894342 -0.07194652
#> const 10.6542933 5.3806742 2.697429938 17.01672906
#> exo1 0.1406008 0.6667264 -0.526557078 1.07831262
#> exo2 -1.5179840 0.5832655 -2.109083867 -0.64505458
#> exo3 -0.6750193 0.5364098 -1.197387536 0.21551025
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07015278 0.2312893 -0.3188746 0.2797654
#> lag1_var2 -0.02800197 0.8372940 -1.2669039 1.1113084
#> lag1_var3 0.15865539 1.5709052 -2.1866015 2.3063595
#> lag1_var4 0.88288769 1.5355584 -1.2109421 3.1750877
#> const 0.17012640 3.9398214 -5.6692474 4.8123145
#> exo1 -0.21854969 0.7682929 -1.2223764 0.7709767
#> exo2 -1.26205767 0.5340786 -1.8755946 -0.4686369
#> exo3 -0.31747301 0.5204372 -0.8493854 0.4891354
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002685262 0.0005776842 0.00205951 0.003588006
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00115797 0.001839831 -0.003582398 0.001320757
#> Sigma[2,2] 0.05792973 0.014597975 0.044920493 0.084063755
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008359481 0.003953679 -0.01308549 -0.002874438
#> Sigma[3,2] -0.020632983 0.010687487 -0.03596410 -0.007847321
#> Sigma[3,3] 0.181444781 0.047996525 0.12057474 0.255765609
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009469795 0.004098685 -0.015695622 -0.00468534
#> Sigma[4,2] 0.018649686 0.014411024 -0.003125686 0.03765666
#> Sigma[4,3] 0.173795736 0.049518076 0.118156397 0.25428871
#> Sigma[4,4] 0.193040829 0.051407249 0.140113541 0.27816620
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00097784 0.01989948 0.97363962 1.022370811
#> lag1_var2 -0.08071167 0.17072062 -0.32533846 0.114105753
#> lag1_var3 -0.13093115 0.24397286 -0.49185583 0.135901380
#> lag1_var4 0.12839501 0.24812878 -0.14390495 0.493052350
#> const 0.16617095 0.60136148 -0.64598361 0.912664878
#> exo1 0.04924595 0.05764662 -0.01655483 0.137962183
#> exo2 -0.11738746 0.07231961 -0.22979278 -0.025050316
#> exo3 -0.03490567 0.03518731 -0.07497525 0.007068154
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20957048 0.1291935 -0.3638822 -0.01066231
#> lag1_var2 1.13746477 0.6686079 0.2013779 1.92497669
#> lag1_var3 0.20682333 0.9319428 -1.1090336 1.30263757
#> lag1_var4 -0.18065784 0.9378364 -1.3008059 1.12955997
#> const 2.54876094 2.4514085 -0.5235490 6.06887984
#> exo1 0.05305110 0.3380924 -0.2598452 0.61917566
#> exo2 -0.06321301 0.2875808 -0.5066304 0.29338499
#> exo3 -0.27583608 0.3305603 -0.6939090 0.21215328
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11276647 0.1802587 -0.1308586 0.338319670
#> lag1_var2 1.72478823 1.4994948 -0.6178605 3.189105215
#> lag1_var3 3.73729616 2.1499202 0.3295250 5.891582375
#> lag1_var4 -2.88344485 2.2160964 -5.1005450 0.589068616
#> const 8.00152337 6.0311333 0.2318939 14.838640516
#> exo1 -0.09300204 0.5855555 -0.8657711 0.656528813
#> exo2 -0.44555956 0.3498086 -0.9201164 0.004791219
#> exo3 -0.50207370 0.5966018 -1.2175291 0.383100224
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03007107 0.1893843 -0.3067910 0.21677797
#> lag1_var2 2.27975635 1.1841832 0.4279038 3.52358759
#> lag1_var3 3.57368115 1.7052102 0.8317692 5.38495151
#> lag1_var4 -2.68817465 1.7608954 -4.5528311 0.11444240
#> const 8.83612000 5.3846039 1.9777232 15.77508457
#> exo1 -0.05916220 0.4513088 -0.6766794 0.57090691
#> exo2 -0.49961430 0.4157322 -1.1917442 -0.08660241
#> exo3 -0.70568677 0.5561311 -1.4591557 0.08142204
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006977961 0.0001572978 0.0004996642 0.0009084293
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004256566 0.00278763 0.0005872497 0.007590079
#> Sigma[2,2] 0.204867729 0.06326333 0.1436591774 0.295949051
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003499801 0.002151508 -0.005889624 -1.216506e-05
#> Sigma[3,2] -0.123707533 0.029318225 -0.156631321 -8.285674e-02
#> Sigma[3,3] 0.192276730 0.046349804 0.121848936 2.386741e-01
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001075730 0.001545075 -0.003181209 0.001296466
#> Sigma[4,2] -0.005844181 0.025382061 -0.037192427 0.034197496
#> Sigma[4,3] 0.122909813 0.034512693 0.069187167 0.162824384
#> Sigma[4,4] 0.121412975 0.028858206 0.077160446 0.156303259
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9691567980 0.01140621 0.95350734 0.98611031
#> lag1_var2 0.0049939385 0.05034038 -0.05758129 0.06450301
#> lag1_var3 0.0132244811 0.08742629 -0.09581133 0.11636095
#> lag1_var4 -0.0113142430 0.08607196 -0.11458722 0.09644640
#> const 0.5235616098 0.15215159 0.25079442 0.65857449
#> exo1 0.0193738073 0.02804311 -0.01422998 0.06305277
#> exo2 -0.0006603781 0.02754755 -0.02374883 0.04237190
#> exo3 -0.0253747319 0.03318320 -0.07543075 0.01617438
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01775753 0.2729099 -0.38739998 0.3677958
#> lag1_var2 -0.25218487 1.2147239 -1.90974988 1.4156816
#> lag1_var3 -1.86507222 2.0451707 -4.59734073 0.9895955
#> lag1_var4 1.90941994 2.0405090 -0.91714160 4.6413927
#> const -2.35854268 4.3320855 -8.55571995 3.8873923
#> exo1 -0.21650630 0.4759070 -0.97386816 0.2359539
#> exo2 0.78502118 0.4569191 0.03864124 1.2345078
#> exo3 -0.29159382 0.4455971 -0.89818227 0.2835080
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.92748375 0.3172976 -1.2249254 -0.45405023
#> lag1_var2 3.61244286 1.5042465 1.2568943 5.20731701
#> lag1_var3 7.24773393 2.5599312 3.3093539 9.97264198
#> lag1_var4 -6.20605748 2.5397376 -8.9428465 -2.29596733
#> const 15.74220766 4.9227985 8.3144460 21.57046117
#> exo1 -0.02647149 0.4527890 -0.5845051 0.66225829
#> exo2 -0.65748943 0.4549002 -1.2151466 -0.04324033
#> exo3 -0.15884939 0.2776768 -0.4791777 0.21404559
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9127420 0.2862735 -1.1344622 -0.46964952
#> lag1_var2 3.2474562 1.2337984 1.2800765 4.67457653
#> lag1_var3 5.7987669 2.1227576 2.4339218 8.22347285
#> lag1_var4 -4.7163603 2.1074747 -7.1562084 -1.39305794
#> const 13.4318839 4.6130186 6.5720252 18.71848765
#> exo1 -0.1520626 0.2999368 -0.5654707 0.14923929
#> exo2 -0.2347169 0.3483173 -0.6573055 0.29735080
#> exo3 -0.3179334 0.3026958 -0.7206043 0.09355946
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001507316 0.0003099908 0.0009868783 0.001828342
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003331699 0.003587688 -0.008067685 0.0006100006
#> Sigma[2,2] 0.275201936 0.046752651 0.216151025 0.3415833008
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01306486 0.003825858 0.007898153 0.01793828
#> Sigma[3,2] -0.17540994 0.073443437 -0.284716601 -0.09667817
#> Sigma[3,3] 0.45292469 0.109045587 0.316561569 0.61704551
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01152501 0.004293682 0.006145732 0.01704501
#> Sigma[4,2] -0.01274877 0.053005468 -0.089373743 0.04466361
#> Sigma[4,3] 0.37189946 0.109756105 0.247056033 0.53688416
#> Sigma[4,4] 0.38984373 0.123151955 0.268852263 0.58377313
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.009871345 0.01636689 0.98297888 1.03018877
#> lag1_var2 -0.099000318 0.01838882 -0.12793337 -0.07718477
#> lag1_var3 -0.173450790 0.03155294 -0.22234386 -0.13447143
#> lag1_var4 0.166887213 0.02756605 0.13333963 0.21008295
#> const 0.150559274 0.20456743 -0.11032221 0.46834440
#> exo1 -0.002140478 0.03795798 -0.05461236 0.04177667
#> exo2 -0.108057797 0.03484060 -0.15720466 -0.06082401
#> exo3 0.002910928 0.03872141 -0.04436286 0.06096471
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9026820 0.2966734 -1.2133126 -0.4336747
#> lag1_var2 3.4572808 0.5527203 2.7128427 4.0954857
#> lag1_var3 4.3019546 0.9676316 3.0081351 5.4005651
#> lag1_var4 -4.1170040 0.8996333 -5.1571484 -2.9264078
#> const 10.8165041 3.8654503 6.2443772 16.0668400
#> exo1 -0.1555576 0.3804670 -0.5609511 0.4718243
#> exo2 0.9873992 0.4903094 0.2630258 1.5854909
#> exo3 0.1830938 0.4787065 -0.5468139 0.8048034
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9391460 0.2871012 0.5705260 1.3459073
#> lag1_var2 -2.2926799 0.6442093 -3.1640647 -1.3145634
#> lag1_var3 -3.0780637 1.1018158 -4.5578792 -1.3912229
#> lag1_var4 3.8226944 1.0369513 2.2219958 5.1855575
#> const -7.9811929 3.2885797 -13.4427640 -4.3725015
#> exo1 0.3436558 0.5967656 -0.5456115 1.0115846
#> exo2 -2.2607858 0.6165630 -3.1212783 -1.4708074
#> exo3 -0.5314396 1.1086241 -2.0843161 0.9294119
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4751844 0.2589037 0.1881468 0.8415653
#> lag1_var2 -0.7280389 0.6655871 -1.5084783 0.1425636
#> lag1_var3 -1.3630593 1.1302499 -2.6460540 0.1282008
#> lag1_var4 2.2204890 1.0746896 0.7886358 3.4712252
#> const -3.5088909 2.6212557 -7.2501455 -0.7087429
#> exo1 0.2222419 0.5975759 -0.6735988 0.8462853
#> exo2 -1.7621720 0.4823818 -2.4568035 -1.1567194
#> exo3 -0.4355071 1.0074458 -2.0518659 0.6305770
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004038033 0.0001754804 0.0002401931 0.0006867507
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01053603 0.004679622 -0.01766798 -0.004530865
#> Sigma[2,2] 0.98431431 0.268637804 0.69096296 1.390011992
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004118692 0.001489413 0.002150153 0.00601264
#> Sigma[3,2] -0.358278327 0.114141510 -0.536859109 -0.25647494
#> Sigma[3,3] 0.225960012 0.065139046 0.165285629 0.32962385
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00101779 0.001624013 -0.003403138 0.00070906
#> Sigma[4,2] 0.12479214 0.056997778 0.063390181 0.21120935
#> Sigma[4,3] 0.06710570 0.025139296 0.035450557 0.10826309
#> Sigma[4,4] 0.14846911 0.040526945 0.103333665 0.20710654
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.959454656 0.01531474 0.938167894 0.980017277
#> lag1_var2 0.033815446 0.03270125 -0.003667265 0.079686501
#> lag1_var3 0.068336079 0.06626525 -0.005525258 0.165411308
#> lag1_var4 -0.061656792 0.06051542 -0.149177894 0.005343089
#> const 0.676971985 0.13931608 0.521885340 0.895967403
#> exo1 0.004884956 0.01836159 -0.025235162 0.022533999
#> exo2 -0.115838738 0.01833172 -0.143063608 -0.092983663
#> exo3 0.004051655 0.02397857 -0.024008514 0.041163315
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8833512 0.4875986 0.2041508 1.4491346
#> lag1_var2 -1.2112486 1.0730848 -2.6379354 0.3437239
#> lag1_var3 -3.6989629 2.0601186 -6.5202862 -0.6912862
#> lag1_var4 3.5628451 1.9018740 0.8453551 6.1935772
#> const -7.9018620 3.0564184 -11.8178429 -3.2713700
#> exo1 -0.2894366 1.0907710 -1.4921313 1.2985192
#> exo2 1.4071595 1.3783635 -0.8747328 3.1497601
#> exo3 0.9003624 1.2318653 -0.6639770 2.4271836
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4305341 0.2756833 -0.77270379 -0.0518050
#> lag1_var2 1.5743382 0.5559166 0.78758364 2.3041882
#> lag1_var3 3.6770150 1.0100385 2.23735773 4.9195557
#> lag1_var4 -2.7169016 0.9326530 -3.88757413 -1.4096005
#> const 7.6322684 1.7501922 5.91074790 10.4132846
#> exo1 0.5402537 0.4293487 -0.05532562 1.0908965
#> exo2 -2.5234025 0.7669475 -3.28527235 -1.2896365
#> exo3 -1.0443453 0.6622707 -1.94665534 -0.3053627
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04198094 0.1601838 -0.2001401 0.1997795
#> lag1_var2 0.82403054 0.3007464 0.3403186 1.1295653
#> lag1_var3 1.51006078 0.6302543 0.5243909 2.1940282
#> lag1_var4 -0.58378389 0.5693031 -1.1804540 0.3081621
#> const 2.85934983 1.5109321 1.0735657 5.1228476
#> exo1 0.46954198 0.4310341 -0.1970900 0.9735542
#> exo2 -2.25423276 0.4021092 -2.8807145 -1.7858237
#> exo3 -0.75478605 0.4105980 -1.3388397 -0.2656524
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001410768 0.0003290986 0.001040407 0.00194314
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01889898 0.005180225 -0.02445326 -0.009872466
#> Sigma[2,2] 1.05472542 0.232750438 0.74931627 1.387796759
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006093141 0.006453143 -0.01668094 0.0005007463
#> Sigma[3,2] -0.582208932 0.231121262 -0.91848740 -0.3434019006
#> Sigma[3,3] 1.301530258 0.256327595 0.96979944 1.6608394365
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01661668 0.008365689 -0.03082645 -0.008174296
#> Sigma[4,2] -0.08060318 0.166960512 -0.31116481 0.141335617
#> Sigma[4,3] 1.10782114 0.248687447 0.85941541 1.501917173
#> Sigma[4,4] 1.16595751 0.296238357 0.87289318 1.671689986
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97081726 0.01440170 0.954672510 0.99372775
#> lag1_var2 0.02268800 0.02215083 -0.003266038 0.05714059
#> lag1_var3 0.01737636 0.04015855 -0.023270621 0.07870172
#> lag1_var4 -0.01309442 0.03745384 -0.071860414 0.02297653
#> const 0.48238662 0.25283335 0.089640594 0.71769332
#> exo1 -0.02375187 0.03208432 -0.065727672 0.02460841
#> exo2 -0.08008673 0.05311544 -0.162626285 -0.01915136
#> exo3 0.04151363 0.05307846 -0.015697166 0.12424193
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9520105 0.3290987 0.4826185 1.41490120
#> lag1_var2 -0.8539638 0.6989901 -1.9337667 0.01048485
#> lag1_var3 -2.7480350 1.3962368 -4.9630086 -1.19099372
#> lag1_var4 2.3780280 1.2885108 0.9212283 4.42236283
#> const -2.3688520 8.2669187 -12.7495666 8.70783482
#> exo1 0.2544965 0.9686496 -1.1344981 1.46709221
#> exo2 0.3544969 1.2091270 -1.3246723 1.85978244
#> exo3 -0.7760953 1.1773516 -2.8044106 0.25488176
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04682603 0.2727002 -0.36659282 0.3594363
#> lag1_var2 0.15963557 0.6058644 -0.75844835 0.9926987
#> lag1_var3 0.76085272 1.1699182 -0.80819083 2.5096986
#> lag1_var4 0.16864837 1.0869199 -1.43694747 1.6085367
#> const -0.48773075 9.6099194 -14.99821799 11.7014348
#> exo1 0.25402957 0.7996200 -0.78021803 1.5228727
#> exo2 -2.97490804 0.8237071 -3.89572735 -1.6266455
#> exo3 1.35259874 0.9907841 -0.07153804 2.6355091
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6514302 0.3600306 0.1313575 1.0778518
#> lag1_var2 -0.8437338 0.5475357 -1.7464969 -0.2675530
#> lag1_var3 -1.7920394 0.9391913 -3.2308563 -0.5809976
#> lag1_var4 2.5200910 0.8598298 1.4001365 3.8257546
#> const -4.4274024 9.7786950 -18.3409965 9.6367907
#> exo1 0.3878745 0.6047619 -0.3611263 1.2541791
#> exo2 -3.3536143 0.8592654 -4.2612783 -2.0802238
#> exo3 1.0889676 1.0677181 -0.1489077 2.7276047
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004285355 0.0001080834 0.0003394971 0.0006092372
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005833772 0.002554355 -0.01015216 -0.003654485
#> Sigma[2,2] 0.197386532 0.059243150 0.13714579 0.298472830
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005267679 0.002331659 0.002731721 0.009341721
#> Sigma[3,2] -0.162064610 0.056191325 -0.259015507 -0.100298765
#> Sigma[3,3] 0.171115742 0.051874588 0.108561390 0.255322279
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00196851 0.001072892 0.0005555241 0.003605903
#> Sigma[4,2] -0.04964579 0.025664592 -0.0892377187 -0.017010720
#> Sigma[4,3] 0.07991258 0.022155859 0.0459967111 0.108751615
#> Sigma[4,4] 0.05279954 0.009424010 0.0371326301 0.063076938
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94330426 0.01343151 0.93069747 0.963754703
#> lag1_var2 0.10104191 0.02743437 0.06867205 0.145488971
#> lag1_var3 0.15641105 0.05260425 0.09729996 0.243587011
#> lag1_var4 -0.14451912 0.05615734 -0.23683917 -0.082166332
#> const 0.84051334 0.12432175 0.64945399 1.010035832
#> exo1 -0.01315443 0.02160773 -0.04578542 0.006680506
#> exo2 0.01377273 0.02263090 -0.02732848 0.032964958
#> exo3 0.04233539 0.01954856 0.01963789 0.070778713
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.57559588 0.3142067 0.06185234 0.8747973
#> lag1_var2 0.79517501 0.6460131 -0.13919543 1.7369994
#> lag1_var3 0.29660912 1.2584958 -1.58272833 1.9724713
#> lag1_var4 -0.58700172 1.3934858 -2.33921360 1.5225004
#> const 2.86112606 3.6294466 -2.72921667 6.7645162
#> exo1 -0.08252057 0.5500202 -0.60973208 0.7585236
#> exo2 -0.01329360 0.4903925 -0.65786076 0.6355110
#> exo3 -0.12960414 0.3905481 -0.68268118 0.4347117
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13025703 0.2175969 -0.3776057 0.1931991
#> lag1_var2 -0.04309426 0.6571975 -0.7697539 0.9242022
#> lag1_var3 0.49717126 1.2368225 -0.7258593 2.4276311
#> lag1_var4 0.55713751 1.3278014 -1.5271007 1.7771673
#> const -0.56146313 3.4487623 -3.5719628 5.1436984
#> exo1 -0.02478894 0.4806967 -0.7437536 0.4388355
#> exo2 -0.06541693 0.4373805 -0.6127944 0.5881379
#> exo3 0.24414842 0.2858442 -0.1349879 0.6315078
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21292454 0.1467129 0.003257093 0.4019476
#> lag1_var2 0.15093948 0.4213509 -0.479344323 0.7171150
#> lag1_var3 0.20375098 0.7460897 -0.898843639 1.2391172
#> lag1_var4 0.69825787 0.7715620 -0.371051982 1.8238508
#> const -0.09847881 2.2582315 -3.293573614 2.9215580
#> exo1 -0.07439661 0.1979267 -0.316486148 0.1473160
#> exo2 -0.07166529 0.2408904 -0.396166941 0.2652524
#> exo3 0.17957356 0.1465940 -0.018312043 0.3623462
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003279953 0.0001124141 0.0002284122 0.0005272434
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001304779 0.000757474 -0.002420175 -0.0004345102
#> Sigma[2,2] 0.042860769 0.007002626 0.035043589 0.0527088687
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006493061 0.001223533 -0.0008955255 0.002496761
#> Sigma[3,2] -0.0253176823 0.010809147 -0.0402604565 -0.010956390
#> Sigma[3,3] 0.1300696343 0.033317304 0.0934709081 0.182020241
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000485534 0.00154040 -0.003066850 0.001167519
#> Sigma[4,2] 0.011679084 0.01144901 -0.001793208 0.027638291
#> Sigma[4,3] 0.111619602 0.03064303 0.078730755 0.158063805
#> Sigma[4,4] 0.125250693 0.03038840 0.091459187 0.171421528
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997331465 0.01006836 0.98580914 1.012579887
#> lag1_var2 -0.068525010 0.06029183 -0.15286233 0.002979632
#> lag1_var3 -0.060348088 0.06854773 -0.16158023 0.026581257
#> lag1_var4 0.058854122 0.06739787 -0.02594557 0.157575065
#> const 0.295224280 0.10157152 0.17036624 0.458004302
#> exo1 -0.001631776 0.01299480 -0.02038894 0.013358907
#> exo2 -0.011505328 0.01993969 -0.04283541 0.008267034
#> exo3 -0.006379900 0.01809103 -0.03550308 0.011611581
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07409047 0.08710522 -0.188224670 0.05086531
#> lag1_var2 0.61975225 0.57212940 -0.007485292 1.52460956
#> lag1_var3 -0.10611789 0.72553908 -0.983400986 0.99960663
#> lag1_var4 0.12627770 0.71547000 -0.974674428 0.98119946
#> const 0.88594009 1.85126256 -1.870793598 3.20928126
#> exo1 -0.15515491 0.10891556 -0.349523860 -0.04640785
#> exo2 0.22498541 0.27443180 -0.202768760 0.49601699
#> exo3 0.17376762 0.22208987 -0.175094030 0.42289465
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11647674 0.2217034 -0.46716093 0.1420069
#> lag1_var2 1.50347592 0.8934986 0.03880414 2.5583380
#> lag1_var3 2.26459120 1.2451035 0.29758570 3.9257109
#> lag1_var4 -1.29994393 1.2189362 -2.90079694 0.6421981
#> const 4.46806429 3.5786554 -0.75376967 8.9136785
#> exo1 -0.04131292 0.2917542 -0.48321887 0.2868689
#> exo2 -1.21560635 0.6004275 -2.19759580 -0.5213596
#> exo3 -0.21095004 0.3766216 -0.79805231 0.1938424
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18852757 0.2658480 -0.62087494 0.08914488
#> lag1_var2 1.72312955 1.1640110 0.31235425 3.34479057
#> lag1_var3 1.81060703 1.5796499 -0.01250183 4.08307985
#> lag1_var4 -0.81318051 1.5478589 -3.02712682 1.00067130
#> const 4.10591136 4.5346371 -1.63498391 10.56545981
#> exo1 -0.18333611 0.2995958 -0.58891847 0.16389166
#> exo2 -1.06689915 0.5106263 -1.96334975 -0.59384742
#> exo3 -0.07189798 0.3130356 -0.53344995 0.32362457
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004282056 7.948879e-05 0.0003252649 0.0005442407
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002840887 0.001376852 -0.002027579 0.001413293
#> Sigma[2,2] 0.1514515533 0.038745710 0.114977276 0.218712909
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001812771 0.0009527101 -0.00101333 0.001386294
#> Sigma[3,2] -0.1061545685 0.0261608925 -0.15141210 -0.080667007
#> Sigma[3,3] 0.0773060477 0.0180457612 0.05923619 0.107956542
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.995206e-05 0.0001899080 -2.893114e-04 0.0002384725
#> Sigma[4,2] -1.673441e-04 0.0034399434 -5.102900e-03 0.0043920728
#> Sigma[4,3] 3.105174e-03 0.0023605119 -6.153587e-05 0.0062672631
#> Sigma[4,4] 3.090120e-03 0.0004765281 2.539651e-03 0.0037168859
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98214015 0.006721429 0.9739680540 0.99159716
#> lag1_var2 -0.03278061 0.035741238 -0.0863141343 0.01326122
#> lag1_var3 -0.03410410 0.056508386 -0.1137835568 0.04758922
#> lag1_var4 0.03473896 0.057537036 -0.0469022651 0.11689552
#> const 0.46927223 0.141066574 0.2819657163 0.65983668
#> exo1 0.01300472 0.009315531 0.0002426942 0.02623653
#> exo2 -0.06159060 0.026949504 -0.0872411815 -0.01719092
#> exo3 0.01280360 0.012497678 -0.0035267463 0.03197110
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08917104 0.1177519 -0.2525123 0.06838285
#> lag1_var2 -0.16977900 1.1243143 -1.3109931 1.49706195
#> lag1_var3 -1.00277128 1.7261060 -2.9027772 1.50656913
#> lag1_var4 1.07965053 1.7960105 -1.5676788 3.03333195
#> const -1.78312212 5.7199553 -9.3051298 6.51706303
#> exo1 0.08671580 0.6430480 -0.8999399 0.74706739
#> exo2 0.94313864 0.3142814 0.4825818 1.36620581
#> exo3 0.16818984 0.4573174 -0.4558186 0.79201843
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08886067 0.07293156 -0.0124834 0.1814765
#> lag1_var2 1.31475564 0.90201920 -0.1160245 2.2785457
#> lag1_var3 2.42601629 1.37439600 0.2777125 3.8504431
#> lag1_var4 -1.54133118 1.43146209 -3.0096300 0.7196540
#> const 4.97082892 4.12235149 -1.7397757 9.5103823
#> exo1 -0.05789258 0.46489230 -0.5605036 0.6414152
#> exo2 -1.32599688 0.22142126 -1.6554389 -1.0209442
#> exo3 0.23465934 0.32855468 -0.1855001 0.6919322
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.028657657 0.02635549 -0.01197336 0.05898753
#> lag1_var2 0.930312404 0.17058318 0.70266999 1.12759036
#> lag1_var3 1.345767140 0.25848987 0.99241436 1.64501232
#> lag1_var4 -0.392628964 0.26872647 -0.71606587 -0.02825009
#> const 2.647725552 0.72781782 1.72189531 3.68480554
#> exo1 0.002710387 0.06669350 -0.08692527 0.07545687
#> exo2 -0.692842958 0.03989585 -0.75372662 -0.65104934
#> exo3 0.363829797 0.05658514 0.29726927 0.44306418
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007097913 0.001663771 0.004707019 0.009211821
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01384234 0.01135909 -0.0308896 -0.0002415087
#> Sigma[2,2] 0.89800634 0.15631096 0.7011958 1.0789879222
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02756402 0.008838336 0.02074034 0.04128833
#> Sigma[3,2] -0.49538992 0.095658396 -0.60050050 -0.36020348
#> Sigma[3,3] 0.38493827 0.072969239 0.29322028 0.48745936
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02175040 0.007187781 0.012553158 0.03264143
#> Sigma[4,2] 0.02326352 0.026238968 -0.009223592 0.06053034
#> Sigma[4,3] 0.11039377 0.040534074 0.063397419 0.17100248
#> Sigma[4,4] 0.13681842 0.040119217 0.091494481 0.19700775
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995338989 0.04832429 0.931162714 1.0604658
#> lag1_var2 -0.057478075 0.12582042 -0.229607426 0.1020432
#> lag1_var3 -0.138822546 0.22229422 -0.448543298 0.1500824
#> lag1_var4 0.132465403 0.21021337 -0.146247650 0.4208071
#> const 0.286519632 0.51928679 -0.580277401 0.8511210
#> exo1 0.068668226 0.05447469 0.002659793 0.1520454
#> exo2 -0.006553304 0.12132913 -0.190393095 0.1336275
#> exo3 0.054967044 0.09241538 -0.070766097 0.1842508
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91455318 0.8681249 -2.0197284 0.2659339
#> lag1_var2 1.58419214 1.6706875 -0.2426106 3.9772831
#> lag1_var3 1.35083456 2.9699013 -1.8362546 5.5877537
#> lag1_var4 -1.05133114 2.7980763 -5.1309719 1.8093375
#> const 7.75676226 11.3464730 -4.1905401 23.6432576
#> exo1 -0.07753182 0.9623660 -1.4766288 1.0938560
#> exo2 1.10086579 1.3659637 -0.4064772 3.4163038
#> exo3 0.49759386 0.6653401 -0.4367437 1.2759470
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11198288 0.4284407 0.4655877 1.6660616
#> lag1_var2 -2.61787396 0.7643024 -3.6028070 -1.4996252
#> lag1_var3 -3.80335363 1.3530452 -5.5463485 -1.8333213
#> lag1_var4 4.47971295 1.2468548 2.7165310 6.1486368
#> const -10.83608743 4.4683483 -16.3765672 -6.1380881
#> exo1 0.19419826 0.5767495 -0.5320930 1.0961235
#> exo2 -1.49392480 0.9516322 -3.1308490 -0.6407983
#> exo3 -0.07051607 0.3030702 -0.4760468 0.3591265
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6300803 0.2755194 0.2205421 0.9583358
#> lag1_var2 -2.2729211 0.7266822 -3.2618799 -1.2853422
#> lag1_var3 -4.0171967 1.2676299 -5.7462117 -2.2756738
#> lag1_var4 4.8866936 1.1946763 3.2442927 6.5175482
#> const -8.7200350 3.0118190 -11.7144244 -4.0949495
#> exo1 0.1746750 0.3052746 -0.2442913 0.5350680
#> exo2 -0.9627298 0.4075121 -1.3802880 -0.3407522
#> exo3 0.2284745 0.4444924 -0.4312276 0.7738159
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001335424 0.0002915593 0.0009345457 0.001694874
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03288008 0.00785185 -0.041914 -0.02241689
#> Sigma[2,2] 1.57892440 0.59159461 1.068073 2.62112878
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03250376 0.01028554 0.0196365 0.04519536
#> Sigma[3,2] -1.26742606 0.53195214 -2.2044735 -0.78690850
#> Sigma[3,3] 1.62532264 0.55588899 1.1210824 2.59191536
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01382342 0.006840228 0.004845111 0.02293955
#> Sigma[4,2] -0.34260051 0.204155965 -0.664634273 -0.10968704
#> Sigma[4,3] 0.94521828 0.279729499 0.650980727 1.36814406
#> Sigma[4,4] 0.81469964 0.208599969 0.572109330 1.06162570
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94866885 0.01594026 0.924963849 0.96615287
#> lag1_var2 0.06795720 0.03326321 0.030636977 0.12103942
#> lag1_var3 0.12193371 0.05451436 0.060594234 0.21041123
#> lag1_var4 -0.11189115 0.05039731 -0.194831068 -0.05427543
#> const 0.72932918 0.25387255 0.392444290 1.07457074
#> exo1 0.01534104 0.01613678 -0.010333534 0.03416708
#> exo2 -0.07872286 0.03378169 -0.119538565 -0.02852378
#> exo3 0.04606319 0.03861285 -0.007715718 0.09684285
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68270879 0.3701075 0.2485920 1.2682042
#> lag1_var2 -0.04867234 1.0317084 -1.5032422 1.2953383
#> lag1_var3 -1.54208477 1.6792974 -3.8343102 0.6565261
#> lag1_var4 1.28553277 1.5467582 -0.7169008 3.3285012
#> const 0.12458087 8.1821564 -11.8318787 10.1309461
#> exo1 -0.24048264 0.9482134 -1.4062252 1.1543400
#> exo2 0.86780980 1.1489320 -0.5147394 2.5612244
#> exo3 -1.54569575 1.5621274 -3.6258541 0.7197692
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08291352 0.7334047 -1.2151586 0.67142521
#> lag1_var2 0.69432690 1.5631400 -1.3763321 2.89964837
#> lag1_var3 2.17598210 2.5443529 -1.1007740 5.79041019
#> lag1_var4 -1.16300384 2.3409339 -4.5048525 1.84981614
#> const 1.77027733 10.4957746 -11.8142869 16.13680009
#> exo1 0.08762082 0.9959456 -1.3112570 1.30917899
#> exo2 -2.57493116 1.6076013 -3.6837396 -0.02930429
#> exo3 1.67830616 1.5224277 -0.1529914 3.93746446
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37273323 0.8372053 -0.886709 1.33946485
#> lag1_var2 0.29880096 1.4199255 -1.330300 2.35620867
#> lag1_var3 0.65626955 2.3480732 -1.982883 4.12856717
#> lag1_var4 0.21413628 2.1435243 -3.019682 2.61150272
#> const 0.19337597 9.2370409 -8.946526 15.49894876
#> exo1 -0.09029014 0.6753006 -1.021297 0.78370261
#> exo2 -2.22572165 1.4594061 -3.516929 0.04440925
#> exo3 0.79821796 1.2743303 -0.786563 2.94422271
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001924884 4.301818e-05 0.0001339975 0.0002494155
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007897717 0.002528391 -0.01128514 -0.004534558
#> Sigma[2,2] 0.666958175 0.160129336 0.47159089 0.893195742
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006436375 0.001779976 0.003949574 0.008761085
#> Sigma[3,2] -0.505114357 0.120107641 -0.680173075 -0.338117120
#> Sigma[3,3] 0.441251419 0.095052295 0.308824697 0.579848798
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001429188 0.0004460438 0.0009005171 0.002077621
#> Sigma[4,2] -0.082242139 0.0396120721 -0.1324788214 -0.025539767
#> Sigma[4,3] 0.124353950 0.0311825300 0.0854534653 0.172870192
#> Sigma[4,4] 0.075948678 0.0144050601 0.0534514634 0.093617473
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982211586 0.00957733 0.96565587 0.9916179750
#> lag1_var2 0.005767398 0.03921813 -0.03816265 0.0738542538
#> lag1_var3 0.009725070 0.06143360 -0.06080880 0.1156112544
#> lag1_var4 -0.009340332 0.05972025 -0.11191175 0.0599802730
#> const 0.544233557 0.17195440 0.36663242 0.8345652972
#> exo1 -0.017174653 0.01389953 -0.03640716 0.0007355341
#> exo2 -0.050756343 0.01840148 -0.06966966 -0.0234044996
#> exo3 0.035444273 0.01122725 0.01903026 0.0498873830
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3678675 0.7970639 -0.5549809 1.58155768
#> lag1_var2 -2.2368359 3.3613631 -7.1632912 1.84404019
#> lag1_var3 -4.9356328 5.3273074 -12.7422822 1.52795433
#> lag1_var4 4.9316945 5.1517829 -1.3652042 12.45943403
#> const -10.7442561 13.1451929 -30.1028606 6.52315252
#> exo1 0.7761520 0.8437845 -0.5801470 1.77191185
#> exo2 4.5550463 0.5952618 3.7425601 5.30214515
#> exo3 -1.1750965 0.8171518 -2.2650295 0.06464798
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3415147 0.6512820 -1.35617689 0.32502748
#> lag1_var2 2.5664658 2.5627837 -0.07593902 6.51544500
#> lag1_var3 5.0978507 4.0802665 0.94481589 11.41939717
#> lag1_var4 -4.1028566 3.9324403 -10.17840733 -0.07654152
#> const 11.1922717 10.3351341 0.82595653 27.02027586
#> exo1 -0.5579820 0.8213540 -1.57963759 0.72713226
#> exo2 -4.3805925 0.4711139 -4.94618585 -3.72579727
#> exo3 0.7638009 0.6342659 -0.28534129 1.49192075
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12705983 0.2591970 -0.5376263 0.1509961
#> lag1_var2 0.90751355 0.9148596 0.1179776 2.3656975
#> lag1_var3 1.60091071 1.4592254 0.3567453 3.9265839
#> lag1_var4 -0.58234989 1.3847738 -2.7706649 0.5740918
#> const 3.34798504 3.3104676 -0.6476870 8.4589156
#> exo1 -0.06293525 0.3260685 -0.5480361 0.3854890
#> exo2 -1.65020503 0.2172123 -1.8868210 -1.3058056
#> exo3 0.03381552 0.2752987 -0.3413798 0.3301170
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001065523 0.0002050934 0.0007631655 0.001267656
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005420245 0.005849806 -0.0140465 0.0010407
#> Sigma[2,2] 0.623953816 0.170387246 0.4406107 0.8907223
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005253698 0.002670455 -0.009772102 -0.003013518
#> Sigma[3,2] -0.306838629 0.068518573 -0.402341767 -0.226162950
#> Sigma[3,3] 0.230542652 0.048859394 0.173276921 0.297204528
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008982945 0.002542832 -0.01228997 -0.005594607
#> Sigma[4,2] 0.080991177 0.073146642 0.01027197 0.206709412
#> Sigma[4,3] 0.044003865 0.025672090 0.01635727 0.084601874
#> Sigma[4,4] 0.098954713 0.034559725 0.05962916 0.152882481
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99555084 0.02483775 0.966205593 1.03537596
#> lag1_var2 0.09104467 0.11565794 -0.075924620 0.22331681
#> lag1_var3 0.13207290 0.18966620 -0.144835679 0.35059402
#> lag1_var4 -0.14603834 0.18713068 -0.360225170 0.12467695
#> const 0.89228082 0.44689634 0.297455366 1.33676089
#> exo1 0.03929334 0.03489540 0.003050322 0.09070890
#> exo2 -0.06439484 0.03610174 -0.112572147 -0.01995802
#> exo3 -0.02603067 0.02934980 -0.058870690 0.02094197
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6431576 0.6083307 -0.09381459 1.4910985
#> lag1_var2 -4.2778801 2.1726166 -7.47529113 -1.8768105
#> lag1_var3 -8.2522218 3.6362922 -13.65788235 -4.2465897
#> lag1_var4 8.3481515 3.4899006 4.47522028 13.4966636
#> const -18.9142576 7.8514829 -29.05104363 -8.1792418
#> exo1 -0.3378438 0.9249685 -1.56251751 0.9393583
#> exo2 0.3862855 1.0151723 -0.72116237 1.9219282
#> exo3 0.7069100 1.0994504 -0.38045234 2.2171546
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.46098366 0.3792810 -1.0637722 0.0169729
#> lag1_var2 2.80674082 1.5187686 0.7660963 5.1676245
#> lag1_var3 5.46503790 2.5124017 2.1014316 9.3725549
#> lag1_var4 -4.49129483 2.4540502 -8.3119901 -1.1927948
#> const 11.76844998 6.1351449 4.1736146 21.7538958
#> exo1 -0.09716486 0.7308832 -0.9032522 1.0636140
#> exo2 -0.85302247 0.5466832 -1.4941577 -0.0557415
#> exo3 -0.02190507 0.5529932 -0.7337832 0.6611829
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07518084 0.2101686 -0.39561138 0.1944913
#> lag1_var2 -0.11597986 0.9963226 -1.27869562 1.5498413
#> lag1_var3 -0.07715602 1.6278391 -1.98302613 2.6331797
#> lag1_var4 1.13465989 1.6051612 -1.54273511 3.0108027
#> const -1.12790153 3.6330064 -5.63922030 4.1974303
#> exo1 -0.31944584 0.3348806 -0.75501693 0.1312970
#> exo2 -0.67465659 0.3838856 -1.08018771 -0.0737238
#> exo3 0.41246942 0.2621931 0.04505176 0.8108807
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006472801 0.0002082811 0.0004312401 0.0009590083
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006101006 0.002116887 -0.009475981 -0.004440471
#> Sigma[2,2] 0.106689460 0.027333571 0.077171036 0.147739723
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006102245 0.002391177 0.003361758 0.009765615
#> Sigma[3,2] -0.101915703 0.030290372 -0.144720948 -0.064925481
#> Sigma[3,3] 0.131021698 0.029455804 0.088197083 0.170076211
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002679828 0.001395374 0.0007017004 0.004512391
#> Sigma[4,2] -0.041741525 0.016123448 -0.0635802770 -0.019265836
#> Sigma[4,3] 0.080127329 0.014227096 0.0570987801 0.094140089
#> Sigma[4,4] 0.064802006 0.008939785 0.0525529485 0.076828204
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002898693 0.03488828 0.95562021 1.045353321
#> lag1_var2 -0.007519189 0.01722575 -0.02428815 0.022503161
#> lag1_var3 -0.024154197 0.03465064 -0.05534461 0.034567430
#> lag1_var4 0.013982890 0.03302687 -0.04167976 0.040983325
#> const 0.462045574 0.13835615 0.23969620 0.621108513
#> exo1 -0.012437333 0.03019827 -0.05074802 0.029628626
#> exo2 -0.061367422 0.01621283 -0.08049489 -0.036374526
#> exo3 -0.021312781 0.02320069 -0.05473150 0.009938778
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52183691 0.4544222 -1.0277950 0.1627024
#> lag1_var2 1.52830665 0.2588076 1.0831727 1.7642831
#> lag1_var3 1.30979310 0.4943127 0.5082935 1.7873758
#> lag1_var4 -1.11032611 0.4833940 -1.6121151 -0.3971149
#> const 3.90777263 2.1216956 1.2146719 6.9246362
#> exo1 -0.07547515 0.3265302 -0.5096996 0.2810788
#> exo2 1.47347796 0.2975993 0.9888476 1.8162951
#> exo3 0.04721825 0.3462355 -0.4367244 0.4789273
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99957331 0.4944060 0.3124718 1.5992772
#> lag1_var2 -0.48261235 0.2872973 -0.8443514 -0.0585537
#> lag1_var3 -0.23238416 0.5316548 -0.9361910 0.4458413
#> lag1_var4 0.85912879 0.5118451 0.2196682 1.4982447
#> const -2.31331021 2.8426819 -5.2726958 2.0093306
#> exo1 0.11721874 0.3624226 -0.3175042 0.6211449
#> exo2 -2.79436159 0.2909426 -3.1715045 -2.3534426
#> exo3 0.06831494 0.3924566 -0.5688552 0.5296049
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81548000 0.3327223 0.3643621 1.1889644
#> lag1_var2 -0.05021467 0.1942106 -0.3129434 0.2361663
#> lag1_var3 -0.28332850 0.3748003 -0.7982787 0.1802650
#> lag1_var4 1.01950821 0.3360865 0.6595473 1.4515138
#> const -2.12329956 2.0798478 -4.1382191 1.0921069
#> exo1 0.07853177 0.2442144 -0.2567838 0.4316453
#> exo2 -2.31022630 0.1502791 -2.5093125 -2.1242270
#> exo3 0.13448954 0.2780229 -0.3166489 0.4464598
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006509902 0.001234561 0.004823472 0.007983436
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04526673 0.02006653 -0.07368637 -0.02252389
#> Sigma[2,2] 2.14983635 0.43896449 1.51937871 2.77048297
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07162047 0.01565003 0.05220977 0.09147835
#> Sigma[3,2] -1.49522229 0.29748026 -1.89947086 -1.08473795
#> Sigma[3,3] 1.52058852 0.25247848 1.15980969 1.83775081
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04619536 0.006865539 0.0367441 0.05386754
#> Sigma[4,2] -0.13749923 0.255614240 -0.3892536 0.27597351
#> Sigma[4,3] 0.61465447 0.093068526 0.4856602 0.74101490
#> Sigma[4,4] 0.56961393 0.128750594 0.4306114 0.77731377
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83359255 0.04384275 0.76559096 0.88578644
#> lag1_var2 0.30364913 0.11756908 0.21460226 0.49247420
#> lag1_var3 0.46619156 0.18616197 0.32314973 0.76491239
#> lag1_var4 -0.42027679 0.17409551 -0.69942370 -0.28768167
#> const 1.39390820 0.49294781 0.75042330 2.02071403
#> exo1 0.08306500 0.06342433 0.01141035 0.17706671
#> exo2 -0.28660993 0.12062799 -0.42646390 -0.10356152
#> exo3 -0.06375196 0.08483072 -0.19392409 0.03190566
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4529297 0.9750175 -2.1050524 0.4969487
#> lag1_var2 1.0569468 1.8584632 -1.1088702 3.7370485
#> lag1_var3 0.2509998 2.9705587 -3.2411617 4.5254368
#> lag1_var4 -0.1237697 2.6979225 -3.9498434 3.0797636
#> const 4.7556955 11.4851899 -8.7088570 20.1422131
#> exo1 -0.2481770 1.1125413 -1.7572282 1.3389187
#> exo2 2.4094301 2.0467223 -0.5337052 5.0336497
#> exo3 0.6680208 1.2852046 -1.3545320 2.1872154
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7210321 0.8967395 -1.6965397 0.7555581
#> lag1_var2 2.4518910 1.6582577 0.4885162 4.9429426
#> lag1_var3 4.6389755 2.6288361 1.5155164 8.5700714
#> lag1_var4 -3.4738812 2.4098907 -7.1671924 -0.7090587
#> const 7.0423084 11.7661200 -9.3511361 22.1918371
#> exo1 0.6601233 1.2421690 -1.0387351 2.5808290
#> exo2 -5.5507416 2.0062663 -8.3938208 -2.6409393
#> exo3 -1.5844710 1.2747491 -3.3310002 0.0337834
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.104415 0.4368200 -1.7215994 -0.6314270
#> lag1_var2 3.008910 0.9782891 1.5852018 4.2539161
#> lag1_var3 4.608168 1.5500311 2.3156458 6.5168874
#> lag1_var4 -3.314111 1.4434876 -5.1159394 -1.1948306
#> const 9.463786 5.4553672 2.3360718 17.7912830
#> exo1 0.531813 0.8678230 -0.4864464 1.8594785
#> exo2 -4.511585 1.0640235 -5.7972402 -2.8987184
#> exo3 -1.323820 0.8322732 -2.4847408 -0.1900208
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001750027 0.00047462 0.00128997 0.002542936
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008071877 0.002313263 -0.01127258 -0.005057618
#> Sigma[2,2] 0.159386642 0.040339970 0.11719713 0.229382952
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01153382 0.004756104 0.005936421 0.01887041
#> Sigma[3,2] -0.13011072 0.078240879 -0.222744228 -0.03321641
#> Sigma[3,3] 3.19160022 0.301100425 2.802008725 3.54982214
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007441274 0.005842854 0.0006089571 0.01638947
#> Sigma[4,2] -0.038228123 0.082611278 -0.1587261646 0.07296541
#> Sigma[4,3] 3.552260521 0.372838428 3.0466903493 4.02104649
#> Sigma[4,4] 4.027902459 0.459297282 3.3916170259 4.62407307
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.908502113 0.07152666 0.795508710 0.990929393
#> lag1_var2 0.098810643 0.09526408 -0.006226860 0.243052924
#> lag1_var3 0.174037192 0.16146758 0.005998418 0.415790308
#> lag1_var4 -0.152032261 0.14139171 -0.363481917 -0.005083657
#> const 0.775052451 0.47084144 0.183372852 1.472191416
#> exo1 -0.008495043 0.04771666 -0.084701861 0.043099389
#> exo2 -0.018107004 0.02993634 -0.060391930 0.022552617
#> exo3 0.003809697 0.06325758 -0.079075818 0.098457253
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1869536 0.4780451 -0.4193261 0.8379521
#> lag1_var2 0.4967656 0.6924085 -0.3822661 1.4008944
#> lag1_var3 -0.4695749 1.1297213 -1.9336940 0.9845773
#> lag1_var4 0.4262836 0.9889352 -0.8506032 1.7039951
#> const 0.9331461 3.6615299 -3.6976869 6.1436883
#> exo1 -0.1123968 0.2600972 -0.5393418 0.1296148
#> exo2 2.7287321 0.4943326 2.2852066 3.5772859
#> exo3 0.1537444 0.4386177 -0.5647612 0.6671132
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5803247 2.800851 -4.174996 3.255119
#> lag1_var2 1.0949992 3.654812 -3.666002 6.026496
#> lag1_var3 2.9978379 6.619068 -5.298243 12.277402
#> lag1_var4 -1.8189257 5.787684 -9.999412 5.395196
#> const 2.9327939 21.519518 -27.220216 34.782633
#> exo1 -0.1701241 1.755137 -3.022717 1.541716
#> exo2 -0.3231769 1.828156 -3.365039 1.348458
#> exo3 1.7227153 2.139165 -1.169972 4.405718
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5797565 3.116086 -4.657503 3.560004
#> lag1_var2 1.1414195 4.046700 -3.717814 6.796748
#> lag1_var3 2.3434244 7.425437 -6.312350 13.015348
#> lag1_var4 -1.1217956 6.496216 -10.528782 6.373850
#> const 2.1074282 23.743312 -30.606935 36.987228
#> exo1 -0.2692536 1.972143 -3.451641 1.758390
#> exo2 1.3040765 2.160204 -2.203036 3.550609
#> exo3 2.0661020 2.230712 -1.088702 4.648670
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001426137 2.989077e-05 0.000114936 0.0001959946
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -5.861863e-05 0.0006105418 -0.0007036844 0.0008796953
#> Sigma[2,2] 9.732297e-02 0.0180132694 0.0769314276 0.1230318365
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002205625 0.001185487 -0.002148905 0.0008917633
#> Sigma[3,2] -0.1110326992 0.030952303 -0.159944474 -0.0782470648
#> Sigma[3,3] 0.3590333901 0.089681104 0.246865148 0.4949274476
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002518068 0.001064554 -0.001844755 0.001059057
#> Sigma[4,2] -0.0387137591 0.019367700 -0.068900354 -0.015168936
#> Sigma[4,3] 0.2813050574 0.074940323 0.174647236 0.382848295
#> Sigma[4,4] 0.2574756958 0.067477141 0.154106371 0.341951118
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990210015 0.004505134 0.98438768 0.99615997
#> lag1_var2 -0.053557270 0.048364060 -0.12110387 0.01122247
#> lag1_var3 -0.074642665 0.069155212 -0.17540043 0.01574494
#> lag1_var4 0.074373357 0.069573328 -0.01691720 0.17573573
#> const 0.334075165 0.145016715 0.13244801 0.53308780
#> exo1 -0.006001895 0.009721763 -0.01962572 0.00824835
#> exo2 -0.040089602 0.015867452 -0.05680775 -0.01508147
#> exo3 -0.032541590 0.008417472 -0.04460381 -0.02217808
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1719147 0.1478453 -0.3730172 0.04658869
#> lag1_var2 1.7959711 0.9102237 0.5150106 2.93353682
#> lag1_var3 1.7992336 1.4908119 -0.2489423 3.72512305
#> lag1_var4 -1.8013655 1.4955433 -3.7372679 0.26493110
#> const 5.5564631 4.3369685 -1.0984824 10.77271776
#> exo1 -0.1132851 0.3150959 -0.4036628 0.38516461
#> exo2 0.4697650 0.2114642 0.1962811 0.70830226
#> exo3 0.4401812 0.1665904 0.2157224 0.66729614
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1700640 0.2597018 -0.1064793 0.5923257
#> lag1_var2 0.2147139 1.4128168 -1.8069503 2.0210770
#> lag1_var3 1.5429277 2.2584371 -1.6267486 4.4084537
#> lag1_var4 -0.6330291 2.2328280 -3.4957468 2.4665390
#> const 2.7052640 5.6297071 -5.6483169 10.1761653
#> exo1 0.8357043 0.7580891 -0.1461113 1.8411030
#> exo2 -2.3444949 0.3401237 -2.9173008 -2.0165133
#> exo3 -0.6725830 0.5299352 -1.4976523 -0.1618032
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04711954 0.2453404 -0.215180954 0.4739431
#> lag1_var2 1.30871859 1.1130075 -0.363560521 2.8032543
#> lag1_var3 2.56135565 1.7185220 0.008871898 4.8886814
#> lag1_var4 -1.64144116 1.7026477 -3.963180289 0.8493801
#> const 5.85234230 6.0070623 -1.685267604 13.2592542
#> exo1 0.77088227 0.6261341 0.084094515 1.7344859
#> exo2 -2.03982343 0.4032214 -2.673058945 -1.6302250
#> exo3 -0.35748441 0.5097763 -1.182801450 0.1523327
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007428313 0.0001663022 0.00051083 0.0009529431
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00278024 0.001367798 -0.00470758 -0.000800277
#> Sigma[2,2] 0.10732059 0.030889104 0.07756147 0.156599095
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009565818 0.001125458 -0.002378242 0.0003316164
#> Sigma[3,2] -0.0561174489 0.015885680 -0.081316072 -0.0392948153
#> Sigma[3,3] 0.0500041134 0.010161142 0.036359253 0.0649293603
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003100676 0.001351789 -0.005408490 -0.001800767
#> Sigma[4,2] 0.019481877 0.009748726 0.009138554 0.036715848
#> Sigma[4,3] 0.011733770 0.006958924 0.005352177 0.023628829
#> Sigma[4,4] 0.026840296 0.010087587 0.017839597 0.044014761
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998572326 0.02647904 0.95508445 1.02221195
#> lag1_var2 -0.145417451 0.10431598 -0.29871498 -0.03203323
#> lag1_var3 -0.207816423 0.15218281 -0.43278304 -0.04375336
#> lag1_var4 0.207992082 0.15549980 0.03999443 0.44062917
#> const 0.051492646 0.40876475 -0.55918897 0.42568812
#> exo1 0.007683899 0.02011128 -0.02527328 0.02845381
#> exo2 -0.080307758 0.01302287 -0.09296360 -0.05958253
#> exo3 -0.026041934 0.02677137 -0.06722937 0.00422576
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31251213 0.3744664 -0.8284120 0.1767493
#> lag1_var2 0.43791571 1.3638822 -1.1658736 2.3470299
#> lag1_var3 -0.67077119 1.9902861 -3.0209767 2.1183118
#> lag1_var4 0.77090795 1.9893020 -1.9770669 3.0625410
#> const -0.02110021 4.2388987 -5.2280998 5.0958995
#> exo1 -0.77091885 0.3895639 -1.3413590 -0.2920626
#> exo2 -1.16514051 0.4101929 -1.6851650 -0.6338680
#> exo3 0.74382478 0.3177764 0.2951116 1.1263433
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3057334 0.2244995 0.01648986 0.5843872
#> lag1_var2 1.2005192 1.0534707 -0.46390020 2.5262896
#> lag1_var3 2.6296656 1.5238808 0.20949183 4.5035821
#> lag1_var4 -1.7978832 1.5286512 -3.71646345 0.6117427
#> const 5.0836486 2.5961048 0.92531097 7.6386420
#> exo1 0.4051437 0.3046154 -0.01442416 0.8525690
#> exo2 0.1467474 0.2541360 -0.14962324 0.5015678
#> exo3 -0.5047218 0.1344986 -0.67665794 -0.3180054
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.088715741 0.1066816 -0.03838452 0.24911101
#> lag1_var2 1.277808185 0.5718748 0.60753211 2.08849660
#> lag1_var3 1.835178548 0.8492580 0.83135845 3.03228324
#> lag1_var4 -0.919747546 0.8538722 -2.12397244 0.08131282
#> const 4.080272429 2.1527207 1.82294605 7.77940157
#> exo1 -0.138564371 0.1480572 -0.36890705 0.03739644
#> exo2 -0.686277650 0.1099879 -0.81145945 -0.51780154
#> exo3 0.005836637 0.1480935 -0.15366631 0.23326058
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001081333 0.0001599073 0.0008564764 0.001290285
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005533064 0.001950874 -0.008213085 -0.003020238
#> Sigma[2,2] 0.259277000 0.087412174 0.190168166 0.399166883
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005209042 0.001005009 -0.001510675 0.00112669
#> Sigma[3,2] -0.1383089419 0.058224556 -0.230929293 -0.08961832
#> Sigma[3,3] 0.1030387838 0.040452667 0.063342887 0.16488829
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003712013 0.000919934 -0.004860469 -0.002268953
#> Sigma[4,2] 0.002039312 0.017084677 -0.019978657 0.026075235
#> Sigma[4,3] 0.029968954 0.011336999 0.015517839 0.045684497
#> Sigma[4,4] 0.033046026 0.006450325 0.022438722 0.039139666
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00517193 0.03384144 0.94808050 1.035380646
#> lag1_var2 -0.16512706 0.10513386 -0.30957399 -0.038282888
#> lag1_var3 -0.30559406 0.19178227 -0.56997107 -0.075524801
#> lag1_var4 0.30714436 0.18965805 0.07695363 0.569203479
#> const -0.17338699 0.38539981 -0.59910979 0.411890930
#> exo1 0.03107727 0.03543374 -0.01485132 0.079215684
#> exo2 -0.05421986 0.03078052 -0.09146905 -0.007617582
#> exo3 -0.06361274 0.03136022 -0.10784309 -0.024629836
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5470080 0.4637675 -0.2096175 1.0165826
#> lag1_var2 0.3120221 1.1315280 -1.0705856 2.0371410
#> lag1_var3 -1.0543815 2.0284792 -3.5516902 2.0185410
#> lag1_var4 0.8788248 2.0045463 -2.0900127 3.4531905
#> const -0.5909545 6.2144544 -9.8563781 7.2263147
#> exo1 -0.6949754 0.4283134 -1.2522695 -0.1029128
#> exo2 0.6980672 0.5338176 -0.1324792 1.2570665
#> exo3 0.3985695 0.5555501 -0.2272362 0.9963784
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4540634 0.2776496 -0.70716706 -0.01993163
#> lag1_var2 1.4667962 0.7295594 0.31405041 2.21839188
#> lag1_var3 3.5637105 1.2993683 1.50537978 4.88867338
#> lag1_var4 -2.5290860 1.2732852 -3.80149884 -0.52841411
#> const 6.7511192 3.5519308 1.97797861 11.23280607
#> exo1 0.2786011 0.1876854 0.06995488 0.56469675
#> exo2 -0.8975404 0.2796023 -1.32175388 -0.58471883
#> exo3 -0.3459872 0.4616654 -0.89076334 0.22045930
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1619671 0.1668048 -0.3756270 0.09360685
#> lag1_var2 1.4388746 0.6698966 0.6033808 2.29826013
#> lag1_var3 2.6262139 1.2217323 1.1184821 4.17477546
#> lag1_var4 -1.6679264 1.2138349 -3.1955630 -0.16577982
#> const 5.4946885 2.8412572 1.1054704 8.58424951
#> exo1 -0.1007889 0.1774285 -0.3525619 0.13255651
#> exo2 -0.5819811 0.2281505 -0.9703675 -0.34006782
#> exo3 -0.1552060 0.2108319 -0.4436392 0.11042274
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0042938 0.001286111 0.003198831 0.006444248
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04257559 0.01336026 -0.06611115 -0.02985263
#> Sigma[2,2] 0.55349154 0.14277683 0.41165206 0.78903252
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0476025 0.01565168 0.03475669 0.07623001
#> Sigma[3,2] -0.5725694 0.17785185 -0.88907966 -0.40640387
#> Sigma[3,3] 0.7295825 0.23418239 0.52121421 1.13776220
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03898812 0.01327196 0.02909571 0.06341177
#> Sigma[4,2] -0.45179603 0.15448902 -0.73083007 -0.31299792
#> Sigma[4,3] 0.62952523 0.20920805 0.45023337 0.98325154
#> Sigma[4,4] 0.56122202 0.18949131 0.40497830 0.86561192
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93563700 0.02434089 0.905061927 0.96790899
#> lag1_var2 0.03137161 0.02147305 0.009768021 0.06771562
#> lag1_var3 0.04876729 0.05195899 -0.012809608 0.13080740
#> lag1_var4 -0.02785081 0.04509163 -0.093280644 0.03157024
#> const 0.59008925 0.29417770 0.188010084 0.97044117
#> exo1 0.01498571 0.06963396 -0.076604211 0.11227452
#> exo2 -0.08958832 0.09041852 -0.214169833 0.04461939
#> exo3 0.05992498 0.05839170 -0.006499381 0.14799102
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4924097 0.2892794 0.04875595 0.8170646
#> lag1_var2 0.4987072 0.2831542 0.08608185 0.8854050
#> lag1_var3 -0.7305557 0.6834799 -1.72047681 0.1425715
#> lag1_var4 0.5267671 0.5811233 -0.24400705 1.3221301
#> const -0.8565862 4.8456895 -7.64101716 5.5627238
#> exo1 -0.1432690 0.8877374 -1.51110539 1.0251376
#> exo2 0.8084962 0.8736171 -0.54660191 1.8609192
#> exo3 -0.1332282 0.5715804 -1.11515890 0.4203225
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9159962 0.3085340 -1.3130608 -0.4720766
#> lag1_var2 1.0406366 0.2331040 0.6631085 1.3348796
#> lag1_var3 3.2660969 0.6116105 2.2809129 3.9566821
#> lag1_var4 -1.8750651 0.5381293 -2.4037440 -1.0052773
#> const 4.3286234 5.0527660 -2.6719245 10.9994708
#> exo1 0.2139691 1.0749820 -1.0709882 1.7410527
#> exo2 -0.6236458 0.8771476 -2.0198091 0.3244548
#> exo3 0.1194803 0.6020220 -0.8323700 0.7620167
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.83779503 0.2605690 -1.1828965 -0.4866984
#> lag1_var2 1.09119180 0.1916634 0.7931668 1.3134612
#> lag1_var3 2.53655693 0.5121240 1.7034109 2.9587208
#> lag1_var4 -1.13019601 0.4557955 -1.4795404 -0.3853788
#> const 2.55996717 4.2823697 -3.6118642 7.6811177
#> exo1 0.20307807 0.9668753 -0.8490130 1.4587001
#> exo2 -0.42577379 0.7356342 -1.6415108 0.3908048
#> exo3 0.05871129 0.5877496 -0.9445411 0.5608530
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002758923 5.623907e-05 0.0001881029 0.0003356225
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001712012 0.001963184 -0.004360737 0.0008686411
#> Sigma[2,2] 0.542257668 0.172409319 0.355041680 0.8142003597
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001686929 0.002970484 -0.002651466 0.005622282
#> Sigma[3,2] -0.611981298 0.230869557 -0.988277790 -0.381911996
#> Sigma[3,3] 0.912420068 0.285364695 0.641618202 1.374006428
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007611882 0.002767351 -0.002940825 0.004828471
#> Sigma[4,2] -0.3903340122 0.175922300 -0.675744041 -0.229664026
#> Sigma[4,3] 0.7247254746 0.209300524 0.495795033 1.044401038
#> Sigma[4,4] 0.6457961471 0.156155798 0.451600098 0.849548177
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970473931 0.01058885 0.959735218 0.986597096
#> lag1_var2 0.018167191 0.01190050 -0.001393800 0.029180030
#> lag1_var3 0.036407866 0.02026149 0.002927966 0.055803344
#> lag1_var4 -0.032165154 0.01663387 -0.049115848 -0.004820343
#> const 0.620258087 0.10971330 0.467914151 0.770799463
#> exo1 0.004433394 0.01248217 -0.008098014 0.024300735
#> exo2 -0.077552739 0.01846078 -0.103261748 -0.051458511
#> exo3 0.007082600 0.01384162 -0.010914066 0.026215615
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.269633 0.7794563 0.03411367 1.9709831
#> lag1_var2 -0.408238 0.9779892 -1.27976602 1.2753394
#> lag1_var3 -2.351016 1.7679744 -4.02935162 0.7328865
#> lag1_var4 1.891044 1.4992652 -0.75986243 3.3415646
#> const -5.565368 5.9993691 -12.04382133 4.4828234
#> exo1 -0.123938 0.4359667 -0.70101769 0.4769067
#> exo2 -1.662198 0.8483497 -2.66963288 -0.5069632
#> exo3 4.047122 0.9440998 3.01708983 5.5574858
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8455766 0.9352355 -3.0045955 -0.4706714
#> lag1_var2 2.1647507 1.2353900 0.1675406 3.6227475
#> lag1_var3 4.4574885 2.2569109 0.7698002 7.1240427
#> lag1_var4 -2.8608324 1.9316698 -5.1012869 0.3380918
#> const 10.3995311 7.6573882 -0.9530506 19.5847313
#> exo1 0.4821749 0.6239160 -0.3580377 1.2892108
#> exo2 -1.8159154 0.8584822 -2.7501141 -0.4686007
#> exo3 -2.2013465 1.0082570 -3.6109354 -0.8802440
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.45954686 0.6948954 -2.5052926 -0.5621475
#> lag1_var2 1.89217896 0.9461655 0.5420571 3.1975187
#> lag1_var3 2.95348079 1.7346217 0.4432226 5.3395179
#> lag1_var4 -1.47705849 1.4899963 -3.4948982 0.7150012
#> const 6.91336119 6.2295813 -1.0654812 15.4025962
#> exo1 0.53458276 0.5413773 -0.2129164 1.2519480
#> exo2 -3.67478993 0.6710406 -4.4062267 -2.6706816
#> exo3 0.04951697 0.7682861 -0.9247351 1.1356730
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001224725 0.0003884654 0.0008768362 0.001887584
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001824366 0.01205429 -0.0141397 0.0173456
#> Sigma[2,2] 1.908653447 0.42422702 1.3967652 2.5389573
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006462502 0.006385622 -0.008743806 0.008009378
#> Sigma[3,2] -1.0768104164 0.235560449 -1.419731734 -0.772428172
#> Sigma[3,3] 0.6460688398 0.136617694 0.455570092 0.834566602
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003994334 0.001530731 -0.002505121 0.001675471
#> Sigma[4,2] 0.0553671739 0.042630907 -0.003698961 0.113260794
#> Sigma[4,3] 0.0096191988 0.021630894 -0.014413056 0.039642534
#> Sigma[4,4] 0.0449420109 0.010314786 0.028927115 0.058171997
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983777865 0.02511496 0.95449137 1.02010206
#> lag1_var2 -0.044765941 0.11856504 -0.22856711 0.09663229
#> lag1_var3 -0.070986275 0.20369138 -0.38722860 0.17271815
#> lag1_var4 0.073300439 0.20572738 -0.16820065 0.39549706
#> const 0.318646708 0.48840799 -0.47071621 0.87043831
#> exo1 0.015303204 0.02890747 -0.03164778 0.04564309
#> exo2 -0.080588093 0.04131115 -0.12022585 -0.01048120
#> exo3 0.003578668 0.02099062 -0.02168866 0.03126948
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6680289 1.261401 -3.251756 -0.2868487
#> lag1_var2 -0.4587235 5.530744 -9.620176 5.8228134
#> lag1_var3 -1.9773953 9.414211 -17.528887 8.7946393
#> lag1_var4 2.7332076 9.422490 -7.954206 18.3053466
#> const -2.9166893 22.620319 -34.950738 25.3801307
#> exo1 -2.3063410 1.001820 -3.608972 -0.8887961
#> exo2 -0.3375483 1.416220 -1.911506 1.7197312
#> exo3 -2.3959131 1.813523 -5.103829 -0.3659807
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.056260 0.7801193 0.11932531 1.978811
#> lag1_var2 2.154032 3.3466172 -1.42627297 7.661186
#> lag1_var3 4.344260 5.6945049 -1.80630060 13.695348
#> lag1_var4 -3.942687 5.6933671 -13.31657393 2.118398
#> const 8.984722 13.0610340 -7.25793769 27.648178
#> exo1 1.466820 0.6057191 0.66138271 2.345250
#> exo2 1.437415 0.8182657 0.41444867 2.631367
#> exo3 1.313623 1.1555386 0.09588097 3.103285
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07379912 0.1239552 -0.09866921 0.2492453
#> lag1_var2 1.66246715 0.5343942 1.00078949 2.4551850
#> lag1_var3 2.80132372 0.9058864 1.68766109 4.1570535
#> lag1_var4 -1.93766443 0.9060260 -3.28343556 -0.8221120
#> const 6.26624201 1.8576885 4.30943266 9.0754615
#> exo1 0.10875917 0.1758413 -0.18470049 0.3058182
#> exo2 1.32276399 0.2661744 0.94386201 1.6236370
#> exo3 -0.10968666 0.2155642 -0.38620486 0.1963400
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004785511 0.00107106 0.003078769 0.005913499
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002270371 0.006581296 -0.008589573 0.008386108
#> Sigma[2,2] 0.1795214035 0.039044543 0.122249791 0.233350022
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001174655 0.004556429 -0.005163399 0.007307802
#> Sigma[3,2] -0.116170362 0.025871962 -0.150119849 -0.074849824
#> Sigma[3,3] 0.079955199 0.017953687 0.050698220 0.101375343
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001359986 0.0008919561 0.0002586286 0.002652848
#> Sigma[4,2] 0.002164010 0.0065906788 -0.0082313901 0.010183128
#> Sigma[4,3] 0.003590143 0.0043525450 -0.0015358521 0.010642019
#> Sigma[4,4] 0.005261613 0.0005136408 0.0043922003 0.005777685
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85600320 0.05963004 0.761141133 0.920898064
#> lag1_var2 0.20238478 0.23288908 -0.026721398 0.601961575
#> lag1_var3 0.27312648 0.35576264 -0.064148580 0.890038851
#> lag1_var4 -0.24440674 0.35027337 -0.855998142 0.085192632
#> const 1.39450225 0.65064266 0.532965578 2.419445995
#> exo1 -0.17747773 0.05232054 -0.231775695 -0.095482432
#> exo2 -0.10637429 0.07413150 -0.207252163 -0.009305938
#> exo3 0.04599938 0.03971038 -0.001400945 0.103717612
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1399686 0.4215285 -0.5012854 0.5684503
#> lag1_var2 -0.2840191 1.4479977 -2.4141652 1.6616324
#> lag1_var3 -1.8089556 2.1489457 -4.9390185 1.0998052
#> lag1_var4 1.8257515 2.1448505 -1.0825455 4.9462455
#> const -3.7757406 4.0256625 -9.9358134 0.7080797
#> exo1 0.2233110 0.3600077 -0.2508500 0.7391630
#> exo2 1.2187055 0.2873523 0.7917071 1.6047442
#> exo3 1.0211504 0.4443741 0.3066127 1.4740346
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10596005 0.2735698 -0.3971830 0.3257630
#> lag1_var2 1.57463289 1.0090636 0.1670349 3.0844787
#> lag1_var3 3.24597674 1.4897498 1.1529549 5.4627616
#> lag1_var4 -2.32535039 1.4973630 -4.5537966 -0.2229945
#> const 7.08936103 2.8504918 3.5483867 11.4229570
#> exo1 -0.09909982 0.2506997 -0.4396299 0.2366795
#> exo2 -1.46495506 0.2040604 -1.7406804 -1.1694746
#> exo3 -0.57112735 0.3194384 -1.0010477 -0.1246843
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01623052 0.06164063 -0.10435251 0.06185436
#> lag1_var2 1.10429009 0.19397862 0.82018206 1.35696595
#> lag1_var3 1.62047427 0.28486748 1.20474579 1.99616396
#> lag1_var4 -0.67013780 0.28743263 -1.04585962 -0.26252171
#> const 3.41758200 0.63870958 2.61338967 4.34163271
#> exo1 0.04734607 0.08432556 -0.06280122 0.16984497
#> exo2 -0.72789524 0.05089551 -0.79100277 -0.65910783
#> exo3 0.09393542 0.09996847 -0.06186406 0.20873426
#>
#>
#>