Provides posterior estimation summary for Bayesian Hierarchical Panel Vector Autoregressions
Source:R/summary.R
summary.PosteriorBVARPANEL.RdProvides posterior mean, standard deviations, as well as 5 and 95
percentiles of the parameters for all C countries.
Usage
# S3 method for class 'PosteriorBVARPANEL'
summary(object, ...)Arguments
- object
an object of class
PosteriorBVARPANELobtained 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 and global parameters.
Author
Tomasz Woźniak wozniak.tom@pm.me
Examples
# upload data
data(ilo_dynamic_panel) # load the data
data(ilo_exogenous_variables) # load the exogenous variables
set.seed(123)
# specify the model
specification = specify_bvarPANEL$new(ilo_dynamic_panel, exogenous = ilo_exogenous_variables)
burn_in = estimate(specification, 10) # run the burn-in
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> 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
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> 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] 0.001687366 0.0003670108 0.001321467 0.002325275
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006723033 0.001284549 -0.008738249 -0.005344551
#> Sigma[2,2] 0.172300486 0.035091976 0.132802169 0.226689769
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006957512 0.005041895 0.0002412345 0.01375991
#> Sigma[3,2] -0.152012979 0.074757768 -0.2614639901 -0.05247890
#> Sigma[3,3] 0.334071589 0.115961500 0.2188497154 0.51571717
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004668654 0.005310722 -0.002453188 0.01186140
#> Sigma[4,2] -0.088437459 0.072694450 -0.190866769 0.01216476
#> Sigma[4,3] 0.311804386 0.103911032 0.201286620 0.46869956
#> Sigma[4,4] 0.319145770 0.094929145 0.205820691 0.45645918
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97292868 0.01003699 0.96162209 0.98759431
#> lag1_var2 0.01558368 0.02799472 -0.02903749 0.04811582
#> lag1_var3 0.05575759 0.06097114 -0.03473888 0.13095152
#> lag1_var4 -0.04493063 0.05639712 -0.11510780 0.03716868
#> const 0.26907203 0.27424767 -0.08940089 0.60090999
#> exo1 -0.01531668 0.03828691 -0.07574761 0.02681348
#> exo2 -0.01590722 0.02641366 -0.04994300 0.01685368
#> exo3 -0.12929177 0.04340610 -0.18541268 -0.07233563
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27598236 0.09193846 0.177816774 0.43166810
#> lag1_var2 0.73062599 0.13104565 0.553530784 0.89949192
#> lag1_var3 -0.60282041 0.34698770 -1.089456022 -0.13860732
#> lag1_var4 0.45849042 0.32300190 0.007848551 0.90913629
#> const 0.48045235 3.50806907 -4.470196797 4.09931341
#> exo1 0.03333738 0.41476463 -0.495657851 0.55447971
#> exo2 -0.01192443 0.47192235 -0.642281317 0.59472603
#> exo3 -0.61230289 0.43851100 -1.294982338 -0.04719061
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1863914 0.2046412 -0.5157202 0.0201511
#> lag1_var2 0.1794322 0.3895242 -0.1955006 0.8002881
#> lag1_var3 2.0128721 0.9414368 0.8066180 3.5353843
#> lag1_var4 -0.8645589 0.8589505 -2.2194372 0.2898127
#> const -0.4063907 5.2671671 -7.8425420 7.1608656
#> exo1 -0.2127217 0.4370913 -0.8711929 0.2686628
#> exo2 -1.1338839 0.5574701 -2.0087976 -0.5497321
#> exo3 1.1743794 0.6061622 0.6056425 2.1534505
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.074788004 0.2119911 -0.42952108 0.1123563
#> lag1_var2 0.214734671 0.3996132 -0.17865790 0.8595000
#> lag1_var3 1.151514391 0.9647248 -0.08295038 2.7147552
#> lag1_var4 -0.002361654 0.8896051 -1.40928316 1.1852589
#> const -2.703811075 5.0253393 -9.79912224 3.9741763
#> exo1 -0.229519026 0.3335197 -0.75139607 0.1658153
#> exo2 -1.244224971 0.5906798 -2.08269635 -0.4630711
#> exo3 1.094028960 0.5899942 0.55902871 2.0766213
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005646958 0.001037835 0.004330399 0.006970319
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01217741 0.003197067 -0.01636718 -0.008062379
#> Sigma[2,2] 0.09441299 0.021019116 0.07293156 0.130605998
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008586832 0.001230182 0.006848778 0.01021067
#> Sigma[3,2] -0.043471101 0.008171608 -0.057284569 -0.03458358
#> Sigma[3,3] 0.047453738 0.012919408 0.033295456 0.06757110
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008328884 0.002215611 -0.003687330 0.001844302
#> Sigma[4,2] 0.0329810837 0.015212632 0.017840212 0.056588673
#> Sigma[4,3] 0.0169684939 0.014666399 0.006332262 0.040889265
#> Sigma[4,4] 0.0495386490 0.018986821 0.031389705 0.082233665
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00079631 0.03636565 0.950501556 1.051853091
#> lag1_var2 -0.10790315 0.11464288 -0.243486016 0.061838703
#> lag1_var3 -0.14033909 0.18633152 -0.368439840 0.122184178
#> lag1_var4 0.14407465 0.17827399 -0.107591161 0.364242090
#> const -0.27076004 0.78851070 -1.536006765 0.550773571
#> exo1 0.03071142 0.06004528 -0.062043456 0.086251313
#> exo2 -0.07358386 0.04831202 -0.141477368 -0.005038183
#> exo3 0.04544180 0.03923124 0.008631536 0.108035494
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07491459 0.1781454 -0.2078147 0.2474550
#> lag1_var2 0.40510437 0.6337027 -0.2588644 1.4086544
#> lag1_var3 -0.62394234 0.8765336 -1.5994947 0.6926264
#> lag1_var4 0.63177372 0.8510166 -0.6478638 1.5774748
#> const -0.60692972 3.1641575 -4.0466043 3.6796067
#> exo1 0.05954904 0.2514033 -0.2068167 0.4294974
#> exo2 0.34412027 0.4742843 -0.1801395 1.0756418
#> exo3 -0.54569366 0.2493472 -0.8870791 -0.2041091
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23097600 0.1169513 -0.35210832 -0.0408702
#> lag1_var2 0.49279907 0.3405277 -0.02902987 0.8092539
#> lag1_var3 1.55867344 0.4789653 0.85971500 2.0447672
#> lag1_var4 -0.53929465 0.4629033 -1.00959509 0.1309069
#> const 3.10446681 2.1156745 -0.57667630 5.0654850
#> exo1 0.06278462 0.1631629 -0.10763914 0.3458106
#> exo2 -0.03365164 0.2578189 -0.43689829 0.2864755
#> exo3 1.62568493 0.2963847 1.32977304 2.0864381
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2248823 0.0905207 -0.34329014 -0.1065269
#> lag1_var2 0.2956296 0.2839470 -0.04133885 0.7596232
#> lag1_var3 0.4252925 0.3474900 -0.01202080 0.9494705
#> lag1_var4 0.6415340 0.3403690 0.11468695 1.0620434
#> const 0.8038293 1.6811678 -1.35146874 2.8419518
#> exo1 0.1416247 0.2064615 -0.07186728 0.4932298
#> exo2 0.2469687 0.2676389 -0.09710282 0.6024434
#> exo3 1.4255614 0.3670925 0.89194158 1.8927854
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001458083 0.0003437714 0.001052379 0.001969306
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04796369 0.01761778 -0.06776201 -0.0213876
#> Sigma[2,2] 6.83024219 1.89947500 4.77836620 9.4938950
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02087129 0.009998105 0.008523572 0.03508322
#> Sigma[3,2] -4.32193846 1.255431594 -6.194612682 -3.06324029
#> Sigma[3,3] 4.13583357 0.965345481 3.220890077 5.73546166
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.011152323 0.00746611 -0.022448 -0.004063906
#> Sigma[4,2] -0.007461682 0.56083268 -0.882393 0.717801646
#> Sigma[4,3] 1.683410940 0.43150786 1.105603 2.295984509
#> Sigma[4,4] 2.018852443 0.23903660 1.694146 2.337180711
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01358384 0.02654164 0.975237899 1.05054675
#> lag1_var2 -0.01560673 0.02762205 -0.045841838 0.02975201
#> lag1_var3 -0.03546206 0.04618101 -0.087904013 0.03865576
#> lag1_var4 0.03012633 0.04155998 -0.036907806 0.07695095
#> const -0.04056830 0.37270160 -0.646033134 0.38909524
#> exo1 0.02185007 0.03620338 -0.023400374 0.06462274
#> exo2 -0.04369159 0.04597330 -0.092006052 0.03513502
#> exo3 0.07873039 0.04832723 0.009938873 0.14666356
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.8293028 1.250217 -6.826985 -3.5984906
#> lag1_var2 4.8558595 1.620327 2.895467 7.3196107
#> lag1_var3 7.5738457 2.607062 4.411412 11.5275086
#> lag1_var4 -6.2788464 2.332239 -9.888960 -3.4564580
#> const 44.1548131 19.821217 25.970332 79.7652815
#> exo1 -2.2383250 1.682826 -4.314537 0.2321319
#> exo2 0.3608564 3.249759 -4.721228 3.5867559
#> exo3 -0.8942812 2.506235 -3.585441 2.9453553
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1759843 0.770533 2.2473458 4.2455898
#> lag1_var2 -2.5938482 1.465549 -4.7180857 -0.6441450
#> lag1_var3 -4.0361244 2.344997 -7.4592743 -0.9356366
#> lag1_var4 4.0612284 2.077847 1.3206665 7.0431991
#> const -21.3853196 14.361087 -45.0108007 -5.6271442
#> exo1 0.2895389 1.503439 -1.7265788 1.7799882
#> exo2 -2.5033454 2.280524 -5.0364656 1.0364851
#> exo3 1.0952261 1.046164 -0.3943733 2.4388331
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08259616 0.5329437 -0.5858481 0.79369574
#> lag1_var2 0.05637130 0.8025894 -0.9282897 1.19485318
#> lag1_var3 0.11009988 1.3348351 -1.5631527 2.00638231
#> lag1_var4 0.77038007 1.1710181 -0.8823916 2.19161238
#> const 5.27074904 7.8246003 -5.1064513 14.25134724
#> exo1 -1.05896232 1.1261675 -2.8106344 -0.01136512
#> exo2 -2.61455116 1.9237897 -4.4322471 0.60245485
#> exo3 0.65260309 1.0848077 -1.0668652 1.89384477
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001064153 0.0003895749 0.0007268907 0.001682318
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001860737 0.001136881 -0.003286961 -0.0003425155
#> Sigma[2,2] 0.045756179 0.009814985 0.035150670 0.0624134441
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001504463 0.001790749 -0.0003603086 0.004364993
#> Sigma[3,2] -0.025714101 0.005853961 -0.0327373765 -0.017050029
#> Sigma[3,3] 0.130324943 0.020979658 0.1076511631 0.166808311
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.113803e-05 0.001449521 -0.001253868 0.002455908
#> Sigma[4,2] 1.070962e-02 0.012129536 -0.001200241 0.030968755
#> Sigma[4,3] 1.126877e-01 0.020852028 0.091679781 0.147421636
#> Sigma[4,4] 1.242769e-01 0.023160146 0.097695747 0.154742103
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95323073 0.01856267 0.933247479 0.980012147
#> lag1_var2 0.07223093 0.05179022 0.001893820 0.134735381
#> lag1_var3 0.08340320 0.06124096 0.005918311 0.158362467
#> lag1_var4 -0.07703191 0.05875162 -0.148535507 -0.002168238
#> const 0.76092130 0.33512852 0.266968137 1.123248665
#> exo1 -0.01511110 0.03222728 -0.056574637 0.034518439
#> exo2 -0.08197107 0.03808238 -0.133932943 -0.033759592
#> exo3 -0.01251770 0.02872100 -0.056206259 0.024410521
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24416162 0.07114644 0.17345819 0.35642439
#> lag1_var2 0.56532427 0.36181440 -0.08822354 0.89515606
#> lag1_var3 -0.22460061 0.40299489 -0.96110293 0.09369676
#> lag1_var4 0.17016851 0.39797381 -0.14774902 0.89795563
#> const -1.56646809 1.54716196 -3.92792887 0.16734019
#> exo1 -0.06512913 0.20011789 -0.32853358 0.20642291
#> exo2 1.96611875 0.23926890 1.65298463 2.25784353
#> exo3 -0.44166762 0.28966515 -0.81258280 -0.01577143
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08055507 0.3011980 -0.536767167 0.2591624
#> lag1_var2 -0.20126047 0.3741312 -0.704039342 0.3648596
#> lag1_var3 0.34491568 0.4897291 -0.253776842 1.1212407
#> lag1_var4 0.68628682 0.4531874 -0.005158508 1.2436290
#> const -0.72390009 3.1375246 -4.599188865 3.6967107
#> exo1 -0.10414094 0.3601748 -0.698716134 0.3200452
#> exo2 -2.31167347 0.4449104 -2.911368780 -1.7930530
#> exo3 -0.90808047 0.3398343 -1.372944285 -0.5054221
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1074858 0.3440791 -0.4046703 0.5004455
#> lag1_var2 -0.0735239 0.6184318 -0.9551842 0.7806819
#> lag1_var3 -0.2264095 0.7407973 -1.2157455 0.8726136
#> lag1_var4 1.2301645 0.6898294 0.2338026 2.1467041
#> const -3.0346551 3.2713908 -7.1301866 0.8571473
#> exo1 -0.1546068 0.4114261 -0.7164239 0.4083591
#> exo2 -0.7172027 0.4529281 -1.2347760 -0.1770360
#> exo3 -1.2781242 0.3455703 -1.6938327 -0.7207004
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002293472 0.0006355407 0.001562854 0.003221569
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06303505 0.01797353 -0.09061857 -0.04420083
#> Sigma[2,2] 3.31348626 0.66585363 2.49562983 4.28830875
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04506086 0.01431128 0.03000464 0.06706734
#> Sigma[3,2] -2.28461766 0.56817073 -3.22561479 -1.80524607
#> Sigma[3,3] 1.89284312 0.47853016 1.51881639 2.70228335
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00793458 0.005583794 0.002186847 0.01688297
#> Sigma[4,2] -0.30450661 0.239493750 -0.691968263 -0.10540700
#> Sigma[4,3] 0.56302184 0.189133887 0.311962950 0.83467943
#> Sigma[4,4] 0.42126952 0.103091209 0.251203844 0.54163952
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90719531 0.03423283 0.85409304 0.95191628
#> lag1_var2 0.17311563 0.06031054 0.08771114 0.25971699
#> lag1_var3 0.28540853 0.10267433 0.13927135 0.43167451
#> lag1_var4 -0.26461735 0.09258483 -0.39854336 -0.13551823
#> const 1.26185328 0.38930761 0.86270197 1.92145619
#> exo1 -0.01331527 0.02501876 -0.04861544 0.01919375
#> exo2 -0.10788055 0.04360993 -0.17584301 -0.05863912
#> exo3 0.02311993 0.02779487 -0.02349676 0.04951776
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.31947281 0.9653836 -2.7636643 -0.02012575
#> lag1_var2 0.49948103 1.9403236 -2.0438276 3.41410817
#> lag1_var3 -0.34056698 3.2047130 -4.5017808 4.44619094
#> lag1_var4 0.91536991 2.9298695 -3.4908260 4.68813505
#> const 3.72164477 11.3943469 -9.3342653 18.81002170
#> exo1 -0.05355285 1.1595068 -1.6193200 1.23552985
#> exo2 1.62615600 1.9044216 -0.9807278 4.46299597
#> exo3 0.89693787 1.4342446 -0.9882889 2.82752624
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4512467 0.7069467 -0.46640451 1.4109815
#> lag1_var2 1.4764986 1.3950942 -0.75348190 3.1034705
#> lag1_var3 3.1199465 2.3161015 -0.58382516 5.8605076
#> lag1_var4 -2.4621396 2.1091502 -4.93547835 0.8712187
#> const 6.7708046 9.2550809 -4.89518889 16.4850900
#> exo1 -0.5490885 0.9832714 -1.78461702 0.8183850
#> exo2 -4.7554754 1.2666608 -6.59373432 -3.0503401
#> exo3 1.7329308 1.0833980 0.08503576 3.1712261
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4166099 0.2597873 -0.7431032 -0.04560603
#> lag1_var2 1.5802291 0.4457288 1.0021661 2.22630368
#> lag1_var3 2.5781831 0.7449377 1.6155460 3.65906776
#> lag1_var4 -1.5293018 0.6842168 -2.5460657 -0.66629620
#> const 8.2569549 4.2649423 2.1292401 14.20046660
#> exo1 -0.6415824 0.4578984 -1.1301500 0.08448108
#> exo2 -4.2651579 0.6548563 -5.1846010 -3.40564434
#> exo3 2.5443622 0.5947589 1.6381096 3.17371459
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007320349 0.001422326 0.005697223 0.009352508
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002798012 0.00895888 -0.01154338 0.01323301
#> Sigma[2,2] 0.611696162 0.10272093 0.45927403 0.74132303
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01495228 0.007678054 -0.02261278 -0.002296733
#> Sigma[3,2] -0.34477473 0.059480216 -0.43686848 -0.271723125
#> Sigma[3,3] 0.27663720 0.060642317 0.20977347 0.368274830
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01405193 0.005458378 -0.021975768 -0.007407699
#> Sigma[4,2] 0.04530740 0.041759799 0.002071539 0.107357823
#> Sigma[4,3] 0.06584424 0.039896580 0.011092275 0.119380411
#> Sigma[4,4] 0.10505698 0.026669733 0.076234958 0.147681011
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92069701 0.04999772 0.84623643 0.97780364
#> lag1_var2 0.05885187 0.08982988 -0.08446793 0.14687825
#> lag1_var3 0.04450001 0.14503625 -0.18919488 0.19030062
#> lag1_var4 -0.03689673 0.14297099 -0.17909034 0.19157786
#> const 1.04933911 0.77862366 -0.12819272 1.92747856
#> exo1 0.04499479 0.09534784 -0.06478739 0.19117558
#> exo2 -0.12856633 0.08055328 -0.23215135 -0.01219221
#> exo3 -0.01296084 0.07240128 -0.12522837 0.08440012
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4428721 0.2927823 -0.9269718 -0.1315126
#> lag1_var2 2.0581753 0.7599593 1.0501624 3.0142811
#> lag1_var3 1.9494615 1.2066430 0.3691690 3.4711701
#> lag1_var4 -1.8514357 1.2260793 -3.4608811 -0.2923858
#> const 5.7084405 6.4504463 -5.4035436 11.5777554
#> exo1 0.2284639 0.6377630 -0.7153085 1.0109280
#> exo2 0.7396769 0.7945413 -0.4516120 1.7317645
#> exo3 -1.7212369 0.5868609 -2.4243340 -0.8984930
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3895174 0.2282368 0.1382362 0.7704002
#> lag1_var2 -0.5728412 0.7063990 -1.6493037 0.2765698
#> lag1_var3 -0.1052091 1.1176366 -1.8145704 1.2540915
#> lag1_var4 0.9661883 1.1125969 -0.3820508 2.6626163
#> const -1.5942852 3.7785973 -5.0303353 4.2888789
#> exo1 -0.2271501 0.5101613 -0.9003063 0.4645954
#> exo2 -1.0503468 0.4758525 -1.6854190 -0.3771181
#> exo3 1.5992647 0.4275494 1.1547521 2.2189467
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11581182 0.1560304 -0.08537636 0.31826145
#> lag1_var2 0.32427064 0.3862056 -0.27588233 0.71005918
#> lag1_var3 0.48867104 0.6328316 -0.48304935 1.14328039
#> lag1_var4 0.46041039 0.6407760 -0.21411467 1.42820833
#> const 0.19721322 3.0112634 -4.69600109 3.45762128
#> exo1 -0.09900457 0.2833346 -0.45626867 0.30926405
#> exo2 -0.66132328 0.3997662 -1.17741186 -0.08345163
#> exo3 0.59864096 0.3413185 0.07409428 0.95801604
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001552672 4.43418e-05 9.890537e-05 0.0002193586
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003297988 0.001651224 -0.005922168 -0.001559776
#> Sigma[2,2] 0.281592475 0.080616071 0.187327555 0.408290549
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001667231 0.001467834 -0.0002365807 0.003745367
#> Sigma[3,2] -0.249086334 0.069288830 -0.3485765515 -0.165490767
#> Sigma[3,3] 0.294422741 0.071896260 0.2017730161 0.393927372
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000436023 0.0007577622 -0.00155619 0.0002793227
#> Sigma[4,2] -0.073656289 0.0314558476 -0.11902928 -0.0337306652
#> Sigma[4,3] 0.143051130 0.0418876254 0.09919211 0.2137428329
#> Sigma[4,4] 0.101376881 0.0298256480 0.07671774 0.1539798764
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993365416 0.017728896 0.967896321 1.01867927
#> lag1_var2 0.002812430 0.034765608 -0.048573754 0.04437618
#> lag1_var3 0.004489019 0.057045380 -0.079575518 0.07270221
#> lag1_var4 -0.005889115 0.055168682 -0.076374537 0.07289251
#> const 0.305846264 0.190634139 0.027233454 0.55915347
#> exo1 0.009746164 0.008036931 0.001273126 0.02286632
#> exo2 -0.048124541 0.017103713 -0.071984485 -0.02240435
#> exo3 0.022180010 0.014088782 -0.001269065 0.03732971
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9905391 0.6221786 -1.9104300 -0.3221973
#> lag1_var2 2.2371514 1.6230252 0.4921061 4.9248103
#> lag1_var3 2.1232332 2.7250417 -0.7970943 6.6673013
#> lag1_var4 -1.8317274 2.6450092 -6.1687119 1.0507044
#> const 9.2116412 8.5052959 0.6776687 23.3620392
#> exo1 -0.1408456 0.5818880 -0.8302485 0.7255160
#> exo2 1.3085850 0.7353628 0.2806479 2.2504882
#> exo3 -0.7713967 0.3210628 -1.2039555 -0.3206006
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9594120 0.5505141 0.2464855 1.8645595
#> lag1_var2 -0.7640079 1.5178070 -3.4550715 0.5145351
#> lag1_var3 -0.1731886 2.5580162 -4.7058971 1.9552200
#> lag1_var4 0.8304884 2.5034596 -1.2662369 5.1859169
#> const -4.1274778 8.6589530 -19.8330309 2.4424526
#> exo1 0.1110171 0.4870798 -0.6001110 0.7035433
#> exo2 -1.8459351 0.6379180 -2.6814439 -0.9534377
#> exo3 1.1575048 0.3826555 0.7198164 1.7628938
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35100530 0.2817411 -0.06254733 0.7234809
#> lag1_var2 0.35450150 0.5973162 -0.68716202 0.9448165
#> lag1_var3 0.71450566 1.0154354 -1.02603833 1.7522115
#> lag1_var4 0.14092450 1.0066935 -0.84830636 1.8487269
#> const 0.40148990 4.6954471 -6.41663415 6.2845336
#> exo1 0.01024952 0.2722627 -0.29378431 0.4033938
#> exo2 -1.03288374 0.2586922 -1.31450533 -0.7474861
#> exo3 0.69147757 0.2554591 0.45879794 1.0838182
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002175816 8.917459e-05 0.0001348739 0.0003616045
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002215153 0.001629239 -0.004841726 -0.0002548825
#> Sigma[2,2] 0.219716160 0.035470748 0.178324182 0.2664214711
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001654084 0.001861467 -0.0002064636 0.004659384
#> Sigma[3,2] -0.220379594 0.030051053 -0.2581259191 -0.187338475
#> Sigma[3,3] 0.413018266 0.094302906 0.3163353451 0.554898679
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003177647 0.001164876 -0.000752137 0.002387951
#> Sigma[4,2] -0.0937689729 0.037459891 -0.141180951 -0.036002327
#> Sigma[4,3] 0.2965144955 0.090796836 0.207992081 0.428945271
#> Sigma[4,4] 0.2536044238 0.081692109 0.172310790 0.377233145
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9697229831 0.010869813 0.95257141 0.98108278
#> lag1_var2 0.0831124223 0.023935148 0.05419361 0.11732667
#> lag1_var3 0.1162530492 0.038321650 0.07338890 0.17238658
#> lag1_var4 -0.1146194279 0.036597369 -0.16814764 -0.07448271
#> const 0.6542254818 0.177040535 0.46137870 0.95007170
#> exo1 -0.0003679885 0.014687979 -0.01835026 0.02169258
#> exo2 -0.0729440365 0.012185991 -0.08698811 -0.05507125
#> exo3 0.0266636840 0.008830111 0.01450501 0.03680746
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120715 0.4971474 -0.8958668 0.46392252
#> lag1_var2 0.2651142 0.7261466 -0.8276883 1.19549005
#> lag1_var3 -0.2145755 1.2891205 -1.9679562 1.56418615
#> lag1_var4 0.3735746 1.1453582 -1.1798746 1.95758855
#> const -0.7603800 5.1035246 -8.3832608 5.84667761
#> exo1 -0.7732728 0.5470482 -1.5969445 -0.02253519
#> exo2 0.1145747 0.3190090 -0.3158983 0.50366811
#> exo3 1.0874916 0.4245839 0.4508724 1.63166767
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75890138 0.6079184 0.04902971 1.6896875
#> lag1_var2 0.25995956 0.9625488 -1.23330957 1.4046770
#> lag1_var3 0.67452563 1.7535225 -2.17965962 2.6868292
#> lag1_var4 -0.05153321 1.5495110 -1.86810777 2.4344556
#> const 0.18927472 4.6265190 -4.51401439 7.6882001
#> exo1 0.46873013 0.4185800 -0.01544035 1.0165911
#> exo2 -0.65760532 0.5731328 -1.39690455 0.1613110
#> exo3 -0.51090857 0.6268021 -1.29110236 0.3691909
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.662064033 0.4196602 0.1938679 1.2902677
#> lag1_var2 0.123764330 0.7026035 -0.8854453 0.9669092
#> lag1_var3 0.044641752 1.2563151 -1.8802003 1.3540511
#> lag1_var4 0.683751310 1.1263508 -0.5181259 2.3592296
#> const -1.698550505 4.6477424 -8.5797994 4.4101527
#> exo1 0.008072757 0.3718246 -0.4940527 0.5715143
#> exo2 -0.611687553 0.4847128 -1.2012214 0.1795190
#> exo3 0.164627714 0.5441833 -0.6012975 0.8647190
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003944693 0.0007606941 0.002892026 0.004842087
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002613101 0.004251873 -0.008053578 0.004019229
#> Sigma[2,2] 0.187752827 0.056175607 0.137615841 0.273927220
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01396618 0.00837892 -0.02660008 -0.004586461
#> Sigma[3,2] -0.09511074 0.05044325 -0.15639617 -0.013064510
#> Sigma[3,3] 0.53110102 0.14069974 0.40308094 0.749803195
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0163005 0.008164616 -0.02624695 -0.005745371
#> Sigma[4,2] 0.0573621 0.059526425 -0.01067835 0.155809526
#> Sigma[4,3] 0.4924848 0.137348754 0.36536787 0.733446517
#> Sigma[4,4] 0.5823313 0.153613076 0.42595570 0.850033112
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96395095 0.02171192 0.93209028 0.99134201
#> lag1_var2 0.18562236 0.06154472 0.12893733 0.28649821
#> lag1_var3 0.19685802 0.07986327 0.12330753 0.32770182
#> lag1_var4 -0.19950164 0.07803055 -0.32762406 -0.12824957
#> const 0.76735730 0.37487681 0.30161022 1.28983440
#> exo1 -0.02984052 0.05991399 -0.13393280 0.01867569
#> exo2 0.02654530 0.06705839 -0.06601075 0.10314485
#> exo3 -0.02249009 0.08018172 -0.14451832 0.08115099
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06061766 0.1378576 -0.23255851 0.12512259
#> lag1_var2 0.17491546 0.4578390 -0.37707430 0.90593241
#> lag1_var3 -0.75556946 0.6084024 -1.54190739 0.15678117
#> lag1_var4 0.80973575 0.5838000 -0.06171875 1.57398634
#> const -0.27084841 2.5384084 -3.31017809 3.58283601
#> exo1 0.11487497 0.3064433 -0.24638390 0.52953147
#> exo2 1.71899186 0.3127380 1.31331332 2.11220754
#> exo3 -0.67101688 0.3760899 -1.06082707 -0.07231936
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9377864 0.3005499 0.6544894 1.4498103
#> lag1_var2 -2.3931234 0.8654170 -3.7815726 -1.3435866
#> lag1_var3 -1.9264627 1.1807832 -3.8123127 -0.5103967
#> lag1_var4 2.8075510 1.1390732 1.4515362 4.6271908
#> const -12.0959222 5.4260931 -21.0835859 -5.3685013
#> exo1 -0.1499051 0.7342785 -1.1361024 0.8996919
#> exo2 -3.3916875 0.6204826 -4.1598178 -2.4220608
#> exo3 1.3603469 0.7403960 0.3622912 2.3756504
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96427866 0.3224945 0.6673890 1.476498
#> lag1_var2 -2.94258294 1.0175808 -4.6037475 -1.851645
#> lag1_var3 -3.36433767 1.3999708 -5.6166342 -1.841955
#> lag1_var4 4.30187664 1.3447114 2.8376434 6.468459
#> const -14.98086961 5.5931579 -23.6061656 -8.815391
#> exo1 -0.03089278 0.8478804 -1.2206088 1.058860
#> exo2 -2.41155066 0.6515041 -3.1653822 -1.332396
#> exo3 0.97077595 0.8750350 -0.1794947 2.308764
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007731281 0.0001688423 0.0005573817 0.001002876
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001007408 0.0007168223 -0.0001913733 0.001824265
#> Sigma[2,2] 0.026780814 0.0089569710 0.0172122618 0.039777457
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002383686 0.002006785 -0.005335957 0.0005323928
#> Sigma[3,2] -0.044747719 0.014387100 -0.067409137 -0.0279293149
#> Sigma[3,3] 0.114515651 0.031228713 0.082053201 0.1613188738
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001580155 0.001554263 -0.003964623 0.0004827952
#> Sigma[4,2] -0.024640464 0.009418275 -0.039358619 -0.0141994488
#> Sigma[4,3] 0.082004656 0.022164927 0.058842116 0.1139431516
#> Sigma[4,4] 0.064716542 0.015787861 0.048199113 0.0880377047
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9976285603 0.03690560 0.93435199 1.03563458
#> lag1_var2 0.0387263368 0.07992853 -0.06356575 0.14650596
#> lag1_var3 0.0445820936 0.11369142 -0.10058937 0.20819379
#> lag1_var4 -0.0498750169 0.10966591 -0.20516771 0.09129394
#> const 0.4840696152 0.46448797 -0.04354085 1.24216162
#> exo1 0.0094769457 0.02312959 -0.02493358 0.04031958
#> exo2 -0.0043384310 0.02387903 -0.03397653 0.02981855
#> exo3 -0.0001543593 0.01822060 -0.03071515 0.01586415
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03871801 0.1805969 -0.25975620 0.2082037
#> lag1_var2 0.38166913 0.3942541 -0.07132098 0.9988176
#> lag1_var3 -0.66806659 0.5319939 -1.27673321 0.2043907
#> lag1_var4 0.68210020 0.5134945 -0.15287953 1.2661656
#> const -1.89194209 2.5716603 -5.19812914 1.7359406
#> exo1 -0.46948958 0.1160315 -0.64401014 -0.3304133
#> exo2 -0.03290712 0.1048491 -0.18106332 0.1009253
#> exo3 0.09931425 0.1729278 -0.16433224 0.2857238
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02951039 0.3333337 -0.2945172 0.5987243
#> lag1_var2 0.46376036 0.7703259 -0.5588548 1.5998295
#> lag1_var3 1.90390087 1.0119276 0.4322629 3.3231555
#> lag1_var4 -0.94951278 0.9794449 -2.3429100 0.4505294
#> const 3.46562586 4.2714212 -3.4262447 8.3560283
#> exo1 0.65038464 0.2920704 0.3003575 1.0460384
#> exo2 -1.06050654 0.2770803 -1.3696916 -0.5795684
#> exo3 -0.01948168 0.3347639 -0.3302515 0.5101466
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05794805 0.2319554 -0.245135712 0.4112061
#> lag1_var2 0.42058701 0.5608879 -0.176923893 1.2776931
#> lag1_var3 0.95262814 0.7295671 0.088181035 2.0456896
#> lag1_var4 0.02886960 0.7062057 -1.034138298 0.8481803
#> const 0.77038872 2.9706364 -3.442205085 5.1950969
#> exo1 0.29840018 0.2443862 -0.002933046 0.6350628
#> exo2 -1.10535849 0.2399927 -1.353320198 -0.7018072
#> exo3 0.06003619 0.2289047 -0.161127672 0.4008498
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001810895 6.125669e-05 0.0001301292 0.0002802186
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003864792 0.002433677 -0.007603239 -0.001312534
#> Sigma[2,2] 0.486789182 0.123239476 0.334175719 0.681798591
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004219887 0.002313894 0.00151608 0.007594876
#> Sigma[3,2] -0.258941209 0.097324509 -0.42016726 -0.156868531
#> Sigma[3,3] 0.322669444 0.079789692 0.23569091 0.457859843
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002357683 0.001346241 0.0006091333 0.004231083
#> Sigma[4,2] -0.003015161 0.051864306 -0.0780016600 0.059836455
#> Sigma[4,3] 0.201020986 0.049518840 0.1328231092 0.263021640
#> Sigma[4,4] 0.215298489 0.056857133 0.1391687316 0.293246259
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978845433 0.01272842 0.960040406 0.995487541
#> lag1_var2 0.015209657 0.01964438 -0.008069751 0.045658067
#> lag1_var3 0.021651989 0.03557158 -0.019804098 0.077173689
#> lag1_var4 -0.018653426 0.03135689 -0.067955165 0.017374737
#> const 0.397687611 0.12273740 0.237071290 0.571221705
#> exo1 -0.009904183 0.01178633 -0.020602302 0.007547725
#> exo2 -0.060017649 0.01115176 -0.073409477 -0.043299694
#> exo3 0.053115832 0.02158446 0.029113112 0.086439570
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18638114 0.8435272 -0.8203419 1.4531925
#> lag1_var2 1.34615475 1.3210823 -0.5183944 2.8955019
#> lag1_var3 1.11733068 2.3528861 -2.2846706 3.8316924
#> lag1_var4 -1.21484605 2.0828215 -3.6198622 1.7767708
#> const 1.85654967 6.8397374 -8.2516797 9.2875707
#> exo1 0.11205322 0.5352070 -0.6605317 0.7034321
#> exo2 -0.08327768 0.5472047 -0.9725399 0.4912073
#> exo3 0.26993725 0.8386945 -0.8043373 1.4898149
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24464128 0.5452478 -0.6227918 0.8769625
#> lag1_var2 -0.36705818 0.9202786 -1.5488513 1.0250521
#> lag1_var3 0.07493679 1.6434033 -1.8650079 2.6188969
#> lag1_var4 0.83109755 1.4716032 -1.4787718 2.5360388
#> const -2.27751427 5.6417144 -8.8081359 6.2454959
#> exo1 -0.06704663 0.5448324 -0.7566440 0.6016250
#> exo2 -0.64544263 0.6912230 -1.5099246 0.4018908
#> exo3 0.23897935 0.5715655 -0.5063754 1.0595649
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.367906317 0.5317373 -0.26773245 1.15088596
#> lag1_var2 0.030541516 0.8245297 -1.26579795 0.96269146
#> lag1_var3 0.069411757 1.6130097 -2.45135857 1.84527928
#> lag1_var4 0.807369525 1.4469656 -0.74012082 3.05744909
#> const -3.139136939 6.6840242 -13.23394534 3.92722296
#> exo1 -0.008949772 0.4469313 -0.58044554 0.54689082
#> exo2 -0.734837188 0.6014533 -1.53782838 0.06448606
#> exo3 0.418897415 0.3397671 0.04501105 0.91713660
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002308339 5.300445e-05 0.0001809347 0.0003140027
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006751827 0.0007084028 -0.001494726 0.0004512957
#> Sigma[2,2] 0.0799745418 0.0216426913 0.056438992 0.1127672965
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008787177 0.0007711327 -0.0002238351 0.001798925
#> Sigma[3,2] -0.0502810971 0.0252450813 -0.0831022831 -0.014402365
#> Sigma[3,3] 0.2188481708 0.0325620591 0.1815335592 0.261736976
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004251398 0.000764462 -0.0004586918 0.001427454
#> Sigma[4,2] 0.0070145735 0.019145102 -0.0211301247 0.030404175
#> Sigma[4,3] 0.1865590065 0.036721078 0.1517442049 0.248528505
#> Sigma[4,4] 0.1954754231 0.042020303 0.1613362065 0.269209933
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986813345 0.01085838 0.974161579 1.003968604
#> lag1_var2 0.030674570 0.05526336 -0.045250427 0.096469288
#> lag1_var3 0.030580639 0.07973543 -0.079929313 0.126829507
#> lag1_var4 -0.032864742 0.07972229 -0.129704839 0.077452998
#> const 0.491091106 0.25737365 0.137864964 0.837774792
#> exo1 0.014168406 0.01285075 -0.004742700 0.030591015
#> exo2 -0.024898798 0.01632937 -0.045281590 -0.003402455
#> exo3 0.007690889 0.01461940 -0.007040153 0.029007691
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28501884 0.1458319 0.04565854 0.4377626
#> lag1_var2 -0.33620440 0.6529557 -1.17156953 0.5590780
#> lag1_var3 -1.53038094 0.9573026 -2.78405969 -0.2732590
#> lag1_var4 1.53465483 0.9558488 0.27916938 2.7768444
#> const -6.42602593 3.2150675 -9.76339735 -1.2252511
#> exo1 0.06419460 0.2462199 -0.25458340 0.3939048
#> exo2 0.08859846 0.1982911 -0.17321928 0.3568337
#> exo3 0.14774391 0.2535989 -0.17334966 0.5132087
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7775672 0.2990474 -1.1339790 -0.3478607
#> lag1_var2 2.9966787 1.1386489 1.2971528 4.1884473
#> lag1_var3 6.0593670 1.7024364 3.4906084 7.7549205
#> lag1_var4 -5.0820701 1.7006369 -6.7622833 -2.5305608
#> const 19.6918536 6.6041442 10.3157015 27.5917871
#> exo1 0.1178707 0.4225862 -0.4692052 0.7000413
#> exo2 -0.3689386 0.5209267 -1.1192743 0.2940125
#> exo3 -0.7558874 0.5583680 -1.5453057 0.0472550
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5754721 0.2377329 -0.8951032 -0.23042045
#> lag1_var2 2.5393452 0.9365679 1.1965814 3.64015047
#> lag1_var3 4.6885081 1.3774055 2.6680116 6.35015971
#> lag1_var4 -3.6981687 1.3714313 -5.3470505 -1.70237868
#> const 14.4392211 5.0798835 7.0836535 21.10747918
#> exo1 0.1636844 0.3954850 -0.3655073 0.67470250
#> exo2 -0.3228678 0.5355794 -1.1017997 0.38141383
#> exo3 -0.6768130 0.4936159 -1.4066948 -0.08301797
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005208092 0.0001315836 0.0003655896 0.000732373
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001179893 0.0008012589 -0.002351475 -9.687524e-05
#> Sigma[2,2] 0.035840692 0.0078160285 0.027275338 4.842973e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -9.234159e-05 0.001219639 -0.002214537 0.001008952
#> Sigma[3,2] -1.733369e-02 0.009362083 -0.029189929 -0.004869329
#> Sigma[3,3] 6.452940e-02 0.012338275 0.046391661 0.080567054
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000924415 0.001458219 -0.003446327 0.0006163301
#> Sigma[4,2] 0.008344670 0.011031553 -0.005563378 0.0256956015
#> Sigma[4,3] 0.051499888 0.011446095 0.035858774 0.0660277166
#> Sigma[4,4] 0.057092372 0.013642710 0.045162110 0.0797865175
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991816546 0.01678806 0.96871813 1.014025345
#> lag1_var2 -0.012829338 0.05817968 -0.09833392 0.054379023
#> lag1_var3 -0.003574338 0.08871008 -0.13066213 0.100768201
#> lag1_var4 0.001363732 0.08775331 -0.10302269 0.126528357
#> const 0.433349433 0.36460947 0.04990717 0.974369671
#> exo1 0.001925215 0.02767458 -0.03607050 0.033590881
#> exo2 -0.032910191 0.02597307 -0.07371782 -0.001407896
#> exo3 0.018067604 0.02235946 -0.01487007 0.047620889
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18251438 0.08410255 0.07594465 0.2976101
#> lag1_var2 0.67408853 0.23883547 0.31850652 0.9773918
#> lag1_var3 -0.01930239 0.38517468 -0.58956479 0.4508503
#> lag1_var4 -0.01268561 0.38290349 -0.47524682 0.5620122
#> const -0.62885707 2.18038982 -3.91894304 1.9047309
#> exo1 -0.11523822 0.16098840 -0.33716135 0.1325004
#> exo2 0.19946478 0.12794581 -0.01491482 0.3158117
#> exo3 -0.02088962 0.18748785 -0.27507714 0.2452559
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.58577883 0.2179324 -0.82992283 -0.2782606
#> lag1_var2 1.69033480 0.5224057 0.93500424 2.2764667
#> lag1_var3 2.64991141 0.6497018 1.72069878 3.4109258
#> lag1_var4 -1.59635722 0.6371237 -2.33896909 -0.6870546
#> const 6.95305750 3.6710273 1.85671075 11.1025199
#> exo1 -0.05498056 0.1493801 -0.19403726 0.1746423
#> exo2 -0.37287392 0.1779604 -0.61272520 -0.1150339
#> exo3 0.50575868 0.2451817 0.07089693 0.7631657
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4370949 0.1993449 -0.6322377 -0.1143492
#> lag1_var2 1.7718992 0.4436463 1.0848839 2.2502032
#> lag1_var3 2.0884736 0.5393055 1.2862286 2.6904332
#> lag1_var4 -1.0423413 0.5263124 -1.6295638 -0.2668682
#> const 4.9716774 3.2235507 -0.3117735 8.4562629
#> exo1 -0.1264415 0.1588625 -0.3026460 0.1109634
#> exo2 -0.2855598 0.1518548 -0.4685633 -0.0591468
#> exo3 0.5008483 0.2440129 0.1432492 0.7998484
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001216558 2.898096e-05 8.325373e-05 0.000153426
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003188177 0.000337117 -0.0001803522 0.0007246151
#> Sigma[2,2] 0.1125140216 0.016611788 0.0887868318 0.1322490093
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003190541 0.0007143216 -0.001218163 0.0007338867
#> Sigma[3,2] -0.0649412993 0.0275040900 -0.110127825 -0.0340327446
#> Sigma[3,3] 0.1796537131 0.0349864809 0.138863752 0.2369347264
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001405062 0.0008064762 -0.001288054 0.0009826455
#> Sigma[4,2] 0.0003641122 0.0251240561 -0.043358419 0.0230152239
#> Sigma[4,3] 0.1486677847 0.0258794265 0.111967193 0.1821353385
#> Sigma[4,4] 0.1559422215 0.0219136775 0.124818269 0.1838024460
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008817693 0.007980916 0.998106688 1.019953766
#> lag1_var2 -0.033500640 0.024132826 -0.067166082 -0.000501296
#> lag1_var3 -0.059841240 0.040028718 -0.116939913 -0.011094586
#> lag1_var4 0.054208620 0.040342383 0.006402473 0.111946451
#> const 0.153618951 0.149556563 -0.023138728 0.331782488
#> exo1 -0.001388510 0.014197471 -0.022497157 0.015974679
#> exo2 -0.030987974 0.010820893 -0.046086054 -0.017732005
#> exo3 0.002382856 0.014825964 -0.021318402 0.017207749
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4936693 0.1765017 0.27779490 0.7373183
#> lag1_var2 -0.4411989 0.7023842 -1.62788989 0.2595198
#> lag1_var3 -1.7553634 1.1261600 -3.63098010 -0.6305632
#> lag1_var4 1.6611782 1.1171780 0.54777222 3.5275735
#> const -5.5121124 2.5437584 -9.83698522 -3.0955915
#> exo1 0.5026998 0.3849584 0.08725886 0.9941056
#> exo2 1.1021867 0.3799755 0.58964027 1.6295012
#> exo3 0.3901975 0.3633204 0.07408172 1.0388391
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1362861 0.3314881 -0.55092756 0.3353231
#> lag1_var2 1.1817444 0.7946333 0.22933653 2.4261985
#> lag1_var3 2.8278412 1.1944592 1.48236569 4.7705491
#> lag1_var4 -1.9100406 1.1485044 -3.78550202 -0.5620790
#> const 7.7366879 4.7813035 1.57320934 14.9031370
#> exo1 -0.5589048 0.3053796 -0.93194210 -0.1377505
#> exo2 -0.9688126 0.5440210 -1.68290520 -0.1994272
#> exo3 0.5679594 0.3556676 0.02764043 1.0394685
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1524969 0.3063563 -0.23420501 0.57947252
#> lag1_var2 0.6914504 0.6456196 -0.29842868 1.47656580
#> lag1_var3 1.4093823 0.9056571 0.05580574 2.51491665
#> lag1_var4 -0.5285806 0.8656752 -1.58105450 0.71021381
#> const 3.4601867 4.6625158 -2.11756801 11.00052240
#> exo1 -0.2784882 0.2710471 -0.65238875 0.09609478
#> exo2 -0.3484427 0.4963034 -0.95095287 0.43854008
#> exo3 0.8418350 0.3958055 0.23340647 1.31274359
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001915509 0.0006859106 0.0009531269 0.002805843
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04396707 0.02329083 -0.08001738 -0.02098665
#> Sigma[2,2] 3.73286062 0.98727777 2.53171496 5.03950446
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02806782 0.01679894 0.01293798 0.05656129
#> Sigma[3,2] -2.03773428 0.57611919 -2.88325517 -1.36060553
#> Sigma[3,3] 1.58983246 0.41533640 1.15079163 2.24546191
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005060238 0.009543717 -0.007101856 0.01798153
#> Sigma[4,2] -0.043132943 0.280810992 -0.475719582 0.21296525
#> Sigma[4,3] 0.547287193 0.178930980 0.353435972 0.82756835
#> Sigma[4,4] 0.578496940 0.091036840 0.454779249 0.70539877
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99691291 0.02939133 0.95632617 1.03950793
#> lag1_var2 0.01574830 0.03986924 -0.03713504 0.07125263
#> lag1_var3 0.03299821 0.07949878 -0.07128347 0.14252096
#> lag1_var4 -0.03945829 0.07440401 -0.14251165 0.05420523
#> const 0.45998364 0.45502795 -0.18223018 1.07019212
#> exo1 0.04520212 0.06165572 -0.02083006 0.14771024
#> exo2 -0.03233871 0.03742248 -0.08361869 0.01902244
#> exo3 0.05973511 0.03370342 0.01169280 0.10020855
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5377720 1.976072 -4.7796312 0.2583118
#> lag1_var2 2.0827677 2.337550 -0.1693748 5.5282833
#> lag1_var3 2.3375676 4.635639 -2.0864046 9.2043952
#> lag1_var4 -1.9012592 4.087101 -8.0245237 2.1347197
#> const 15.8052820 25.685333 -6.1751632 56.5283093
#> exo1 -2.1543941 2.045397 -4.8475902 0.5093299
#> exo2 -0.6763615 2.009689 -2.6422699 2.5535683
#> exo3 -0.8865362 1.607524 -3.3274269 0.9037355
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5560164 1.6806316 -0.3858219 4.234763
#> lag1_var2 -1.2546132 1.9004195 -3.8333138 1.122019
#> lag1_var3 -1.3999551 3.7190718 -6.4922960 3.192878
#> lag1_var4 1.8877734 3.2840089 -2.1514882 6.306169
#> const -10.7570998 20.6627603 -44.1328516 7.080006
#> exo1 1.0925944 1.0918284 -0.6038764 2.152053
#> exo2 -0.5922053 1.2795593 -2.1965650 1.302067
#> exo3 0.2220566 0.9764128 -1.0289364 1.531799
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85542310 1.0167821 -0.4194053 2.05265608
#> lag1_var2 -0.62561638 1.1307038 -1.8248893 0.89628837
#> lag1_var3 -1.04990940 2.1693507 -3.3496812 1.86596869
#> lag1_var4 1.76544893 1.8946606 -0.7738249 3.81828277
#> const -4.94833420 12.0482717 -24.4312348 8.44329578
#> exo1 -0.09598224 0.7556535 -1.3113169 0.71541312
#> exo2 -1.00205026 0.7053595 -1.7280727 0.07549729
#> exo3 -0.29806063 0.5089348 -0.8757133 0.45504419
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005481472 0.0002055929 0.000405045 0.0008644636
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009570188 0.0003952407 -0.001588697 -0.0005227806
#> Sigma[2,2] 0.0054416208 0.0010028730 0.003913379 0.0064975402
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001757874 0.0009374376 0.0007316645 0.003274018
#> Sigma[3,2] -0.005252356 0.0025219500 -0.0080271806 -0.001079999
#> Sigma[3,3] 0.111188513 0.0222826508 0.0893844080 0.144034673
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001165936 0.0009907405 -7.836788e-05 0.002632050
#> Sigma[4,2] -0.001661693 0.0029220613 -4.785424e-03 0.003276398
#> Sigma[4,3] 0.108631526 0.0211177097 8.839947e-02 0.140852295
#> Sigma[4,4] 0.108538312 0.0199790512 9.021585e-02 0.140254093
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967281155 0.02685659 0.932628628 1.00486291
#> lag1_var2 0.038644896 0.05044379 -0.027544051 0.10997477
#> lag1_var3 0.062993547 0.06530154 -0.029226751 0.14706330
#> lag1_var4 -0.059306354 0.06144058 -0.138724138 0.02688583
#> const 0.571027810 0.32999679 0.147119126 1.01423217
#> exo1 0.014904646 0.01993661 -0.009000528 0.04428950
#> exo2 -0.075058670 0.02150908 -0.101790026 -0.04482996
#> exo3 0.003543037 0.02375012 -0.036795640 0.02892925
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02462339 0.05191650 -0.04887029 0.08978624
#> lag1_var2 0.53521094 0.11804751 0.41685528 0.71686541
#> lag1_var3 -0.08654198 0.13859504 -0.23669208 0.11239086
#> lag1_var4 0.08364334 0.13338458 -0.11135686 0.22357803
#> const 0.07842085 0.60717906 -0.61878678 0.99174856
#> exo1 -0.02726579 0.08590518 -0.16499139 0.05406440
#> exo2 0.51709627 0.05358274 0.42928404 0.58224453
#> exo3 0.02572820 0.09471543 -0.10377914 0.15755339
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1289710 0.3142235 -0.1950257 0.6076704
#> lag1_var2 -0.4238366 0.7193048 -1.5514332 0.4144567
#> lag1_var3 0.0689023 0.9811594 -1.4587192 1.1448642
#> lag1_var4 0.8953617 0.9486135 -0.1162568 2.3805942
#> const -0.6447244 3.9514185 -6.5340891 4.1526691
#> exo1 0.4171570 0.2572401 0.1082708 0.8061018
#> exo2 -1.6003154 0.3018876 -2.0113509 -1.1847804
#> exo3 -0.1172800 0.3560156 -0.4927051 0.3965727
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15396895 0.3185292 -0.19534345 0.6121194
#> lag1_var2 -0.26922832 0.7343443 -1.43235908 0.5326863
#> lag1_var3 -0.28688678 1.0006432 -1.84145577 0.8790970
#> lag1_var4 1.25717651 0.9653493 0.16143433 2.7637958
#> const -1.31974253 3.8620912 -6.98378195 3.2724005
#> exo1 0.39828890 0.2673271 0.08637171 0.8386637
#> exo2 -1.24579177 0.3160645 -1.68902377 -0.8107266
#> exo3 -0.09555466 0.3586222 -0.52045928 0.4110155
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015419 0.0001813858 0.000753126 0.00122938
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03110528 0.006483184 -0.04025985 -0.0230639
#> Sigma[2,2] 2.68529937 0.430764293 2.06141138 3.2106434
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02842568 0.005743021 0.02052099 0.03657514
#> Sigma[3,2] -2.10874133 0.345656373 -2.56397944 -1.63174060
#> Sigma[3,3] 1.72791121 0.290207689 1.34729875 2.11357048
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00615560 0.001856799 0.00394034 0.008600523
#> Sigma[4,2] -0.13240015 0.074978740 -0.25529263 -0.048159549
#> Sigma[4,3] 0.18448883 0.065965651 0.11491342 0.287388548
#> Sigma[4,4] 0.09699375 0.024349144 0.06499401 0.129370478
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97213014 0.02800067 0.932949578 1.00458305
#> lag1_var2 0.07971413 0.04167237 0.016302103 0.13265391
#> lag1_var3 0.11298426 0.05632619 0.026186161 0.18235250
#> lag1_var4 -0.11411189 0.05054845 -0.175658591 -0.03627812
#> const 0.79005719 0.25450544 0.473746252 1.09167436
#> exo1 -0.02246113 0.03549623 -0.072619980 0.02632871
#> exo2 -0.28959623 0.02178582 -0.321963816 -0.26663268
#> exo3 0.03725565 0.02593299 0.009382853 0.07892499
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6861949 2.064951 -2.5590276 3.074677110
#> lag1_var2 0.0717359 3.469428 -3.5172156 5.438144116
#> lag1_var3 -0.9348002 4.760272 -5.8458554 6.432094323
#> lag1_var4 0.8567189 4.315539 -5.9080385 5.301868961
#> const -7.6188959 17.095393 -22.5083460 23.654096812
#> exo1 -0.9385916 1.090390 -2.6258885 0.003853037
#> exo2 2.7396474 1.481630 0.4002366 4.374691685
#> exo3 0.0421685 2.317812 -3.9611437 2.228881688
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8332350 1.7287486 -2.8724213 1.892652
#> lag1_var2 1.8825315 2.8137141 -2.3810937 4.888742
#> lag1_var3 3.3285745 3.8625780 -2.5265440 7.462292
#> lag1_var4 -2.2786102 3.4977661 -6.0334768 3.074152
#> const 13.9817428 14.7920927 -12.4878672 26.457186
#> exo1 0.6157194 0.9337624 -0.1481738 2.045776
#> exo2 -6.3539486 1.3114624 -7.8182553 -4.152112
#> exo3 0.3722119 1.8555364 -1.5273687 3.526258
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37774312 0.3464136 -0.8610279 0.002300775
#> lag1_var2 1.63177798 0.4284592 1.0279390 2.153795051
#> lag1_var3 2.22999086 0.5718749 1.4260574 2.926555882
#> lag1_var4 -1.20811319 0.5141197 -1.8302676 -0.467160048
#> const 7.39101385 3.4069513 3.2149592 11.943739492
#> exo1 -0.08265055 0.3199150 -0.4935457 0.340980071
#> exo2 -4.98469966 0.3601327 -5.4288641 -4.442550519
#> exo3 0.43942505 0.3475133 -0.0172992 0.874322670
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01476319 0.002640172 0.01049872 0.01773408
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01522697 0.04017054 -0.06911059 0.03671602
#> Sigma[2,2] 1.80569825 0.60517493 1.15485732 2.79900107
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01259062 0.02298455 -0.01563034 0.04273518
#> Sigma[3,2] -0.87090538 0.32102237 -1.40945344 -0.58009330
#> Sigma[3,3] 0.49754650 0.16775570 0.33864404 0.77232428
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006874334 0.009192614 -0.003904415 0.02062502
#> Sigma[4,2] -0.055669638 0.102196757 -0.189144127 0.09004691
#> Sigma[4,3] 0.124829508 0.049832213 0.060999184 0.19339954
#> Sigma[4,4] 0.128689907 0.021847520 0.093834704 0.15661055
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94795557 0.06757658 0.862714292 1.04376216
#> lag1_var2 0.05051364 0.05161771 -0.008512063 0.12976972
#> lag1_var3 0.11275563 0.10072488 0.001058018 0.27572352
#> lag1_var4 -0.09435349 0.07503955 -0.217869492 -0.01986243
#> const 0.43545060 0.76659638 -0.616174393 1.48831999
#> exo1 0.04001199 0.10736409 -0.113570529 0.18068009
#> exo2 -0.15517284 0.15823297 -0.362203493 0.04184536
#> exo3 0.06921166 0.18440007 -0.153042751 0.32629194
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6706276 0.6236186 -1.4348478 0.3308662
#> lag1_var2 1.9610670 0.5338376 1.2580658 2.6238861
#> lag1_var3 2.1083161 1.1250120 0.8242556 3.5556108
#> lag1_var4 -2.0604742 0.9352086 -3.1564145 -0.8536692
#> const 12.7867994 7.7410694 2.9531438 23.6025552
#> exo1 -4.5023476 0.9867925 -5.4608096 -2.8120815
#> exo2 2.0190082 1.1951980 0.2216528 3.3380004
#> exo3 0.4621293 1.2994145 -1.2642000 2.1498236
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7946295 0.2779558 0.3302329 1.0625110
#> lag1_var2 -0.7047786 0.2980734 -1.0931707 -0.2979814
#> lag1_var3 -0.4678817 0.6591537 -1.3510580 0.3954884
#> lag1_var4 1.2485781 0.5759593 0.4550137 1.9890479
#> const -7.2005402 4.1903115 -12.7525863 -0.9166331
#> exo1 2.3817703 0.5267915 1.4723730 2.8490190
#> exo2 -1.7104644 0.6457049 -2.4383405 -0.8055960
#> exo3 1.5037646 0.7806570 0.2802741 2.4371042
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5550660 0.1464078 0.4201407 0.790611808
#> lag1_var2 -0.2011306 0.1425459 -0.3680280 -0.008519484
#> lag1_var3 -0.3691178 0.3202798 -0.7796217 0.065955662
#> lag1_var4 1.1903789 0.2852086 0.8059617 1.582699244
#> const -3.8276888 2.1171874 -6.5560518 -1.004771963
#> exo1 0.5150034 0.1829579 0.3112185 0.790386257
#> exo2 -0.8778984 0.3612342 -1.3026221 -0.310522988
#> exo3 2.0329206 0.3556779 1.4693034 2.487970914
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002430103 0.0006699633 0.001839412 0.003546441
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05647301 0.0169143 -0.08208563 -0.03688376
#> Sigma[2,2] 4.61328839 1.2504770 3.11218800 6.67507475
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03510287 0.01070726 0.02368999 0.05089941
#> Sigma[3,2] -2.76313763 0.73288049 -3.97743552 -1.90756858
#> Sigma[3,3] 1.69230405 0.43664610 1.19572696 2.41228492
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001886029 0.001698426 -0.0001031157 0.004143005
#> Sigma[4,2] -0.037084774 0.063877099 -0.1062665263 0.058235444
#> Sigma[4,3] 0.063676175 0.040198268 0.0083868120 0.113396197
#> Sigma[4,4] 0.046741096 0.012139250 0.0286430614 0.061597348
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.081737043 0.04933149 1.01005301 1.15003001
#> lag1_var2 -0.181851791 0.08909761 -0.28712359 -0.05177142
#> lag1_var3 -0.323083393 0.15410736 -0.50567211 -0.09866425
#> lag1_var4 0.302229505 0.14076282 0.09265024 0.46721019
#> const -0.801899325 0.46485393 -1.47575059 -0.25167549
#> exo1 0.062655826 0.06550957 -0.02008338 0.15600945
#> exo2 0.003099527 0.04870115 -0.07255933 0.06177770
#> exo3 0.040937968 0.04428460 -0.01422111 0.10499334
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9264299 2.857734 -6.4499758 1.160748
#> lag1_var2 6.0995980 4.450846 -0.1370708 12.062531
#> lag1_var3 9.1836949 7.624519 -1.3453447 19.438187
#> lag1_var4 -8.9367331 6.826776 -17.9132477 0.488242
#> const 35.8725882 26.633614 1.4313955 70.678097
#> exo1 -0.6708631 1.859551 -3.3146718 1.671906
#> exo2 -0.4166512 3.574311 -5.1760128 5.294676
#> exo3 -0.9013997 1.318996 -2.4996242 1.057337
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7590814 1.6658340 -0.1799436 4.23275271
#> lag1_var2 -3.9852093 2.6080491 -7.3897588 -0.36202178
#> lag1_var3 -6.0701582 4.4676564 -11.9253899 0.03941336
#> lag1_var4 6.7403748 4.0015510 1.2855717 11.88602155
#> const -25.0497990 16.0558418 -45.7302651 -4.12246737
#> exo1 0.5143390 1.1104883 -0.9194949 2.06407146
#> exo2 0.1302876 2.0042234 -2.9456286 2.84378446
#> exo3 0.7275598 0.7240901 -0.3834573 1.58163707
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7343093 0.2326205 0.48892479 1.0889006
#> lag1_var2 -0.8332631 0.2588630 -1.21305454 -0.5224114
#> lag1_var3 -1.4080857 0.4359231 -2.03860859 -0.8792442
#> lag1_var4 2.2153930 0.3904418 1.72579628 2.7654705
#> const -6.0322914 2.7827980 -9.99316457 -2.6008826
#> exo1 0.1103234 0.1347057 -0.08975607 0.2894851
#> exo2 -0.1396494 0.2660338 -0.47370104 0.1991303
#> exo3 0.1975602 0.1216690 0.09634127 0.4035374
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014378 0.0002188537 0.0008031225 0.001321593
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008994736 0.006951723 -0.01968943 -0.002147742
#> Sigma[2,2] 0.706024762 0.223861659 0.52675654 1.067742151
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006297225 0.005368196 0.0002715644 0.01422253
#> Sigma[3,2] -0.525403484 0.156049482 -0.7451729556 -0.36743499
#> Sigma[3,3] 0.478885593 0.148727066 0.3106476165 0.68412037
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001335894 0.002084027 -0.001047346 0.00436065
#> Sigma[4,2] -0.115958432 0.053300036 -0.188664914 -0.04851249
#> Sigma[4,3] 0.180697779 0.089917567 0.096596601 0.32678059
#> Sigma[4,4] 0.121017655 0.066849528 0.072360207 0.23082939
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99587562 0.01967933 0.96732832 1.01870183
#> lag1_var2 -0.03042179 0.03812974 -0.07113867 0.02318125
#> lag1_var3 -0.06378110 0.06683772 -0.13820090 0.03073643
#> lag1_var4 0.06014907 0.06218838 -0.02706118 0.13430174
#> const 0.26909234 0.18355484 0.05514128 0.57704030
#> exo1 -0.04090470 0.03338956 -0.07423006 0.01042892
#> exo2 -0.17094599 0.02910490 -0.21574408 -0.13670841
#> exo3 0.09582027 0.03535046 0.04511033 0.14703639
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8900885 0.6612130 -1.7220922 0.1104292
#> lag1_var2 2.6199014 0.7937016 1.6092928 3.6990661
#> lag1_var3 3.3045254 1.4611651 1.3499720 5.2476264
#> lag1_var4 -3.1396256 1.2787354 -4.8946916 -1.4024961
#> const 12.3664367 5.5059710 4.4660621 18.3913372
#> exo1 -0.6156789 0.8672068 -1.8370997 0.4247134
#> exo2 2.4510886 0.7995543 1.3194247 3.5109128
#> exo3 0.4248327 0.7769558 -0.4974786 1.6007791
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9761278 0.6059216 -0.0382497 1.635492679
#> lag1_var2 -1.3663859 0.5805645 -2.0013379 -0.403719528
#> lag1_var3 -1.7630339 1.0494221 -2.9093563 0.005447001
#> lag1_var4 2.5276307 0.8970790 1.0192859 3.457702722
#> const -8.9514970 5.0943260 -16.3102740 -2.205971876
#> exo1 0.5822000 0.8069506 -0.5178087 1.705761016
#> exo2 -3.6087226 0.8819395 -4.9871863 -2.684261982
#> exo3 -0.3718915 0.5182329 -1.1911271 0.149904265
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4632659 0.4363165 -0.1695454 0.9913783
#> lag1_var2 -0.2123418 0.3551967 -0.6531237 0.1812381
#> lag1_var3 -0.4955607 0.6146685 -1.2839503 0.1629699
#> lag1_var4 1.3845022 0.5248628 0.8210307 2.0912251
#> const -3.5900574 3.7167038 -8.4529385 1.5155923
#> exo1 0.2272279 0.4310493 -0.3445917 0.8484629
#> exo2 -2.3342129 0.5268767 -3.1365394 -1.6682393
#> exo3 -0.1264739 0.2387664 -0.5061322 0.1103961
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002160056 5.160213e-05 0.0001301327 0.0002687003
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001614982 0.0006116655 -0.002373373 -0.0007303349
#> Sigma[2,2] 0.121879699 0.0192132160 0.097151534 0.1491084318
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002477324 0.004379626 -0.008031326 0.003164111
#> Sigma[3,2] -0.337773482 0.119350085 -0.535706271 -0.214895080
#> Sigma[3,3] 3.993167552 1.057013755 2.859726827 5.348539459
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003722144 0.004225095 -0.008872405 0.001979981
#> Sigma[4,2] -0.260328624 0.116008454 -0.449244322 -0.136775910
#> Sigma[4,3] 3.872959449 1.045187734 2.766171492 5.242511255
#> Sigma[4,4] 3.804973907 1.035179347 2.712226339 5.183173087
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000887972 0.004799556 0.994946978 1.00748248
#> lag1_var2 -0.010365888 0.029328960 -0.050186667 0.02655221
#> lag1_var3 -0.007541919 0.038826691 -0.058343257 0.04189251
#> lag1_var4 0.004621033 0.038326160 -0.044520553 0.05454499
#> const 0.236413233 0.095730552 0.137178259 0.38572951
#> exo1 0.008603197 0.009441813 -0.003377554 0.02313871
#> exo2 -0.118222933 0.017194610 -0.138837474 -0.09418952
#> exo3 0.039381156 0.019676672 0.019260072 0.07126244
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20034044 0.2384078 -0.1712682 0.4706185
#> lag1_var2 0.81324111 0.6635472 -0.0947762 1.5365787
#> lag1_var3 0.53719981 0.9659799 -0.8276437 1.6705429
#> lag1_var4 -0.59750007 0.9579650 -1.6856707 0.7939289
#> const 1.01198989 3.5553853 -3.6812997 6.1374685
#> exo1 0.03442885 0.2229921 -0.2456397 0.3186465
#> exo2 4.45406918 0.4434344 3.7687133 5.0145280
#> exo3 -0.03439890 0.3438721 -0.4115062 0.4916364
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5072716 0.8572929 -0.8371206 1.380569
#> lag1_var2 0.8327075 4.1521664 -4.2931163 7.051073
#> lag1_var3 0.8292087 5.7713051 -5.6688398 10.078612
#> lag1_var4 -0.1940635 5.7704652 -9.4056016 6.386554
#> const 11.2053866 22.1496981 -19.6348180 41.340871
#> exo1 1.5118373 0.8021560 0.3518230 2.499638
#> exo2 -5.2671903 1.8531337 -8.0476374 -2.871920
#> exo3 -4.3782570 2.0893605 -7.4675915 -1.982487
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6685580 0.7709263 -0.5840519 1.4272723
#> lag1_var2 1.1269071 4.0976370 -4.1944030 7.3201844
#> lag1_var3 0.7843756 5.7056773 -6.0377302 10.0056083
#> lag1_var4 -0.1869700 5.7280994 -9.3908688 6.7943452
#> const 11.0568800 22.5911735 -21.8839525 41.0592169
#> exo1 1.5840499 0.8373168 0.5028567 2.7844750
#> exo2 -2.2430773 1.8253347 -5.0408827 -0.2048912
#> exo3 -4.5745780 2.0846274 -7.5857455 -2.2516298
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005624414 0.0001856938 0.0003804466 0.0008330296
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01837547 0.005568808 -0.0267861 -0.01144703
#> Sigma[2,2] 1.29930390 0.278112120 1.0181064 1.76519176
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009946763 0.003519307 0.006878695 0.0160387
#> Sigma[3,2] -0.772184628 0.262094468 -1.239851997 -0.5136335
#> Sigma[3,3] 0.724391456 0.269520906 0.494586618 1.2262591
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00198372 0.002350252 -0.005388911 0.0007452431
#> Sigma[4,2] 0.06048934 0.151312507 -0.214645761 0.1751316187
#> Sigma[4,3] 0.25617755 0.148223773 0.159594714 0.5058472102
#> Sigma[4,4] 0.32453572 0.073761289 0.260267118 0.4449788416
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96246127 0.01428550 0.949412693 0.98768137
#> lag1_var2 0.01901985 0.01841979 -0.008073402 0.04355659
#> lag1_var3 0.02448042 0.02769388 -0.014054763 0.06363068
#> lag1_var4 -0.01576195 0.02483718 -0.053487724 0.01783700
#> const 0.48297862 0.20748630 0.215370881 0.78764618
#> exo1 0.02066740 0.01774359 -0.002174852 0.04138337
#> exo2 -0.04589868 0.01722992 -0.071476280 -0.02224629
#> exo3 0.04358220 0.02401205 0.012822500 0.07583346
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4130225 0.8272684 -0.8270807 1.3161366
#> lag1_var2 -0.4479495 1.1360151 -1.8076087 1.1178297
#> lag1_var3 -1.8120659 1.7324077 -3.8383899 0.6803357
#> lag1_var4 1.7443787 1.4106078 -0.2442597 3.5122359
#> const -4.6168957 7.1339924 -14.2264855 5.5252180
#> exo1 -1.0829093 0.8690932 -2.2225103 0.2255368
#> exo2 2.1238997 1.5512414 0.2876915 4.5019137
#> exo3 0.9049543 0.8075640 -0.3835278 1.8825349
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3572233 0.4356514 -0.8711718 0.344207
#> lag1_var2 1.8296008 0.7283782 0.9228542 2.863917
#> lag1_var3 3.4303782 1.1335313 2.0019047 4.958983
#> lag1_var4 -2.4203223 0.9691428 -3.7270928 -1.142973
#> const 6.9504620 2.4035395 3.0854724 9.366501
#> exo1 0.6702542 0.6553710 -0.3636600 1.404914
#> exo2 -5.2763767 1.3700325 -6.6581782 -3.162005
#> exo3 -0.3621655 0.6763742 -1.2267295 0.591881
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11318502 0.2913077 -0.4400732 0.3433205
#> lag1_var2 1.26596631 0.6481625 0.1378093 1.9124038
#> lag1_var3 1.81839632 0.9831902 0.1022398 2.7918620
#> lag1_var4 -0.82084352 0.9258281 -1.6789845 0.8145893
#> const 2.49230484 5.4954689 -5.4588199 10.0435135
#> exo1 -0.02740602 0.4604353 -0.6195595 0.6494726
#> exo2 -4.50353909 0.8354699 -5.5942603 -3.2628991
#> exo3 0.24377319 0.4307454 -0.3361309 0.8697066
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001175443 0.0001876318 0.0009716694 0.001506462
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02859812 0.005725992 -0.03658303 -0.02179818
#> Sigma[2,2] 1.88819746 0.296691104 1.48338666 2.28970444
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02423148 0.005079389 0.01741027 0.03139447
#> Sigma[3,2] -1.45054979 0.301026454 -1.88032885 -1.08435966
#> Sigma[3,3] 1.64645414 0.406603518 1.15138246 2.23329336
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005915289 0.00551476 -0.0004942553 0.01416788
#> Sigma[4,2] -0.206460515 0.22541358 -0.4698949781 0.15112209
#> Sigma[4,3] 0.760615556 0.26088544 0.4157365285 1.14981932
#> Sigma[4,4] 0.704798936 0.15774100 0.5152739582 0.94627625
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993868644 0.02966111 0.94783013 1.02969745
#> lag1_var2 0.007358607 0.05005674 -0.05209889 0.07838924
#> lag1_var3 0.012264914 0.07554317 -0.07769296 0.11988119
#> lag1_var4 -0.015363920 0.07001495 -0.11405121 0.06674914
#> const 0.366015057 0.34953600 -0.13489985 0.84131788
#> exo1 0.013834356 0.03223105 -0.02811718 0.04980882
#> exo2 -0.159583854 0.03566691 -0.19444140 -0.09731664
#> exo3 -0.027779427 0.04192818 -0.09451044 0.01994797
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6081874 1.784741 -5.3329253 -0.1134492
#> lag1_var2 5.1808354 2.587173 1.7440078 8.7766866
#> lag1_var3 6.4638834 3.935476 1.1843886 11.8924597
#> lag1_var4 -5.8333757 3.630228 -10.9398243 -0.9748478
#> const 17.0639389 20.118668 -11.4766938 47.5040693
#> exo1 -0.2145313 1.119381 -1.7730141 1.3155573
#> exo2 1.1248234 1.301568 -0.6264719 2.8238324
#> exo3 -0.9626400 1.486728 -3.2238916 0.7635540
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8023812 1.5146255 -1.5989993 2.59435952
#> lag1_var2 -0.8344616 2.0588715 -3.5309437 2.10524467
#> lag1_var3 -0.4058501 3.1195726 -4.4796928 4.11022293
#> lag1_var4 1.1969653 2.8314429 -2.8728975 4.97615640
#> const -4.9750524 15.5117643 -21.0791226 19.42506681
#> exo1 0.3760257 0.8558226 -0.7120444 1.61577867
#> exo2 -1.6165627 1.2340153 -3.3237271 -0.05763593
#> exo3 0.4439845 1.2986674 -1.3412853 1.96253204
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0873726 0.7496390 -2.2823657 -0.287390026
#> lag1_var2 2.5126137 1.0428484 1.2349865 4.149769187
#> lag1_var3 3.7387160 1.5760823 1.8099009 6.201471464
#> lag1_var4 -2.4642779 1.4212308 -4.6514833 -0.717926399
#> const 5.5204795 8.6470704 -2.8698652 20.625006424
#> exo1 0.2578085 0.5816864 -0.7145094 0.866251508
#> exo2 -1.0435307 0.7641456 -2.0655159 0.005323059
#> exo3 -0.2681458 1.1392904 -1.8724180 1.337120329
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004388735 7.781044e-05 0.0003383931 0.0005515431
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001559072 0.001947658 -0.004362991 0.001122953
#> Sigma[2,2] 0.200231861 0.051291473 0.141774285 0.283084433
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001005605 0.001584349 -0.001074482 0.003349532
#> Sigma[3,2] -0.136309002 0.032214482 -0.176811560 -0.089798783
#> Sigma[3,3] 0.328020963 0.048020728 0.259420370 0.379506193
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.377432e-06 0.001629926 -0.002604769 0.002057308
#> Sigma[4,2] -9.196811e-03 0.047373404 -0.061214067 0.066946467
#> Sigma[4,3] 2.614421e-01 0.044978324 0.196111086 0.309826149
#> Sigma[4,4] 2.773722e-01 0.050655008 0.224527393 0.354820207
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95609914 0.009951258 0.946825106 0.972625320
#> lag1_var2 0.02387310 0.018990174 -0.005495724 0.045303952
#> lag1_var3 0.03291320 0.027258959 -0.009612325 0.064882539
#> lag1_var4 -0.02367406 0.026680884 -0.056035249 0.016814054
#> const 0.40689321 0.082892367 0.291427407 0.508280276
#> exo1 -0.02433034 0.009677480 -0.036021179 -0.008806033
#> exo2 0.01451439 0.034061292 -0.028433253 0.058612451
#> exo3 -0.01537353 0.022231372 -0.047551374 0.010175470
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2204831 0.4484154 -0.24930209 0.9413558
#> lag1_var2 0.8506604 0.6943954 -0.08558079 1.7480684
#> lag1_var3 0.1168485 1.1496106 -1.43622400 1.6578300
#> lag1_var4 -0.1947982 1.0982179 -1.65155421 1.2561551
#> const 1.5417284 6.0018986 -8.60369722 7.4696689
#> exo1 0.2788707 0.4591817 -0.25485984 0.9219690
#> exo2 0.8708483 0.3772501 0.22239844 1.2090846
#> exo3 -2.1463182 0.3302555 -2.56192375 -1.7216972
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5417251 0.6559175 -1.51202114 0.3101388
#> lag1_var2 1.4875056 1.1479466 -0.05942383 2.9576124
#> lag1_var3 3.1633726 1.7960925 0.67833994 5.4853019
#> lag1_var4 -2.0925828 1.7034716 -4.36427148 0.2448339
#> const 7.4195239 9.5872889 -3.28739393 22.9019246
#> exo1 -0.3397470 0.4266450 -0.89797538 0.2271909
#> exo2 -1.1782165 0.5416873 -1.78236952 -0.3177627
#> exo3 1.4571170 0.6562766 0.52389921 2.1290511
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43048645 0.5889126 -1.1732005 0.44520748
#> lag1_var2 1.78112753 0.9243245 0.5070498 2.85138572
#> lag1_var3 2.84424326 1.4006844 0.8737702 4.36521139
#> lag1_var4 -1.79470113 1.3181800 -3.2409267 0.05109995
#> const 7.26993969 8.3673371 -2.4246979 19.67871378
#> exo1 -0.16493878 0.3913435 -0.7068924 0.32979804
#> exo2 -0.66955046 0.3831482 -1.1919814 -0.10053853
#> exo3 0.09209753 0.6303668 -0.8060972 0.81697991
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008281795 0.0001815535 0.0006226709 0.001073511
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.550472e-05 0.001836729 -0.002557786 0.002437749
#> Sigma[2,2] 1.579793e-01 0.045243597 0.113323292 0.230073087
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00309570 0.002364562 -0.006669001 -0.0004584421
#> Sigma[3,2] 0.02749618 0.026713239 -0.010123539 0.0614900594
#> Sigma[3,3] 0.69345872 0.092259528 0.567562555 0.8214231778
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003176344 0.002622317 -0.007117647 3.655447e-05
#> Sigma[4,2] 0.139014005 0.033257228 0.088218211 1.808100e-01
#> Sigma[4,3] 0.734275316 0.103020441 0.586453930 8.731775e-01
#> Sigma[4,4] 0.854641117 0.118212264 0.674769734 1.008780e+00
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982459271 0.01735191 0.95877098 1.00638449
#> lag1_var2 0.012943761 0.06564033 -0.09088045 0.09465667
#> lag1_var3 0.008086061 0.08740172 -0.12819760 0.11044198
#> lag1_var4 -0.007354833 0.08595730 -0.10835019 0.12672782
#> const 0.360524073 0.25626800 0.01785456 0.66263299
#> exo1 -0.020343005 0.02225659 -0.04777612 0.01209832
#> exo2 -0.077651244 0.03088672 -0.12641879 -0.04453538
#> exo3 -0.089079997 0.02471320 -0.12331970 -0.05867387
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39982902 0.2692807 0.03801575 0.7412161
#> lag1_var2 -0.89355499 1.0758584 -2.34770896 0.3952998
#> lag1_var3 -2.47847735 1.4565586 -4.43402467 -0.6699301
#> lag1_var4 2.46371199 1.4606353 0.64127074 4.4101894
#> const -6.67708912 6.0448565 -13.40240971 2.4760872
#> exo1 0.07637468 0.3282864 -0.36283453 0.4576622
#> exo2 1.80756789 0.4460167 1.25647556 2.5152955
#> exo3 -0.35185432 0.3004527 -0.80916620 0.0485106
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76048505 0.5008393 -1.5802197 -0.2448429
#> lag1_var2 3.39110984 2.2894826 1.3082067 7.0773215
#> lag1_var3 5.60535967 3.0650195 2.9275656 10.5039610
#> lag1_var4 -4.64692164 3.0367750 -9.4993506 -2.0340482
#> const 17.81063057 8.8199092 7.3430823 30.6744502
#> exo1 0.22515100 0.5933344 -0.5516550 0.9992600
#> exo2 -0.04434871 0.9766373 -1.0744752 1.4978795
#> exo3 1.04564953 0.6233771 0.1659157 1.8433095
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4978877 0.5158159 -1.3318731 -0.05724541
#> lag1_var2 2.5582859 2.0945035 0.6580577 5.80418692
#> lag1_var3 3.5705319 2.7922027 0.8920526 7.84357302
#> lag1_var4 -2.6066435 2.7733222 -6.8430043 0.11474201
#> const 12.3742082 9.8670387 0.4984602 27.51514565
#> exo1 0.2908462 0.6615668 -0.7986092 0.99974536
#> exo2 1.2148127 1.0682126 0.1604851 2.90944283
#> exo3 0.8243962 0.7534509 -0.2403951 1.82730184
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002040397 0.0006256164 0.001409765 0.002941702
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003119724 0.004917261 -0.005646893 0.007572122
#> Sigma[2,2] 1.276677725 0.206794085 1.071346299 1.589930464
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009830414 0.003585694 -0.01422015 -0.004420947
#> Sigma[3,2] -0.807107156 0.171946469 -1.09024643 -0.649327717
#> Sigma[3,3] 0.782462731 0.136900788 0.63160545 0.990520360
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009446987 0.002428863 -0.01274903 -0.006712478
#> Sigma[4,2] -0.073553317 0.098387071 -0.23358593 0.014729902
#> Sigma[4,3] 0.375878679 0.076885432 0.26499822 0.469326986
#> Sigma[4,4] 0.403535388 0.066408839 0.31732190 0.496477947
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975737592 0.02298300 0.94367342 1.00469209
#> lag1_var2 0.014852389 0.02079761 -0.01675959 0.03861077
#> lag1_var3 0.014275966 0.03144862 -0.03169394 0.05107872
#> lag1_var4 -0.011716613 0.02439252 -0.04132504 0.02341026
#> const 0.321226803 0.40370977 -0.22829806 0.86114554
#> exo1 0.004550767 0.02841919 -0.03554879 0.04340822
#> exo2 -0.104142194 0.04452394 -0.15275047 -0.03696270
#> exo3 0.073748701 0.04790609 0.01220477 0.13812737
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7324385 1.0670591 -3.35501183 -0.5336219
#> lag1_var2 1.4849459 0.5668203 0.65388575 2.1534157
#> lag1_var3 1.2068042 0.9732734 -0.26731758 2.3959671
#> lag1_var4 -0.6338893 0.7288723 -1.54455663 0.4907542
#> const 10.4377237 8.3378949 -2.11610634 20.4651844
#> exo1 -1.1622236 0.9530205 -2.45243249 0.2070977
#> exo2 0.2109023 1.2807883 -1.32709276 2.0739884
#> exo3 1.7320836 1.2106052 0.01410432 3.3078614
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3001157 0.7508133 1.48690294 3.5631002
#> lag1_var2 -1.1049739 0.4437762 -1.79663532 -0.6066131
#> lag1_var3 -1.0786224 0.7307063 -2.25253875 -0.2589333
#> lag1_var4 1.3189006 0.5645416 0.64744788 2.1566936
#> const -10.2127355 6.6861213 -18.48118232 -0.3450826
#> exo1 1.2042946 0.8143765 0.08487381 2.3725995
#> exo2 -2.0440236 1.0879196 -3.44923811 -0.7144226
#> exo3 -0.1193815 0.8593017 -1.19026859 1.2312710
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5445007 0.4194166 0.8645171 1.9615437
#> lag1_var2 -0.8671626 0.2808477 -1.2173796 -0.4980394
#> lag1_var3 -1.4503685 0.4504815 -2.0846505 -0.8973064
#> lag1_var4 1.9878441 0.3579858 1.5474491 2.5074487
#> const -7.7462183 5.4586273 -14.7865583 -0.1185681
#> exo1 0.5995279 0.5491747 -0.1177110 1.3605336
#> exo2 -2.3869564 0.6528731 -3.1419718 -1.5160634
#> exo3 1.2542640 0.5214466 0.6313600 1.9383453
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007158876 0.001416409 0.005392034 0.008973932
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 5.131122e-05 0.001466563 -0.001662665 0.00210743
#> Sigma[2,2] 9.053739e-03 0.003570346 0.005807750 0.01496926
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004283581 0.002541538 -0.00409840 0.002283271
#> Sigma[3,2] -0.0062720347 0.002893451 -0.01082993 -0.002973605
#> Sigma[3,3] 0.0153248137 0.001577908 0.01314142 0.017154952
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.571299e-04 0.001951467 -0.003231433 0.002051107
#> Sigma[4,2] 1.570247e-05 0.001474923 -0.001840501 0.001904403
#> Sigma[4,3] 1.160291e-02 0.001697172 0.009484239 0.014059491
#> Sigma[4,4] 1.232667e-02 0.002216421 0.010234357 0.015351864
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88836003 0.07321186 0.80933993 1.0112833
#> lag1_var2 0.04711429 0.30448281 -0.46381986 0.3037072
#> lag1_var3 0.06352030 0.41498856 -0.63674324 0.4248970
#> lag1_var4 -0.04559995 0.42193583 -0.42745806 0.6513507
#> const 1.11224678 1.69286391 -1.68030022 2.9784064
#> exo1 0.03138794 0.07816003 -0.07484618 0.1303094
#> exo2 0.03063231 0.08314953 -0.10686900 0.1191814
#> exo3 0.03328696 0.07461459 -0.05665764 0.1389122
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04378018 0.06619963 -0.1392209 0.02929168
#> lag1_var2 0.38070649 0.35144304 0.1065042 0.99856022
#> lag1_var3 -0.54831015 0.50270740 -1.0569715 0.33861548
#> lag1_var4 0.60167971 0.52098699 -0.3057674 1.13965059
#> const -1.49768263 1.73878573 -3.7403723 1.03821623
#> exo1 -0.07575571 0.07244378 -0.1669613 0.03164777
#> exo2 0.65221431 0.09562281 0.5555621 0.81414690
#> exo3 0.32666725 0.10668442 0.1767214 0.46497623
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29296965 0.09887712 0.14872485 0.414082495
#> lag1_var2 0.90067741 0.54920442 0.17894677 1.588889016
#> lag1_var3 1.89293358 0.80802479 0.83246064 2.929871120
#> lag1_var4 -1.06080867 0.82803048 -2.13505212 0.001344829
#> const 4.05839842 2.22403287 1.07280280 6.589145236
#> exo1 0.07265722 0.09285344 -0.06211659 0.188624818
#> exo2 -1.12846045 0.12684274 -1.32590098 -0.987512801
#> exo3 -0.41299289 0.14374223 -0.63431935 -0.218364174
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2729227 0.08121743 0.15131105 0.38256359
#> lag1_var2 0.8736862 0.37918810 0.44835711 1.39783627
#> lag1_var3 1.0794152 0.57952050 0.49997030 1.89368390
#> lag1_var4 -0.1961387 0.59250947 -1.02024161 0.40209099
#> const 1.7875738 1.44121941 -0.05754481 3.68839486
#> exo1 0.0209587 0.11990458 -0.18242563 0.13138040
#> exo2 -0.7182965 0.12724328 -0.93570958 -0.60533049
#> exo3 -0.1990051 0.10988524 -0.33899726 -0.05756573
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002236449 5.187089e-05 0.0001574946 0.0002896386
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007026019 0.00304851 -0.01140368 -0.003473553
#> Sigma[2,2] 0.432061486 0.14795761 0.28458363 0.665973098
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005761882 0.002568518 0.002635018 0.009147118
#> Sigma[3,2] -0.331960729 0.126154836 -0.532297891 -0.198072532
#> Sigma[3,3] 0.341229641 0.105480377 0.233590507 0.515953744
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001241653 0.0009139233 2.351392e-05 0.002641360
#> Sigma[4,2] -0.052633934 0.0410632494 -1.149957e-01 -0.002465536
#> Sigma[4,3] 0.133269715 0.0360763773 8.733636e-02 0.186071815
#> Sigma[4,4] 0.106536433 0.0284088582 8.307979e-02 0.151599105
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995626132 0.01510431 0.974409813 1.01508894
#> lag1_var2 0.010783387 0.03638703 -0.041919197 0.05880536
#> lag1_var3 0.012818129 0.05817248 -0.070743993 0.08860158
#> lag1_var4 -0.015862762 0.05389537 -0.085041523 0.06350728
#> const 0.330031381 0.16120345 0.086336550 0.50968574
#> exo1 0.002165457 0.01666067 -0.019120251 0.02621270
#> exo2 -0.072150955 0.01627162 -0.092803739 -0.04899729
#> exo3 0.020551474 0.01796532 0.001679769 0.04800978
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4225338 0.7233108 -2.4522480 -0.4194228
#> lag1_var2 2.4123454 1.4029294 0.2402583 4.2017665
#> lag1_var3 2.5077553 2.3239259 -1.0447744 5.5156653
#> lag1_var4 -2.0474165 2.0822907 -4.7029841 1.1547711
#> const 10.8972956 5.1903212 3.3163404 16.7143435
#> exo1 -0.4325923 0.7241806 -1.3439294 0.4739585
#> exo2 4.1138238 0.6974484 3.2328557 5.1733309
#> exo3 -0.4246341 0.8098819 -1.4434133 0.8183737
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9350980 0.6656001 0.1252247 1.930391
#> lag1_var2 -0.3851804 1.1776359 -2.0747427 1.215798
#> lag1_var3 0.3413112 1.9608449 -2.4668603 2.986627
#> lag1_var4 0.3043210 1.7419681 -2.0720061 2.773610
#> const -2.8980834 5.5411811 -9.2974531 4.526011
#> exo1 0.2303451 0.6037785 -0.4330305 1.120564
#> exo2 -4.4104221 0.6015516 -5.3057419 -3.569153
#> exo3 1.0299308 0.6337766 0.1461617 1.843208
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01769824 0.3126280 -0.4107618 0.3514442
#> lag1_var2 0.90026318 0.4501683 0.2916353 1.3886572
#> lag1_var3 1.55389619 0.7261482 0.5761999 2.3516129
#> lag1_var4 -0.57716658 0.6537511 -1.3251390 0.2854609
#> const 2.99373216 3.6162743 -1.8201786 7.5719198
#> exo1 -0.06487906 0.3412987 -0.6020984 0.3200730
#> exo2 -1.88896759 0.3054796 -2.2302950 -1.3895705
#> exo3 0.83540414 0.2516287 0.4929821 1.1831943
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002977226 6.720281e-05 0.0002113963 0.000389341
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004708784 0.001406395 -0.006777978 -0.003007104
#> Sigma[2,2] 0.192400116 0.048061611 0.125847750 0.260285043
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002910561 0.001196675 0.001485346 0.004723797
#> Sigma[3,2] -0.122573798 0.037436719 -0.182521373 -0.077289947
#> Sigma[3,3] 0.131865005 0.037433071 0.086183697 0.184172971
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000107835 0.0009589424 -0.00138215 0.0009447621
#> Sigma[4,2] -0.009390368 0.0190219104 -0.03152841 0.0152441856
#> Sigma[4,3] 0.062996398 0.0259403987 0.03587856 0.1082114399
#> Sigma[4,4] 0.060967993 0.0207745335 0.04038142 0.0961295190
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96490170 0.01289891 0.94388958 0.9777533773
#> lag1_var2 0.02536582 0.03487746 -0.01804318 0.0795284873
#> lag1_var3 0.03119868 0.05727662 -0.04142095 0.1193430021
#> lag1_var4 -0.02627557 0.05517281 -0.11062956 0.0439681162
#> const 0.46385513 0.14070023 0.28380699 0.6488242352
#> exo1 -0.01612315 0.01276767 -0.03289116 0.0008156956
#> exo2 -0.12274641 0.01088929 -0.13472033 -0.1059177253
#> exo3 0.06878415 0.02250155 0.03978721 0.1024684893
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36928024 0.2423252 -0.6884344 -0.03156900
#> lag1_var2 1.48148829 0.4576962 0.8462906 2.08656930
#> lag1_var3 1.06673946 0.7619557 0.1526066 2.14885763
#> lag1_var4 -0.99584928 0.7453906 -2.0758459 -0.09219705
#> const 4.94226686 4.0705433 -0.9723008 10.67107869
#> exo1 0.11703012 0.4225941 -0.4003385 0.77747513
#> exo2 0.86171033 0.3504528 0.4413284 1.36834806
#> exo3 -0.04921569 0.3543137 -0.5467467 0.32706005
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.055353536 0.3541324 -0.3449633 0.6379708
#> lag1_var2 0.308871627 0.5904866 -0.3696404 1.1350627
#> lag1_var3 1.528232044 0.8769413 0.5868026 2.8232910
#> lag1_var4 -0.600141142 0.8282966 -1.8159746 0.3171199
#> const 3.092068430 2.6278077 -0.4187119 6.9871283
#> exo1 0.008712137 0.3829160 -0.5803198 0.4851052
#> exo2 -1.389531187 0.2999211 -1.8677307 -1.0440092
#> exo3 -0.008284299 0.3313754 -0.4806537 0.4156070
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17481538 0.2826170 -0.5021556 0.2933890
#> lag1_var2 0.90409594 0.5263538 0.1871066 1.6339831
#> lag1_var3 1.69206649 0.7916461 0.6628763 2.8295554
#> lag1_var4 -0.69562746 0.7612087 -1.8061863 0.3078393
#> const 4.74434465 2.9463620 0.4964453 8.9772125
#> exo1 0.08354887 0.2249744 -0.1840739 0.4273234
#> exo2 -0.94216109 0.2744032 -1.3479090 -0.6220505
#> exo3 -0.03551193 0.2697834 -0.4157305 0.3260104
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001647119 4.036035e-05 0.0001011156 0.0002075716
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001845528 0.001311567 -0.004130269 -0.0008530823
#> Sigma[2,2] 0.178014589 0.043117460 0.129643492 0.2389542085
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004155947 0.001172236 -0.001206874 0.001878966
#> Sigma[3,2] -0.0709744062 0.046330984 -0.143010358 -0.014274950
#> Sigma[3,3] 0.4163625016 0.095532191 0.336943980 0.574897623
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008733679 0.001230757 -0.002335754 0.001090672
#> Sigma[4,2] 0.0500204386 0.041809105 -0.013674785 0.105763217
#> Sigma[4,3] 0.3812128785 0.101055689 0.283865904 0.542350166
#> Sigma[4,4] 0.4288260631 0.103186125 0.312253040 0.586395736
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976622209 0.011737326 0.964291973 0.99545781
#> lag1_var2 0.032197439 0.033075601 -0.013719175 0.06980415
#> lag1_var3 0.033260901 0.049148868 -0.039850539 0.08546306
#> lag1_var4 -0.031259505 0.046801665 -0.080910884 0.03844988
#> const 0.477922078 0.146534992 0.256996492 0.63821364
#> exo1 0.005831338 0.006650555 -0.003161472 0.01496375
#> exo2 -0.036146938 0.016231925 -0.056072673 -0.01510497
#> exo3 0.028677955 0.010117764 0.016835694 0.04344723
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2456365 0.3170970 -0.195114570 0.6544044
#> lag1_var2 -0.3612266 0.5888968 -1.331561606 0.1313692
#> lag1_var3 -1.4067631 0.8861701 -2.904195140 -0.6847883
#> lag1_var4 1.4101874 0.8361198 0.700807557 2.8097125
#> const -5.2277630 3.1216383 -9.785485913 -1.1544989
#> exo1 -0.1946096 0.4677473 -0.800564930 0.4103306
#> exo2 0.3147802 0.4125180 -0.240084999 0.8654691
#> exo3 0.4897328 0.3592910 -0.003862728 0.9246382
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2458730 0.4974858 -0.41401426 0.9134209
#> lag1_var2 1.7000882 1.6699468 -0.88656770 3.7243319
#> lag1_var3 3.1348900 2.3264735 -0.48502616 5.9162819
#> lag1_var4 -2.3734523 2.2783996 -5.21163229 1.1424473
#> const 8.3896074 7.7554377 0.16221912 18.0007250
#> exo1 0.7155640 0.4800977 0.07836129 1.2856917
#> exo2 -0.2579399 0.6531063 -1.26231713 0.4112302
#> exo3 -0.6192677 0.6106655 -1.36269151 0.3180977
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42745990 0.4232936 -0.1909432 0.8692293
#> lag1_var2 1.18903165 1.6955450 -1.2242742 3.3694016
#> lag1_var3 1.78735613 2.4087531 -1.6105280 4.8969271
#> lag1_var4 -1.01326144 2.3732740 -4.0278433 2.3635987
#> const 3.73119828 7.1082402 -5.5817720 11.5030197
#> exo1 0.60143569 0.4971172 -0.1221114 1.2284047
#> exo2 -0.05170286 0.6020359 -0.8852329 0.7724506
#> exo3 -0.30912544 0.4597509 -0.9080674 0.3316298
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004774977 0.000117529 0.0004102502 0.0006716328
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01772937 0.004076308 -0.02432338 -0.01381105
#> Sigma[2,2] 1.22025294 0.309994839 0.81465148 1.65180498
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01322974 0.003551204 0.01029341 0.0193314
#> Sigma[3,2] -0.83887385 0.221068015 -1.14651194 -0.5354719
#> Sigma[3,3] 0.82211225 0.201606379 0.56529308 1.0617964
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003349481 0.001503852 0.001617946 0.005932211
#> Sigma[4,2] -0.155084147 0.083439905 -0.260441535 -0.047406526
#> Sigma[4,3] 0.376686338 0.123926245 0.250848047 0.567280127
#> Sigma[4,4] 0.317232070 0.098348646 0.225389059 0.469759241
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981225848 0.02410249 0.946862245 1.012702432
#> lag1_var2 0.031504997 0.02735264 -0.006216441 0.070691298
#> lag1_var3 0.058267866 0.04615255 -0.003633800 0.128180525
#> lag1_var4 -0.058708227 0.03931480 -0.118119837 -0.005579927
#> const 0.565197925 0.20367030 0.274704995 0.847138451
#> exo1 0.008489187 0.01419128 -0.012773311 0.025150309
#> exo2 -0.081699049 0.01941699 -0.102694847 -0.054144386
#> exo3 0.070988706 0.02329000 0.037274173 0.094862722
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7168965 0.9835566 -2.1330085 0.3616511
#> lag1_var2 2.1000518 1.2073150 0.6388637 3.7610277
#> lag1_var3 2.3502880 2.0222248 -0.2521353 5.1269980
#> lag1_var4 -2.1118565 1.7371551 -4.5586441 0.1548633
#> const 6.8552373 7.4906561 -5.3600497 15.5995786
#> exo1 0.1612787 0.3764440 -0.2397884 0.7693304
#> exo2 3.4725302 1.0399468 2.0813591 4.8653384
#> exo3 -0.5686046 0.8239699 -1.7390201 0.5377207
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2079766 0.7146023 1.4818164 3.3812136
#> lag1_var2 -2.9306593 0.8461660 -4.3074966 -1.8911256
#> lag1_var3 -4.2061617 1.4750146 -6.6022209 -2.4938278
#> lag1_var4 4.4577266 1.2657475 2.9781712 6.4292207
#> const -14.2597204 5.5725114 -21.2669114 -6.6801805
#> exo1 0.5164135 0.4204078 -0.1131674 0.9625954
#> exo2 -5.2450969 0.9424301 -6.4931110 -4.0038366
#> exo3 0.4735229 0.6837720 -0.3008388 1.5349927
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9805286 0.4240985 1.4592394 2.5545390
#> lag1_var2 -2.3103419 0.6766225 -3.2949573 -1.5118691
#> lag1_var3 -3.8581388 1.2119901 -5.6190127 -2.4182427
#> lag1_var4 4.2157561 1.0489616 2.9418761 5.7550862
#> const -13.2061995 2.6280216 -16.6869966 -9.5313038
#> exo1 0.6744158 0.5267995 -0.1318333 1.2305823
#> exo2 -3.5577849 0.6451640 -4.4337030 -2.7070380
#> exo3 0.1798418 0.4469560 -0.4221303 0.7602796
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003216406 5.708272e-05 0.0002609789 0.0004099157
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004886629 0.0006416206 -0.001556515 -8.231865e-05
#> Sigma[2,2] 0.0313338560 0.0076433995 0.022520176 4.410145e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000291893 0.0009957933 -0.0009826189 0.001289095
#> Sigma[3,2] -0.025768597 0.0092511680 -0.0416115334 -0.016991661
#> Sigma[3,3] 0.048028110 0.0088336598 0.0403791110 0.062929177
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000671496 0.0005895384 -0.001146244 0.000300882
#> Sigma[4,2] -0.002837918 0.0055650760 -0.009598844 0.006325627
#> Sigma[4,3] 0.030023871 0.0043987241 0.024302845 0.037012242
#> Sigma[4,4] 0.028973078 0.0058409749 0.019840379 0.035591455
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973771072 0.01002984 0.964663479 0.99043823
#> lag1_var2 0.052004507 0.05141859 -0.030163428 0.10586086
#> lag1_var3 0.049099746 0.06656206 -0.059449298 0.12394715
#> lag1_var4 -0.045670008 0.06548697 -0.119742693 0.06088596
#> const 0.537070047 0.20834320 0.247478977 0.81833380
#> exo1 0.007301243 0.01282496 -0.005686668 0.02621308
#> exo2 -0.031060901 0.01277221 -0.048047960 -0.01849506
#> exo3 0.017023262 0.01752245 -0.006078892 0.04035557
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17971876 0.06731557 0.08893507 0.26693903
#> lag1_var2 0.04469943 0.43376579 -0.51587395 0.60070077
#> lag1_var3 -1.06955238 0.57117613 -1.77131785 -0.28227777
#> lag1_var4 1.05430058 0.56044172 0.28331830 1.73900005
#> const -3.35420988 1.75491023 -5.61795146 -1.15660642
#> exo1 0.08705749 0.18930652 -0.13758757 0.32008879
#> exo2 0.43717851 0.15093755 0.26872308 0.63748138
#> exo3 -0.22893337 0.14899539 -0.37990792 0.02407536
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2638754 0.08466847 -0.3750465 -0.1401809
#> lag1_var2 1.1568721 0.46485894 0.4608935 1.6876250
#> lag1_var3 2.6128666 0.64210213 1.6025509 3.2777720
#> lag1_var4 -1.6146563 0.63273981 -2.2646652 -0.6191477
#> const 7.4610873 2.18459826 3.9291253 9.9308686
#> exo1 -0.1696524 0.21312697 -0.4076278 0.1574384
#> exo2 -1.2481224 0.27226376 -1.6074476 -0.8813500
#> exo3 1.2382846 0.13085044 1.0311467 1.3908692
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1391897 0.05843363 -0.2004808 -0.05085159
#> lag1_var2 0.8434702 0.26096725 0.3910219 1.10154812
#> lag1_var3 1.3445935 0.36514370 0.6987341 1.62493369
#> lag1_var4 -0.3368421 0.36116627 -0.6078469 0.30033398
#> const 3.6259133 1.57982236 1.3401492 5.54074132
#> exo1 -0.1093042 0.18605083 -0.3714992 0.12962663
#> exo2 -1.0095912 0.18375086 -1.2323235 -0.74486477
#> exo3 1.1268751 0.14297446 0.9280733 1.31156720
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001491098 0.0004967697 0.0007818417 0.002208665
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01319872 0.004485514 -0.01944934 -0.007051819
#> Sigma[2,2] 0.42711772 0.072755927 0.35908073 0.543052432
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008167289 0.002853406 0.004783006 0.01235355
#> Sigma[3,2] -0.273310249 0.042988576 -0.340343054 -0.22950255
#> Sigma[3,3] 0.180392767 0.026156587 0.147640873 0.21807748
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004579427 0.0005527143 -0.001185533 0.0001982637
#> Sigma[4,2] 0.0038915305 0.0115919515 -0.011257424 0.0213276894
#> Sigma[4,3] 0.0032959361 0.0076851025 -0.008642892 0.0136477789
#> Sigma[4,4] 0.0061496791 0.0011788915 0.004650374 0.0076986931
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008447780 0.01870682 0.98292919 1.03118383
#> lag1_var2 0.058758876 0.09347778 -0.09177150 0.14157798
#> lag1_var3 0.104867670 0.14475939 -0.11986605 0.24307353
#> lag1_var4 -0.117486413 0.15012863 -0.26302459 0.11868206
#> const 0.699840043 0.71421566 -0.28194882 1.71348488
#> exo1 0.023799605 0.03337918 -0.01149332 0.07301798
#> exo2 -0.057302646 0.02891680 -0.09489739 -0.01876695
#> exo3 -0.003877321 0.03691639 -0.05798753 0.04600787
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18489928 0.4004432 -0.7271065 0.3469124
#> lag1_var2 -0.04975067 1.9470734 -3.0136049 2.7142706
#> lag1_var3 -1.39889740 3.0135309 -5.9663022 2.8691376
#> lag1_var4 1.55171603 3.0486081 -2.7598989 6.1848962
#> const -4.95483384 11.0535834 -19.4159179 9.3422910
#> exo1 0.38561869 0.5710460 -0.3008262 1.1657182
#> exo2 0.10053588 0.6895461 -0.9109735 0.8501256
#> exo3 0.10874870 0.7489470 -0.9414012 1.1286604
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15430385 0.2724779 -0.19782718 0.50873382
#> lag1_var2 1.16113195 1.2378218 -0.50090204 3.03491368
#> lag1_var3 2.64755601 1.9100060 0.08730609 5.53405794
#> lag1_var4 -1.82139099 1.9356989 -4.75547163 0.76569594
#> const 7.21944450 7.4305742 -2.41085313 16.71777771
#> exo1 -0.23738859 0.3570550 -0.72309169 0.16452126
#> exo2 -0.68014811 0.4372709 -1.16371285 -0.08424228
#> exo3 -0.02537489 0.4674752 -0.61640755 0.59846023
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03450662 0.04693422 -0.03511011 0.09038586
#> lag1_var2 0.86396925 0.16893144 0.60130404 1.06042308
#> lag1_var3 1.33174997 0.26091880 0.92860774 1.64166241
#> lag1_var4 -0.38901406 0.26161001 -0.70663413 0.01151049
#> const 2.87127678 0.82806359 1.67413183 3.91769213
#> exo1 0.01313048 0.05982798 -0.07701960 0.08185755
#> exo2 -0.63122575 0.04922261 -0.69759273 -0.55982882
#> exo3 0.04829859 0.08247639 -0.08181303 0.15815943
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006377227 0.0001901797 0.0004197888 0.0009296018
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003653363 0.001608142 -0.006023647 -0.001602762
#> Sigma[2,2] 0.093443780 0.028967415 0.074707892 0.138457889
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005670235 0.003692773 0.001316615 0.01097243
#> Sigma[3,2] -0.177288435 0.058459335 -0.269280152 -0.13237116
#> Sigma[3,3] 0.460989551 0.141227131 0.292586368 0.66077113
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002778798 0.002664285 -0.0003430314 0.006648944
#> Sigma[4,2] -0.105101643 0.037136871 -0.1618715699 -0.069015016
#> Sigma[4,3] 0.328972187 0.100859792 0.1917890516 0.470205377
#> Sigma[4,4] 0.253048917 0.077009875 0.1412553306 0.359324579
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962506748 0.02054368 0.93780505 0.988587505
#> lag1_var2 0.079105296 0.07269231 -0.02810151 0.155929627
#> lag1_var3 0.107227016 0.08784008 -0.01743828 0.200494390
#> lag1_var4 -0.104050783 0.08644975 -0.19558953 0.020169593
#> const 0.712609498 0.39618801 0.17288893 1.286173298
#> exo1 -0.018496121 0.03639299 -0.06714257 0.037522646
#> exo2 -0.016937440 0.02235872 -0.05219287 0.009171852
#> exo3 0.004927885 0.01951070 -0.02259118 0.030392945
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28770945 0.2939581 -0.14109708 0.6260000
#> lag1_var2 0.11014083 0.9770736 -0.94779150 1.5827749
#> lag1_var3 -1.14411540 1.1977528 -2.44265960 0.6602733
#> lag1_var4 1.08220384 1.1684382 -0.67376606 2.3415757
#> const -2.29354970 4.6605893 -7.93132775 4.0307100
#> exo1 0.44912060 0.3426258 0.03447450 0.9860144
#> exo2 0.19411992 0.1694223 -0.02072901 0.4115649
#> exo3 -0.05370424 0.3249295 -0.41339215 0.4434802
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31489371 0.5820437 -0.3587733 1.1761901
#> lag1_var2 -0.25179413 1.8749459 -3.1409530 2.0013771
#> lag1_var3 0.40449770 2.2901994 -3.0999161 3.2076496
#> lag1_var4 0.52049963 2.2382874 -2.2074674 3.9302126
#> const -3.03422547 9.6822952 -16.7373952 8.5777251
#> exo1 -0.61868634 0.7672908 -1.6978856 0.4057979
#> exo2 -0.68771629 0.6469146 -1.4386421 0.3172228
#> exo3 0.05339536 0.8082357 -1.2405390 0.8226546
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56396764 0.3987551 0.04340578 1.0950997
#> lag1_var2 -0.57446742 1.2287731 -2.29920068 1.0857645
#> lag1_var3 -1.05341514 1.5078309 -3.13636444 1.0016970
#> lag1_var4 1.94109451 1.4740681 -0.06264017 3.9672322
#> const -6.43007292 6.8713894 -15.27283486 3.4184581
#> exo1 -0.24194731 0.5531426 -0.99435152 0.4693098
#> exo2 -0.57904305 0.5665119 -1.27939536 0.2828396
#> exo3 -0.00871007 0.5977905 -0.94030904 0.6127963
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002330787 0.0009395129 0.001416934 0.003845776
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 4.395276e-05 0.001360477 -0.001754663 0.001703571
#> Sigma[2,2] 2.091259e-02 0.005194181 0.014982834 0.028540007
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008984327 0.004459047 -0.01574939 -0.003830692
#> Sigma[3,2] -0.050615609 0.016979146 -0.07512885 -0.031527670
#> Sigma[3,3] 0.207864131 0.056161384 0.14677768 0.293465965
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009319224 0.004022159 -0.01527748 -0.004591059
#> Sigma[4,2] -0.037645276 0.013956752 -0.05805327 -0.022158123
#> Sigma[4,3] 0.178993039 0.046077635 0.12881628 0.249533604
#> Sigma[4,4] 0.158289020 0.037944422 0.11672501 0.216194996
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97939707 0.03610771 0.93191937 1.02661068
#> lag1_var2 0.19353492 0.14586075 0.01833811 0.42684531
#> lag1_var3 0.35585981 0.24673179 0.06666852 0.74176690
#> lag1_var4 -0.36605099 0.24646319 -0.74936259 -0.07845889
#> const 1.42398094 0.82956509 0.51034212 2.80029766
#> exo1 0.01650632 0.04417681 -0.03927046 0.08540383
#> exo2 -0.03892523 0.07835926 -0.12682599 0.09221384
#> exo3 0.03047562 0.05766368 -0.03995461 0.12219897
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21309977 0.0890145 0.09322374 0.3337427
#> lag1_var2 0.81067530 0.4146879 0.33861922 1.4044371
#> lag1_var3 0.51212106 0.6510334 -0.19905768 1.4236060
#> lag1_var4 -0.57861620 0.6461903 -1.47958417 0.1238671
#> const 1.58598678 2.0010899 -0.86274252 4.4559696
#> exo1 0.01823021 0.1650141 -0.22775910 0.2135255
#> exo2 0.72342029 0.1718123 0.46675563 0.9322146
#> exo3 0.19661978 0.1318779 0.01126278 0.3542369
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2274665 0.3507638 -0.6518903 0.311528853
#> lag1_var2 -0.1141515 1.1093494 -1.9905480 1.012321233
#> lag1_var3 -0.1269448 1.7430782 -3.0509366 1.493655119
#> lag1_var4 1.1894582 1.7500125 -0.4342785 4.111367276
#> const -1.5791396 8.4443241 -14.4026135 7.729193932
#> exo1 -0.3514122 0.4961724 -0.8121218 0.505622860
#> exo2 -0.8536038 0.4812273 -1.2779406 -0.002359946
#> exo3 0.1431675 0.6281898 -0.5768321 1.060735495
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08960405 0.3092527 -0.4688291 0.4001134
#> lag1_var2 0.12846223 0.9415334 -1.5281159 1.1008833
#> lag1_var3 -0.24885545 1.4998533 -2.8050905 1.1602279
#> lag1_var4 1.28671417 1.5093154 -0.1210368 3.8404278
#> const -1.78913035 7.4809234 -13.4406196 6.3879730
#> exo1 -0.34081115 0.4065291 -0.7045836 0.3699126
#> exo2 -0.40366788 0.4300085 -0.8070074 0.3796137
#> exo3 0.28203033 0.5794969 -0.3601048 1.1298475
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002033302 0.0005090021 0.001461827 0.00290641
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00733573 0.001596636 -0.009395914 -0.005332133
#> Sigma[2,2] 0.07400631 0.016249698 0.050614685 0.096455295
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005105174 0.00111916 0.003592539 0.006539742
#> Sigma[3,2] -0.056247195 0.01244838 -0.074108117 -0.039157183
#> Sigma[3,3] 0.047762979 0.01025747 0.031880860 0.061980123
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.301071e-05 0.0004540923 -0.0003937095 0.0008732989
#> Sigma[4,2] -7.424882e-03 0.0036961654 -0.0125000839 -0.0023956724
#> Sigma[4,3] 1.118014e-02 0.0037060946 0.0064039781 0.0168489008
#> Sigma[4,4] 7.001427e-03 0.0017735421 0.0042821590 0.0094361870
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97018348 0.03081046 0.93103482 1.010086958
#> lag1_var2 0.16355640 0.03714510 0.11869178 0.222326356
#> lag1_var3 0.26964041 0.04591306 0.21589316 0.339963065
#> lag1_var4 -0.27139877 0.04720799 -0.34245537 -0.214651087
#> const 1.22307516 0.63548818 0.45586188 2.148482786
#> exo1 0.02022089 0.04265349 -0.04514177 0.056796527
#> exo2 -0.07407793 0.04214527 -0.12711362 -0.025600226
#> exo3 -0.02506394 0.02703561 -0.06435956 0.004964061
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3663289 0.2013415 0.09825098 0.63989329
#> lag1_var2 -0.7331409 0.5079801 -1.28365666 0.06954767
#> lag1_var3 -1.8906994 0.7350099 -2.62376394 -0.61644960
#> lag1_var4 1.9954621 0.7361763 0.73018987 2.74773273
#> const -6.5961446 4.3661478 -13.39109840 -1.42007248
#> exo1 0.1294902 0.1491164 -0.04907115 0.34995214
#> exo2 1.9354337 0.2615145 1.55383185 2.20915259
#> exo3 1.1407225 0.2465532 0.78677051 1.45472172
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20468575 0.1587011 -0.4256117 0.01306001
#> lag1_var2 1.46317140 0.4573673 0.8081323 2.00957906
#> lag1_var3 2.69066017 0.6691405 1.6099999 3.40558244
#> lag1_var4 -1.82907605 0.6719853 -2.5491195 -0.75649408
#> const 7.84875575 3.5782100 3.8978917 13.09202610
#> exo1 -0.09480819 0.1050156 -0.2489347 0.02934094
#> exo2 -1.96732371 0.1691977 -2.1409375 -1.71962274
#> exo3 -0.62895717 0.2129944 -0.8764901 -0.31207287
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03430973 0.03917994 -0.02131114 0.08498067
#> lag1_var2 0.60140831 0.15313481 0.41830214 0.82478333
#> lag1_var3 0.86693559 0.22732136 0.57176506 1.20146420
#> lag1_var4 0.09062069 0.22736560 -0.24558900 0.38331601
#> const 1.85962225 0.89976616 0.82991866 3.06329022
#> exo1 -0.01404063 0.05637615 -0.10378399 0.04834270
#> exo2 -0.84299974 0.05925166 -0.91598789 -0.76144587
#> exo3 0.15499402 0.11764550 -0.01841037 0.28596816
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005093388 0.0001192265 0.000322652 0.0006416517
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02094695 0.006139991 -0.02831571 -0.01168722
#> Sigma[2,2] 2.47878225 0.664913143 1.74294554 3.44963354
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009667211 0.004082796 0.004128848 0.01522134
#> Sigma[3,2] -1.550866744 0.496051032 -2.272315478 -0.98202058
#> Sigma[3,3] 1.382312272 0.408966256 0.969786469 2.07314140
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004956913 0.002023883 -0.007405991 -0.001866391
#> Sigma[4,2] 0.129675255 0.117851510 -0.007688674 0.313320988
#> Sigma[4,3] 0.380933464 0.157658267 0.204917780 0.640808731
#> Sigma[4,4] 0.525598981 0.147422443 0.368366046 0.757254914
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97659878 0.01117273 0.962768188 0.993340392
#> lag1_var2 0.04365747 0.02691916 0.003159819 0.071916357
#> lag1_var3 0.06719439 0.04085309 0.005728459 0.109101330
#> lag1_var4 -0.06477980 0.03790518 -0.104129538 -0.007713705
#> const 0.49701012 0.15407922 0.269152197 0.710335084
#> exo1 -0.01497805 0.01809351 -0.043615647 0.008243196
#> exo2 -0.11744778 0.02232774 -0.144530812 -0.085158441
#> exo3 0.04984693 0.02658903 0.024354928 0.096681567
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3575470 0.8359345 -1.3520563 0.8229887
#> lag1_var2 0.1423996 1.6781432 -2.2488431 2.5452672
#> lag1_var3 -0.9560170 2.5133289 -4.4881146 2.7367942
#> lag1_var4 1.1440013 2.3232983 -2.2014597 4.4131967
#> const -0.8853889 13.2057366 -15.1256984 16.5010148
#> exo1 1.4439067 1.3960609 -0.3547961 3.0757813
#> exo2 6.5518121 2.0936538 3.2244981 9.1721408
#> exo3 0.2614074 1.6398355 -2.0090968 2.3067750
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3175292 0.5805900 -0.87822304 0.6714442
#> lag1_var2 1.7012377 1.0218378 -0.01753009 2.8227499
#> lag1_var3 3.3419266 1.5199563 0.82551424 5.0732097
#> lag1_var4 -2.4052637 1.4083796 -4.05712941 -0.1024837
#> const 10.8989574 10.1170721 -3.73390285 23.7069088
#> exo1 -0.4835093 0.9931107 -1.89671789 0.9658168
#> exo2 -4.5577609 1.5305566 -6.16883512 -1.9919613
#> exo3 0.2935987 1.2228052 -0.85990602 2.3962528
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6272475 0.5139584 -1.3084041 0.005726668
#> lag1_var2 1.5009203 1.0653636 -0.3230322 2.515173496
#> lag1_var3 2.2618850 1.6153892 -0.4970451 3.805838927
#> lag1_var4 -1.1598559 1.4950234 -2.5396609 1.379692626
#> const 9.4900638 6.6172660 0.3515764 17.662836565
#> exo1 0.5229541 0.7436375 -0.4381680 1.520060619
#> exo2 -0.4064003 0.6231175 -1.2241508 0.372735799
#> exo3 0.5396377 0.7389351 -0.4193176 1.691204327
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006112992 0.0001102233 0.0004413964 0.0007409005
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001303936 0.0005828914 -0.002118365 -0.0006293991
#> Sigma[2,2] 0.014042944 0.0041798760 0.010368842 0.0205286414
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001135747 0.000927690 0.0003724323 0.002747749
#> Sigma[3,2] -0.005890987 0.004914776 -0.0145424644 -0.001502335
#> Sigma[3,3] 0.031022980 0.008866447 0.0230081068 0.046080020
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006043140 0.0008444815 -6.154886e-05 0.002103307
#> Sigma[4,2] 0.0001933702 0.0037377673 -6.255407e-03 0.004170423
#> Sigma[4,3] 0.0295957684 0.0068826811 2.284127e-02 0.040821476
#> Sigma[4,4] 0.0309760263 0.0056665517 2.532152e-02 0.039597355
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971046201 0.01184710 0.954934659 0.988292427
#> lag1_var2 0.014786069 0.03615962 -0.028195545 0.059801641
#> lag1_var3 0.011015378 0.06405792 -0.060946718 0.096785008
#> lag1_var4 -0.005745761 0.06511748 -0.093737131 0.061294060
#> const 0.344927833 0.18990204 0.111271875 0.630156149
#> exo1 0.017651544 0.01422674 0.001183526 0.040593696
#> exo2 -0.030862164 0.01857545 -0.051613664 -0.005152895
#> exo3 -0.011491105 0.02244826 -0.051315063 0.008687108
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10211793 0.07995055 -0.015140795 0.200600404
#> lag1_var2 0.58528008 0.18781151 0.292613365 0.788795409
#> lag1_var3 -0.37370218 0.31906769 -0.865244397 0.001961666
#> lag1_var4 0.38594741 0.30886077 0.029834716 0.844969369
#> const -1.38051554 0.81006639 -2.423381835 -0.235775266
#> exo1 -0.03364268 0.07301653 -0.134757616 0.047956534
#> exo2 0.70465943 0.11359851 0.556966482 0.851681285
#> exo3 0.16281894 0.11570623 0.008300452 0.335423575
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22011042 0.1546753 -0.009323076 0.40709527
#> lag1_var2 -0.20627702 0.2136506 -0.545620872 0.02392203
#> lag1_var3 0.12468307 0.4417818 -0.494603005 0.61461499
#> lag1_var4 0.76288979 0.4067784 0.347232248 1.33243037
#> const -0.43259493 1.2474005 -1.958873757 1.55500935
#> exo1 0.14898957 0.1274041 -0.060773866 0.26766406
#> exo2 -0.81011771 0.1415034 -0.940495021 -0.56522231
#> exo3 -0.01958189 0.1656623 -0.262211005 0.20786511
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27422311 0.1691691 0.03537819 0.48401490
#> lag1_var2 -0.14823473 0.2018288 -0.45080305 0.06282773
#> lag1_var3 -0.51482592 0.4010966 -1.00806418 -0.03101439
#> lag1_var4 1.43124968 0.3648631 1.03696824 1.91083915
#> const -2.30351465 1.2374879 -3.55735657 -0.33549846
#> exo1 0.13947521 0.1392348 -0.07314592 0.28269563
#> exo2 -0.52648083 0.1646072 -0.68420806 -0.27419273
#> exo3 0.05557839 0.1651893 -0.16074441 0.28744191
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009880617 0.0002707 0.0007592475 0.00139104
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001272253 0.002283438 -0.005314828 0.001058856
#> Sigma[2,2] 0.281250409 0.087592586 0.179600839 0.413932730
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001428136 0.002722088 -0.002017054 0.005356324
#> Sigma[3,2] -0.169781911 0.076115978 -0.280224571 -0.075724748
#> Sigma[3,3] 0.429419282 0.112681927 0.285151447 0.590301825
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008140212 0.003408788 -0.003484798 0.00594014
#> Sigma[4,2] -0.0051134596 0.039275517 -0.062481423 0.04515016
#> Sigma[4,3] 0.3744569171 0.085017030 0.259297660 0.49282871
#> Sigma[4,4] 0.4220888258 0.080901354 0.302429300 0.52573431
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93237952 0.01130509 0.91506328 0.94554525
#> lag1_var2 0.11107974 0.03043548 0.07804579 0.16092374
#> lag1_var3 0.15897607 0.05746189 0.09553662 0.25207995
#> lag1_var4 -0.15409458 0.05481617 -0.24293622 -0.09535406
#> const 0.97377404 0.33210088 0.55410332 1.41698023
#> exo1 0.01714785 0.02313052 -0.01625674 0.04968761
#> exo2 -0.24422856 0.03827144 -0.29515890 -0.19087828
#> exo3 -0.09214244 0.03012271 -0.11720723 -0.04312127
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02254819 0.1690619 -0.11224477 0.3142381
#> lag1_var2 0.25890937 0.5060016 -0.60432290 0.7536577
#> lag1_var3 -0.68243186 0.9064711 -2.27487605 0.2357875
#> lag1_var4 0.76918039 0.8373852 -0.08378599 2.2386965
#> const -1.39923362 1.7699927 -4.24827629 0.4800718
#> exo1 0.12889555 0.3574065 -0.38532860 0.5595505
#> exo2 2.39302544 0.6357518 1.57988714 3.1669628
#> exo3 0.50722731 0.5203240 -0.23452030 1.1396108
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5432756 0.2960178 -0.9083985 -0.09600865
#> lag1_var2 2.4640844 0.5241646 1.6895089 3.15151439
#> lag1_var3 4.6622354 0.9563890 3.3299902 6.03429328
#> lag1_var4 -3.7358766 0.9250014 -5.0109429 -2.42061873
#> const 12.0057625 7.3595375 3.3944182 24.79204366
#> exo1 -0.1958529 0.6252138 -1.0778953 0.63019612
#> exo2 -3.6134510 0.7962119 -4.8076834 -2.62616191
#> exo3 -1.7883115 0.7396790 -2.5056574 -0.51649249
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6207013 0.2828923 -0.9656866 -0.1901375
#> lag1_var2 2.5437200 0.5452673 1.8931906 3.3157762
#> lag1_var3 4.1137905 0.9536340 2.9732219 5.5049274
#> lag1_var4 -3.0992865 0.9299945 -4.4527409 -1.9465829
#> const 10.7502697 8.1328757 0.5450025 24.4339212
#> exo1 -0.1300148 0.7080125 -1.1701060 0.6934509
#> exo2 -2.6257733 0.8473471 -3.7318489 -1.4462755
#> exo3 -1.7239561 0.7373212 -2.5323898 -0.5862840
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002888651 6.274041e-05 0.0002165018 0.0003859504
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009772942 0.005312674 -0.01855304 -0.003970932
#> Sigma[2,2] 1.171788540 0.430240003 0.68942309 1.831024576
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00486090 0.002392042 0.002054361 0.008619902
#> Sigma[3,2] 0.03733918 0.170244621 -0.226996963 0.243483679
#> Sigma[3,3] 1.58242698 0.153470584 1.424198193 1.847111896
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001185155 0.005370066 -0.009064075 0.005435252
#> Sigma[4,2] 0.823547815 0.364062725 0.414349368 1.400201879
#> Sigma[4,3] 1.743011244 0.197617450 1.552919945 2.054147977
#> Sigma[4,4] 2.444004473 0.368043097 1.998176579 2.981150394
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978905855 0.01086970 0.965399115 0.994686711
#> lag1_var2 0.027417245 0.01767843 0.000630292 0.050290997
#> lag1_var3 0.039596394 0.02737676 -0.002333363 0.073439787
#> lag1_var4 -0.039082765 0.02546096 -0.070763278 -0.001477758
#> const 0.500744059 0.11888830 0.337914651 0.674110890
#> exo1 0.004521855 0.01864858 -0.020884651 0.031352143
#> exo2 -0.071206636 0.01399124 -0.085674125 -0.049349327
#> exo3 0.021414484 0.01489101 0.001983999 0.041347473
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2941259 0.7399611 0.1098285 2.1630601
#> lag1_var2 -1.5281470 1.9861132 -4.7766365 0.2911706
#> lag1_var3 -3.3200297 3.0191770 -8.2373464 -0.5651374
#> lag1_var4 3.1438053 2.8691480 0.5091364 7.7899373
#> const -17.3849261 7.9372979 -29.4605441 -6.7727333
#> exo1 -0.2646349 1.2961283 -1.6119788 1.7096433
#> exo2 6.3078868 1.5066669 4.0726764 7.9909740
#> exo3 2.7702686 1.2054873 0.9486233 4.2214437
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3967215 0.7892637 -0.91685859 1.079611
#> lag1_var2 1.4529543 2.0977568 -1.06600045 4.391707
#> lag1_var3 2.8082837 3.2536659 -1.15797920 7.261901
#> lag1_var4 -2.1751703 3.0777473 -6.44166432 1.625601
#> const 9.7498903 9.0419932 -0.02926029 24.358050
#> exo1 0.8219504 1.2605036 -0.85228167 2.457499
#> exo2 -5.0516080 1.4917461 -6.65102095 -2.455008
#> exo3 -0.7535214 1.7776276 -3.23902964 1.458468
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2569910 1.031130 -0.3939563 2.413658
#> lag1_var2 0.1956539 3.349768 -4.5034569 4.615599
#> lag1_var3 0.2442896 5.151290 -6.9905313 6.911769
#> lag1_var4 0.2768400 4.885366 -6.1482172 7.069259
#> const -2.3702390 11.133174 -18.2182293 12.541563
#> exo1 0.6980333 1.692763 -1.5878759 2.768517
#> exo2 -1.3832737 1.917934 -3.5540323 1.875207
#> exo3 1.0715713 2.643488 -2.8401834 4.318475
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001980612 0.000468056 0.001542104 0.002768224
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007685322 0.003478796 -0.01219038 -0.00294069
#> Sigma[2,2] 0.235591007 0.048367723 0.18031092 0.30402433
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006465932 0.002365909 0.003209447 0.008979586
#> Sigma[3,2] -0.118463784 0.025529578 -0.145854843 -0.077891874
#> Sigma[3,3] 0.225197230 0.026148867 0.187023199 0.258929586
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003042329 0.002306015 0.001113261 0.006778258
#> Sigma[4,2] 0.004283306 0.026568418 -0.026591476 0.042337079
#> Sigma[4,3] 0.166421115 0.024889003 0.137981700 0.204569688
#> Sigma[4,4] 0.172025312 0.030859199 0.135669076 0.221979573
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965951437 0.05190768 0.894641940 1.04270725
#> lag1_var2 0.106714484 0.10272847 -0.012337209 0.27741314
#> lag1_var3 0.233967703 0.20170840 -0.003422468 0.56962084
#> lag1_var4 -0.237836264 0.19207705 -0.561489106 -0.01169172
#> const 1.145808176 0.64896434 0.128005265 1.98753293
#> exo1 -0.002206971 0.03185722 -0.048247188 0.03124052
#> exo2 -0.129504162 0.04456734 -0.203188747 -0.08687578
#> exo3 -0.046375113 0.07810314 -0.149951432 0.06099657
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13169853 0.5734777 -0.8148137 0.7717337
#> lag1_var2 0.89364363 0.7944748 -0.2852277 1.7672316
#> lag1_var3 -0.20729949 1.5332441 -2.4776445 1.5247537
#> lag1_var4 0.31231266 1.4138122 -1.3353357 2.4105144
#> const -2.65388937 6.2373308 -12.9475106 4.4633862
#> exo1 -0.04376115 0.3608683 -0.3812023 0.5133359
#> exo2 0.37856958 0.4352826 -0.0795614 1.0273876
#> exo3 0.32560190 0.5073494 -0.3683389 1.0031498
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8709098 0.4968598 0.3995094 1.62091197
#> lag1_var2 -0.4684759 0.9381186 -1.8689828 0.58673360
#> lag1_var3 0.3419881 1.8565953 -2.4349652 2.42823320
#> lag1_var4 0.3030997 1.7681164 -1.7160056 2.92698105
#> const -1.7018559 7.1417802 -12.4731716 7.58286323
#> exo1 -0.4395654 0.2625094 -0.7975503 -0.08156271
#> exo2 -3.7560039 0.4230573 -4.3008354 -3.25234403
#> exo3 -0.1488307 0.6897516 -0.9981133 0.90508674
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.836701233 0.3359422 0.3585685 1.2651364
#> lag1_var2 -0.227779540 0.8423432 -1.4498094 0.8474839
#> lag1_var3 -0.194861381 1.6637869 -2.6224581 1.9062705
#> lag1_var4 0.901238224 1.5976882 -1.0731055 3.2580862
#> const -4.265200128 5.5839915 -13.7005143 1.2191305
#> exo1 -0.476511833 0.3528989 -0.8063738 0.1024162
#> exo2 -3.615581375 0.2752908 -4.0407351 -3.2864005
#> exo3 0.007746365 0.6537215 -0.8686811 0.8760136
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008962108 0.000137496 0.000731349 0.001095585
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02823302 0.003880779 -0.03344577 -0.02252594
#> Sigma[2,2] 1.65690460 0.274521420 1.32478887 2.04028718
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01908881 0.003533876 0.01371588 0.02318512
#> Sigma[3,2] -1.15734236 0.198687472 -1.40381012 -0.87302457
#> Sigma[3,3] 1.07380555 0.222970244 0.77169703 1.39439237
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00106047 0.002912758 -0.002695771 0.004992858
#> Sigma[4,2] -0.11179282 0.119685707 -0.296791826 0.021633659
#> Sigma[4,3] 0.36344859 0.144770303 0.214709542 0.591042667
#> Sigma[4,4] 0.31544101 0.086117938 0.224612271 0.456287828
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963940324 0.03179386 0.922945656 1.008857935
#> lag1_var2 0.076860502 0.04991532 -0.000456960 0.122447608
#> lag1_var3 0.122070452 0.07921104 -0.001282389 0.192144161
#> lag1_var4 -0.119353429 0.07363029 -0.185012700 -0.003357514
#> const 0.713008469 0.35163169 0.142706355 1.135451186
#> exo1 0.002289925 0.02910676 -0.046142670 0.035464276
#> exo2 -0.061313177 0.02010154 -0.090090402 -0.036295066
#> exo3 0.066297632 0.03779858 0.024340769 0.128013167
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25524760 1.5550993 -1.696403 2.4235825
#> lag1_var2 -1.11849219 2.5721664 -4.853508 2.0531992
#> lag1_var3 -3.17501733 4.0483841 -9.023926 1.8543216
#> lag1_var4 3.25072080 3.7763391 -1.448482 8.6032770
#> const -9.82647293 17.4719239 -29.999402 14.5705171
#> exo1 -0.71933166 1.2066559 -2.404171 0.8628571
#> exo2 0.17162642 0.8370644 -1.136887 1.1417767
#> exo3 0.05396886 1.3015963 -2.175724 1.2104889
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5539826 1.4302661 -1.6638082 2.3523214
#> lag1_var2 0.7065537 2.4376949 -2.3016647 4.4917173
#> lag1_var3 2.0818724 3.8076986 -2.6560477 7.9628596
#> lag1_var4 -1.2867387 3.5354171 -6.6676558 3.1105597
#> const -0.3254765 15.5859723 -21.3659532 20.1722624
#> exo1 0.3050301 1.0462296 -0.8462887 2.0970870
#> exo2 -0.5110584 0.8613646 -1.6422262 0.7296072
#> exo3 0.5231738 1.2229631 -0.6066404 2.4768451
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7633273 0.7689215 -0.1046227 1.9199589
#> lag1_var2 -0.3408241 1.3345652 -2.2550329 1.2060572
#> lag1_var3 -0.4531420 2.0901592 -3.4993141 1.9253815
#> lag1_var4 1.3098785 1.9297662 -0.9450085 4.1362938
#> const -8.4867370 7.9390057 -19.0155423 1.6448327
#> exo1 -0.1846602 0.4704488 -0.7654615 0.5962682
#> exo2 -0.4451499 0.5373817 -1.1246904 0.2876085
#> exo3 0.6133685 0.6656114 -0.3683028 1.3820801
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005360745 0.0002065455 0.0003496954 0.0008810133
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0133709 0.005841233 -0.02267754 -0.007132927
#> Sigma[2,2] 0.7978692 0.212835006 0.51998322 1.064209988
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007687458 0.003584239 0.003854162 0.01347838
#> Sigma[3,2] -0.489497864 0.150312451 -0.681950558 -0.28811154
#> Sigma[3,3] 0.348802220 0.107122409 0.207082777 0.49230658
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003200756 0.0005535884 -0.001090108 0.0003966221
#> Sigma[4,2] -0.0111947626 0.0408213755 -0.064127962 0.0456737105
#> Sigma[4,3] 0.0580796547 0.0258511744 0.030316498 0.0971253290
#> Sigma[4,4] 0.0543801532 0.0118850847 0.036587758 0.0706826360
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993031117 0.01180532 0.97567692 1.00755152
#> lag1_var2 -0.020979382 0.03805441 -0.08212552 0.02107743
#> lag1_var3 -0.043456275 0.06451300 -0.14922935 0.02402546
#> lag1_var4 0.043977255 0.06325862 -0.02133715 0.14869515
#> const 0.145494483 0.28630577 -0.23866174 0.51289426
#> exo1 0.004756553 0.02731358 -0.03925519 0.02690052
#> exo2 -0.065666827 0.01837066 -0.08715250 -0.04096540
#> exo3 0.020740204 0.02938212 -0.02349620 0.05356920
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8943275 0.4743450 -1.4633604 -0.2401782
#> lag1_var2 2.2829857 1.9300889 -0.8100034 4.4376380
#> lag1_var3 2.3382666 3.2758981 -2.8771270 6.0339569
#> lag1_var4 -2.0953163 3.2368325 -5.7090956 3.0294001
#> const 9.0201042 11.9913150 -7.2541266 25.8001446
#> exo1 -0.4722938 0.7735891 -1.3057563 0.7443141
#> exo2 0.8096439 0.8801742 -0.2896235 2.2491023
#> exo3 0.2483094 0.9763998 -0.9190289 1.4809864
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5566698 0.2732882 0.2352522 0.9245056
#> lag1_var2 -0.2101008 0.9099277 -1.3452528 1.0853842
#> lag1_var3 0.6493744 1.5646085 -1.2914384 2.8393993
#> lag1_var4 0.1203400 1.5504923 -2.0466575 2.1119822
#> const -0.4893795 7.0285734 -11.2229920 7.0655258
#> exo1 -0.0352144 0.5842608 -0.9546877 0.6265734
#> exo2 -1.2439335 0.4334812 -1.8294475 -0.6527704
#> exo3 -0.3444118 0.5699998 -1.0360617 0.4004868
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01752602 0.1691506 -0.25362273 0.20597918
#> lag1_var2 0.87886908 0.5590632 0.19997012 1.69421809
#> lag1_var3 1.59115286 0.9545287 0.45000890 3.00259722
#> lag1_var4 -0.65363213 0.9342692 -2.04511625 0.46585895
#> const 3.68261496 3.5118765 0.03957599 9.01751015
#> exo1 -0.31648394 0.1533819 -0.51970846 -0.08480149
#> exo2 -0.78640622 0.2448761 -1.09780612 -0.45374179
#> exo3 -0.20318689 0.1720174 -0.41109540 0.04574563
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003099993 6.87659e-05 0.00020595 0.0003874445
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004416907 0.002912523 -0.008947902 -0.00110806
#> Sigma[2,2] 0.365237795 0.104369363 0.257976846 0.54119840
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003460736 0.002812902 0.0002051765 0.007543788
#> Sigma[3,2] -0.319387436 0.109497245 -0.5047498287 -0.230728605
#> Sigma[3,3] 0.428334823 0.122963915 0.3217448685 0.632460249
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008625313 0.001466163 -0.001450176 0.002635865
#> Sigma[4,2] -0.1119182572 0.056875678 -0.198644161 -0.051575098
#> Sigma[4,3] 0.2573591970 0.067724491 0.179059359 0.358058640
#> Sigma[4,4] 0.2052698971 0.042158805 0.150159608 0.267152773
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964213863 0.01193134 0.950818515 0.98126391
#> lag1_var2 0.007652662 0.03911982 -0.057409742 0.05261816
#> lag1_var3 0.002437489 0.06887365 -0.110358356 0.08499479
#> lag1_var4 0.009237698 0.06762017 -0.075385423 0.11821571
#> const 0.308187165 0.25781855 0.009037165 0.70655641
#> exo1 -0.016985681 0.02054638 -0.041191867 0.01009819
#> exo2 -0.046170106 0.01658760 -0.067453211 -0.02101152
#> exo3 0.032959958 0.01967889 0.008459494 0.06118917
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4842849 0.9573961 -0.8256584 1.5406907
#> lag1_var2 3.0174294 1.5340518 1.2568800 5.3081353
#> lag1_var3 4.0028177 2.5196049 1.0469661 7.8524014
#> lag1_var4 -4.4657283 2.2185126 -7.8913125 -1.8479302
#> const 15.6817512 7.5084893 7.0633060 28.0517754
#> exo1 -0.1426480 0.7706783 -1.2228080 0.8989889
#> exo2 0.9983275 0.8700404 -0.1161926 2.3143777
#> exo3 -0.3224079 0.5039921 -1.1302756 0.2692173
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.301381774 0.8946732 -1.3410058 0.8395838
#> lag1_var2 -1.416589844 1.7809758 -3.8742909 0.7265690
#> lag1_var3 -1.774921697 2.9619736 -5.9340115 1.8523240
#> lag1_var4 3.083275691 2.6689414 -0.2451090 6.8740351
#> const -10.858199066 7.2557529 -21.8887269 -1.6961587
#> exo1 0.047712886 0.7629148 -1.0435031 1.0597256
#> exo2 -2.092153994 0.7436510 -2.9247810 -0.8686614
#> exo3 -0.009539865 0.5386701 -0.6098737 0.7612361
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0357091786 0.5501571 -0.8335815 0.6992380
#> lag1_var2 0.0274488066 1.1422577 -1.5218853 1.5452502
#> lag1_var3 -0.0002690933 1.9131532 -2.6366467 2.4698615
#> lag1_var4 1.0749748968 1.7369368 -1.1494522 3.4664122
#> const -3.4369820209 4.9811765 -10.3223519 3.2975790
#> exo1 -0.0332559217 0.4332355 -0.7665634 0.4405619
#> exo2 -1.5636493580 0.5934541 -2.1833445 -0.6427204
#> exo3 -0.2012976666 0.4485698 -0.6593323 0.4536445
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004465553 0.0001180803 0.0003301276 0.0006345733
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001599181 0.0009360179 -0.002939458 -0.0002036975
#> Sigma[2,2] 0.031988690 0.0084850436 0.023461111 0.0468446257
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004172676 0.001070533 -0.0009649745 0.002110802
#> Sigma[3,2] -0.0192045472 0.005689779 -0.0275449584 -0.012704641
#> Sigma[3,3] 0.0234576212 0.005711934 0.0168414061 0.031708559
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004148155 0.0009702684 -0.001667285 0.001083690
#> Sigma[4,2] -0.0104727681 0.0047318990 -0.016436070 -0.003203997
#> Sigma[4,3] 0.0216879452 0.0060577221 0.015725058 0.032045720
#> Sigma[4,4] 0.0243879419 0.0074749655 0.018019918 0.037626658
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98487466 0.01593815 0.9595720661 0.999809752
#> lag1_var2 0.01035475 0.01273561 0.0002835654 0.031951351
#> lag1_var3 0.06652247 0.02444208 0.0352483296 0.103862452
#> lag1_var4 -0.06362178 0.01966483 -0.0955236282 -0.040278675
#> const 0.58808462 0.16193390 0.4087479636 0.837232399
#> exo1 0.01003105 0.01093703 -0.0015240778 0.022563129
#> exo2 -0.04580759 0.02524252 -0.0751400554 -0.008029083
#> exo3 -0.01244205 0.02672600 -0.0399139876 0.030464255
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28383466 0.2398316 -0.01078475 0.6117836
#> lag1_var2 0.56738545 0.1782040 0.31786858 0.7817017
#> lag1_var3 0.02890866 0.4164097 -0.47250434 0.5724919
#> lag1_var4 0.13368263 0.3389074 -0.28994597 0.5441686
#> const 0.11435862 2.2747969 -3.18860894 2.9156001
#> exo1 -0.07092491 0.1675934 -0.26160506 0.1937788
#> exo2 1.39976321 0.2309338 1.11591546 1.7194691
#> exo3 0.66323752 0.2193920 0.35225227 0.9245336
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03502906 0.2253170 -0.25078641 0.36080642
#> lag1_var2 0.10070892 0.1870276 -0.19833913 0.32409979
#> lag1_var3 0.44253981 0.3584394 -0.04583197 0.86099519
#> lag1_var4 0.32554346 0.3021083 -0.02333566 0.74222118
#> const -0.65781370 2.1367037 -3.17774732 2.26485853
#> exo1 -0.05295749 0.1506649 -0.25746641 0.13767521
#> exo2 -0.84968920 0.1769937 -1.07319001 -0.59403181
#> exo3 -0.34598052 0.2352160 -0.62860709 -0.03355804
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10276050 0.1914576 -0.1151842 0.394831577
#> lag1_var2 0.09521759 0.1727262 -0.1776936 0.301114415
#> lag1_var3 -0.30993205 0.2717593 -0.7013563 0.003838068
#> lag1_var4 1.17160725 0.2385227 0.9148532 1.515908688
#> const -2.95653222 1.8369911 -5.4743763 -0.371537994
#> exo1 -0.11226577 0.1356718 -0.2735726 0.086621836
#> exo2 -0.53054154 0.1225104 -0.6703226 -0.354630209
#> exo3 -0.20717031 0.2205151 -0.5097119 0.084057129
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003060966 6.227746e-05 0.0002289723 0.000394684
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009012605 0.001568373 -0.01077799 -0.006665523
#> Sigma[2,2] 0.606842904 0.108436896 0.46933058 0.761743782
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007936931 0.001653498 0.005781765 0.01032641
#> Sigma[3,2] -0.400280553 0.082495501 -0.543159800 -0.31851765
#> Sigma[3,3] 0.504171598 0.068441340 0.434072122 0.61178831
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0021460805 0.001226658 0.0003723185 0.00383396
#> Sigma[4,2] 0.0006461229 0.053477142 -0.0823611309 0.06836282
#> Sigma[4,3] 0.2618405927 0.059018950 0.1888694247 0.35009119
#> Sigma[4,4] 0.2867091925 0.050617679 0.2072811075 0.33666191
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985793715 0.02111784 0.95442218 1.013050101
#> lag1_var2 0.007808031 0.04842685 -0.06338306 0.070355761
#> lag1_var3 0.006728888 0.07638542 -0.10533516 0.107521550
#> lag1_var4 -0.007915480 0.07221313 -0.10168826 0.099087042
#> const 0.446649348 0.29893877 0.02850572 0.842723602
#> exo1 -0.013514948 0.01874967 -0.04356029 0.004551812
#> exo2 -0.034824168 0.01210180 -0.05098653 -0.017814968
#> exo3 0.044799171 0.01233426 0.02543771 0.058913645
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2269564 0.8804771 -0.9879809 1.472466
#> lag1_var2 0.2571603 2.3824246 -2.8491441 3.711023
#> lag1_var3 -0.7561105 3.7163032 -5.6781248 4.594830
#> lag1_var4 0.8020384 3.4941907 -4.2442002 5.425611
#> const -7.4366344 9.4782914 -21.3321318 4.838828
#> exo1 -0.2798021 0.6735050 -1.3690901 0.473011
#> exo2 0.2762071 0.4683934 -0.1389639 1.133185
#> exo3 -0.5537741 0.7428994 -1.4757265 0.610314
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2396391 0.5904315 -1.16143743 0.4070889
#> lag1_var2 0.8813497 1.4367651 -0.62618385 2.8938105
#> lag1_var3 2.4084176 2.2215000 0.06301272 5.5758946
#> lag1_var4 -1.4675808 2.0860168 -4.42558259 0.7224463
#> const 10.1976698 7.6095813 2.80019165 22.4762608
#> exo1 -0.3509984 0.4069206 -0.87459418 0.1512999
#> exo2 -0.4305881 0.5242267 -1.15030108 0.2122670
#> exo3 0.6499367 0.5608364 -0.08357587 1.4462540
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1115319 0.4555403 -0.7752029 0.46175014
#> lag1_var2 0.7398592 1.2301430 -0.9818022 2.15344496
#> lag1_var3 1.4655325 1.9412478 -1.1706930 3.77941058
#> lag1_var4 -0.4672695 1.8496590 -2.6668130 2.05310199
#> const 4.1629181 7.4633519 -5.0486993 14.97344785
#> exo1 -0.5505993 0.4191897 -1.0499880 0.01395286
#> exo2 -0.2686352 0.4471417 -0.8588677 0.34256395
#> exo3 0.3330752 0.5621652 -0.5546942 0.91891200
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006580818 0.0002058891 0.0004496943 0.0009935129
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006177272 0.003144404 -0.004312251 0.004361591
#> Sigma[2,2] 0.2623620420 0.053867893 0.194946332 0.341109681
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01072474 0.004521659 0.006475383 0.01804278
#> Sigma[3,2] -0.08821185 0.087185705 -0.213684059 0.03237996
#> Sigma[3,3] 0.61173441 0.109996180 0.478357318 0.78360035
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01125834 0.006487053 0.005507286 0.02214542
#> Sigma[4,2] 0.07487843 0.097935697 -0.062778676 0.20780861
#> Sigma[4,3] 0.60044429 0.132962282 0.441145074 0.79695552
#> Sigma[4,4] 0.69406271 0.185049972 0.484925326 0.96540868
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992734242 0.01404741 0.97491066 1.01325555
#> lag1_var2 0.001433332 0.03884867 -0.04744537 0.05751111
#> lag1_var3 -0.007616455 0.06215182 -0.09578156 0.07355152
#> lag1_var4 0.006412402 0.05800900 -0.06828351 0.08725536
#> const 0.265492063 0.10336199 0.14139604 0.41125081
#> exo1 -0.004089194 0.02251064 -0.03829603 0.01730437
#> exo2 -0.102833268 0.03153456 -0.15334301 -0.07154479
#> exo3 0.070192162 0.02823189 0.03063149 0.10810334
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23375927 0.2703211 -0.5808400 0.1511171
#> lag1_var2 1.30049342 0.4303879 0.8323195 1.9599376
#> lag1_var3 1.52762612 0.6652223 0.8133489 2.6645241
#> lag1_var4 -1.43207371 0.6304493 -2.5050346 -0.7241771
#> const 3.87358423 3.0790179 -1.1001851 7.9470485
#> exo1 -0.83892063 0.5309342 -1.6151017 -0.1812849
#> exo2 -0.07693387 0.5850106 -0.7390855 0.7997487
#> exo3 1.20568266 0.3533981 0.7706040 1.7126633
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7413833 0.3730984 0.273306138 1.20960138
#> lag1_var2 -1.2259876 0.7589133 -2.046548513 0.05877246
#> lag1_var3 -1.5501850 1.3201397 -3.159428926 0.47299678
#> lag1_var4 2.3416867 1.2383959 0.449025354 3.85277178
#> const -7.3446082 4.4794136 -13.976350154 -1.96081006
#> exo1 0.2807744 0.7573508 -0.727484841 1.33393541
#> exo2 -4.3491687 1.0918877 -5.560296573 -2.83730590
#> exo3 1.1342356 0.6823908 0.003240092 1.76947837
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6371805 0.4873960 0.1072458 1.3362309
#> lag1_var2 -0.8216805 0.8317182 -1.9635534 0.4015697
#> lag1_var3 -1.2467524 1.4536670 -3.3200349 0.6779462
#> lag1_var4 2.1144545 1.3767644 0.3162658 4.0503095
#> const -6.9738001 6.2190927 -16.4362250 -0.9583985
#> exo1 -0.2113803 0.8292473 -1.1903624 0.9348485
#> exo2 -4.6761570 1.2686832 -6.1656409 -2.9171018
#> exo3 2.0291229 0.8151770 0.7590046 2.7643264
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003322983 8.73361e-05 0.0002423615 0.0004619037
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005181619 0.00772757 -0.01192888 0.008076756
#> Sigma[2,2] 3.838218936 1.05649152 2.43601628 5.214177123
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002036955 0.003629419 -0.005575054 0.003208289
#> Sigma[3,2] -1.3659403977 0.362755355 -1.781824809 -0.893287607
#> Sigma[3,3] 0.6849142312 0.130417484 0.511704444 0.873811131
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00305105 0.001714284 -0.005352185 -0.001012481
#> Sigma[4,2] 0.36059268 0.207350176 0.107633186 0.580391895
#> Sigma[4,3] 0.10211119 0.091046590 -0.008586499 0.207814100
#> Sigma[4,4] 0.30223802 0.029923974 0.255431200 0.330976378
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9939879459 0.01612514 0.97578932 1.01747030
#> lag1_var2 0.0111333557 0.01641978 -0.01041852 0.03305491
#> lag1_var3 0.0222731958 0.03835117 -0.02896913 0.07251766
#> lag1_var4 -0.0271694455 0.03266434 -0.07147707 0.01571909
#> const 0.3631111149 0.24135924 0.01917199 0.62643810
#> exo1 -0.0091478891 0.02089867 -0.03823665 0.01970172
#> exo2 -0.0719254531 0.01711556 -0.09802578 -0.04894724
#> exo3 -0.0007601209 0.01694704 -0.02350716 0.02447669
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9625933 2.013676 -3.6232870 1.79132765
#> lag1_var2 -0.8877087 2.060568 -2.9623732 2.30505483
#> lag1_var3 -3.7577280 4.868556 -8.6388756 3.72131896
#> lag1_var4 4.5638541 4.048261 -1.7604842 8.70077343
#> const -5.4298058 19.822627 -28.5637235 22.16049087
#> exo1 -1.9955575 1.983683 -4.9199013 0.06767641
#> exo2 1.9152126 2.613015 -1.8208640 5.38722490
#> exo3 2.4707526 2.032859 -0.4995411 4.92479928
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3134067 0.7877742 0.3953125 2.466952
#> lag1_var2 0.3564069 0.9112009 -1.1510294 1.383179
#> lag1_var3 1.3908747 2.1312434 -2.1329904 3.771327
#> lag1_var4 -1.2942674 1.8516609 -3.3982400 1.782478
#> const 1.9096119 8.5370472 -9.6710207 12.040859
#> exo1 0.6060147 0.7181565 -0.4952934 1.545310
#> exo2 -2.9096055 0.9765377 -4.5130411 -1.835967
#> exo3 -2.0032966 0.9805376 -3.3901855 -0.661402
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9887962 0.3879893 0.37152215 1.3797727
#> lag1_var2 -0.3737795 0.4741985 -0.96943142 0.2971506
#> lag1_var3 -1.0521901 1.0964878 -2.38572473 0.5189480
#> lag1_var4 1.4919889 0.9889233 0.08929546 2.7616584
#> const -2.6704235 6.5551052 -10.57036554 6.5399561
#> exo1 -0.2856279 0.5189789 -1.06216915 0.3580961
#> exo2 -2.4519637 0.5383661 -3.17803556 -1.7487529
#> exo3 -0.9901589 0.4786937 -1.51013371 -0.3078833
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000495926 0.0001049887 0.0003851426 0.0006508214
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005128657 0.00168847 -0.008018105 -0.003213263
#> Sigma[2,2] 0.210741568 0.04470808 0.162536811 0.284913258
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004591337 0.003844806 -0.00117264 0.009619222
#> Sigma[3,2] -0.115878455 0.121159115 -0.27039928 0.037854679
#> Sigma[3,3] 1.273986970 0.286691585 0.94772177 1.654096172
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001354002 0.004300007 -0.005723483 0.006396081
#> Sigma[4,2] 0.021799162 0.114337008 -0.105625381 0.179231162
#> Sigma[4,3] 1.250692767 0.229988140 0.968888050 1.552328822
#> Sigma[4,4] 1.319729279 0.190375263 1.065581651 1.573542806
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019731207 0.01517019 0.99864609 1.04107663
#> lag1_var2 -0.030733853 0.04250467 -0.08161019 0.03496761
#> lag1_var3 -0.083856213 0.07055641 -0.15821964 0.02188068
#> lag1_var4 0.074426676 0.06905945 -0.02907707 0.14838373
#> const 0.047188286 0.28678121 -0.30397560 0.45825932
#> exo1 0.061865612 0.02612618 0.02357177 0.09302497
#> exo2 -0.105312334 0.01831830 -0.13759125 -0.08764708
#> exo3 -0.004565593 0.02911444 -0.03523771 0.04355512
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5144812 0.1779669 -0.7156447 -0.2371100
#> lag1_var2 1.9604258 0.6331811 1.3351352 2.9891542
#> lag1_var3 2.3967770 1.0269962 1.2628739 4.0356200
#> lag1_var4 -2.2861873 0.9979388 -3.8893887 -1.2418532
#> const 8.0887814 2.9170886 4.1355185 11.9888669
#> exo1 0.1089330 0.4107089 -0.5365717 0.4714499
#> exo2 2.0171775 0.6105940 1.1480462 2.6462315
#> exo3 -0.2907132 0.6934024 -1.1135529 0.8303140
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3124075 0.8052328 0.1111082 2.1969168
#> lag1_var2 -1.2494216 1.3685115 -2.8926404 0.9021123
#> lag1_var3 -2.3493278 2.5951312 -5.2109144 1.8381622
#> lag1_var4 2.9670916 2.4286463 -0.9317035 5.7214136
#> const -11.6053160 12.3401642 -28.2570238 6.9109993
#> exo1 0.1570475 1.3360121 -1.2980736 1.9882548
#> exo2 -6.8567621 0.9090398 -8.4359267 -6.0080482
#> exo3 2.4184768 1.3207839 0.3372186 4.0979978
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0322294 0.8470183 -0.2555639 1.968551
#> lag1_var2 -0.3147164 1.4895618 -2.2159587 1.691357
#> lag1_var3 -1.3567849 2.8353899 -4.8675576 2.760038
#> lag1_var4 2.0504225 2.6437469 -1.7333939 5.319690
#> const -8.0711069 12.0816830 -23.9104127 10.058949
#> exo1 0.2521403 1.2421428 -1.0698846 1.846422
#> exo2 -5.8785529 1.0563130 -7.7819310 -4.892485
#> exo3 2.3469532 1.6990134 -0.3477533 4.548765
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002085897 6.596577e-05 0.0001399929 0.0003093231
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007330363 0.002448147 -0.01142683 -0.004836177
#> Sigma[2,2] 0.759817716 0.251787515 0.53278240 1.218221484
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003352104 0.002790805 0.000634213 0.00792161
#> Sigma[3,2] -0.301244797 0.279856395 -0.749512365 -0.06038417
#> Sigma[3,3] 0.856725955 0.241538994 0.633134685 1.26407553
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.002181e-05 0.003306356 -0.004664558 0.004476546
#> Sigma[4,2] 6.058173e-02 0.266285275 -0.303364421 0.400441544
#> Sigma[4,3] 7.849155e-01 0.189804010 0.601666498 1.080122006
#> Sigma[4,4] 8.930335e-01 0.223655418 0.625908981 1.241066980
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9932396596 0.007251244 0.985534614 1.005265661
#> lag1_var2 -0.0024381896 0.016072967 -0.024889474 0.019939220
#> lag1_var3 -0.0024040003 0.031766600 -0.044313895 0.042547377
#> lag1_var4 0.0001103984 0.029817118 -0.042512813 0.039038215
#> const 0.3419874973 0.089752938 0.193122723 0.436648415
#> exo1 0.0157727591 0.014209669 -0.003121347 0.030593732
#> exo2 -0.0187614234 0.020591095 -0.045453683 0.005668426
#> exo3 -0.0175071086 0.017434701 -0.037236360 0.010873253
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1447509 0.4632570 -0.5239805 0.7364804
#> lag1_var2 0.1897526 0.7810554 -0.8544969 1.3102500
#> lag1_var3 -1.2007473 1.5859963 -3.3719550 1.0051272
#> lag1_var4 1.3250262 1.4700217 -0.6852517 3.3515463
#> const -7.1633620 6.9013294 -16.7464863 -0.2833442
#> exo1 -0.2082631 1.1343951 -1.5237081 1.5161413
#> exo2 0.3586622 1.1431631 -1.1332911 1.5834896
#> exo3 0.1851305 1.0430579 -1.3311130 1.6306129
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1756222 0.5174109 -0.9294795 0.42591061
#> lag1_var2 0.5436765 0.9943909 -0.4786158 1.96620421
#> lag1_var3 2.1221264 1.9638101 0.2405221 4.87234905
#> lag1_var4 -1.1822016 1.8381018 -3.8030518 0.61861493
#> const 7.1330024 7.9042149 -2.3232497 18.84745785
#> exo1 -0.1681618 1.2262317 -2.1736876 1.22739255
#> exo2 -1.0421202 0.6245960 -1.6817209 -0.04129054
#> exo3 0.5538678 0.9711378 -0.6783960 1.92607220
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10136681 0.4883792 -0.7087110 0.578510433
#> lag1_var2 0.34675682 0.9228284 -0.8984633 1.663878039
#> lag1_var3 0.98183227 1.7929514 -1.4761865 3.481293136
#> lag1_var4 0.05151315 1.6928053 -2.3604286 2.287883735
#> const 2.10460989 8.2929720 -8.8043112 12.700995999
#> exo1 -0.31112011 1.2564275 -2.3066505 1.313849366
#> exo2 -0.94936943 0.7246721 -2.0176210 0.007007518
#> exo3 0.71847041 0.9444445 -0.3277057 2.184459786
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00736786 0.001882841 0.00457997 0.009848011
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008688126 0.0009343675 -0.002231826 0.0002896203
#> Sigma[2,2] 0.0069502111 0.0012498809 0.005833052 0.0090646799
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00116496 0.004223504 -0.005830601 0.005940697
#> Sigma[3,2] -0.01244621 0.002642145 -0.016182765 -0.008942582
#> Sigma[3,3] 0.09779463 0.012259034 0.081149817 0.113575684
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004110885 0.003981807 -0.006237868 0.004838189
#> Sigma[4,2] -0.0077746350 0.002834818 -0.011229000 -0.003359706
#> Sigma[4,3] 0.0933710450 0.011592523 0.077208804 0.108265488
#> Sigma[4,4] 0.0923955778 0.011007076 0.077549439 0.107304644
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90151757 0.03361415 0.861903727 0.95230407
#> lag1_var2 0.13701339 0.08978496 -0.005192427 0.23857912
#> lag1_var3 0.09855883 0.18025863 -0.163728387 0.29863216
#> lag1_var4 -0.08577354 0.17471354 -0.282180837 0.16455830
#> const 0.78557573 0.41755288 0.267737588 1.39371577
#> exo1 -0.07406307 0.13063478 -0.280200334 0.05384545
#> exo2 0.00188809 0.05970893 -0.093344934 0.06771244
#> exo3 -0.01239654 0.09399416 -0.131257127 0.10524232
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08862317 0.07926205 -0.01968611 0.19233677
#> lag1_var2 0.62248054 0.16695509 0.41272428 0.85080124
#> lag1_var3 0.13821220 0.17707009 -0.04255548 0.40721706
#> lag1_var4 -0.12984691 0.17083810 -0.39338234 0.05049920
#> const 0.21491041 0.52237915 -0.42328071 1.01163979
#> exo1 -0.06975555 0.07384678 -0.16753935 0.02165322
#> exo2 0.50600539 0.08506795 0.38609834 0.61656662
#> exo3 0.29031307 0.08304578 0.20153132 0.41063315
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2589615 0.2267282 -0.60358624 0.01735883
#> lag1_var2 0.9120831 0.7400175 -0.14240414 1.92027058
#> lag1_var3 1.5513169 1.0354576 0.06235878 2.90931762
#> lag1_var4 -0.5834612 1.0127530 -1.91021505 0.89142696
#> const 5.3012742 2.6724579 2.13865585 9.13386239
#> exo1 0.1484073 0.2771405 -0.18303926 0.61344833
#> exo2 -0.9769677 0.2476755 -1.32985289 -0.65739322
#> exo3 -0.2513533 0.3723092 -0.82830099 0.22354366
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21925731 0.2248840 -0.563389433 0.06279789
#> lag1_var2 1.04057033 0.7643777 -0.002482009 2.11673857
#> lag1_var3 1.19219638 1.1068271 -0.326532516 2.73842341
#> lag1_var4 -0.19470698 1.0812913 -1.699319446 1.30780094
#> const 4.25862874 2.8308218 0.690434872 8.35791832
#> exo1 0.10106085 0.2711969 -0.249228909 0.52368013
#> exo2 -0.62439073 0.2740299 -0.975417039 -0.23762708
#> exo3 -0.02911075 0.3395235 -0.542361693 0.41570270
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003709074 6.960993e-05 0.0002902374 0.0004788405
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002635574 0.001257006 -0.004522407 -0.0009525186
#> Sigma[2,2] 0.067621479 0.016690476 0.043141657 0.0874120284
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002158165 0.001352762 0.0005248451 0.004225793
#> Sigma[3,2] -0.065729941 0.016742179 -0.0881198433 -0.040049568
#> Sigma[3,3] 0.120152115 0.025701444 0.0831466219 0.150593585
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009028737 0.001025554 -0.0001934638 0.002611401
#> Sigma[4,2] -0.0321599795 0.012971574 -0.0508999710 -0.015809527
#> Sigma[4,3] 0.0922361208 0.022070030 0.0614284178 0.122782351
#> Sigma[4,4] 0.0815127759 0.020061429 0.0538777111 0.111536464
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.020072007 0.01226860 1.00435933 1.036684735
#> lag1_var2 -0.020964505 0.01162515 -0.03920922 -0.007683301
#> lag1_var3 -0.014905618 0.02311232 -0.05159998 0.012156591
#> lag1_var4 0.004898190 0.02194614 -0.01957486 0.040881579
#> const 0.288352406 0.13652316 0.11177069 0.490673010
#> exo1 0.005342014 0.01522010 -0.01582689 0.026427421
#> exo2 -0.069685803 0.02093318 -0.09910590 -0.040541662
#> exo3 -0.007394068 0.01712084 -0.02603521 0.016153069
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.572773725 0.1632592 -0.8212311 -0.3609131
#> lag1_var2 1.315607442 0.2379121 1.1162247 1.7396996
#> lag1_var3 0.775057444 0.4441616 0.3615161 1.5542563
#> lag1_var4 -0.584977564 0.3920265 -1.2763462 -0.2333412
#> const 2.098892852 1.8362838 -0.3627215 4.7071053
#> exo1 0.006157423 0.1641472 -0.2084085 0.2005714
#> exo2 0.982336156 0.2171604 0.6968105 1.3131420
#> exo3 0.102323579 0.2248893 -0.1954900 0.4281254
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.48224426 0.4047694 0.8555905 1.9436370
#> lag1_var2 -1.08764318 0.4616902 -1.9045914 -0.6621849
#> lag1_var3 -1.05954138 0.8440150 -2.5601507 -0.2672927
#> lag1_var4 1.61043449 0.7206234 0.9762442 2.9145039
#> const -5.64789077 2.3286654 -8.7647136 -2.4615488
#> exo1 0.01309246 0.2536562 -0.3015703 0.3936875
#> exo2 -3.33281379 0.3581115 -3.9164672 -2.9165187
#> exo3 -0.27230788 0.3979597 -0.8336682 0.2689080
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27675027 0.3738731 0.6978051 1.7121881
#> lag1_var2 -0.77544926 0.3725239 -1.4181609 -0.3986381
#> lag1_var3 -1.37878463 0.6895735 -2.5522668 -0.6565311
#> lag1_var4 2.03558261 0.5821130 1.4705404 3.0583074
#> const -6.77510986 2.0135140 -9.0761400 -3.7575482
#> exo1 0.01969746 0.2384605 -0.2578381 0.4144092
#> exo2 -3.03611084 0.3336941 -3.5552881 -2.6194989
#> exo3 -0.22834489 0.3546142 -0.7376425 0.2488205
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000500571 9.163353e-05 0.0003677145 0.0006162337
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.041937 0.007324926 -0.0514074 -0.03197483
#> Sigma[2,2] 4.814682 0.741237683 3.8204310 5.86121511
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02391705 0.004477769 0.01788652 0.02967189
#> Sigma[3,2] -2.56579872 0.375557788 -3.09923486 -2.11786718
#> Sigma[3,3] 1.49679947 0.225928460 1.25576456 1.82463000
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003128945 0.001033201 -0.0009588092 0.001720363
#> Sigma[4,2] 0.1384124021 0.160873799 -0.0350313679 0.379894320
#> Sigma[4,3] 0.0705763696 0.065609891 -0.0331435416 0.147662587
#> Sigma[4,4] 0.1749646357 0.048724885 0.1197229618 0.249010383
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990024246 0.009997747 0.975202230 1.000913283
#> lag1_var2 0.001234482 0.007911748 -0.008537915 0.013144879
#> lag1_var3 0.004164712 0.014677576 -0.012951785 0.026938150
#> lag1_var4 -0.004737203 0.011550786 -0.022224000 0.008773881
#> const 0.347206538 0.161243373 0.164141482 0.594467353
#> exo1 -0.013105022 0.026004445 -0.051879672 0.017811102
#> exo2 -0.123969605 0.027625768 -0.167675650 -0.090658833
#> exo3 0.034760578 0.026524475 -0.006662385 0.068002502
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5750096 1.158224 -2.2064864 0.9416538
#> lag1_var2 1.5186405 1.022114 0.2045425 2.9410474
#> lag1_var3 0.9854752 1.852359 -1.3953497 3.5753822
#> lag1_var4 -0.7525990 1.494477 -2.8503643 1.2169716
#> const 3.1689098 15.852030 -18.9013343 24.3305005
#> exo1 1.7429686 2.293383 -0.6680559 5.3687081
#> exo2 0.8717889 2.763875 -3.1886645 4.4259897
#> exo3 -0.2812497 2.238033 -2.8901568 3.0593054
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75895982 0.4561455 0.21218208 1.43664025
#> lag1_var2 -0.63417669 0.4642925 -1.28132874 -0.02781655
#> lag1_var3 -0.07558994 0.8357657 -1.24069328 0.99773989
#> lag1_var4 0.77840103 0.6761900 -0.09713217 1.73838019
#> const -3.51079858 6.4772635 -12.57565032 5.10166563
#> exo1 -0.85460658 1.2662039 -2.81704172 0.50759559
#> exo2 -1.69928721 1.5151322 -3.79283847 0.39549529
#> exo3 0.82392297 1.4103469 -1.27427959 2.51641441
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4569159 0.3146090 0.1244736 0.94820208
#> lag1_var2 -0.2212161 0.2390568 -0.6147988 0.02050569
#> lag1_var3 -0.2917071 0.4211435 -0.9927539 0.13660926
#> lag1_var4 1.1606328 0.3214672 0.8312145 1.69007445
#> const -4.1311800 4.2213917 -10.9021331 0.21673921
#> exo1 0.0961319 0.3859918 -0.5021176 0.56158611
#> exo2 -1.4456608 0.3342973 -1.8100424 -0.94210877
#> exo3 0.7318161 0.4882600 0.1908350 1.54606426
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001797834 0.0005932617 0.001332612 0.002809462
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05758081 0.02302176 -0.09319263 -0.03713756
#> Sigma[2,2] 3.96153991 0.96022631 2.90506976 5.32967224
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0435421 0.0214520 0.02667438 0.07857518
#> Sigma[3,2] -2.7856710 0.8110602 -4.05147389 -2.03521610
#> Sigma[3,3] 2.2880609 0.6973611 1.70089098 3.41323736
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009311955 0.008867821 0.002244396 0.02399843
#> Sigma[4,2] -0.428303982 0.320419156 -0.950151241 -0.12906192
#> Sigma[4,3] 0.655922397 0.256482846 0.440792530 1.06928729
#> Sigma[4,4] 0.429595606 0.081538761 0.334966823 0.55060620
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979837118 0.01805391 0.95478712 1.00209965
#> lag1_var2 0.043089057 0.02942169 0.01107797 0.09016796
#> lag1_var3 0.062212835 0.04839868 0.01089467 0.14086392
#> lag1_var4 -0.064180300 0.04709840 -0.14073029 -0.01518867
#> const 0.581510047 0.34174109 0.17532025 1.08290465
#> exo1 -0.058544300 0.02925596 -0.09605125 -0.01220610
#> exo2 0.004092251 0.04252728 -0.04836491 0.06508660
#> exo3 0.062788406 0.03456000 0.01821517 0.10055754
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59532049 1.119748 -2.063395 0.9358782
#> lag1_var2 1.84075252 2.165911 -1.739978 3.9804217
#> lag1_var3 1.85276114 3.587856 -4.114933 5.3276558
#> lag1_var4 -1.69836294 3.388475 -4.943689 3.8789915
#> const 7.02867040 24.694176 -26.349906 45.0298012
#> exo1 0.68187104 1.854003 -1.925187 2.7185626
#> exo2 1.00309456 1.854295 -1.717548 3.3668085
#> exo3 0.03755203 1.968812 -2.915130 2.2934166
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6867630 0.8561578 0.4342568 2.8735147
#> lag1_var2 -2.2094604 1.4573224 -3.5650639 0.1630372
#> lag1_var3 -2.8372342 2.4445210 -5.0987438 1.1327709
#> lag1_var4 3.3850861 2.3134703 -0.3841734 5.6271418
#> const -13.1262696 19.3423036 -39.5214607 14.5118740
#> exo1 -0.3903074 1.4794536 -2.2406560 1.6071742
#> exo2 -1.0175715 1.4607348 -2.8197037 1.1605614
#> exo3 -0.4293427 1.3241126 -2.2155134 1.3617899
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.40066583 0.3335882 0.9779705 1.8841569
#> lag1_var2 -1.53924832 0.5289348 -2.3543272 -0.8538838
#> lag1_var3 -2.44120409 0.8793273 -3.7901378 -1.3310613
#> lag1_var4 3.09466602 0.8445686 2.0420847 4.3756019
#> const -11.31514570 6.9352622 -19.8068150 -0.1048639
#> exo1 0.02725198 0.5544459 -0.7522066 0.7535159
#> exo2 -0.39894418 0.5367715 -1.1545750 0.1724763
#> exo3 -0.46754696 0.6926538 -1.1862775 0.7030141
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00169057 0.0003602541 0.001258604 0.002225831
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003031138 0.0007568728 -0.003971451 -0.001917304
#> Sigma[2,2] 0.024081143 0.0041928812 0.019851626 0.031431146
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001816186 0.001376046 0.0005929461 0.003968678
#> Sigma[3,2] -0.013435409 0.004079318 -0.0207392678 -0.010295909
#> Sigma[3,3] 0.033274443 0.006909926 0.0260491536 0.044644768
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006479993 0.001098352 -0.001746262 0.001067777
#> Sigma[4,2] 0.0059403244 0.003526051 0.001062261 0.010549175
#> Sigma[4,3] 0.0234322807 0.005924717 0.017906980 0.033311675
#> Sigma[4,4] 0.0293255456 0.006293477 0.022619873 0.037944985
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004398393 0.01266453 0.98859842 1.02273883
#> lag1_var2 -0.029751079 0.08812873 -0.13032001 0.08363500
#> lag1_var3 -0.001046900 0.12251729 -0.13585128 0.15996638
#> lag1_var4 0.002019395 0.12620868 -0.16655297 0.13777735
#> const -0.027651573 0.28785386 -0.37789764 0.40704489
#> exo1 0.009727928 0.02748833 -0.03121916 0.04637157
#> exo2 -0.025107607 0.04276186 -0.08679074 0.02357554
#> exo3 0.017415296 0.04522990 -0.03983224 0.07351909
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05089664 0.04503571 -0.007352645 0.1128943
#> lag1_var2 0.93996853 0.28370081 0.521159992 1.2660893
#> lag1_var3 0.16923691 0.41725903 -0.477012629 0.6204037
#> lag1_var4 -0.20592132 0.43063306 -0.678117078 0.4578662
#> const 2.24979420 1.71600498 -0.257812813 4.2135924
#> exo1 -0.06531631 0.17553951 -0.328927128 0.1442574
#> exo2 1.06594462 0.11544316 0.915949121 1.2415706
#> exo3 0.04079232 0.16332960 -0.199501379 0.2044738
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19020827 0.06720808 -0.28720402 -0.1053759
#> lag1_var2 0.07794797 0.23399889 -0.23879341 0.3540050
#> lag1_var3 0.63505940 0.34344315 0.21120466 1.0685044
#> lag1_var4 0.40608033 0.36042391 -0.05948084 0.8525901
#> const 0.33110409 1.93736266 -2.15571225 2.9928973
#> exo1 0.03843687 0.24895770 -0.25901952 0.4317100
#> exo2 -1.46557514 0.18891414 -1.68786765 -1.2133886
#> exo3 0.28781981 0.24951904 0.03074094 0.6610009
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15053879 0.06311016 -0.25285253 -0.08493721
#> lag1_var2 0.47965866 0.20783546 0.23411877 0.76094115
#> lag1_var3 0.32455848 0.28397766 -0.03600481 0.70269397
#> lag1_var4 0.70212845 0.31151921 0.27519893 1.09995723
#> const 0.94667683 1.65999273 -0.25163559 3.96249808
#> exo1 -0.01249194 0.18212992 -0.28589305 0.20299849
#> exo2 -0.63859323 0.17425280 -0.84991176 -0.42683553
#> exo3 0.33322640 0.21778543 0.13088148 0.68847075
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005356893 0.0001048038 0.0003853425 0.0006674141
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01362864 0.004415693 -0.01851518 -0.006890075
#> Sigma[2,2] 1.17206545 0.209919236 0.88712876 1.450953181
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01247085 0.003541272 0.006956028 0.01574929
#> Sigma[3,2] -0.93960668 0.202471362 -1.232456549 -0.71053550
#> Sigma[3,3] 0.86899712 0.237541905 0.660030089 1.24598894
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004627682 0.001731489 0.003011745 0.007255516
#> Sigma[4,2] -0.249437392 0.121369245 -0.449526405 -0.152467808
#> Sigma[4,3] 0.329394693 0.141417043 0.223984557 0.563083954
#> Sigma[4,4] 0.198130338 0.076787649 0.134793361 0.322101776
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0016319326 0.01732296 0.980256646 1.02536468
#> lag1_var2 0.0011290412 0.04121254 -0.065760260 0.04917451
#> lag1_var3 -0.0076018917 0.06951897 -0.120086868 0.07511453
#> lag1_var4 0.0006869607 0.06547822 -0.078546793 0.10733700
#> const 0.3348781141 0.19458052 0.103636319 0.62279208
#> exo1 0.0064849607 0.02146965 -0.020610682 0.04031252
#> exo2 -0.0266560986 0.02399740 -0.054938349 0.01033820
#> exo3 0.0303304443 0.02415790 0.001982969 0.06391312
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5420174 0.7717919 -3.5505757 -1.5093107
#> lag1_var2 2.3402821 1.4732351 -0.1726330 3.8598803
#> lag1_var3 2.5916902 2.4670094 -1.6189359 5.1736971
#> lag1_var4 -1.6300228 2.2928405 -3.9782831 2.2884897
#> const 10.5200940 8.5062573 0.8665396 22.9344106
#> exo1 -0.9875410 1.3071132 -2.9459623 0.5581692
#> exo2 1.2514137 1.0760512 -0.3684061 2.6451226
#> exo3 0.5243158 0.7723275 -0.5879676 1.3560064
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.02338501 0.6613033 1.0578725 2.8756898
#> lag1_var2 -0.90573921 1.5155274 -2.2906711 1.7666403
#> lag1_var3 -0.75949944 2.5361153 -3.1167733 3.7395172
#> lag1_var4 0.94884193 2.4013109 -3.3008369 3.1252285
#> const -5.49871097 8.3797925 -17.9701125 4.9654561
#> exo1 0.98690532 1.0733223 -0.3318599 2.4738800
#> exo2 -1.08043090 1.0997823 -2.5698220 0.6145821
#> exo3 0.06360795 0.8109654 -0.9146196 1.0948712
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4616178 0.2765753 0.0790267 0.8262819
#> lag1_var2 0.2455956 0.8077859 -0.5671601 1.5549237
#> lag1_var3 0.3804885 1.3525027 -0.9504315 2.5972815
#> lag1_var4 0.4217758 1.2999386 -1.7130303 1.6613281
#> const -0.3482327 4.3404088 -6.5430208 4.9500463
#> exo1 0.4114933 0.4638969 -0.2622803 1.0633204
#> exo2 -0.3484712 0.6022456 -1.1047162 0.4775723
#> exo3 0.4219514 0.4632189 -0.2602711 0.9689248
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00126396 0.0002202404 0.0009343061 0.001510908
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006065381 0.001059457 -0.001814961 0.0006599519
#> Sigma[2,2] 0.0223116054 0.004931198 0.016367439 0.0293627965
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004030561 0.002321573 0.0007540971 0.006921511
#> Sigma[3,2] 0.022348587 0.015239427 0.0024502625 0.042824010
#> Sigma[3,3] 0.432290915 0.082147779 0.3348999426 0.550771632
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003861209 0.002319358 0.0005379686 0.007097744
#> Sigma[4,2] 0.036864993 0.017747280 0.0153903070 0.061059525
#> Sigma[4,3] 0.466154538 0.090279280 0.3633829080 0.596861423
#> Sigma[4,4] 0.510407036 0.100909061 0.4005265160 0.655984955
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002389095 0.01925520 0.98272889 1.03474802
#> lag1_var2 0.001584205 0.06156182 -0.09515098 0.07418990
#> lag1_var3 -0.030174602 0.10384751 -0.18546951 0.09420834
#> lag1_var4 0.021680622 0.10107236 -0.09929388 0.17281962
#> const 0.394929533 0.37786419 -0.15973161 0.82248825
#> exo1 -0.014445654 0.02659220 -0.04017426 0.02506911
#> exo2 -0.226332539 0.02582800 -0.26334093 -0.19211620
#> exo3 -0.082465973 0.02742869 -0.11655351 -0.04633926
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18007409 0.1048571 -0.3291543 -0.06883427
#> lag1_var2 1.09249060 0.2307289 0.8608124 1.44586393
#> lag1_var3 0.78731974 0.3891222 0.3617207 1.36872567
#> lag1_var4 -0.73549656 0.3761730 -1.2948537 -0.31947409
#> const 2.55745085 1.4617783 0.6249232 4.58226516
#> exo1 -0.04734793 0.1016672 -0.1635287 0.07060515
#> exo2 0.29643309 0.1233105 0.1064414 0.45470551
#> exo3 0.10133413 0.2263955 -0.1785964 0.42451961
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4286144 0.4220073 -0.9585672 0.1697350
#> lag1_var2 1.7234125 1.1482904 0.2564416 3.3942480
#> lag1_var3 4.5545395 2.0403808 1.5794230 7.3901476
#> lag1_var4 -3.5982531 1.9944918 -6.3814663 -0.6854862
#> const 13.6451319 7.2547752 4.3123233 23.0151309
#> exo1 0.7875862 0.2898920 0.4785478 1.2540304
#> exo2 -2.3962157 0.6418754 -3.2560460 -1.4881395
#> exo3 -0.5308043 0.8743762 -1.7356967 0.6569328
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5610696 0.4234910 -1.0534540 0.08545952
#> lag1_var2 2.1800454 1.1924381 0.6459437 3.89178607
#> lag1_var3 4.7369014 2.0990175 1.5688423 7.46762386
#> lag1_var4 -3.7273790 2.0568255 -6.4170391 -0.62241764
#> const 14.4882312 7.4740486 4.3840279 24.77078116
#> exo1 0.7948938 0.2963514 0.4275468 1.21628119
#> exo2 -2.3327446 0.7038362 -3.2876974 -1.31521125
#> exo3 -0.4986636 0.9925060 -1.8808182 0.88109062
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002132919 5.055784e-05 0.0001492818 0.0002831356
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005471475 0.002332987 -0.009370389 -0.002647658
#> Sigma[2,2] 0.493261554 0.193548752 0.330404542 0.827415656
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002542871 0.001121324 0.001288765 0.0042736
#> Sigma[3,2] -0.244025746 0.126321435 -0.447890408 -0.1439153
#> Sigma[3,3] 0.164874562 0.084654847 0.105254627 0.2970324
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005679038 0.0008183366 -0.001745934 0.0006104572
#> Sigma[4,2] 0.0339560923 0.0386064280 -0.021318991 0.0783209377
#> Sigma[4,3] 0.0313896791 0.0220515462 0.006384303 0.0640374946
#> Sigma[4,4] 0.0550010531 0.0151291207 0.032026363 0.0738983841
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9926518796 0.012418457 0.97744850 1.01124827
#> lag1_var2 0.0003232009 0.032254865 -0.03407888 0.04468636
#> lag1_var3 -0.0065246679 0.059682481 -0.07111511 0.07394164
#> lag1_var4 0.0040768417 0.057789370 -0.07235958 0.06810724
#> const 0.3215773805 0.168294095 0.08051235 0.52733891
#> exo1 -0.0023133985 0.014104707 -0.02372202 0.01427811
#> exo2 -0.0781255717 0.015906072 -0.09469366 -0.05257690
#> exo3 0.0535006676 0.009929651 0.03908930 0.06596885
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.36654654 0.6591511 -2.3411535 -0.5618647
#> lag1_var2 2.34225934 0.8862904 1.5012567 3.8049148
#> lag1_var3 2.70343907 1.5697918 1.2288307 5.2911362
#> lag1_var4 -2.14362317 1.7528685 -5.0073985 -0.1531551
#> const 9.20238004 5.6189868 1.1807154 16.0750919
#> exo1 -0.54898921 0.6459261 -1.2430209 0.4412232
#> exo2 -0.07467138 0.6175032 -0.9998642 0.6510086
#> exo3 -0.33296935 0.7632227 -1.1597436 0.8640904
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77017725 0.4314244 0.1438996 1.3443063
#> lag1_var2 -0.01821602 0.6356004 -0.7086839 1.0336127
#> lag1_var3 0.88074773 1.1011010 -0.3316321 2.6923813
#> lag1_var4 -0.29213054 1.0532158 -2.0010574 0.8456054
#> const 0.64219214 3.2952841 -4.4486519 4.1514349
#> exo1 0.35382579 0.3384428 -0.1037540 0.8014845
#> exo2 -0.83734819 0.3043567 -1.3135274 -0.4875832
#> exo3 0.87898367 0.3683859 0.3005563 1.2501461
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003338363 0.3252501 -0.4002244 0.4494082
#> lag1_var2 1.048754420 0.6119164 0.3407384 1.8799376
#> lag1_var3 1.968328403 1.0842221 0.7174650 3.4598672
#> lag1_var4 -1.042265878 1.0492275 -2.4567845 0.2277686
#> const 4.553989121 2.8033975 0.5796723 8.6498853
#> exo1 0.052407612 0.1941396 -0.2943051 0.2156160
#> exo2 -0.958049394 0.2191188 -1.2233685 -0.6088016
#> exo3 0.748790512 0.2736485 0.3150685 1.0945132
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009995547 0.0003233365 0.0006835536 0.001508329
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003875802 0.001978855 -0.006589729 -0.001368712
#> Sigma[2,2] 0.109189752 0.014329297 0.091014087 0.128560708
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001153716 0.001698899 -0.001742733 0.002902634
#> Sigma[3,2] -0.094386671 0.017621026 -0.119363861 -0.073242940
#> Sigma[3,3] 0.144503463 0.038174470 0.095657651 0.198185282
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009955871 0.001402884 -0.003113344 0.0008635345
#> Sigma[4,2] -0.0505009248 0.015970076 -0.073010737 -0.0273216106
#> Sigma[4,3] 0.1221385783 0.039047083 0.073368002 0.1738988153
#> Sigma[4,4] 0.1214929864 0.040492207 0.073135558 0.1776001369
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92221111 0.03995849 0.869750953 0.973688825
#> lag1_var2 0.06521885 0.05584269 -0.006454883 0.144371152
#> lag1_var3 0.09306824 0.11359291 -0.049860431 0.251310100
#> lag1_var4 -0.07342187 0.10032292 -0.213872105 0.053673017
#> const 0.48950211 0.31953529 -0.008567071 0.834386847
#> exo1 -0.03868022 0.02065824 -0.068610190 -0.016834297
#> exo2 -0.05970623 0.04112775 -0.104677068 -0.000519818
#> exo3 -0.02773852 0.04304494 -0.092908032 0.023389435
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08218473 0.3649849 -0.6580099 0.3102308
#> lag1_var2 0.96523059 0.3886321 0.4036049 1.5291103
#> lag1_var3 0.01259911 0.7104806 -1.0066937 1.0235124
#> lag1_var4 -0.01145903 0.6029000 -0.8409363 0.8580708
#> const 2.65146550 3.3814074 -0.6883314 7.8987465
#> exo1 0.71092123 0.1577761 0.5145201 0.9180026
#> exo2 0.84812844 0.3322146 0.4179806 1.3577516
#> exo3 -0.02438094 0.3590275 -0.4816677 0.4723571
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1470399 0.4188088 -0.30024203 0.7471217
#> lag1_var2 0.4913290 0.3841011 -0.04325698 0.9195116
#> lag1_var3 2.1479321 0.6340061 1.28431135 2.8169658
#> lag1_var4 -1.2475146 0.5013348 -1.78389548 -0.5661355
#> const 2.8976350 3.6517100 -2.99195141 7.1476344
#> exo1 -0.5078188 0.3582563 -1.06108528 -0.1030559
#> exo2 -2.6627219 0.3510592 -3.21182686 -2.2077607
#> exo3 -0.3863365 0.4253656 -0.89461344 0.2197636
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09618707 0.4412948 -0.33466466 0.86222654
#> lag1_var2 0.78720315 0.4131965 0.07320366 1.10490075
#> lag1_var3 1.84815980 0.7257123 0.63502398 2.45096190
#> lag1_var4 -0.90934098 0.6045772 -1.47888734 0.07539083
#> const 3.12411253 4.1985253 -4.45138824 7.10798278
#> exo1 -0.19824888 0.3814353 -0.82990229 0.20301176
#> exo2 -2.83621475 0.2836653 -3.31462407 -2.51966839
#> exo3 -0.54344402 0.3921701 -0.90023315 0.07399769
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002878412 4.39318e-05 0.0002359799 0.0003470181
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008233783 0.001438695 -0.01026143 -0.006365143
#> Sigma[2,2] 0.442411433 0.060077521 0.36904910 0.513284332
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005230234 0.001154733 0.003734864 0.006793469
#> Sigma[3,2] -0.276500432 0.042784076 -0.343810781 -0.229236060
#> Sigma[3,3] 0.202964105 0.035134804 0.163131226 0.262989854
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.358711e-05 0.0004412299 -0.0005286496 0.0007353485
#> Sigma[4,2] -3.192313e-04 0.0263728998 -0.0410256360 0.0282741738
#> Sigma[4,3] 3.218538e-02 0.0148516348 0.0153771183 0.0540344484
#> Sigma[4,4] 3.399153e-02 0.0131229414 0.0241770013 0.0558285058
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99688359 0.01621922 0.97486701 1.017418391
#> lag1_var2 0.05338871 0.02480133 0.01119046 0.076203809
#> lag1_var3 0.08510054 0.04191275 0.01486332 0.123655750
#> lag1_var4 -0.09179562 0.03897538 -0.12543647 -0.024066523
#> const 0.52477547 0.19301335 0.22672422 0.722716578
#> exo1 -0.01867664 0.01236454 -0.02879755 0.004083113
#> exo2 -0.11405456 0.01793920 -0.13802126 -0.091710713
#> exo3 0.05745636 0.01741678 0.03132370 0.074720509
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7178151 0.3259210 -1.0829772 -0.2767804
#> lag1_var2 -0.1772507 0.8290469 -1.4064175 0.6749680
#> lag1_var3 -1.8376383 1.3189071 -3.8173631 -0.3567910
#> lag1_var4 2.1769498 1.4316764 0.5426652 4.1857591
#> const -0.6340349 4.6955840 -6.1466933 7.0059472
#> exo1 0.4931204 0.6131702 -0.3056298 1.4099842
#> exo2 0.4306825 0.5783405 -0.1492057 1.2310107
#> exo3 0.4037277 0.7087488 -0.5509461 1.2837431
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8991014 0.2476115 0.6016755 1.2473349
#> lag1_var2 0.8781360 0.5927688 0.1189033 1.5906483
#> lag1_var3 2.4310473 0.9344137 1.2044833 3.5998395
#> lag1_var4 -1.8851428 0.9994632 -3.1318136 -0.6556514
#> const 2.8468832 2.8766458 -0.4711711 6.9594681
#> exo1 -0.2305418 0.3580231 -0.7651387 0.2312145
#> exo2 -0.5903051 0.3222837 -1.1551285 -0.3424618
#> exo3 -0.7680422 0.3879799 -1.2464744 -0.2595065
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47445491 0.1341564 0.27257423 0.63576252
#> lag1_var2 0.47214118 0.3054020 0.04960526 0.84665335
#> lag1_var3 0.81658733 0.5126840 0.09840941 1.43514283
#> lag1_var4 -0.04801245 0.5362283 -0.66592401 0.70813816
#> const 1.12350574 1.9415753 -1.79879315 3.83561532
#> exo1 0.08508094 0.1324879 -0.03711854 0.31905437
#> exo2 -0.33264418 0.1720583 -0.51999858 -0.06690437
#> exo3 -0.53895295 0.1465362 -0.77685391 -0.36999999
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01209566 0.002857 0.009322214 0.01618313
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02636236 0.04434181 -0.1033068 0.01723021
#> Sigma[2,2] 1.88085408 0.63628596 1.2226060 2.99719239
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03559826 0.03783915 -0.09906024 0.007376153
#> Sigma[3,2] -0.98539663 0.32623105 -1.47435190 -0.624649564
#> Sigma[3,3] 1.30075148 0.41446875 0.85940989 1.944080860
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05981173 0.0316161 -0.1120428 -0.02499421
#> Sigma[4,2] 0.29250988 0.3088646 -0.0657752 0.78795890
#> Sigma[4,3] 0.74547176 0.3883538 0.4292874 1.42672693
#> Sigma[4,4] 1.07657197 0.3567893 0.6892425 1.58690072
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90807317 0.05079296 0.83209907 0.96799360
#> lag1_var2 0.14168272 0.06753235 0.04741410 0.21447544
#> lag1_var3 0.17839587 0.09932287 0.04065831 0.28612686
#> lag1_var4 -0.16723463 0.08968898 -0.25786702 -0.04194856
#> const 1.06653595 0.74506583 0.07682058 2.06780169
#> exo1 -0.03379143 0.10430845 -0.16535282 0.12346235
#> exo2 -0.01505323 0.09578032 -0.09650890 0.15822183
#> exo3 0.15635430 0.17129969 -0.04997936 0.39686925
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8606578 0.5360804 -1.5471926 -0.1786719
#> lag1_var2 2.5017233 0.7835753 1.3529642 3.3924423
#> lag1_var3 2.4483923 1.1633769 0.7268392 3.7711176
#> lag1_var4 -2.2696584 1.1181200 -3.6042191 -0.7017438
#> const 9.5977235 9.6337126 -3.4150709 23.8657743
#> exo1 3.7528504 1.3940192 1.8031969 5.5499205
#> exo2 -0.3165416 1.5159490 -2.2568553 1.7344393
#> exo3 -0.3582099 1.3469022 -2.3280481 1.2885748
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11639906 0.3916961 -0.2424282 0.7832711
#> lag1_var2 0.05513776 0.5551229 -0.6605263 0.8467053
#> lag1_var3 0.90026920 0.8374745 -0.2021064 2.1100359
#> lag1_var4 0.01512728 0.7889904 -1.0433089 1.0545643
#> const 1.07646952 3.9425363 -3.7771978 6.5725180
#> exo1 -1.98712422 0.4938874 -2.7497601 -1.4298144
#> exo2 0.50880320 1.3171210 -1.1796889 2.3251214
#> exo3 0.36050328 1.2194176 -1.3858615 1.6106931
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5290983 0.3884801 -1.1034672 0.02223035
#> lag1_var2 1.4067121 0.6615174 0.4957862 2.28788876
#> lag1_var3 2.0436932 1.0055056 0.6533643 3.38713107
#> lag1_var4 -0.9678675 0.9314986 -2.2145487 0.29674138
#> const 6.2043817 5.3348572 -0.2531355 14.04781555
#> exo1 0.4531783 0.6678965 -0.3871721 1.49086973
#> exo2 0.3251918 0.6660630 -0.6497056 1.00766620
#> exo3 0.1426589 1.3679016 -1.4522695 2.50312389
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005108891 0.0001158399 0.0003507401 0.0006537967
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007778912 0.004032829 -0.01361302 -0.003470722
#> Sigma[2,2] 0.697131790 0.171758926 0.47558329 0.935779863
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004293307 0.003872952 -0.0002038384 0.009840314
#> Sigma[3,2] -0.527652381 0.136000816 -0.7137018458 -0.341747774
#> Sigma[3,3] 0.429835673 0.106249054 0.2825504515 0.567857363
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001318143 0.001146595 -0.002827289 0.0002326999
#> Sigma[4,2] -0.031084345 0.026924135 -0.062939670 0.0099260469
#> Sigma[4,3] 0.056860476 0.018667553 0.029101934 0.0826857764
#> Sigma[4,4] 0.038654943 0.008548621 0.028423074 0.0509741350
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97023021 0.009919007 0.95531518 0.981798082
#> lag1_var2 0.09601489 0.034668203 0.05989490 0.148403835
#> lag1_var3 0.13213808 0.047275187 0.08369546 0.203107568
#> lag1_var4 -0.13237089 0.046508023 -0.20296447 -0.085837155
#> const 0.78658475 0.195114402 0.55498987 1.089754291
#> exo1 0.02360884 0.026537607 -0.01928044 0.051761789
#> exo2 -0.03172082 0.021313474 -0.05779249 -0.001511311
#> exo3 -0.01462835 0.023128189 -0.04497799 0.018127077
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2928931 0.4727449 -0.2333379 1.0048457
#> lag1_var2 -2.1925918 1.1558932 -3.5581455 -0.5418371
#> lag1_var3 -4.0529346 1.6123097 -6.0089272 -1.7504616
#> lag1_var4 4.1139511 1.5822209 1.8684361 6.0254887
#> const -10.2141101 10.6928242 -27.6592545 -0.6525213
#> exo1 0.2267542 0.7598234 -0.8028771 1.2375935
#> exo2 -0.0785338 0.8832310 -1.4908083 0.8868239
#> exo3 0.1616476 0.8955059 -0.9166935 1.4824407
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08279215 0.3953790 -0.6775995 0.4138018
#> lag1_var2 1.93612649 1.0819835 0.2769275 3.1789247
#> lag1_var3 3.40810200 1.5136567 1.0991802 5.1786809
#> lag1_var4 -2.49879891 1.4750470 -4.2206520 -0.2399336
#> const 7.36499747 9.1172168 -0.7979595 21.5518016
#> exo1 -0.26040318 0.5535671 -1.0064516 0.4551591
#> exo2 -0.50355556 0.6938419 -1.0285835 0.6667802
#> exo3 -0.08676829 0.6046558 -1.0454298 0.5997825
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14800271 0.1057911 0.03799932 0.3004367
#> lag1_var2 -0.10380339 0.4796822 -0.74647292 0.5313277
#> lag1_var3 -0.15314150 0.6589015 -1.04417484 0.7203390
#> lag1_var4 1.12756664 0.6427245 0.28825144 2.0020076
#> const -2.00273970 2.4555204 -5.34502952 1.6494930
#> exo1 -0.11434805 0.1752249 -0.30664947 0.1446963
#> exo2 -0.57158511 0.2416873 -0.98265288 -0.3310999
#> exo3 0.03974901 0.1645532 -0.18468985 0.2679306
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004802878 0.0001699415 0.0002895746 0.0007354228
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001346428 0.0005066842 -0.00203659 -0.0006586567
#> Sigma[2,2] 0.016666053 0.0041495727 0.01237196 0.0234169908
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003663461 0.001208113 -0.00153129 0.001669659
#> Sigma[3,2] -0.0250655387 0.007624260 -0.03611074 -0.015045641
#> Sigma[3,3] 0.1118355042 0.031547417 0.07043028 0.151717379
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004625162 0.001186633 -0.002431581 0.0009193317
#> Sigma[4,2] -0.0159868277 0.007293629 -0.026693709 -0.0065420681
#> Sigma[4,3] 0.1010771337 0.029534214 0.062419561 0.1377985551
#> Sigma[4,4] 0.0954278070 0.027250664 0.060989740 0.1316752031
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972231166 0.02034713 0.94305261 0.996637651
#> lag1_var2 0.061456621 0.05776635 -0.02216848 0.138630564
#> lag1_var3 0.104483047 0.08328330 -0.02070956 0.208602570
#> lag1_var4 -0.104094896 0.08030134 -0.20480737 0.016474749
#> const 0.654682756 0.25838299 0.39096287 1.035816143
#> exo1 -0.006792051 0.01954626 -0.03635868 0.018749521
#> exo2 -0.025137535 0.02453521 -0.05987933 0.003620464
#> exo3 -0.002039063 0.02188381 -0.03526903 0.023662271
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26674752 0.10643523 0.11558627 0.40409887
#> lag1_var2 0.19723554 0.28011539 -0.16617614 0.59955650
#> lag1_var3 -0.62291907 0.41615937 -1.13792908 -0.03584302
#> lag1_var4 0.59725923 0.40319879 0.02758602 1.09434781
#> const -2.43038031 1.60038765 -4.77238622 -0.30677199
#> exo1 -0.02209166 0.06602956 -0.09113433 0.08196550
#> exo2 0.88351385 0.15595522 0.66269239 1.06984913
#> exo3 0.14022061 0.08922473 0.03097313 0.24473440
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7974936 0.3985001 -1.3335198 -0.17666616
#> lag1_var2 1.7277866 1.0884809 0.1352289 3.26452144
#> lag1_var3 3.5688325 1.7762842 0.9655870 6.00363843
#> lag1_var4 -2.4734047 1.7194941 -4.8313163 0.04923690
#> const 11.0968072 5.7005956 2.0732684 18.44848507
#> exo1 -0.1951409 0.2954101 -0.5719037 0.21761601
#> exo2 -0.4384200 0.3125288 -0.8180502 -0.01471284
#> exo3 0.3370559 0.2833144 -0.1191761 0.62567420
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67570840 0.3509802 -1.14942815 -0.1400123
#> lag1_var2 1.62641841 0.9699923 0.21978156 2.9999533
#> lag1_var3 2.82244326 1.6119038 0.48113947 5.0561807
#> lag1_var4 -1.71322234 1.5606008 -3.87586982 0.5575958
#> const 8.71277989 5.0877997 0.85050004 15.1659621
#> exo1 -0.21412748 0.2821289 -0.53982971 0.1966138
#> exo2 0.02356714 0.2762030 -0.31962865 0.4061135
#> exo3 0.42217517 0.2652211 0.01637632 0.7139497
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001109449 0.0002586262 0.0009089781 0.001551684
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001496846 0.003063476 -0.005187575 0.002560495
#> Sigma[2,2] 0.192919433 0.041783282 0.142780330 0.245445717
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000721133 0.002290819 -0.002484591 0.003603814
#> Sigma[3,2] -0.141110945 0.029434152 -0.176270089 -0.102491740
#> Sigma[3,3] 0.109133663 0.020957129 0.079844371 0.133794160
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001419779 0.0006331859 -0.0009963424 0.0007529999
#> Sigma[4,2] -0.0276437780 0.0062136749 -0.0353608890 -0.0186238183
#> Sigma[4,3] 0.0266713025 0.0044490237 0.0202754713 0.0328270233
#> Sigma[4,4] 0.0111046759 0.0016728363 0.0094805590 0.0137537299
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9969889340 0.03395183 0.95358530 1.04344017
#> lag1_var2 -0.0017178584 0.03831099 -0.05449614 0.05552859
#> lag1_var3 0.0088592058 0.06994317 -0.08926219 0.11067819
#> lag1_var4 -0.0128644128 0.06668622 -0.10463234 0.07952182
#> const 0.3929791776 0.21983969 0.05056520 0.67751659
#> exo1 0.0467680993 0.02800354 0.01946688 0.09258051
#> exo2 -0.0574738738 0.02475618 -0.08347062 -0.02330327
#> exo3 0.0001314639 0.03341779 -0.03702614 0.04997669
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5338452 0.6473194 -0.36933288 1.3638608
#> lag1_var2 1.6350702 0.5104991 0.97136703 2.2914356
#> lag1_var3 1.1809445 0.9023871 0.05955573 2.3155136
#> lag1_var4 -1.4301826 0.7802757 -2.34847822 -0.3360426
#> const 3.9548612 4.6970175 -4.00316931 9.2686372
#> exo1 -0.2019130 0.5158898 -0.83492646 0.5231318
#> exo2 1.6939361 0.4579562 1.03248089 2.2850668
#> exo3 0.5246521 0.4751566 -0.09650371 1.1961367
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13894200 0.4886732 -0.7745319 0.4340635
#> lag1_var2 -0.55258570 0.3501328 -1.0201002 -0.1012123
#> lag1_var3 0.01462779 0.6261032 -0.7917197 0.8100772
#> lag1_var4 1.06130694 0.5501819 0.2483038 1.7236316
#> const -1.60430002 3.4427749 -5.6580947 3.9279289
#> exo1 0.14617956 0.3637093 -0.3467240 0.6251263
#> exo2 -1.69935083 0.3350753 -2.1228496 -1.2097868
#> exo3 -0.18033067 0.3794190 -0.7121326 0.3023661
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20731745 0.15929607 0.004457745 0.416878486
#> lag1_var2 0.03471440 0.07045592 -0.064212311 0.126316819
#> lag1_var3 0.06547208 0.13971311 -0.125942995 0.254663171
#> lag1_var4 0.88392736 0.14033691 0.664071075 1.027375655
#> const -1.16172417 1.00528427 -2.738569462 -0.009162643
#> exo1 0.03243413 0.07512850 -0.069078428 0.152438651
#> exo2 -0.72139610 0.08488019 -0.825884896 -0.617609568
#> exo3 0.15193823 0.12285191 -0.021476839 0.329437848
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004648183 0.0009984145 0.00367155 0.006180516
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003845437 0.001508669 -0.005951997 -0.002247429
#> Sigma[2,2] 0.012168421 0.003008770 0.008206326 0.015942627
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001895279 0.001366346 5.953336e-05 0.003884398
#> Sigma[3,2] -0.007151675 0.001716431 -9.310459e-03 -0.004752489
#> Sigma[3,3] 0.012012039 0.001443043 1.000024e-02 0.013953560
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.451217e-04 0.0009591071 -0.001530120 0.0009157046
#> Sigma[4,2] -3.155123e-05 0.0014329864 -0.002112733 0.0018914691
#> Sigma[4,3] 8.181733e-03 0.0015804879 0.005802758 0.0100726915
#> Sigma[4,4] 8.566436e-03 0.0019264373 0.005781978 0.0112246411
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972307264 0.04053346 0.92631018 1.0383538
#> lag1_var2 0.182947227 0.17460115 -0.10551639 0.3639097
#> lag1_var3 0.183630193 0.27984294 -0.26130882 0.5128403
#> lag1_var4 -0.194036216 0.27972883 -0.52916125 0.2484749
#> const 0.924084642 0.69521647 -0.18117241 1.7127716
#> exo1 0.030824212 0.06514439 -0.05763629 0.1171028
#> exo2 0.004683275 0.09902768 -0.11816089 0.1338545
#> exo3 0.007854219 0.07659458 -0.10892891 0.1043768
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006401293 0.08453366 -0.14589785 0.08735684
#> lag1_var2 0.449292705 0.30673655 0.07340159 0.84881016
#> lag1_var3 -0.069864420 0.52888804 -0.76039618 0.61603229
#> lag1_var4 0.106461852 0.53491140 -0.57895164 0.80241391
#> const -0.295152654 1.82372014 -2.96939697 2.02332525
#> exo1 -0.038733065 0.12165376 -0.21289094 0.10526207
#> exo2 0.397467295 0.09462885 0.30236985 0.54574677
#> exo3 0.245535735 0.14931908 0.04474902 0.43467698
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002802070 0.08901932 -0.14114148 0.1013172
#> lag1_var2 0.533239873 0.35517857 0.07070660 1.0916223
#> lag1_var3 1.342506964 0.52685506 0.63323370 2.0971741
#> lag1_var4 -0.408424355 0.53851127 -1.17363162 0.3151720
#> const 2.650402551 2.10078245 0.03518587 5.7192337
#> exo1 0.006269246 0.12105834 -0.17456611 0.1630560
#> exo2 -0.642880863 0.10429155 -0.77874866 -0.4928837
#> exo3 0.241426552 0.11892805 0.07752715 0.4141203
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004124132 0.06393867 -0.1136580 0.06066804
#> lag1_var2 0.556373228 0.26521126 0.2403511 0.96663840
#> lag1_var3 0.878411229 0.36890186 0.5065844 1.45341274
#> lag1_var4 0.096103479 0.38155679 -0.4948461 0.48182786
#> const 1.289381591 1.79602413 -0.8286290 3.85165828
#> exo1 -0.015701742 0.07487216 -0.1236571 0.09257022
#> exo2 -0.434052865 0.08714942 -0.5537050 -0.31943672
#> exo3 0.395657849 0.08876745 0.2711864 0.50197438
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02199928 0.007147717 0.01517997 0.03496349
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002873791 0.002233151 -0.006808575 -0.0007043175
#> Sigma[2,2] 0.008210456 0.002733934 0.004465945 0.0112304955
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001802388 0.003977192 -0.004773737 0.005398358
#> Sigma[3,2] -0.0096439422 0.003785398 -0.014469537 -0.004862162
#> Sigma[3,3] 0.0485643999 0.012283447 0.033029911 0.064860612
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001790029 0.003901891 -0.006445513 0.004166152
#> Sigma[4,2] -0.005568054 0.002779237 -0.009156632 -0.002269621
#> Sigma[4,3] 0.047030972 0.011911071 0.033042892 0.063477282
#> Sigma[4,4] 0.047856095 0.012130028 0.033430501 0.065152537
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.927366670 0.03022874 0.8793471 0.95686981
#> lag1_var2 -0.212206628 0.15823727 -0.3863312 0.04135624
#> lag1_var3 -0.576871951 0.33721005 -0.9832451 -0.13898655
#> lag1_var4 0.613677581 0.34799716 0.1415146 1.02732498
#> const -1.258363505 1.61999548 -2.7629855 1.62517344
#> exo1 0.005345245 0.08097691 -0.1164829 0.08344159
#> exo2 -0.086442822 0.06607111 -0.1532778 0.01213634
#> exo3 0.051521975 0.24468220 -0.3228803 0.30996995
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03375130 0.01878421 0.004492539 0.05584507
#> lag1_var2 0.75280739 0.14171733 0.532929332 0.91695950
#> lag1_var3 0.22270761 0.33033042 -0.329470319 0.58707359
#> lag1_var4 -0.19763965 0.33821278 -0.570342561 0.36457382
#> const 0.87775971 1.36677295 -1.188610652 2.32933872
#> exo1 -0.09000424 0.07121645 -0.189945604 0.01747986
#> exo2 0.71829367 0.06667387 0.638660056 0.80730755
#> exo3 0.42254413 0.13850508 0.204255767 0.59307602
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2101385 0.04876409 -0.26100258 -0.1349256
#> lag1_var2 1.8286967 0.44848906 1.20342462 2.4388138
#> lag1_var3 3.3592207 0.93004471 2.13675900 4.6259524
#> lag1_var4 -2.5271178 0.93911242 -3.80638733 -1.3185542
#> const 10.0900130 3.55367080 5.31406378 14.5185133
#> exo1 0.1661503 0.19652834 -0.09136188 0.4126104
#> exo2 -2.8010607 0.15733170 -3.05853961 -2.6505602
#> exo3 -1.0164339 0.41195174 -1.38089056 -0.3332819
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2104604 0.04525896 -0.2619954 -0.1406380
#> lag1_var2 2.0946154 0.42600023 1.4502441 2.6335104
#> lag1_var3 3.1606592 0.84656726 2.0050960 4.2286765
#> lag1_var4 -2.2969524 0.85503497 -3.3767770 -1.1520779
#> const 9.8345980 3.34708554 5.5105556 14.3140794
#> exo1 0.1298630 0.21561824 -0.1593579 0.3969539
#> exo2 -2.6419031 0.15920651 -2.8910517 -2.4863642
#> exo3 -0.8738699 0.38646176 -1.2288269 -0.2316872
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001341277 0.0003978355 0.0008969265 0.001915239
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05191002 0.0114962 -0.06927884 -0.03920496
#> Sigma[2,2] 3.29937593 0.4023378 2.78617089 3.88030646
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03023888 0.006750177 0.02235297 0.04018959
#> Sigma[3,2] -1.78693993 0.257344640 -2.19906145 -1.45687754
#> Sigma[3,3] 1.07842635 0.182833044 0.85290687 1.33841923
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003690139 0.002370069 0.001092781 0.00755488
#> Sigma[4,2] -0.084886937 0.101735066 -0.248634946 0.02511769
#> Sigma[4,3] 0.171556616 0.090723216 0.091051352 0.32880870
#> Sigma[4,4] 0.144970600 0.060809875 0.098738112 0.24069273
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90705345 0.05060873 0.841899942 0.96587649
#> lag1_var2 0.12797547 0.07247036 0.042584993 0.23213861
#> lag1_var3 0.25085593 0.14149886 0.085113741 0.45506660
#> lag1_var4 -0.22464924 0.12342896 -0.404444434 -0.07846260
#> const 1.09762601 0.37621596 0.586056859 1.59260843
#> exo1 0.02311115 0.02557875 -0.010563473 0.06016376
#> exo2 -0.10411776 0.03039608 -0.159359149 -0.07914398
#> exo3 0.04957671 0.03437042 0.008273255 0.09848813
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.08335737 2.909445 -0.3800132 7.1589560
#> lag1_var2 -4.93740936 3.950422 -11.3170047 -0.3914686
#> lag1_var3 -11.39598264 7.727272 -23.8690545 -2.5358390
#> lag1_var4 10.49019940 6.743539 2.5337065 21.3393412
#> const -32.49087629 24.897936 -64.0588639 0.7024288
#> exo1 -3.03246987 1.569818 -5.1399465 -0.6418864
#> exo2 -1.10535585 1.992507 -3.2759433 2.3111042
#> exo3 0.03885986 1.907501 -2.4588890 2.9537057
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2920506 1.6222274 -3.6477215 0.5435268
#> lag1_var2 3.4802054 2.2658957 0.8733602 7.2400570
#> lag1_var3 7.7236826 4.4152337 2.6658687 15.0596246
#> lag1_var4 -6.4565556 3.8658299 -12.8711286 -1.9536489
#> const 19.6935658 12.8760760 1.7053047 35.6402774
#> exo1 1.5895816 0.9303335 0.3119161 2.9361787
#> exo2 -0.3792127 1.2089976 -2.4722553 0.8692224
#> exo3 -0.1521200 0.8856332 -1.3315505 1.1050630
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32381949 0.2761537 -0.06824377 0.6264165
#> lag1_var2 0.66817894 0.4542342 0.06030348 1.2648052
#> lag1_var3 1.33797918 0.8711639 0.16720401 2.4666090
#> lag1_var4 -0.51821960 0.7840388 -1.52526854 0.5589006
#> const 1.30919763 1.6100833 -1.21112847 3.2800049
#> exo1 0.01440138 0.4047395 -0.38481598 0.6469642
#> exo2 -1.10743359 0.2712257 -1.48577441 -0.7869322
#> exo3 -0.14537001 0.3131827 -0.53291066 0.2296202
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001522089 4.103298e-05 0.0001000851 0.0002188147
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007998433 0.0004836005 -0.00144905 -0.0001433613
#> Sigma[2,2] 0.0541576135 0.0241689348 0.03172476 0.0936375618
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001534862 0.003089754 -0.00652681 0.001848814
#> Sigma[3,2] -0.057774997 0.057266187 -0.13974802 0.022586481
#> Sigma[3,3] 1.055220410 0.126875808 0.86373626 1.202047050
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002078494 0.003275547 -0.007275021 0.001373976
#> Sigma[4,2] -0.025745233 0.052996559 -0.085316298 0.057755460
#> Sigma[4,3] 1.048983543 0.140421492 0.835094702 1.204380752
#> Sigma[4,4] 1.062511795 0.159729044 0.826298184 1.237412986
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987301971 0.006288844 0.97859873 0.994793446
#> lag1_var2 0.021137823 0.033125942 -0.01913148 0.064492550
#> lag1_var3 0.027194218 0.049945374 -0.02357844 0.101779125
#> lag1_var4 -0.028315915 0.049868114 -0.10227558 0.022983537
#> const 0.404762972 0.139746748 0.25575983 0.601493519
#> exo1 -0.005398227 0.007509189 -0.01689565 0.002471188
#> exo2 -0.049414131 0.015301219 -0.06968096 -0.026955155
#> exo3 0.033171990 0.015288341 0.01691170 0.058804760
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02173239 0.1781406 -0.23827350 0.2500001
#> lag1_var2 0.66864399 0.3768891 0.32543846 1.2766380
#> lag1_var3 0.15546910 0.6303069 -0.48146279 1.1324874
#> lag1_var4 -0.14854453 0.6302195 -1.12546284 0.4807738
#> const 0.21762276 3.9220919 -3.99253331 6.5162722
#> exo1 0.03961989 0.1366507 -0.16066916 0.1862826
#> exo2 0.49572512 0.3773282 0.04498426 1.0107331
#> exo3 -0.60935339 0.2026411 -0.88983622 -0.3873949
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91786539 0.4578390 -1.416577 -0.22301336
#> lag1_var2 6.50129462 2.4577084 3.004590 10.00652090
#> lag1_var3 9.87287830 3.9110538 3.896063 15.17334712
#> lag1_var4 -9.07474777 3.9785682 -14.438825 -2.99634736
#> const 32.17348213 15.5545947 8.763545 50.82262413
#> exo1 -0.57419171 0.7721047 -1.733156 0.36455864
#> exo2 -1.58278934 1.1993145 -3.128228 -0.01223824
#> exo3 -0.09164979 1.1428667 -1.359956 1.80765847
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9245476 0.4598112 -1.405588 -0.17958754
#> lag1_var2 6.8326208 2.4870407 3.277795 10.47110243
#> lag1_var3 9.7981953 3.9678306 3.704614 15.29883683
#> lag1_var4 -8.9842931 4.0337713 -14.550995 -2.79480359
#> const 32.0251055 15.7622371 7.210486 52.02742797
#> exo1 -0.5664110 0.7611996 -1.696102 0.32391180
#> exo2 -1.3256235 1.0393822 -2.648908 0.08064947
#> exo3 -0.4623910 1.0969511 -1.670997 1.34746045
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003235094 7.655875e-05 0.0002398252 0.0004404374
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006326074 0.006965665 -0.0102727 0.007785869
#> Sigma[2,2] 3.0965802376 0.942845701 2.1277879 4.650636703
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007341777 0.007165663 -0.008217641 0.01224754
#> Sigma[3,2] -1.7658160384 0.762399226 -2.921964173 -1.10156423
#> Sigma[3,3] 1.9288605414 0.668129601 1.356262410 2.94553995
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008365558 0.004269536 -0.004241312 0.006557179
#> Sigma[4,2] 0.2955750121 0.322319218 -0.198133573 0.756529091
#> Sigma[4,3] 0.8405053363 0.205762987 0.628516935 1.175127600
#> Sigma[4,4] 1.1367143272 0.132541783 0.980722069 1.324272096
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972639438 0.007383431 0.96314193 0.98258875
#> lag1_var2 0.007835922 0.017190669 -0.01330866 0.03450255
#> lag1_var3 0.008879895 0.026505354 -0.02291080 0.05051621
#> lag1_var4 -0.006194878 0.024827455 -0.04466243 0.02429507
#> const 0.437339612 0.115966412 0.30969539 0.62077015
#> exo1 0.007963162 0.020057275 -0.02375978 0.03172954
#> exo2 -0.107042112 0.031304498 -0.15737751 -0.07525931
#> exo3 0.012744218 0.025340705 -0.02404985 0.04677184
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1969559 1.088738 -1.7375636 1.103072
#> lag1_var2 0.4189051 1.193490 -1.2944657 1.872256
#> lag1_var3 -0.4169101 1.831569 -3.0393608 1.792066
#> lag1_var4 0.4847051 1.695661 -1.5941211 2.852952
#> const 2.6524323 19.178835 -21.9920210 31.511176
#> exo1 1.4079569 1.668629 -0.6929843 3.421151
#> exo2 0.5340197 1.546148 -1.4097007 2.914856
#> exo3 -0.1105001 1.694662 -2.8285303 1.521621
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06567299 0.6760481 -0.71614419 1.0796140
#> lag1_var2 1.17039233 1.0452030 -0.09208496 2.6513305
#> lag1_var3 2.60039393 1.6297602 0.77500993 5.0715675
#> lag1_var4 -1.66862270 1.5944283 -4.07215967 0.1462851
#> const 4.40538314 14.9888660 -18.99150274 22.0465363
#> exo1 -0.02840517 1.6308393 -2.39016152 2.2420953
#> exo2 -0.81762490 1.1808205 -2.08027472 1.0892939
#> exo3 0.61033274 1.0320209 -0.56846270 2.2669927
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1852953 0.5618289 -1.0802528 0.315748
#> lag1_var2 1.0179938 0.9657654 -0.2113933 2.257242
#> lag1_var3 1.6998613 1.4548743 -0.1812625 3.500077
#> lag1_var4 -0.7021615 1.3988433 -2.4303224 1.071654
#> const 4.6321423 9.8346728 -7.0095489 20.367671
#> exo1 0.9595643 1.1850593 -0.6494293 2.421059
#> exo2 -0.4969857 1.3180683 -2.2756343 1.587723
#> exo3 0.5832240 1.0586397 -0.5455556 2.249948
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004984033 0.001151724 0.003682035 0.006722408
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01892282 0.006024752 -0.02737407 -0.01213106
#> Sigma[2,2] 0.17936308 0.037854357 0.13218306 0.23334423
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02421674 0.007599118 0.01400933 0.03388207
#> Sigma[3,2] -0.12435221 0.060824864 -0.19939654 -0.04359199
#> Sigma[3,3] 0.39590394 0.083366693 0.27326550 0.50553777
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01638764 0.006908585 0.00678474 0.02520588
#> Sigma[4,2] -0.03401317 0.055220069 -0.09471606 0.03639657
#> Sigma[4,3] 0.38196583 0.094089651 0.26650029 0.52120573
#> Sigma[4,4] 0.42144733 0.115334133 0.32090559 0.59952889
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95204797 0.08887891 0.81469321 1.0701543845
#> lag1_var2 0.16068729 0.14182859 -0.02538754 0.3723507797
#> lag1_var3 0.28409006 0.27435781 -0.08130756 0.6775063768
#> lag1_var4 -0.28345094 0.25700469 -0.65077758 0.0580245975
#> const 1.05657139 1.13754324 -0.44499286 2.7044680777
#> exo1 -0.06012137 0.04402050 -0.11841775 0.0006841604
#> exo2 0.12571208 0.10615733 -0.03809025 0.2454909144
#> exo3 -0.08826656 0.09167595 -0.20379232 0.0561246122
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6300014 0.3360287 0.22826659 1.1750017
#> lag1_var2 -0.2391768 0.6260718 -1.19513060 0.4566032
#> lag1_var3 -1.9647233 1.1700714 -3.65200677 -0.6616345
#> lag1_var4 1.8629028 1.0935726 0.64267607 3.4310375
#> const -6.4453904 3.8055000 -11.63279962 -1.1233374
#> exo1 0.3008883 0.2556823 -0.01759514 0.6384656
#> exo2 2.8291415 0.5223972 2.18999985 3.5840668
#> exo3 0.3828214 0.6781002 -0.60401744 1.2485026
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45498497 0.7301791 -1.6045818 0.2423787
#> lag1_var2 1.00631263 1.0412721 -0.1065141 2.6266574
#> lag1_var3 3.22504042 2.1803173 0.8157793 6.6505626
#> lag1_var4 -2.14356350 2.0735080 -5.4062187 0.1472248
#> const 8.13246136 12.1644053 -4.3289525 27.8433606
#> exo1 -0.60551086 0.6687006 -1.3981480 0.4666034
#> exo2 -1.94560236 0.9317918 -3.2402101 -0.7920191
#> exo3 0.05352307 0.9784153 -1.0854064 1.4902004
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1620594 0.6764500 -1.2208404 0.5503792
#> lag1_var2 0.6311994 0.9006910 -0.4337173 2.0886337
#> lag1_var3 1.7883732 1.9554862 -0.5796975 4.8459430
#> lag1_var4 -0.7112314 1.8640004 -3.6157929 1.5415642
#> const 3.4959398 12.1598526 -9.0931503 22.8800463
#> exo1 -0.5165826 0.8563121 -1.5282169 0.7699720
#> exo2 -0.6391977 0.9133174 -1.8973315 0.6426959
#> exo3 0.2413902 0.9730393 -0.9098359 1.6122962
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000926011 0.0001937383 0.0006968397 0.001240042
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01922752 0.00342023 -0.02419093 -0.01541094
#> Sigma[2,2] 0.75667056 0.13450751 0.62211281 0.96500647
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01255032 0.001625876 0.009821317 0.01410011
#> Sigma[3,2] -0.42077110 0.093308111 -0.535922082 -0.29992015
#> Sigma[3,3] 0.46316640 0.097237810 0.357747943 0.62504938
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007639694 0.002171913 -0.002441876 0.003596204
#> Sigma[4,2] 0.0465574354 0.097402869 -0.068822536 0.189389317
#> Sigma[4,3] 0.2129597523 0.059028741 0.149244622 0.307441383
#> Sigma[4,4] 0.2518536896 0.047725105 0.183290478 0.301565659
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970918473 0.01232034 0.95289790 0.98526481
#> lag1_var2 0.010260890 0.05949994 -0.05787147 0.09435372
#> lag1_var3 0.005209080 0.09577717 -0.10263808 0.13820004
#> lag1_var4 0.001567417 0.09882809 -0.13606727 0.11780797
#> const 0.348030550 0.33563838 -0.07512723 0.81711717
#> exo1 -0.002871714 0.01047828 -0.01594499 0.01261612
#> exo2 -0.064805544 0.02984798 -0.10939214 -0.02759868
#> exo3 0.053137186 0.02269750 0.01711438 0.07753953
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1149342 0.1630196 -0.2861320 0.1396184
#> lag1_var2 0.9412648 1.5013242 -1.1914665 3.0779757
#> lag1_var3 0.1895650 2.4279350 -3.2261823 3.5198758
#> lag1_var4 -0.1122322 2.4820013 -3.6443863 3.3567643
#> const -0.9908390 10.1795836 -14.8018780 12.6753952
#> exo1 -0.4050811 0.4414518 -1.0787542 0.1732660
#> exo2 2.4790759 1.1500875 0.6453649 3.9386701
#> exo3 -0.3671077 0.9800432 -1.3829162 1.1127688
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13933658 0.2379922 -0.1585257 0.4823497
#> lag1_var2 -0.07714968 1.0323915 -1.6996349 0.8686324
#> lag1_var3 0.74145313 1.7887636 -2.1204235 2.4612752
#> lag1_var4 0.16497883 1.7377010 -1.5387144 2.9168459
#> const 1.60929284 2.7057521 -1.9291738 5.4843313
#> exo1 -0.07435668 0.5400465 -0.9671640 0.5676087
#> exo2 -2.26763192 0.5665585 -2.9400734 -1.4856600
#> exo3 0.14818000 0.5935475 -0.6586783 0.8601103
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07153252 0.2981334 -0.2880790 0.5025234
#> lag1_var2 0.23527190 1.1635381 -1.4717466 1.5759956
#> lag1_var3 0.42764789 1.9152837 -2.4286984 2.5816158
#> lag1_var4 0.54523528 1.8924374 -1.5482080 3.3745940
#> const -0.23730784 6.1898941 -9.5327757 6.2493699
#> exo1 -0.33428924 0.4635116 -1.0855569 0.1545791
#> exo2 -0.81203003 0.4433723 -1.2961983 -0.2152936
#> exo3 -0.09091995 0.4342041 -0.5767698 0.5307158
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003685726 4.964145e-05 0.0003059484 0.0004353635
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001673445 0.002570669 -0.004746004 0.002487241
#> Sigma[2,2] 0.513556722 0.136185200 0.338977036 0.721238891
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00260578 0.00174906 -0.004864086 -0.0002696809
#> Sigma[3,2] -0.03128115 0.08652930 -0.153065095 0.0856378706
#> Sigma[3,3] 1.15188860 0.23342978 0.834895058 1.4578006795
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003791429 0.003123202 -0.007599466 0.0009755757
#> Sigma[4,2] 0.305598103 0.091974139 0.143727765 0.3859100873
#> Sigma[4,3] 1.181666590 0.266261762 0.794287237 1.5142894879
#> Sigma[4,4] 1.434979906 0.311805348 0.951879155 1.8140139598
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96922747 0.009887882 0.9574030650 0.98309827
#> lag1_var2 0.05434179 0.038994046 -0.0067104676 0.09967538
#> lag1_var3 0.07349497 0.060936129 -0.0229186039 0.14454384
#> lag1_var4 -0.07165632 0.059107101 -0.1403901226 0.02220103
#> const 0.60614061 0.151765198 0.3964224076 0.82267400
#> exo1 0.01715815 0.012521928 0.0007582744 0.03487073
#> exo2 -0.11335077 0.026633726 -0.1418669318 -0.07617016
#> exo3 0.02063833 0.020066307 -0.0100022833 0.03899174
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84700032 0.4541460 0.07992535 1.3322498
#> lag1_var2 -0.99210739 1.3603681 -2.46096673 1.1828046
#> lag1_var3 -2.46699786 2.0732370 -4.58675091 0.8303719
#> lag1_var4 2.35555242 2.0224974 -0.87375078 4.3975209
#> const -10.75653289 8.3079480 -20.51224184 2.8933338
#> exo1 -0.77170089 0.4421536 -1.26147566 -0.1251269
#> exo2 4.35993120 1.0840463 3.16007012 5.9868809
#> exo3 -0.02082796 0.6628298 -0.99032793 0.7995759
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04084819 0.7622957 -1.1631793 0.996919
#> lag1_var2 0.99836904 2.6562269 -2.7819124 4.452302
#> lag1_var3 2.34981540 4.0358733 -3.4096912 7.368644
#> lag1_var4 -1.41047682 3.9615058 -6.3839952 4.195394
#> const 2.25914726 14.8570500 -16.1038530 25.994132
#> exo1 0.40907069 0.7805849 -0.5850958 1.579787
#> exo2 -6.48485394 0.9537606 -7.7619637 -5.261514
#> exo3 1.63557410 1.7299086 -0.3401316 4.219101
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60971088 0.8178884 -0.6832961 1.486035
#> lag1_var2 0.05950772 2.6105165 -3.2125753 3.564963
#> lag1_var3 0.30284998 3.8867428 -4.6576613 5.350388
#> lag1_var4 0.58012572 3.8047953 -4.4106761 5.403803
#> const -6.19358124 16.3705665 -24.4624857 19.082111
#> exo1 -0.07276568 0.8698790 -1.2802780 1.046768
#> exo2 -4.09523368 0.9844496 -5.5508770 -2.790561
#> exo3 1.72599054 1.6514517 -0.2768915 3.968570
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001208177 0.0001852406 0.0009693664 0.001472929
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02291417 0.00641889 -0.03241781 -0.01538623
#> Sigma[2,2] 1.97152944 0.43283988 1.39630830 2.57585407
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009145038 0.006275455 0.0003706515 0.01790821
#> Sigma[3,2] -1.009482924 0.306681063 -1.4041589919 -0.59581597
#> Sigma[3,3] 1.027777479 0.298781380 0.7230089461 1.48957641
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003296298 0.006130686 -0.0103599 0.006138084
#> Sigma[4,2] 0.016709129 0.200396397 -0.3028201 0.230844768
#> Sigma[4,3] 0.569397550 0.223714418 0.3548122 0.923378679
#> Sigma[4,4] 0.654720684 0.189212956 0.4708803 0.938482095
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954154956 0.03193184 0.917869289 1.00067094
#> lag1_var2 0.071761154 0.04993626 0.003155535 0.11930651
#> lag1_var3 0.141278284 0.09739704 0.010715356 0.23394505
#> lag1_var4 -0.135400589 0.08965975 -0.220476998 -0.01460322
#> const 0.867332560 0.46363463 0.196108401 1.48862001
#> exo1 0.001773293 0.03241177 -0.050319911 0.03523962
#> exo2 -0.106294509 0.03935217 -0.161710729 -0.06519742
#> exo3 0.064428903 0.02627994 0.026824777 0.09900099
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6006744 1.057753 -1.6568165 0.8326815
#> lag1_var2 1.5682826 1.957668 -0.6149327 4.2302696
#> lag1_var3 1.0975241 3.758409 -3.2436878 6.1285897
#> lag1_var4 -0.8742664 3.416578 -5.4661444 3.1013522
#> const 2.9303495 9.785169 -10.4540813 15.5895234
#> exo1 -0.8576692 1.138804 -2.2276999 0.8958869
#> exo2 1.4241347 1.734078 -0.8546524 3.9109027
#> exo3 1.4400996 1.458992 -0.5271305 3.4872854
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2136715 0.6382910 -0.4679586 1.1089001
#> lag1_var2 0.3371709 1.1269285 -1.3498084 1.6909338
#> lag1_var3 1.8030082 2.1927315 -1.5121709 4.3981012
#> lag1_var4 -0.9928270 1.9642043 -3.2847880 2.0271955
#> const 5.5816278 6.6505245 -5.4684278 13.0498624
#> exo1 0.7003188 0.7947666 -0.3824679 1.6722824
#> exo2 -1.2587746 1.1052241 -2.7527522 -0.2067508
#> exo3 -0.4369508 1.1997180 -2.2160071 0.8231833
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1283252 0.3548635 -0.5597455 0.4209141
#> lag1_var2 0.9437980 0.7591059 -0.2767198 1.8429152
#> lag1_var3 1.9964593 1.4633522 -0.3281553 3.6599089
#> lag1_var4 -1.0348734 1.3681628 -2.6140731 1.1255571
#> const 6.1297052 5.0552116 -0.1174476 13.4014337
#> exo1 0.2607614 0.4848441 -0.2975810 0.9996473
#> exo2 -0.5820428 1.0771526 -2.4019536 0.5887541
#> exo3 0.3289266 1.0495619 -0.7373845 1.9615403
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001444859 0.0002704016 0.001058046 0.001804247
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007535882 0.003924992 -0.01373507 -0.002719994
#> Sigma[2,2] 0.192877634 0.060736132 0.13489345 0.295497484
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003547492 0.002039209 0.00142740 0.006762992
#> Sigma[3,2] -0.106170078 0.035808898 -0.16195748 -0.072010726
#> Sigma[3,3] 0.074021140 0.019736469 0.05455194 0.103606301
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001348795 0.001201396 -0.003253456 6.941507e-05
#> Sigma[4,2] 0.017658602 0.012865133 0.002537391 3.866192e-02
#> Sigma[4,3] 0.007075381 0.008352975 -0.003142883 1.911227e-02
#> Sigma[4,4] 0.019905730 0.007571089 0.011184985 2.969884e-02
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98733469 0.02601890 0.949074977 1.023858913
#> lag1_var2 0.05162268 0.04847711 -0.006587682 0.106671550
#> lag1_var3 0.07224182 0.07296586 -0.013794207 0.156773153
#> lag1_var4 -0.07702625 0.06848164 -0.154784439 0.009668868
#> const 0.55773456 0.34430123 0.116390832 0.982759073
#> exo1 -0.01435651 0.02437092 -0.043665108 0.025476900
#> exo2 -0.02927708 0.02912212 -0.066094005 0.010003126
#> exo3 -0.02634878 0.03256757 -0.078553718 0.005055847
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4937079 0.3656030 -0.04790743 0.92174587
#> lag1_var2 1.9989321 0.6312592 1.18249168 2.89383065
#> lag1_var3 1.5762988 0.9572174 0.35739054 2.94984708
#> lag1_var4 -1.8274083 0.8601535 -3.05870599 -0.67672295
#> const 5.3689137 2.9973464 1.51761758 10.05632526
#> exo1 -0.7059174 0.3186983 -1.15191916 -0.30470602
#> exo2 1.5079488 0.3684930 1.05410273 2.01129599
#> exo3 -0.3730236 0.3253261 -0.75449990 0.06561556
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2667687 0.2887635 -0.5569816 0.20890767
#> lag1_var2 -0.3274392 0.4064820 -0.9648876 0.09046483
#> lag1_var3 0.3680636 0.6149146 -0.5960885 0.99514898
#> lag1_var4 0.7188109 0.5388822 0.1397105 1.55860664
#> const -0.6020106 2.6061424 -3.8135606 3.46305589
#> exo1 0.3830312 0.1745832 0.1526521 0.64470606
#> exo2 -1.6061178 0.2319627 -1.9321283 -1.33790595
#> exo3 0.3874287 0.1344515 0.1641944 0.52972627
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04996496 0.1739246 -0.202221235 0.29199145
#> lag1_var2 0.55455737 0.2102751 0.326792036 0.83437225
#> lag1_var3 0.73949249 0.3136806 0.399563517 1.15225953
#> lag1_var4 0.21319084 0.2812702 -0.160675809 0.51223672
#> const 1.01363102 1.5752346 -0.957852657 3.27665192
#> exo1 -0.06813723 0.1488504 -0.314461227 0.07491841
#> exo2 -0.72090297 0.1042712 -0.833005224 -0.54963314
#> exo3 0.17878368 0.1363195 0.001022197 0.33502046
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005789035 9.550829e-05 0.0004325391 0.0006891087
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01382118 0.00297008 -0.01732915 -0.009435596
#> Sigma[2,2] 0.98416567 0.22074122 0.70300928 1.268423847
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01031567 0.002440266 0.006670537 0.01363761
#> Sigma[3,2] -0.83893845 0.235699075 -1.172969172 -0.51548119
#> Sigma[3,3] 1.04797206 0.223109977 0.790775797 1.35996141
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003294977 0.002305639 0.0002777816 0.006573223
#> Sigma[4,2] -0.356032107 0.155318932 -0.5674280511 -0.130498745
#> Sigma[4,3] 0.663671759 0.129930508 0.5055569919 0.843596712
#> Sigma[4,4] 0.519690651 0.086297832 0.3927556221 0.624719429
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994343824 0.01400136 0.977307325 1.01486946
#> lag1_var2 0.008158602 0.02486952 -0.026553307 0.03837140
#> lag1_var3 0.028400425 0.04653959 -0.036977051 0.08459023
#> lag1_var4 -0.029840509 0.04260134 -0.080133175 0.02948474
#> const 0.288802826 0.18775320 0.006646517 0.52599725
#> exo1 -0.008472134 0.01816780 -0.031145468 0.01819657
#> exo2 -0.080586821 0.03134987 -0.120811408 -0.03445202
#> exo3 0.051741700 0.01737078 0.025480104 0.07310315
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1098719 0.7694694 -0.6747134 1.3571578
#> lag1_var2 0.3472565 1.4137652 -1.9684047 1.7112903
#> lag1_var3 -1.1414080 2.6877952 -5.5046077 1.4905436
#> lag1_var4 1.0693448 2.4516712 -1.3839423 5.0361801
#> const 1.3328387 9.3201135 -13.0560382 12.1941022
#> exo1 0.4866119 0.9680961 -1.0008463 1.7038655
#> exo2 1.0460457 0.8714432 -0.1199792 2.1664006
#> exo3 -0.6062771 0.6052691 -1.3328430 0.2335207
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6285194 0.7783486 -0.4585789 1.634836
#> lag1_var2 -0.6580171 1.1537468 -1.9675513 1.044341
#> lag1_var3 -0.1072583 2.1253083 -2.5154546 3.071173
#> lag1_var4 1.0035051 1.8980889 -1.8597223 3.162938
#> const -9.6186007 10.0635419 -25.1021162 3.295039
#> exo1 -1.0174854 1.3741177 -2.4343063 1.252262
#> exo2 -1.5564970 1.1689201 -3.2140595 -0.222970
#> exo3 2.3846444 0.5338140 1.7736787 3.197800
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7865134 0.4733457 0.1356417 1.5001570
#> lag1_var2 -0.8952147 0.7170471 -1.6809325 0.2258014
#> lag1_var3 -1.4930506 1.3470584 -2.9651599 0.6154064
#> lag1_var4 2.3549146 1.2425499 0.4424386 3.7307291
#> const -11.6099446 6.5891920 -23.0911071 -5.2395544
#> exo1 -0.8289091 1.0399246 -2.1542216 0.7899183
#> exo2 -1.0584878 0.8292663 -2.2544553 -0.1499255
#> exo3 2.1725812 0.4481687 1.5973174 2.8105285
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00133105 0.0004083952 0.0009238349 0.001982397
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006675469 0.002972138 -0.01085819 -0.002766965
#> Sigma[2,2] 0.224063570 0.056716658 0.16536700 0.316266994
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002868353 0.00200973 0.0001133088 0.005079076
#> Sigma[3,2] -0.128819561 0.04136541 -0.1885541864 -0.065546492
#> Sigma[3,3] 0.352999954 0.05424793 0.2949214956 0.422884028
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00165993 0.001984542 -0.004040122 0.001040784
#> Sigma[4,2] 0.02021876 0.025585532 -0.013389515 0.052934777
#> Sigma[4,3] 0.28460405 0.072871707 0.192209554 0.379835937
#> Sigma[4,4] 0.31655153 0.083288553 0.218767897 0.436090501
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007631156 0.01737192 0.98986675 1.03523533
#> lag1_var2 0.021890017 0.06008190 -0.06506827 0.09722279
#> lag1_var3 0.037129995 0.08972583 -0.09297441 0.15544230
#> lag1_var4 -0.044843576 0.08915052 -0.16323444 0.08226854
#> const 0.371721953 0.35584351 -0.05195529 0.90811523
#> exo1 0.012161171 0.03684061 -0.02182543 0.07630273
#> exo2 -0.070559733 0.03532896 -0.11872652 -0.01806477
#> exo3 -0.007465372 0.02655825 -0.05028747 0.02613947
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5938595 0.1986600 -0.8907454 -0.36711640
#> lag1_var2 2.6584931 0.6746225 1.6899528 3.59456384
#> lag1_var3 2.7011063 1.0140954 1.2391612 4.10719184
#> lag1_var4 -2.6041810 0.9959709 -3.9817208 -1.16621452
#> const 10.3396411 3.7153399 5.8110092 16.09033334
#> exo1 -0.3276686 0.3812376 -0.9154157 0.04598239
#> exo2 0.7646877 0.4350293 0.1267196 1.28220770
#> exo3 -0.1737907 0.3541401 -0.7601623 0.11673783
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7345990 0.2448139 0.4361952 1.0657459
#> lag1_var2 -0.1771634 0.7309646 -1.2842751 0.8643528
#> lag1_var3 0.8026401 1.2133661 -1.0349076 2.4763596
#> lag1_var4 -0.1141874 1.1652945 -1.7760419 1.6116361
#> const 1.1723221 5.8804775 -5.2921381 10.7851956
#> exo1 0.2741303 0.6462580 -0.8282872 0.9346380
#> exo2 -1.3134564 0.5153390 -2.1356767 -0.6398168
#> exo3 -1.2354037 0.6447702 -1.9871891 -0.2399873
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34749107 0.2272267 0.04031915 0.63631987
#> lag1_var2 1.32073201 0.7031132 0.47478919 2.43636847
#> lag1_var3 2.20704331 1.1394828 0.80618550 4.01298681
#> lag1_var4 -1.44096604 1.1180889 -3.23477041 -0.08700269
#> const 7.01106560 6.0226121 0.53177614 16.89632128
#> exo1 0.05964125 0.6289587 -0.85297698 0.85148594
#> exo2 -0.84224651 0.4803102 -1.50120356 -0.24212063
#> exo3 -1.40086073 0.5796286 -2.09273202 -0.53116454
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002444544 6.348067e-05 0.0001574347 0.0003366466
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002608886 0.0008191393 -0.0004604211 0.00164387
#> Sigma[2,2] 0.0717388888 0.0131569688 0.0581274278 0.09148566
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002450567 0.0008908072 0.001563368 0.003793101
#> Sigma[3,2] -0.057769093 0.0148545234 -0.078084559 -0.034815808
#> Sigma[3,3] 0.171819361 0.0369611943 0.118643249 0.217515710
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002736713 0.001088302 0.001562349 0.004489421
#> Sigma[4,2] -0.022597919 0.018371417 -0.044076015 0.003846193
#> Sigma[4,3] 0.151956476 0.034965572 0.102647661 0.200309439
#> Sigma[4,4] 0.150058099 0.034142482 0.102866447 0.200365273
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00152485 0.007076607 0.989069163 1.00889078
#> lag1_var2 -0.01377942 0.027673626 -0.047825429 0.03161390
#> lag1_var3 -0.02943618 0.047302304 -0.085840613 0.04733746
#> lag1_var4 0.02647117 0.045442519 -0.047239003 0.08094378
#> const 0.16496778 0.119463344 0.014885522 0.33164897
#> exo1 -0.02662589 0.018575163 -0.056608991 -0.00476874
#> exo2 -0.12211956 0.010288268 -0.134490299 -0.10537133
#> exo3 0.02941739 0.015397731 0.007578648 0.04983316
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3560129 0.1061167 -0.4775584 -0.2034608
#> lag1_var2 1.4540138 0.4437787 0.8309003 2.0162870
#> lag1_var3 0.6181646 0.7775433 -0.4676390 1.6205099
#> lag1_var4 -0.4791186 0.7569072 -1.4615874 0.5582493
#> const 1.3391564 1.8024363 -1.5523146 3.3032336
#> exo1 -0.1489485 0.2621155 -0.4882271 0.1900230
#> exo2 2.1069245 0.3157792 1.6254528 2.4828294
#> exo3 -0.6623885 0.3249933 -1.0375397 -0.1709070
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6155537 0.1035254 0.4697096 0.75116759
#> lag1_var2 -2.0177257 0.4235774 -2.6417713 -1.42953208
#> lag1_var3 -1.3170298 0.8270040 -2.4115095 -0.08683354
#> lag1_var4 2.2280582 0.8101620 1.0324246 3.31032448
#> const -6.3334378 2.8160241 -10.1256744 -2.46936652
#> exo1 0.5067894 0.2638668 0.1775766 0.85583837
#> exo2 -2.8394877 0.5926826 -3.5572110 -1.97003669
#> exo3 1.1930310 0.5470905 0.3452519 1.73182252
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4434814 0.1071140 0.3084657 0.5981552
#> lag1_var2 -1.6287403 0.3686948 -2.1466213 -1.1850935
#> lag1_var3 -1.6355899 0.6860934 -2.5587545 -0.7219213
#> lag1_var4 2.6529552 0.6660129 1.7798557 3.5772088
#> const -7.5166634 2.9774031 -11.3532840 -3.6662943
#> exo1 0.4566139 0.2910316 0.1061509 0.8911113
#> exo2 -1.8524518 0.5259988 -2.4570392 -1.0875147
#> exo3 0.9246444 0.5156386 0.1791772 1.5681459
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001689306 0.0004070342 0.001161253 0.002160576
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02566975 0.01053194 -0.0406401 -0.01251441
#> Sigma[2,2] 1.36089641 0.26768026 1.0187087 1.74104219
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02459032 0.01117502 0.01065597 0.04189981
#> Sigma[3,2] -1.27402657 0.24386276 -1.61798936 -0.99397864
#> Sigma[3,3] 1.48403093 0.29181810 1.09979574 1.90349006
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00974146 0.005370416 0.003457067 0.01837519
#> Sigma[4,2] -0.46012336 0.121633515 -0.609202928 -0.29289667
#> Sigma[4,3] 0.74662722 0.189383471 0.501285997 0.98313284
#> Sigma[4,4] 0.50147193 0.135836142 0.317355216 0.68327241
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03260266 0.01830562 1.013054181 1.061223032
#> lag1_var2 -0.03192725 0.01962836 -0.059854516 -0.007457052
#> lag1_var3 -0.04692783 0.03315899 -0.094260043 -0.007328055
#> lag1_var4 0.02906830 0.02885682 -0.005581311 0.068276177
#> const 0.33966426 0.24991529 0.007643471 0.692588500
#> exo1 -0.04569208 0.05315955 -0.118157806 0.023492682
#> exo2 -0.01455701 0.03314042 -0.068191124 0.021210494
#> exo3 0.04324703 0.02567024 0.017386034 0.081104591
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3113967 0.6547307 -3.373727 -1.8094542
#> lag1_var2 2.6634237 0.7533007 1.717518 3.6815464
#> lag1_var3 2.6558403 1.2861043 1.095037 4.4103307
#> lag1_var4 -1.7908000 1.1384072 -3.313235 -0.4487502
#> const 5.7644657 9.2196949 -3.544618 20.4979458
#> exo1 -0.1907898 2.1005378 -2.653371 2.9551121
#> exo2 2.2703863 0.8872828 1.180726 3.5989109
#> exo3 2.7889892 1.0544799 1.262950 4.1236087
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2638780 0.7593946 1.5922845 3.57594467
#> lag1_var2 -1.6522775 0.8746036 -2.7771949 -0.45529263
#> lag1_var3 -1.4431064 1.4251324 -3.2847077 0.48547043
#> lag1_var4 1.5536510 1.2075043 -0.1012584 3.02644292
#> const -1.8877480 8.4600339 -14.0485793 8.01748291
#> exo1 -0.2571012 2.0365885 -3.1526676 2.25150097
#> exo2 -3.7144192 1.0662854 -5.3651819 -2.51216774
#> exo3 -0.9687784 0.9732010 -2.5517483 0.02392835
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8878284 0.4815546 0.41732141 1.6443014
#> lag1_var2 -0.4816200 0.6117323 -1.37452619 0.2669335
#> lag1_var3 -0.5549676 0.9872378 -1.97126789 0.6527196
#> lag1_var4 1.2037098 0.8245088 0.18093241 2.3636948
#> const 0.1830866 4.1586572 -6.35805710 5.1277036
#> exo1 -0.3762246 0.9497437 -1.62480146 1.0270419
#> exo2 -2.4713976 0.7508903 -3.56919229 -1.5684512
#> exo3 0.8266822 0.5572820 -0.02850767 1.3272652
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001091829 0.0002092565 0.000740967 0.001321946
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004932988 0.00457498 -0.0002815769 0.01202965
#> Sigma[2,2] 0.721687417 0.14419915 0.5569024824 0.93354270
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002457112 0.003998975 -0.005788873 0.004896988
#> Sigma[3,2] -0.1596342295 0.074599787 -0.239255873 -0.038164627
#> Sigma[3,3] 0.3101622176 0.040791379 0.266005735 0.369255754
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002076953 0.004380231 -0.003949482 0.006671983
#> Sigma[4,2] 0.169841373 0.120556613 0.044452176 0.354110463
#> Sigma[4,3] 0.273507943 0.072280162 0.217005551 0.388263918
#> Sigma[4,4] 0.392404677 0.133000199 0.295519956 0.611001906
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993355613 0.02253442 0.95941439 1.021761478
#> lag1_var2 -0.020066974 0.03667908 -0.07149874 0.023027247
#> lag1_var3 -0.046452060 0.07982943 -0.15372777 0.049242521
#> lag1_var4 0.045650600 0.07260072 -0.04028938 0.142678738
#> const 0.239372310 0.30474157 -0.11033537 0.727524936
#> exo1 -0.038663266 0.02851101 -0.07006245 0.009371996
#> exo2 0.005268012 0.03470787 -0.04231723 0.057881824
#> exo3 0.040431384 0.01733123 0.01800574 0.065409719
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04872533 0.5322204 -0.8557884 0.4787838
#> lag1_var2 0.92145801 0.8725741 0.1186229 2.3571835
#> lag1_var3 0.46177079 1.9064117 -1.5613590 3.5421479
#> lag1_var4 -0.48223168 1.7697751 -3.3760452 1.3999511
#> const 2.69381917 9.0077021 -5.8705567 17.4357347
#> exo1 -0.74274584 0.8958861 -2.1248498 0.2876982
#> exo2 -0.79421307 0.9098490 -2.0847105 0.3449917
#> exo3 -0.72295013 0.8220717 -1.9518914 0.2391962
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7649890 0.3853548 0.3207815 1.32774167
#> lag1_var2 -1.0135933 0.5093935 -1.8384719 -0.39956844
#> lag1_var3 -1.2282307 1.2606990 -3.3506673 0.13913505
#> lag1_var4 1.9042714 1.1479542 0.6393675 3.82192114
#> const -5.6796527 7.5687008 -15.6314651 4.56052581
#> exo1 -1.2617216 0.7792386 -2.0287884 0.06207631
#> exo2 -2.1903362 0.4247299 -2.6944743 -1.58504621
#> exo3 -0.6196747 0.2506805 -0.9779749 -0.27148591
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8622171 0.4027377 0.4368518 1.4947995
#> lag1_var2 -0.9720583 0.6668444 -2.0340790 -0.2675871
#> lag1_var3 -1.8027365 1.4933212 -4.3223968 -0.3819616
#> lag1_var4 2.4793930 1.3653582 1.1535727 4.7711817
#> const -6.6957372 6.3341482 -15.3176374 1.7997077
#> exo1 -1.7625596 0.7492483 -2.5511272 -0.6908497
#> exo2 -2.8079634 0.6214218 -3.8185694 -2.1090860
#> exo3 -1.0188901 0.4694457 -1.6008350 -0.3170343
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0170931 0.004208875 0.01277439 0.02365214
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01636394 0.01153263 -0.03438924 -0.002111863
#> Sigma[2,2] 0.20537620 0.04948985 0.14835666 0.283328467
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005610896 0.007653983 -0.00364004 0.01720234
#> Sigma[3,2] -0.097356274 0.025992922 -0.13558554 -0.06009720
#> Sigma[3,3] 0.145042002 0.036341301 0.09564764 0.19741542
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00136516 0.01006558 -0.01627713 0.009091992
#> Sigma[4,2] -0.01353096 0.03103006 -0.04275068 0.042946964
#> Sigma[4,3] 0.11793025 0.03161232 0.07353187 0.161746353
#> Sigma[4,4] 0.12691237 0.03354435 0.08788405 0.181248924
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86442229 0.03667310 0.827174287 0.92469699
#> lag1_var2 0.13633044 0.09047706 -0.004185149 0.23525912
#> lag1_var3 0.29689331 0.20523497 -0.015203072 0.53605791
#> lag1_var4 -0.25716800 0.20217185 -0.489678140 0.05653169
#> const 1.71091039 0.81883128 0.561917949 2.82235386
#> exo1 -0.02096682 0.10417445 -0.152443044 0.09775647
#> exo2 -0.06695089 0.16978123 -0.266717984 0.16994825
#> exo3 -0.06780689 0.17679112 -0.228144560 0.23507845
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4744013 0.1042868 0.3104901 0.5698701
#> lag1_var2 -0.0567710 0.3754978 -0.5540883 0.4615173
#> lag1_var3 -2.4966780 0.8890547 -3.6269904 -1.1823168
#> lag1_var4 2.4140423 0.9374587 1.0768446 3.6381029
#> const -8.2087353 4.3478901 -14.8074013 -3.2015308
#> exo1 -0.1910144 0.4746650 -0.7422074 0.5805538
#> exo2 0.9850772 0.5529837 0.1699849 1.7293494
#> exo3 0.9148116 0.8540487 -0.1386284 2.2313160
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07487476 0.1080268 -0.2338222 0.05225047
#> lag1_var2 0.84225831 0.1740452 0.6134609 1.09312070
#> lag1_var3 3.04082811 0.4224788 2.4606359 3.60511229
#> lag1_var4 -2.17493399 0.4444161 -2.7518043 -1.53984852
#> const 7.56127861 3.3200213 3.5470265 12.00648491
#> exo1 0.01528437 0.2231247 -0.2748953 0.31469566
#> exo2 -2.26162070 0.3679502 -2.6377076 -1.71374296
#> exo3 -0.76109040 0.7491635 -1.4829512 0.54936640
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14088977 0.09650541 -0.004584326 0.2594622
#> lag1_var2 0.63815640 0.14956005 0.445834813 0.8483064
#> lag1_var3 1.57141106 0.36699819 1.043371553 2.0594242
#> lag1_var4 -0.71978527 0.36840672 -1.225101778 -0.2329498
#> const 2.86949967 2.25788837 -0.385609664 5.5748287
#> exo1 -0.07735472 0.24508371 -0.396479260 0.3000669
#> exo2 -2.19028623 0.43275247 -2.831177698 -1.6932368
#> exo3 -0.49185515 0.59273282 -0.976278919 0.5181862
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001217693 0.0001868582 0.0009452699 0.001459826
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02843889 0.004512649 -0.03467769 -0.0220738
#> Sigma[2,2] 0.97179493 0.214579368 0.72225033 1.3158575
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02640093 0.00532708 0.01961955 0.03199019
#> Sigma[3,2] -1.01844631 0.24209174 -1.40383526 -0.73738038
#> Sigma[3,3] 1.61847292 0.39199283 1.14369954 2.18888087
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005181541 0.003934875 4.836173e-05 0.01089045
#> Sigma[4,2] -0.296813081 0.117173635 -4.693914e-01 -0.15659501
#> Sigma[4,3] 0.881688851 0.232517087 6.108672e-01 1.22841336
#> Sigma[4,4] 0.681752411 0.194974382 4.482146e-01 0.97652972
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997945365 0.02205355 0.96700086 1.02311481
#> lag1_var2 -0.027442096 0.05983361 -0.10333661 0.04065047
#> lag1_var3 -0.034499895 0.07672260 -0.13501671 0.05166243
#> lag1_var4 0.032670834 0.07455173 -0.05072015 0.13133788
#> const 0.222225811 0.30215121 -0.10900211 0.72409350
#> exo1 0.003066145 0.02646722 -0.03624096 0.03670225
#> exo2 -0.101053791 0.04065008 -0.15574698 -0.04336373
#> exo3 0.032767856 0.04369371 -0.01976831 0.10141282
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01471394 0.7184802 -0.9508899 1.010909
#> lag1_var2 1.08681274 2.1426246 -1.2806484 3.434666
#> lag1_var3 0.57883075 2.7621753 -2.5338915 3.747867
#> lag1_var4 -0.59881410 2.7163242 -3.8604392 2.552198
#> const 3.30861117 8.5411082 -9.5684289 14.081484
#> exo1 -0.14578989 1.0203545 -1.5825493 1.270512
#> exo2 1.91023113 1.2296329 0.1837797 3.376007
#> exo3 0.60950555 0.9712903 -0.7204176 1.770068
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04425368 0.8158631 -1.2645057 1.07169546
#> lag1_var2 2.96125612 2.6840043 -0.7627963 6.23580316
#> lag1_var3 4.72871055 3.5646294 -0.2836213 9.22978901
#> lag1_var4 -3.88398886 3.5323689 -8.4650285 0.98599332
#> const 12.33952448 11.3669377 -5.0155210 26.00677546
#> exo1 -0.55794059 1.2965539 -2.2405109 1.37394753
#> exo2 -3.52800684 1.3247423 -5.3548911 -1.49852263
#> exo3 -1.41216015 1.1105366 -2.8225442 0.09506265
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05589295 0.4020904 -0.5888686 0.5371551
#> lag1_var2 3.57659760 1.3098074 1.4829038 5.2907556
#> lag1_var3 4.90272611 1.8062815 2.1024997 7.3031516
#> lag1_var4 -4.06359632 1.8058405 -6.5339696 -1.3400870
#> const 14.16346750 7.1570690 1.6084494 21.0230573
#> exo1 -0.69002175 0.6099302 -1.3826571 0.1984598
#> exo2 -2.19109519 0.7032844 -3.0581614 -1.2946106
#> exo3 -1.02534390 0.6038733 -1.7493422 -0.1068807
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004665188 0.0001092486 0.0003037863 0.0006046082
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0112421 0.00360968 -0.01605101 -0.006355435
#> Sigma[2,2] 0.8667950 0.21900403 0.66285038 1.229429086
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01064598 0.004491544 0.004961982 0.01639956
#> Sigma[3,2] -0.82797902 0.210323832 -1.161389729 -0.62771649
#> Sigma[3,3] 0.99262160 0.223281330 0.762370864 1.35847608
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004072745 0.00297472 0.0007469113 0.007884996
#> Sigma[4,2] -0.322004229 0.11153273 -0.4903819923 -0.187451735
#> Sigma[4,3] 0.526520802 0.12664493 0.3485262016 0.704838443
#> Sigma[4,4] 0.357775471 0.07903779 0.2487017365 0.460904461
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973366453 0.01339378 0.952680516 0.98897970
#> lag1_var2 0.024515882 0.03715687 -0.019835555 0.08200086
#> lag1_var3 0.039974964 0.06229843 -0.034196798 0.13546578
#> lag1_var4 -0.035154178 0.05895846 -0.124986646 0.03587202
#> const 0.437350437 0.13423513 0.281845347 0.64709825
#> exo1 -0.002088767 0.02636889 -0.033612183 0.03755946
#> exo2 -0.059563731 0.03113060 -0.092831970 -0.01094581
#> exo3 0.042649528 0.02453669 0.003674058 0.07527288
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15417447 0.7769542 -0.6321293 1.3987567
#> lag1_var2 2.46725784 1.7820131 -0.4151055 4.4762909
#> lag1_var3 2.77180863 2.9795751 -1.9968669 6.2158681
#> lag1_var4 -2.97508734 2.7984682 -6.3023657 1.4325799
#> const 10.61763704 10.1307208 -3.4684889 24.0535092
#> exo1 -0.67781980 1.2033587 -2.3426098 0.7086485
#> exo2 0.68024100 1.2173345 -0.9954864 2.2927028
#> exo3 -0.09738453 1.0018422 -1.6244070 1.0540903
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4160619 0.9174677 -1.109642 1.2369558
#> lag1_var2 -1.0820139 2.1354425 -3.226924 2.5654352
#> lag1_var3 -1.0043031 3.5848000 -4.696838 5.0283022
#> lag1_var4 1.9314942 3.3721869 -3.683228 5.5034532
#> const -7.2580751 12.2857787 -22.500018 10.4765375
#> exo1 0.2401932 1.2280802 -1.136710 2.0877981
#> exo2 -1.9635491 1.3124783 -3.643935 -0.1489605
#> exo3 -0.4312633 1.1051651 -1.584692 1.2580953
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53841463 0.5257351 -0.3152846 0.9959201
#> lag1_var2 0.04916451 1.2171749 -1.0624517 2.1328965
#> lag1_var3 0.05468722 2.0536698 -1.8662589 3.5016239
#> lag1_var4 0.76554188 1.9364644 -2.4610837 2.5946662
#> const -2.63910643 7.0209407 -10.3525629 8.0914948
#> exo1 -0.18457570 0.6085763 -0.8825636 0.7475563
#> exo2 -1.59682239 0.7032414 -2.4527115 -0.5136624
#> exo3 -0.46033096 0.7195548 -1.4204449 0.4329753
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003263263 0.0001017225 0.0002338141 0.0004975925
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008382796 0.002834072 -0.01222465 -0.004682898
#> Sigma[2,2] 0.587137668 0.116451064 0.45354161 0.754692393
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004675891 0.001632231 0.002557945 0.006882651
#> Sigma[3,2] -0.328934732 0.071683473 -0.420346790 -0.245606735
#> Sigma[3,3] 0.346033187 0.054816524 0.279277920 0.430728881
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006290288 0.001622625 -0.001771279 0.002592337
#> Sigma[4,2] -0.0474004519 0.063014507 -0.141593210 0.039405751
#> Sigma[4,3] 0.2063983702 0.041424347 0.149306615 0.252485737
#> Sigma[4,4] 0.2039384130 0.045693654 0.136416430 0.266466364
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983455966 0.03264349 0.94333834 1.03326756
#> lag1_var2 0.021723112 0.05467791 -0.06369608 0.07891878
#> lag1_var3 0.037963784 0.11448783 -0.13895063 0.16149809
#> lag1_var4 -0.037784397 0.10240086 -0.15054133 0.12111625
#> const 0.437032416 0.33435383 -0.10143738 0.82607662
#> exo1 -0.001531659 0.01544090 -0.02199878 0.02064143
#> exo2 -0.094857091 0.02037393 -0.11748233 -0.06069043
#> exo3 0.066943583 0.01377107 0.05067091 0.08679308
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2257830 0.9915826 -1.91928059 0.6240899
#> lag1_var2 1.8032023 1.7281525 0.02446275 4.8179321
#> lag1_var3 1.8046238 3.6002319 -1.92206836 8.0246516
#> lag1_var4 -1.8175891 3.2414469 -7.44276062 1.5595001
#> const 7.5987657 12.0289814 -3.53141596 27.9632845
#> exo1 0.0991432 0.8582237 -1.24276942 1.0761332
#> exo2 -0.1889944 0.7153118 -1.28905009 0.5069809
#> exo3 0.2619594 0.8526877 -0.79895074 1.3756965
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90227210 0.6180616 0.2418091 1.93595327
#> lag1_var2 -0.91131268 0.8109655 -2.3115456 -0.08018327
#> lag1_var3 -0.96822444 1.6345607 -3.7736065 0.72270119
#> lag1_var4 1.55903534 1.4020298 0.1050220 3.95770585
#> const -5.91128113 6.4091246 -15.1242624 1.75982415
#> exo1 0.19154808 0.6014943 -0.4769453 0.96397247
#> exo2 -1.01686176 0.6351268 -1.7322818 -0.04812630
#> exo3 -0.08087253 0.4764571 -0.6420285 0.58842983
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85907493 0.4425310 0.1729370 1.3742341
#> lag1_var2 -0.35471652 0.6990248 -1.2678852 0.5153287
#> lag1_var3 -0.75089216 1.4084857 -2.5885219 1.0853672
#> lag1_var4 1.33683588 1.2365575 -0.3098691 2.9898168
#> const -4.17034066 3.9649950 -8.7012618 1.7888027
#> exo1 0.26350141 0.3983376 -0.3099180 0.7104731
#> exo2 -1.22388711 0.3809922 -1.7218391 -0.6885549
#> exo3 0.05511568 0.3695779 -0.3575856 0.6134319
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004467661 0.0001159685 0.0002895702 0.0005891405
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003876519 0.002342566 -0.006735839 -0.0007514779
#> Sigma[2,2] 0.276882360 0.079696113 0.179830494 0.3788040029
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006539013 0.004842102 0.000917932 0.01396988
#> Sigma[3,2] -0.293491399 0.109084714 -0.467140530 -0.19592342
#> Sigma[3,3] 0.873733641 0.218869672 0.665863071 1.25898916
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004253031 0.004480101 -0.001255784 0.011154842
#> Sigma[4,2] -0.122929311 0.097960764 -0.283408760 -0.006096448
#> Sigma[4,3] 0.735729685 0.179273869 0.567333247 1.047819197
#> Sigma[4,4] 0.706408748 0.143560269 0.553732227 0.937828892
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96509993 0.03078462 0.9225843918 1.006228626
#> lag1_var2 0.03097943 0.06325534 -0.0516345271 0.117651615
#> lag1_var3 0.05338673 0.09997586 -0.0775737038 0.191744280
#> lag1_var4 -0.04872867 0.09386146 -0.1787299489 0.073799094
#> const 0.54737156 0.35274133 0.0926264427 1.026357698
#> exo1 -0.01736100 0.02031453 -0.0517777182 0.006343283
#> exo2 -0.11804925 0.02303698 -0.1508719857 -0.085985728
#> exo3 0.02542465 0.02063916 -0.0002836417 0.058555823
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60132900 0.8075210 -1.6823230 0.5480140
#> lag1_var2 2.37258614 1.3938770 0.4389158 4.1580425
#> lag1_var3 2.32081772 2.1725873 -0.6396159 5.1755684
#> lag1_var4 -2.22381781 2.0362158 -4.9203461 0.5427412
#> const 8.63709611 10.3566535 -6.2187729 22.0824363
#> exo1 -0.03390879 0.4943004 -0.7314492 0.5617435
#> exo2 1.51191349 0.4561722 0.8642229 2.0753638
#> exo3 -0.90158862 0.5004623 -1.7234596 -0.3373396
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2528696 0.9320786 -1.5666140 1.1129097
#> lag1_var2 0.2438240 2.1164269 -3.1278396 2.5239919
#> lag1_var3 0.7795546 3.3483405 -4.4483438 4.3132263
#> lag1_var4 0.2146075 3.1565235 -3.0733478 5.1677893
#> const 3.4200405 10.1496982 -8.6980124 18.2680247
#> exo1 -0.0537264 0.4947523 -0.8427079 0.4806323
#> exo2 -2.1695450 1.1310464 -3.6239044 -0.5585870
#> exo3 2.1898249 0.7733500 0.9406513 3.0780560
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70959901 0.7729358 -1.7379269 0.4000788
#> lag1_var2 1.51065522 1.7813731 -1.2651904 3.4788190
#> lag1_var3 1.82516989 2.8204237 -2.6043399 4.8448089
#> lag1_var4 -0.73078190 2.6430466 -3.5053555 3.4016872
#> const 7.95215946 6.7179991 0.7790061 17.0256413
#> exo1 -0.06733898 0.3584009 -0.5731292 0.3398975
#> exo2 -1.24371029 1.0614665 -2.5866589 0.3240272
#> exo3 1.70363203 0.8416641 0.4327770 2.7430148
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004368327 7.335264e-05 0.0003443744 0.0005235541
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 7.365983e-05 0.004663434 -0.006609732 0.005525466
#> Sigma[2,2] 9.097989e-01 0.231081721 0.591905510 1.207078528
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005419321 0.00127757 -0.0006982948 0.002672434
#> Sigma[3,2] -0.2021043422 0.08519571 -0.3265042934 -0.101889543
#> Sigma[3,3] 0.3712000830 0.06147341 0.2618633779 0.425081740
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005834791 0.002478651 -0.003315991 0.003341678
#> Sigma[4,2] 0.1800362063 0.057592242 0.091094585 0.248267612
#> Sigma[4,3] 0.3368828936 0.082011880 0.195015177 0.391881418
#> Sigma[4,4] 0.4713906200 0.100288536 0.303707350 0.567007660
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96719941 0.008810963 0.958670730 0.980987505
#> lag1_var2 0.03800741 0.010902468 0.025942592 0.051797235
#> lag1_var3 0.09058974 0.028714148 0.055141349 0.123801939
#> lag1_var4 -0.08741866 0.025596499 -0.120743671 -0.057985903
#> const 0.66094254 0.198723866 0.410360797 0.943543126
#> exo1 0.02672696 0.016502256 0.009114299 0.051354441
#> exo2 -0.02861616 0.019485560 -0.060324095 -0.008306829
#> exo3 0.01282516 0.021027813 -0.011754325 0.044696169
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.413659125 0.4815977 -0.1201501 1.1139577
#> lag1_var2 0.741446770 0.6373339 -0.1670056 1.6054693
#> lag1_var3 -0.117410105 1.6485860 -2.3493488 2.1731311
#> lag1_var4 -0.001238349 1.4609574 -2.0328796 1.9518181
#> const -2.240885018 9.7155041 -13.9625872 12.4039649
#> exo1 -0.524887239 0.6156393 -1.2541432 0.4488119
#> exo2 2.862925957 0.6769627 1.9517622 3.8626472
#> exo3 1.373776492 0.7807588 0.5847315 2.6954707
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08216831 0.2640896 -0.4746454 0.2847794
#> lag1_var2 0.60793823 0.3798238 0.2556232 1.2180798
#> lag1_var3 2.23716457 0.9829259 1.4225573 3.8671484
#> lag1_var4 -1.37437654 0.9056916 -2.8807991 -0.5195943
#> const 5.48989131 6.0894185 -3.4572623 12.9716929
#> exo1 0.32682429 0.5152860 -0.5621251 0.8547167
#> exo2 -0.42275797 0.5223163 -1.1834998 0.2037306
#> exo3 -1.06952862 0.5970459 -1.8538862 -0.2957230
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0840620 0.2163994 -0.23775859 0.320306129
#> lag1_var2 0.7627879 0.4558757 0.28481201 1.528665856
#> lag1_var3 1.8284139 1.0928355 0.72688923 3.701976666
#> lag1_var4 -0.9874921 1.0372442 -2.68232766 0.214390751
#> const 3.4408843 4.0175222 -3.04157964 7.449484566
#> exo1 0.1410400 0.6317165 -0.79283974 0.855793834
#> exo2 0.8571404 0.5702340 -0.02048664 1.546760447
#> exo3 -0.6705942 0.4900205 -1.39674142 -0.002204049
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002893997 4.843783e-05 0.0002253702 0.0003551754
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003021278 0.000581694 -0.003783347 -0.002345032
#> Sigma[2,2] 0.097388114 0.024491471 0.068196204 0.135034347
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003456552 0.0009375905 0.002282226 0.004560718
#> Sigma[3,2] -0.098373622 0.0310424741 -0.149824455 -0.067621940
#> Sigma[3,3] 0.132983778 0.0396458968 0.095192552 0.196199102
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001678148 0.0006523278 0.0008256496 0.002483083
#> Sigma[4,2] -0.040282903 0.0186529137 -0.0697206603 -0.022353935
#> Sigma[4,3] 0.075827211 0.0222355541 0.0531236213 0.111695468
#> Sigma[4,4] 0.053470820 0.0126644194 0.0394561110 0.073248723
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97524746 0.01112543 9.630516e-01 0.9916104556
#> lag1_var2 0.03849424 0.02930202 -9.412903e-03 0.0689152119
#> lag1_var3 0.05798196 0.04781069 -1.733801e-02 0.1098391657
#> lag1_var4 -0.05471665 0.04672375 -1.056434e-01 0.0188855218
#> const 0.51667037 0.20981119 1.811167e-01 0.7513792456
#> exo1 -0.01853001 0.01264165 -3.589632e-02 -0.0008914639
#> exo2 -0.05732892 0.01485745 -7.753322e-02 -0.0374517490
#> exo3 0.01750740 0.01443679 5.999831e-05 0.0420099651
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24286311 0.1870006 -0.50048535 -0.01456689
#> lag1_var2 0.82554422 0.6827069 -0.03044507 1.65496194
#> lag1_var3 -0.28328937 1.1424814 -1.72900947 1.16937448
#> lag1_var4 0.38274316 1.1211205 -1.08165305 1.79194329
#> const 0.96453936 3.9444674 -3.08052113 6.27349914
#> exo1 0.06523332 0.2588491 -0.18576306 0.48097352
#> exo2 0.63588928 0.2701161 0.37369951 1.09579333
#> exo3 -0.05111455 0.3175097 -0.40702108 0.44548870
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.464786855 0.2371796 0.1514293 0.7765028
#> lag1_var2 -0.441194094 0.7218559 -1.3852952 0.6059445
#> lag1_var3 0.790649103 1.1882344 -0.7722376 2.4573984
#> lag1_var4 0.012157829 1.1474659 -1.6087966 1.5076676
#> const -0.242886223 4.0458213 -4.9565677 5.8267203
#> exo1 -0.152820177 0.3028280 -0.5964721 0.2102066
#> exo2 -0.905995898 0.3595834 -1.4634158 -0.4855972
#> exo3 -0.005440087 0.4284030 -0.5527092 0.5318406
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33158043 0.1732957 0.10341095 0.5979882
#> lag1_var2 -0.23400682 0.4659917 -0.98058511 0.2817336
#> lag1_var3 0.14638079 0.7386400 -1.01230369 0.9829867
#> lag1_var4 0.73250716 0.7056209 -0.07785275 1.8407443
#> const -0.99782677 2.9197271 -5.51075678 3.1465032
#> exo1 -0.11495760 0.2007796 -0.38987919 0.1739866
#> exo2 -0.53424198 0.2273142 -0.87456012 -0.2611504
#> exo3 -0.04080277 0.2720969 -0.34398945 0.3676861
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001426248 0.0003020147 0.001044206 0.001810879
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02663723 0.009040813 -0.0416550 -0.01741405
#> Sigma[2,2] 1.35780766 0.521344371 0.9299443 2.24280158
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01728795 0.006145764 0.01060223 0.02674958
#> Sigma[3,2] -0.92005513 0.357267344 -1.50446271 -0.63703915
#> Sigma[3,3] 0.67628543 0.246204116 0.46441252 1.09045375
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001912991 0.001433628 -0.003903516 -0.0001123587
#> Sigma[4,2] 0.049428263 0.040280824 -0.000214773 0.1060464745
#> Sigma[4,3] 0.022734707 0.034306134 -0.030188550 0.0626650341
#> Sigma[4,4] 0.061761148 0.011790855 0.048366670 0.0792975548
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.065287824 0.02161531 1.03543973 1.093907934
#> lag1_var2 0.051929484 0.07437391 -0.04074239 0.152780303
#> lag1_var3 0.050688735 0.10677298 -0.08326129 0.197274035
#> lag1_var4 -0.080986426 0.10776997 -0.22934725 0.054465249
#> const 0.391414473 0.47022614 -0.08274609 1.129477884
#> exo1 0.008963508 0.02272988 -0.02855550 0.035446094
#> exo2 -0.068487719 0.04228254 -0.12728972 -0.013569848
#> exo3 -0.040618047 0.02307996 -0.07213232 -0.009335805
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8995258 0.4417460 -2.492645432 -1.3386532
#> lag1_var2 1.5500972 1.4716334 -0.274489364 3.8408161
#> lag1_var3 1.2247111 2.1319878 -1.450436628 4.5352097
#> lag1_var4 -0.6396503 2.1204864 -3.899702011 2.0804168
#> const 9.4892829 8.4537646 -0.759916040 20.2449633
#> exo1 -1.0930741 1.0867244 -2.605193047 0.3387193
#> exo2 1.1469795 1.3197213 -0.529256693 2.8859995
#> exo3 1.5385517 0.9274556 -0.004340916 2.4702904
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0283719 0.4182811 0.5027821 1.6492367
#> lag1_var2 0.1797796 1.3153167 -1.8827667 1.8735692
#> lag1_var3 1.0110551 1.9026730 -1.9739047 3.4734520
#> lag1_var4 -0.3947519 1.8879483 -2.8693063 2.5289226
#> const -0.5127491 6.3956135 -9.5231711 6.9730021
#> exo1 1.2691804 0.7888567 0.1286880 2.3442618
#> exo2 -1.6625664 1.0075215 -3.0802567 -0.4554411
#> exo3 -0.7622700 0.6563727 -1.3416479 0.3591505
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3398826 0.1266127 -0.4973853710 -0.1333688
#> lag1_var2 0.9271387 0.4384562 0.1799629331 1.3685061
#> lag1_var3 1.3895881 0.6112836 0.3532282708 2.0229389
#> lag1_var4 -0.3324378 0.6145162 -0.9730035133 0.7103428
#> const 4.9427449 1.8596089 2.0897447158 7.0225652
#> exo1 0.5271988 0.1740288 0.2523953955 0.7317716
#> exo2 -0.8937694 0.3079261 -1.3372710384 -0.5218310
#> exo3 0.3445217 0.2527967 0.0002572294 0.6582575
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004098518 0.0001015439 0.0002833309 0.0005561422
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004039324 0.0005764017 -0.001125469 0.0004929047
#> Sigma[2,2] 0.0467860904 0.0117051347 0.030899176 0.0616456720
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005812631 0.0005671915 -0.0001788568 0.001382918
#> Sigma[3,2] -0.0470789321 0.0126320519 -0.0622241285 -0.029768266
#> Sigma[3,3] 0.0568193887 0.0146450825 0.0384203549 0.073499231
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003082466 0.0002726121 -3.713376e-05 0.0006883928
#> Sigma[4,2] -0.0128333690 0.0045230305 -1.909865e-02 -0.0072234775
#> Sigma[4,3] 0.0226683909 0.0058863847 1.525296e-02 0.0290855136
#> Sigma[4,4] 0.0136429490 0.0032764619 9.256770e-03 0.0175402869
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02167619 0.01661179 0.999209800 1.044333181
#> lag1_var2 -0.06276830 0.04226938 -0.123832445 -0.004540430
#> lag1_var3 -0.08559060 0.05790477 -0.173040697 -0.009766527
#> lag1_var4 0.07987505 0.06280138 -0.001001414 0.174880870
#> const -0.07647967 0.24806929 -0.427364638 0.243806752
#> exo1 -0.02539192 0.02000397 -0.048182329 0.004036270
#> exo2 -0.04887296 0.02128665 -0.074793608 -0.019787054
#> exo3 0.01937602 0.02392608 -0.013082941 0.056123929
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31282121 0.2330695 0.04897273 0.6762334
#> lag1_var2 -0.21348025 0.3508966 -0.72052141 0.2397968
#> lag1_var3 -1.63183264 0.4663334 -2.27364669 -1.0139633
#> lag1_var4 1.58538258 0.5007944 0.87256894 2.2220703
#> const -4.15076603 1.7581785 -5.99783319 -1.3460269
#> exo1 -0.01216475 0.2238121 -0.34890969 0.2699458
#> exo2 0.22848183 0.2587572 -0.06521892 0.6340291
#> exo3 0.02379937 0.1903038 -0.28604403 0.2335888
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13849059 0.2336208 -0.2253624 0.4525545
#> lag1_var2 0.91939620 0.4963506 0.2942481 1.6154906
#> lag1_var3 2.38179439 0.6639490 1.5340716 3.2967349
#> lag1_var4 -1.49429617 0.7012099 -2.4507286 -0.6066541
#> const 5.09191806 2.6814884 1.1783387 8.4664279
#> exo1 0.05339233 0.2663000 -0.3338643 0.3720520
#> exo2 -0.69840584 0.2747256 -1.1075636 -0.3502711
#> exo3 0.40131779 0.1821669 0.2030172 0.6947630
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38021124 0.09349360 0.27835737 0.5055124
#> lag1_var2 0.44605909 0.29876598 0.09504839 0.8682288
#> lag1_var3 0.75433226 0.40378791 0.26067381 1.3108512
#> lag1_var4 0.11154012 0.41741690 -0.44724268 0.6202318
#> const 0.83756282 1.74255997 -1.46380707 3.4600299
#> exo1 0.04716429 0.12686559 -0.14479668 0.1761342
#> exo2 -0.56605703 0.09975279 -0.67456168 -0.4120196
#> exo3 0.43884886 0.06401583 0.34650123 0.5163934
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002779836 0.0005136711 0.002206364 0.003531705
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002583903 0.001105839 0.001092353 0.003843957
#> Sigma[2,2] 0.018740591 0.003835988 0.012367387 0.022566224
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01982095 0.005311561 -0.02752388 -0.012208800
#> Sigma[3,2] -0.02610476 0.016683754 -0.04572834 -0.000175152
#> Sigma[3,3] 0.50247200 0.139685075 0.34482925 0.729150622
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01833418 0.005308725 -0.02592489 -0.01026937
#> Sigma[4,2] -0.01387493 0.017034365 -0.03300790 0.01464657
#> Sigma[4,3] 0.49686938 0.142710516 0.33442916 0.72530048
#> Sigma[4,4] 0.49966402 0.146137695 0.33184479 0.72853066
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92688125 0.03874796 0.87101401 0.98380746
#> lag1_var2 0.08822642 0.14715058 -0.09488045 0.31860068
#> lag1_var3 -0.02352351 0.19887405 -0.25349307 0.28993789
#> lag1_var4 0.03730490 0.19432613 -0.26802930 0.26031907
#> const 0.42705076 0.48662843 -0.27312412 1.06199315
#> exo1 0.02997554 0.04061681 -0.01794805 0.08500938
#> exo2 -0.18011673 0.04015301 -0.23185726 -0.12707367
#> exo3 -0.08176061 0.04395913 -0.16040119 -0.04184405
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14936263 0.1198665 0.01741644 0.33666837
#> lag1_var2 0.58955669 0.4142938 0.05244728 1.20039063
#> lag1_var3 -0.44004845 0.5741273 -1.21074448 0.43905068
#> lag1_var4 0.41738733 0.5657329 -0.44912429 1.17813206
#> const -1.34916643 2.0066497 -4.56318595 0.93823652
#> exo1 -0.03125183 0.1130961 -0.20815337 0.09495883
#> exo2 0.25368400 0.1123482 0.12914937 0.41129864
#> exo3 -0.48509764 0.1299473 -0.68237353 -0.33254886
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2438145 0.7230541 -1.34221690 0.4462733
#> lag1_var2 2.0170608 2.0515166 -0.24762631 4.8321934
#> lag1_var3 5.0642575 2.8480606 1.82106474 8.8982133
#> lag1_var4 -4.1506686 2.8110809 -7.95040893 -0.9409759
#> const 13.1440263 12.9715022 -0.43832033 32.6522388
#> exo1 -0.1060483 0.5200776 -0.97483483 0.5073350
#> exo2 0.6347297 0.6776666 -0.27393887 1.5645283
#> exo3 0.9664142 0.8861116 -0.07186742 2.3313029
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1264835 0.7426533 -1.23439397 0.6966349
#> lag1_var2 2.1050429 2.0458745 -0.11652637 4.8668772
#> lag1_var3 4.3153637 2.8206180 1.14704210 8.0998546
#> lag1_var4 -3.4030742 2.7836036 -7.15125701 -0.2800466
#> const 10.9115143 13.3511330 -5.05096306 30.4422546
#> exo1 -0.1253584 0.5206795 -0.95919471 0.5155751
#> exo2 0.8004178 0.6706544 -0.06488279 1.7030358
#> exo3 0.6510349 0.8631833 -0.41981671 1.9315442
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008058411 0.002017167 0.00537613 0.01063446
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001940859 0.002739681 -0.006683203 0.0007606997
#> Sigma[2,2] 0.031367250 0.005781797 0.025441322 0.0411042111
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03370212 0.01389171 -0.05149563 -0.015343446
#> Sigma[3,2] -0.02893825 0.01917782 -0.05938748 -0.005861928
#> Sigma[3,3] 0.57429919 0.07895394 0.46123791 0.664014072
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.035699401 0.01410287 -0.05433211 -0.01695294
#> Sigma[4,2] -0.005809364 0.01828068 -0.03244354 0.01569705
#> Sigma[4,3] 0.556716446 0.08019108 0.44465331 0.65793015
#> Sigma[4,4] 0.556410093 0.08381123 0.44485449 0.67399884
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012420674 0.03736401 0.9673136 1.06994095
#> lag1_var2 -0.010175542 0.19338516 -0.2121013 0.28240880
#> lag1_var3 -0.071034744 0.30259242 -0.4612590 0.36734859
#> lag1_var4 0.069151320 0.30189438 -0.3686202 0.45649262
#> const -0.121903472 0.95019819 -1.5820253 0.91164698
#> exo1 -0.036429503 0.08660350 -0.1703530 0.07086000
#> exo2 -0.008482403 0.08389260 -0.1357364 0.08301381
#> exo3 0.020806735 0.10628452 -0.1195547 0.16648525
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10900297 0.1041544 -0.21641588 0.05988235
#> lag1_var2 1.08212678 0.5620229 0.07424318 1.59435367
#> lag1_var3 0.54127447 0.9346849 -1.03353471 1.51697562
#> lag1_var4 -0.53656127 0.9355422 -1.50372950 1.04295316
#> const 2.35683050 2.6346351 -2.06559883 4.70277090
#> exo1 -0.16806672 0.1513420 -0.37319186 0.04591423
#> exo2 0.08103998 0.1231327 -0.06229604 0.25603057
#> exo3 0.14398003 0.1858913 -0.13986411 0.35082273
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14721166 0.2932083 -0.2592907 0.5915017
#> lag1_var2 -0.84762199 1.3197166 -2.7773117 0.6355180
#> lag1_var3 1.01685603 2.2679215 -2.4392796 3.1521483
#> lag1_var4 -0.05708153 2.2494319 -2.1877630 3.3698587
#> const 0.18264016 5.8155898 -8.5258260 7.6244543
#> exo1 -0.09206039 1.0392289 -1.4641143 1.4443010
#> exo2 -1.96250570 0.7039653 -3.0038658 -1.1545243
#> exo3 -0.03762445 0.7315862 -1.0061012 0.9400818
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07237744 0.3023705 -0.3034943 0.5308944
#> lag1_var2 -0.27744478 1.4928246 -2.4208794 1.4347842
#> lag1_var3 1.11783557 2.3852721 -2.5955231 3.4848317
#> lag1_var4 -0.14883611 2.3640402 -2.4891134 3.5349999
#> const 1.37460791 5.8445787 -7.6373728 8.8557753
#> exo1 -0.20982785 0.9645389 -1.4780198 1.2261197
#> exo2 -1.92940128 0.6746390 -2.9164400 -1.0825160
#> exo3 0.05615209 0.7170758 -0.9457040 1.0745235
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005902992 0.0001647326 0.0004554211 0.0008621362
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01361799 0.003492992 -0.01921788 -0.009974945
#> Sigma[2,2] 0.54935413 0.087305499 0.44705713 0.653809121
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01558975 0.004799387 0.01088859 0.02379784
#> Sigma[3,2] -0.59092006 0.104602154 -0.74627846 -0.46853380
#> Sigma[3,3] 0.75083231 0.146543330 0.60639690 0.99233238
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007521574 0.002858684 0.004910591 0.01247335
#> Sigma[4,2] -0.264343043 0.059901572 -0.358455244 -0.20225981
#> Sigma[4,3] 0.403080941 0.091672187 0.309645257 0.55423273
#> Sigma[4,4] 0.249646891 0.060236657 0.187217430 0.34639504
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98125102 0.008459419 0.97102157 0.99366736
#> lag1_var2 0.08458951 0.030823602 0.04394599 0.12478284
#> lag1_var3 0.12130117 0.051425946 0.05610905 0.19130917
#> lag1_var4 -0.12524736 0.050637241 -0.19440498 -0.05935007
#> const 0.77393205 0.134914633 0.60638117 0.94440478
#> exo1 -0.01162207 0.027041488 -0.05072850 0.01932866
#> exo2 -0.02262217 0.024882876 -0.05702500 0.01256503
#> exo3 0.01332499 0.024662973 -0.01756645 0.04475405
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76316376 0.2836627 -1.1702070 -0.4646309
#> lag1_var2 0.64296788 1.0963969 -0.3766906 2.3600891
#> lag1_var3 -0.03355189 1.6301958 -1.4045987 2.5971805
#> lag1_var4 0.39499508 1.5976586 -2.1166846 1.7529218
#> const -0.17951649 5.2397257 -8.4579237 6.4877856
#> exo1 -0.08569436 0.6306695 -0.8407837 0.9433441
#> exo2 0.09468415 0.5493290 -0.6502400 0.7955934
#> exo3 0.02907396 0.8164354 -1.2164752 0.8511356
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03223041 0.3759624 0.4301541 1.4146179
#> lag1_var2 0.05629548 1.2112983 -1.7786894 1.3282079
#> lag1_var3 0.71511580 1.9066677 -2.2174559 2.7686021
#> lag1_var4 -0.19300890 1.8332507 -2.1487278 2.5889255
#> const 0.46770653 5.0155711 -4.4096542 9.2563558
#> exo1 -0.42510106 0.7740372 -1.4812208 0.6750998
#> exo2 -0.80940555 0.6297822 -1.4773727 0.2184711
#> exo3 -0.25273249 0.9211803 -1.3411202 1.0344581
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5869966 0.2790560 0.1146225 0.8861405
#> lag1_var2 0.1957804 0.6650317 -0.6046410 1.0707911
#> lag1_var3 0.2753286 1.1061498 -1.0734702 1.7655914
#> lag1_var4 0.4771656 1.0647638 -0.9673820 1.7434898
#> const -0.8048018 2.3716241 -3.0778386 3.3358797
#> exo1 -0.4973446 0.4624146 -0.9736914 0.1805719
#> exo2 -0.7711401 0.3482084 -1.1448213 -0.1793911
#> exo3 -0.2367006 0.5490490 -0.9762187 0.4538341
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00624793 0.002258764 0.003868175 0.009506908
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001035351 0.002786864 -0.003334104 0.004515505
#> Sigma[2,2] 0.055103394 0.014605427 0.037177903 0.075346798
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002624958 0.004685493 -0.00618577 0.00738255
#> Sigma[3,2] -0.0422425568 0.020626417 -0.06448072 -0.01049998
#> Sigma[3,3] 0.2483343103 0.052540023 0.17380176 0.32606069
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001265022 0.006288626 -0.007017995 0.01101024
#> Sigma[4,2] -0.004690679 0.019715428 -0.023691891 0.02854289
#> Sigma[4,3] 0.223339294 0.048350968 0.159798111 0.29899459
#> Sigma[4,4] 0.224111476 0.047752830 0.163198634 0.29310380
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78973295 0.10500199 0.66698666 0.94609895
#> lag1_var2 0.63886956 0.19740384 0.36534829 0.90469802
#> lag1_var3 0.87099961 0.28361293 0.47929369 1.23014597
#> lag1_var4 -0.85636510 0.26795590 -1.20769633 -0.49152031
#> const 4.27922166 1.34531201 2.21913189 5.84524201
#> exo1 0.01568687 0.06040440 -0.07848081 0.07966351
#> exo2 -0.03804624 0.05273000 -0.10075457 0.04566471
#> exo3 -0.04653803 0.07958772 -0.12416929 0.08437778
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02944668 0.1310328 -0.142389124 0.2157685
#> lag1_var2 0.24092565 0.5048555 -0.524836468 0.8169166
#> lag1_var3 -0.68439198 0.7796707 -1.922310693 0.1035602
#> lag1_var4 0.71451132 0.7499998 -0.064263921 1.9076160
#> const -2.35282054 2.2748918 -5.146132692 1.0975516
#> exo1 0.20396503 0.1640199 -0.003330661 0.4384215
#> exo2 1.33745003 0.1753616 1.118920403 1.5990342
#> exo3 -0.03181928 0.3917379 -0.584036429 0.4558878
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87872296 0.3542856 0.4530878 1.3948083
#> lag1_var2 -0.51521402 1.5758284 -2.5775880 1.7302866
#> lag1_var3 -0.71668991 2.0493271 -3.2748587 2.3394729
#> lag1_var4 1.43248683 2.0310959 -1.5880609 4.0031817
#> const -3.34420906 5.8846828 -10.6636372 4.6466662
#> exo1 -0.61482356 0.5739725 -1.3528253 0.1503536
#> exo2 -4.32164601 0.5469751 -5.1360025 -3.6588222
#> exo3 0.06048804 0.7321830 -1.0247962 0.9619718
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90224719 0.3188311 0.53548365 1.3716561
#> lag1_var2 -0.56985283 1.4242947 -2.54554411 1.2186351
#> lag1_var3 -1.51490366 1.7830061 -3.89730663 0.7794156
#> lag1_var4 2.26134261 1.7770363 -0.02848605 4.6704395
#> const -5.71938102 5.7948878 -13.00424835 2.8417828
#> exo1 -0.48798774 0.5500952 -1.16869958 0.2637577
#> exo2 -3.47587696 0.4722840 -4.19724291 -2.8533432
#> exo3 0.05537549 0.6294710 -0.93448906 0.8575096
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002153596 4.212995e-05 0.000169601 0.0002859956
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00145802 0.0007023727 0.0006727089 0.002628961
#> Sigma[2,2] 0.07129261 0.0182124668 0.0541621174 0.101643881
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00226413 0.0006929301 -0.003224755 -0.001403084
#> Sigma[3,2] -0.06407658 0.0140704136 -0.085098908 -0.048044580
#> Sigma[3,3] 0.07918966 0.0150492007 0.061331301 0.099176339
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001429284 0.0003454969 -0.001889401 -0.0009472789
#> Sigma[4,2] -0.021182404 0.0069593457 -0.031209683 -0.0130827564
#> Sigma[4,3] 0.041726736 0.0094951998 0.029845409 0.0550544256
#> Sigma[4,4] 0.030170662 0.0061278577 0.022117059 0.0388529613
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983909224 0.010354363 0.967343417 0.99490546
#> lag1_var2 0.040368720 0.060654553 -0.022969905 0.13157426
#> lag1_var3 0.076606917 0.096448261 -0.019312597 0.22179694
#> lag1_var4 -0.077967356 0.097048661 -0.223905838 0.01841139
#> const 0.528785556 0.280460485 0.269931368 0.96708537
#> exo1 0.005046024 0.008842916 -0.003913437 0.02003966
#> exo2 -0.060297337 0.023061104 -0.096763476 -0.03558310
#> exo3 -0.025119458 0.013103836 -0.045296290 -0.01172379
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07219957 0.1406078 -0.1123028 0.27781035
#> lag1_var2 0.49042791 0.4706562 -0.2502322 1.06656442
#> lag1_var3 -0.72025799 0.8139871 -1.9677904 0.32902467
#> lag1_var4 0.73593426 0.8208878 -0.3219015 1.99690466
#> const -2.51734114 3.9451016 -8.1070277 2.77708669
#> exo1 -0.12236570 0.1684087 -0.3500783 0.08726434
#> exo2 -0.11275701 0.2873277 -0.5030210 0.28194834
#> exo3 -0.16720101 0.3641693 -0.6585202 0.32714291
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11135541 0.1532280 -0.3076290 0.09136271
#> lag1_var2 0.73927681 0.5597062 -0.1438411 1.44494170
#> lag1_var3 2.03717838 0.9705810 0.5033656 3.15242779
#> lag1_var4 -1.10212532 0.9797046 -2.2394932 0.43135937
#> const 6.24552436 4.5289142 -0.2061020 12.22109042
#> exo1 0.02666299 0.2308078 -0.3227136 0.35342706
#> exo2 -0.44308709 0.3743040 -0.9386633 0.08673880
#> exo3 -0.13932844 0.3307579 -0.6191289 0.29628333
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05812631 0.07162144 -0.1367372 0.05023166
#> lag1_var2 0.78231922 0.31766053 0.2902153 1.21139994
#> lag1_var3 1.17101424 0.53434308 0.3260975 1.86391364
#> lag1_var4 -0.21152076 0.53685522 -0.9159840 0.63402221
#> const 3.57823592 2.26804305 -0.1807101 6.17994569
#> exo1 -0.04723670 0.16926233 -0.2860363 0.17250288
#> exo2 -0.52495874 0.24671261 -0.8632756 -0.20846257
#> exo3 -0.23810025 0.14806877 -0.4543238 -0.07158242
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001402726 0.0003534834 0.001013423 0.001907438
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008154464 0.002882545 -0.01281272 -0.005038899
#> Sigma[2,2] 0.136888940 0.022204483 0.11118247 0.171138045
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003760338 0.001906485 0.00176698 0.006781351
#> Sigma[3,2] -0.077903560 0.016155873 -0.10716142 -0.064295987
#> Sigma[3,3] 0.096114071 0.018209518 0.07634717 0.123193003
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.049079e-05 0.001985994 -0.00234574 0.002967013
#> Sigma[4,2] -1.771035e-02 0.015906755 -0.03991110 0.005327034
#> Sigma[4,3] 6.801538e-02 0.014792611 0.04933024 0.089992934
#> Sigma[4,4] 6.731331e-02 0.011698526 0.05099681 0.083965458
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92582265 0.03477386 0.87937444 0.97513276
#> lag1_var2 0.05622329 0.04708573 -0.01196345 0.11489958
#> lag1_var3 0.17766260 0.10470993 0.03896649 0.32351237
#> lag1_var4 -0.15662973 0.09209803 -0.28014934 -0.03413777
#> const 1.08802796 0.22032695 0.75048208 1.30827844
#> exo1 0.05887266 0.02845785 0.02143035 0.09926003
#> exo2 -0.23949205 0.02924298 -0.27687317 -0.19762604
#> exo3 -0.02256862 0.05568076 -0.07760042 0.06970249
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1255487 0.2108901 -0.43814925 0.1205409
#> lag1_var2 0.4231376 0.4267307 -0.07388357 1.0758922
#> lag1_var3 -0.8343576 0.8464192 -1.87769846 0.4528257
#> lag1_var4 1.0071366 0.7847665 -0.16197323 1.9646977
#> const -2.8420612 2.3659268 -6.36349740 0.2920305
#> exo1 -0.7878673 0.3594286 -1.26834428 -0.3616904
#> exo2 1.3364779 0.2152585 1.08348818 1.6682331
#> exo3 0.3772809 0.4156609 -0.20807822 0.9107306
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4618262 0.2559746 0.09015538 0.76917361
#> lag1_var2 -0.4418971 0.3686389 -0.96319869 0.05782068
#> lag1_var3 -0.1123132 0.7613802 -1.11413254 1.00668491
#> lag1_var4 0.9138589 0.6713188 -0.03655184 1.83023547
#> const -2.7175372 1.7819562 -5.28808696 -0.47407535
#> exo1 0.5682657 0.2225843 0.20265142 0.79130815
#> exo2 -4.7410958 0.3207265 -5.16433359 -4.36136601
#> exo3 0.8851856 0.3725255 0.24882281 1.25816842
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4352180 0.2705842 0.01667413 0.7310840
#> lag1_var2 -0.5807430 0.2619071 -0.85722951 -0.1775260
#> lag1_var3 -1.2142038 0.5867499 -1.76171880 -0.2835770
#> lag1_var4 2.1270087 0.4969315 1.36834700 2.5985677
#> const -6.1895520 2.0080394 -9.06146363 -3.4058144
#> exo1 0.2571344 0.1317040 0.05395096 0.3810746
#> exo2 -4.6658771 0.3030592 -5.03702973 -4.3020253
#> exo3 1.1890120 0.3047662 0.72782465 1.5861831
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00612951 0.002438873 0.003040058 0.009464685
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005193468 0.002603518 -0.008431437 -0.00131190
#> Sigma[2,2] 0.034508368 0.007068852 0.027119591 0.04577587
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004505697 0.00308863 -0.0001798419 0.008335987
#> Sigma[3,2] -0.035283798 0.01066466 -0.0532752942 -0.025647174
#> Sigma[3,3] 0.046599091 0.01657129 0.0309828363 0.074846705
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005499243 0.002061757 -0.002584419 0.002726665
#> Sigma[4,2] -0.0093316397 0.006119002 -0.019120243 -0.002958196
#> Sigma[4,3] 0.0202865347 0.009188120 0.010652247 0.035346414
#> Sigma[4,4] 0.0135639582 0.004928623 0.008419177 0.021422002
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97192307 0.05931834 0.89710357 1.05453942
#> lag1_var2 0.06383566 0.18749180 -0.18409745 0.31654534
#> lag1_var3 0.09214245 0.23761261 -0.20964952 0.40387897
#> lag1_var4 -0.09112170 0.24025107 -0.40972562 0.21483565
#> const 0.56674600 1.11109584 -0.90433886 2.02128602
#> exo1 0.03868723 0.06931365 -0.04010794 0.12872042
#> exo2 -0.06185872 0.08010204 -0.16818795 0.05920303
#> exo3 0.01773053 0.06828071 -0.07754096 0.10740908
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1360878 0.07733379 0.01810574 0.235512592
#> lag1_var2 0.1181352 0.50514066 -0.68594984 0.729616228
#> lag1_var3 -0.8233043 0.68686133 -1.87583393 0.037630089
#> lag1_var4 0.8356902 0.70539019 -0.04877446 1.915869104
#> const -3.3010689 2.38039013 -6.09906284 0.007141411
#> exo1 -0.0512126 0.12578186 -0.18922803 0.141073636
#> exo2 1.1389389 0.23643932 0.85803973 1.483412008
#> exo3 0.1934985 0.20955030 -0.10697306 0.461503319
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03507941 0.09770424 -0.14917920 0.1035554
#> lag1_var2 1.06657670 0.38671723 0.45770805 1.5064640
#> lag1_var3 2.11444994 0.54911320 1.24415560 2.7469309
#> lag1_var4 -1.19946020 0.57448509 -1.87439258 -0.2951668
#> const 6.80896509 2.38497911 4.01349832 10.8174778
#> exo1 0.08573802 0.13880338 -0.05999851 0.2832045
#> exo2 -1.64883292 0.27568298 -1.98223100 -1.3138838
#> exo3 0.07421325 0.20858657 -0.19480961 0.3654695
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07377056 0.05276053 -0.005261974 0.1365140
#> lag1_var2 0.82977307 0.22333446 0.508239203 1.0740422
#> lag1_var3 1.05283281 0.30888232 0.621075899 1.3942436
#> lag1_var4 -0.11417145 0.32679306 -0.461634995 0.3449936
#> const 3.08670385 1.60212052 0.987321584 5.1546734
#> exo1 0.04839985 0.12055242 -0.097100868 0.2120710
#> exo2 -0.80835053 0.13992263 -1.009207580 -0.6213864
#> exo3 0.22741055 0.09416651 0.118293302 0.3755636
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0249935 0.004453745 0.01908689 0.03141853
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01344703 0.005324298 -0.02175399 -0.007716911
#> Sigma[2,2] 0.04182970 0.012423619 0.02743109 0.058236002
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006499557 0.004726279 0.001094137 0.01331822
#> Sigma[3,2] -0.036394495 0.008739876 -0.050507494 -0.02695573
#> Sigma[3,3] 0.058874551 0.013620641 0.043637008 0.08006057
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000113871 0.003720195 -0.00518201 0.005033463
#> Sigma[4,2] -0.019979022 0.008229437 -0.03116705 -0.008274157
#> Sigma[4,3] 0.050437284 0.011590147 0.03621468 0.067266244
#> Sigma[4,4] 0.049930199 0.009964588 0.03784160 0.065068015
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58054327 0.12099829 0.41636717 0.75655481
#> lag1_var2 0.23623786 0.08464188 0.13717535 0.36732024
#> lag1_var3 0.64166817 0.21617012 0.41441830 0.94994051
#> lag1_var4 -0.46093560 0.19295555 -0.76161778 -0.27599843
#> const 3.14984565 1.23711487 1.92650396 5.07248860
#> exo1 -0.02377588 0.14733073 -0.20996375 0.20767014
#> exo2 -0.34786192 0.18116114 -0.52676457 -0.05923521
#> exo3 0.17865078 0.17057263 -0.09938279 0.33035296
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24501759 0.1325704 0.05081692 0.40245023
#> lag1_var2 0.84558544 0.1642041 0.57856919 1.03933518
#> lag1_var3 0.34045495 0.2945268 -0.05139841 0.72718755
#> lag1_var4 -0.34065868 0.2796836 -0.70382413 0.05234486
#> const -0.03803812 1.9253743 -2.88112163 2.52961672
#> exo1 0.02393789 0.1985256 -0.25039063 0.26966499
#> exo2 0.55675112 0.2178551 0.31224084 0.88557297
#> exo3 0.22718048 0.2007396 0.07881464 0.58166959
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0135092 0.2463641 -0.337767514 0.34209030
#> lag1_var2 0.3136441 0.2320280 0.005445568 0.67583758
#> lag1_var3 0.9887222 0.4932465 0.332770471 1.71173828
#> lag1_var4 -0.1612650 0.4023623 -0.746396377 0.36197048
#> const 2.4783990 1.7012569 -0.319003673 4.24330587
#> exo1 0.1395986 0.1915142 -0.138427330 0.35034786
#> exo2 -1.5600324 0.1398989 -1.765378391 -1.38632421
#> exo3 -0.2018974 0.2345168 -0.551531090 0.02257351
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1030148 0.2273311 -0.191666198 0.41569187
#> lag1_var2 0.4617665 0.2025221 0.168108423 0.77003489
#> lag1_var3 0.5670592 0.4605924 -0.006324176 1.29510665
#> lag1_var4 0.2852079 0.3850982 -0.317481552 0.74920363
#> const 0.8335724 1.6036173 -1.678083184 2.63742293
#> exo1 0.1984939 0.2023998 -0.072865282 0.48383833
#> exo2 -1.6190278 0.1527871 -1.830696416 -1.38325078
#> exo3 -0.1333778 0.2013979 -0.423605995 0.08041187
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001100349 0.000226514 0.0008178223 0.001440741
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02436772 0.009821915 -0.03742881 -0.01167459
#> Sigma[2,2] 3.61026434 0.847292887 2.94627783 5.09618715
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01970336 0.007331432 0.009333896 0.02908409
#> Sigma[3,2] -2.18678787 0.588738770 -3.214917666 -1.76453557
#> Sigma[3,3] 1.49934049 0.408029989 1.141625346 2.16996618
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003887687 0.001981178 0.0009717958 0.006194554
#> Sigma[4,2] 0.262201644 0.126907247 0.1150375878 0.433356744
#> Sigma[4,3] 0.053573581 0.082282548 -0.0533353140 0.183657132
#> Sigma[4,4] 0.280351217 0.053279144 0.2035453492 0.354807273
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95622194 0.02721518 0.922036524 0.99923667
#> lag1_var2 0.02428552 0.02473028 -0.010643677 0.06013516
#> lag1_var3 0.02796358 0.03793106 -0.026435899 0.08158420
#> lag1_var4 -0.02260298 0.03045623 -0.066937434 0.02075536
#> const 0.49479526 0.12552869 0.298391650 0.61422386
#> exo1 0.02920854 0.02653849 -0.007047948 0.06456496
#> exo2 -0.26973955 0.04369647 -0.343370461 -0.22588693
#> exo3 0.01933192 0.03472755 -0.030645425 0.06353900
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8208596 1.872645 -1.665341 3.287048
#> lag1_var2 1.0107901 1.470150 -0.703496 3.026931
#> lag1_var3 0.3970417 2.271776 -2.332103 3.349626
#> lag1_var4 -0.5408579 1.790446 -2.975683 1.484528
#> const -3.6686738 13.062288 -24.032277 9.542481
#> exo1 -1.1106728 1.917962 -3.832484 1.342500
#> exo2 9.6862586 1.374786 8.278247 12.076006
#> exo3 -2.5330146 2.102622 -5.000236 0.420694
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3356842 1.3148100 -1.3259544 2.0501408
#> lag1_var2 -0.4820624 1.0552504 -2.0302244 0.7381661
#> lag1_var3 -0.1038404 1.6158175 -2.3804133 1.8399761
#> lag1_var4 0.9522034 1.2628963 -0.4890946 2.7957793
#> const -1.1705582 7.9299169 -12.0041928 10.7323463
#> exo1 0.9949594 1.1978005 -0.5582351 2.6215969
#> exo2 -8.7059954 0.7981635 -9.8254139 -7.8288857
#> exo3 2.2352621 1.3241415 0.3808007 3.8361110
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0988296 0.4007616 0.5972347 1.73806112
#> lag1_var2 -0.4304228 0.2669653 -0.7445280 -0.04217614
#> lag1_var3 -0.8078067 0.4063794 -1.2644114 -0.22308301
#> lag1_var4 1.5392407 0.3181886 1.0856627 1.92143701
#> const -7.2024150 5.5510373 -13.4236105 1.97375033
#> exo1 0.3321929 0.4849327 -0.3366633 1.00004949
#> exo2 -2.6563819 0.4611102 -3.2182009 -2.08082285
#> exo3 0.7192794 0.6193071 -0.1665893 1.42608085
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008591243 0.0001737783 0.0006329501 0.00109492
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007896369 0.00265413 -0.01189697 -0.004256628
#> Sigma[2,2] 0.262891254 0.08068831 0.18860772 0.404749396
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006562668 0.00359439 0.002204357 0.01172569
#> Sigma[3,2] -0.196748349 0.11649992 -0.378043240 -0.08329075
#> Sigma[3,3] 0.809683136 0.31784390 0.587049306 1.35641884
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002513051 0.003928937 -0.002989895 0.008035984
#> Sigma[4,2] -0.057787500 0.102240739 -0.221338021 0.047561294
#> Sigma[4,3] 0.759703338 0.275858698 0.565105768 1.239015646
#> Sigma[4,4] 0.788541866 0.245761279 0.588558481 1.202067154
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94535730 0.01461356 0.922294525 0.96108553
#> lag1_var2 0.03224794 0.03368730 -0.021036667 0.07393738
#> lag1_var3 0.07487287 0.06118809 -0.020355702 0.15477951
#> lag1_var4 -0.06021338 0.06025021 -0.135571727 0.03417998
#> const 0.66187085 0.29791895 0.347627357 1.12378270
#> exo1 0.00615859 0.02445754 -0.025281846 0.03501382
#> exo2 -0.07344259 0.02712278 -0.112607905 -0.04344123
#> exo3 0.03505349 0.02597769 -0.009171571 0.05970304
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4508306 0.1996899 0.14027206 0.6579901
#> lag1_var2 0.1869404 0.4296038 -0.38401476 0.7679922
#> lag1_var3 -1.4102828 0.7563577 -2.38646838 -0.4099923
#> lag1_var4 1.2903875 0.7346899 0.28112663 2.2462775
#> const -4.6379397 4.4537553 -10.86454824 1.0465989
#> exo1 -0.4086238 0.6918422 -1.11603693 0.6596713
#> exo2 0.7272305 0.5293989 0.06016863 1.5296648
#> exo3 -0.2923594 0.4894772 -0.93949283 0.4061089
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5606352 0.5520745 -1.4648927 -0.01860414
#> lag1_var2 2.9120409 1.4135675 1.2662080 5.21330996
#> lag1_var3 5.9244158 2.4854124 3.1468109 10.09564739
#> lag1_var4 -5.0360631 2.4793097 -9.1815740 -2.27710562
#> const 18.4376232 13.6718689 4.1110736 39.37785856
#> exo1 0.2468736 0.8040649 -0.8773585 1.25125712
#> exo2 -1.8889760 1.0438870 -3.4517706 -0.65001769
#> exo3 -0.4662346 0.8166656 -1.5561799 0.70076990
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.348684263 0.5555352 -1.22887319 0.2145062
#> lag1_var2 2.944441469 1.3853502 1.49066124 5.1989487
#> lag1_var3 4.996393578 2.4479107 2.54656270 9.0965735
#> lag1_var4 -4.157037358 2.4372186 -8.22368428 -1.7370873
#> const 15.741608154 13.8592581 -0.08833884 35.7131645
#> exo1 0.007161565 0.8316822 -1.33447988 1.0014448
#> exo2 -1.576620815 0.9949277 -2.91746585 -0.1712108
#> exo3 -0.675564130 1.0009388 -2.04101729 0.6784261
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000519848 0.0001223408 0.0003562449 0.0007078041
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003209608 0.0008582761 -0.00458140 -0.002291694
#> Sigma[2,2] 0.044449391 0.0077138584 0.03374276 0.054830512
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001237336 0.001197779 -0.0005632975 0.002619691
#> Sigma[3,2] -0.039929915 0.008319707 -0.0512508867 -0.027410899
#> Sigma[3,3] 0.092322218 0.018441067 0.0664025754 0.116988351
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001049113 0.001451443 -0.003022878 0.0008362559
#> Sigma[4,2] -0.013152753 0.008527435 -0.021699737 0.0005008346
#> Sigma[4,3] 0.078496274 0.019016110 0.053895014 0.1049499350
#> Sigma[4,4] 0.082900339 0.020734638 0.056730385 0.1088926135
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95665541 0.01927228 0.9282409871 0.981969430
#> lag1_var2 0.03008790 0.02648851 0.0005803414 0.073614071
#> lag1_var3 0.05892937 0.04982361 0.0004884727 0.140670160
#> lag1_var4 -0.05054267 0.04364561 -0.1218673761 0.001394805
#> const 0.53990330 0.24679711 0.1307541491 0.759843477
#> exo1 0.01055645 0.01771914 -0.0118830596 0.030335976
#> exo2 -0.05258039 0.02064093 -0.0770242635 -0.022712575
#> exo3 0.02421450 0.02518486 -0.0079011791 0.062720741
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26579912 0.2201810 -0.07073507 0.5250396
#> lag1_var2 0.63960651 0.2516259 0.32398401 0.9871715
#> lag1_var3 0.20877546 0.4244368 -0.37954008 0.8131972
#> lag1_var4 -0.17837125 0.3771417 -0.71960030 0.3395205
#> const 0.35361132 2.7026037 -3.29936515 4.2899703
#> exo1 -0.01790161 0.1390932 -0.17033088 0.2075136
#> exo2 1.57360477 0.1896289 1.34635216 1.8330149
#> exo3 0.65181389 0.2870054 0.35748239 1.0399031
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53196400 0.4064182 -1.1783023 -0.08616018
#> lag1_var2 0.58670578 0.4886200 0.1283771 1.41360077
#> lag1_var3 1.04583081 0.7348755 0.1808547 2.16672760
#> lag1_var4 -0.06611717 0.6555827 -1.0653089 0.70283131
#> const 3.55902409 4.3855470 -2.2396380 10.01490679
#> exo1 -0.13271734 0.2838584 -0.5533695 0.20276911
#> exo2 -1.55525787 0.2914997 -1.9324894 -1.18598197
#> exo3 -0.54446919 0.4240735 -1.0724725 0.03969852
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4575580 0.4256240 -1.1191350 -0.03830971
#> lag1_var2 0.6162987 0.5325005 0.1132579 1.48532307
#> lag1_var3 0.5107932 0.7915757 -0.3073764 1.73095983
#> lag1_var4 0.5331923 0.6989463 -0.5449715 1.24913380
#> const 2.1756831 3.8743142 -3.0259970 7.78587564
#> exo1 -0.1737895 0.2994760 -0.5840300 0.25878747
#> exo2 -0.6535757 0.2945590 -0.9907599 -0.20746613
#> exo3 -0.1716332 0.3657806 -0.6020662 0.38593624
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001849184 0.0005162676 0.001223209 0.002647114
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07426684 0.03014407 -0.1075666 -0.02950135
#> Sigma[2,2] 7.51671133 2.72481766 4.4857163 11.52242236
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03754575 0.01845762 0.01168227 0.06155029
#> Sigma[3,2] -4.38015201 1.92128256 -7.31273983 -2.42370276
#> Sigma[3,3] 3.07671934 1.44575715 1.74216883 5.34751068
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006040493 0.005874117 -0.01446368 0.001558228
#> Sigma[4,2] 0.178762654 0.395465159 -0.43996480 0.626502330
#> Sigma[4,3] 0.462748906 0.340820754 0.16513472 1.054724090
#> Sigma[4,4] 0.632464633 0.174571619 0.44715383 0.922631881
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9698489773 0.01049753 0.95538412 0.98328291
#> lag1_var2 0.0463211073 0.01836984 0.02241057 0.07136918
#> lag1_var3 0.0695047701 0.03147962 0.02727460 0.11183249
#> lag1_var4 -0.0669000141 0.02865024 -0.10341024 -0.02802531
#> const 0.5523294139 0.23711496 0.24031980 0.88739052
#> exo1 0.0006238834 0.04620662 -0.06081352 0.06797424
#> exo2 0.0354190266 0.04242144 -0.02172907 0.09045259
#> exo3 0.0644754340 0.04008188 0.01218824 0.11548197
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8284197 0.8280863 -2.1969158 0.1424963
#> lag1_var2 1.0733266 1.0949553 -0.4462577 2.5452097
#> lag1_var3 0.6575329 1.8180286 -1.8175873 3.1218897
#> lag1_var4 -0.4461911 1.6239899 -2.6659687 1.7412808
#> const 10.8829404 20.9552224 -15.2081935 38.5717088
#> exo1 1.5480223 2.9018460 -2.4352176 5.5015932
#> exo2 -0.8004185 1.9829815 -3.0240735 2.3108623
#> exo3 -2.6602584 3.1608236 -7.2460490 1.1057330
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05050414 0.5663661 0.3027016 1.7600891
#> lag1_var2 -0.41945258 0.8197297 -1.2509865 0.8483141
#> lag1_var3 0.06584514 1.3714240 -1.3385231 2.2289368
#> lag1_var4 0.68724561 1.2593500 -1.3612760 1.9552122
#> const -12.22914791 15.7728905 -31.5276146 10.1967393
#> exo1 -1.26474724 1.5455765 -2.8632772 1.0609728
#> exo2 0.44126102 1.3296400 -1.5290979 1.9991213
#> exo3 1.22787049 1.8508817 -1.2728477 3.7327008
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50811575 0.3479126 -0.01091691 0.9209810
#> lag1_var2 -0.08282487 0.5492898 -0.59846046 0.8621198
#> lag1_var3 -0.03573052 0.8813487 -0.84924952 1.4653450
#> lag1_var4 0.95622368 0.8183645 -0.44363875 1.7012051
#> const -6.94012941 5.1255390 -12.84149104 0.7245626
#> exo1 -0.38914772 0.8029362 -1.15891046 0.8374405
#> exo2 -0.05141414 0.6178291 -0.98050914 0.6454998
#> exo3 -0.43904804 0.6312246 -1.34218612 0.3187529
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004480754 0.0001056704 0.0003346662 0.000608382
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001437921 0.00229967 -0.00445719 0.00216428
#> Sigma[2,2] 0.298534104 0.09295022 0.19827124 0.44480556
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002926514 0.002499335 -0.006903506 -0.0001972719
#> Sigma[3,2] -0.047554145 0.062901879 -0.129668574 0.0225158097
#> Sigma[3,3] 0.523318018 0.134579356 0.362360023 0.7116005017
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00394461 0.001898547 -0.00709974 -0.00203833
#> Sigma[4,2] 0.12381455 0.107604726 -0.01878651 0.27538391
#> Sigma[4,3] 0.51912366 0.153155551 0.33135833 0.73572570
#> Sigma[4,4] 0.61484702 0.201155385 0.38834342 0.93118669
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00569228 0.02407873 0.97077128 1.035030981
#> lag1_var2 -0.01111240 0.05442823 -0.09430252 0.045924607
#> lag1_var3 -0.03013383 0.09551432 -0.17432089 0.076686636
#> lag1_var4 0.02393595 0.09033123 -0.07415771 0.161155442
#> const 0.21208151 0.29373028 -0.20436118 0.603782377
#> exo1 -0.03220011 0.01680722 -0.05176443 -0.007395611
#> exo2 -0.02732149 0.01622298 -0.05187195 -0.008208339
#> exo3 0.05086175 0.01645674 0.02896201 0.074993294
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3682182 0.5533523 -1.04073769 0.3180344
#> lag1_var2 1.3023242 0.9706281 0.03595188 2.6425033
#> lag1_var3 1.1291402 1.7355142 -1.07219055 3.5210090
#> lag1_var4 -0.9567007 1.6108773 -3.18612796 1.1193463
#> const 0.9418124 6.7407126 -7.79927873 8.5784573
#> exo1 0.7519150 0.4713089 0.24933178 1.5083209
#> exo2 1.1184898 0.5129071 0.59491217 1.9515358
#> exo3 -1.1127739 0.4737863 -1.60034351 -0.3263702
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3511195 0.6376955 0.4960615 2.2051606
#> lag1_var2 -2.7045088 1.3648790 -4.9421979 -1.1916767
#> lag1_var3 -3.9359323 2.5343176 -8.1274466 -1.2834161
#> lag1_var4 4.5921879 2.3684196 2.0650426 8.5124523
#> const -14.1827697 7.4218781 -22.4892553 -3.6661261
#> exo1 -0.2473484 0.4141356 -0.6351995 0.3943251
#> exo2 -0.5276781 0.5486676 -1.3039890 0.1701452
#> exo3 1.6289010 0.7911421 0.6367766 2.6834760
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1838303 0.8025584 -0.004456994 2.2265836
#> lag1_var2 -2.3216720 1.6208811 -4.971808606 -0.4641471
#> lag1_var3 -3.9129235 2.9496673 -8.816443762 -0.7662671
#> lag1_var4 4.6812711 2.7617465 1.675281902 9.2723791
#> const -15.4321297 9.9569266 -26.950855201 -0.2211010
#> exo1 0.1749579 0.4442622 -0.464148486 0.7448607
#> exo2 0.1640361 0.7107581 -0.730014906 1.2157835
#> exo3 1.0210628 0.8719677 -0.231049751 2.0467320
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002214248 0.0006029449 0.001676193 0.003053896
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1051106 0.03042315 -0.1531802 -0.0750564
#> Sigma[2,2] 6.3786063 1.68372262 4.5119112 9.0843859
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.070499 0.01688471 0.05409925 0.09652539
#> Sigma[3,2] -4.176453 0.96090894 -5.61917058 -3.05520878
#> Sigma[3,3] 3.128621 0.62054222 2.38461283 3.92591303
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00813736 0.009055499 -0.007266234 0.01733591
#> Sigma[4,2] -0.37927279 0.371560999 -0.840854341 0.17797426
#> Sigma[4,3] 0.69378672 0.200437519 0.489046334 0.99940138
#> Sigma[4,4] 0.52723466 0.106764224 0.393132108 0.68939291
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.048089358 0.02470631 1.01183263 1.073738066
#> lag1_var2 0.020729410 0.02983364 -0.01426745 0.065347355
#> lag1_var3 0.030827175 0.05244653 -0.02933625 0.111189895
#> lag1_var4 -0.054262642 0.05072479 -0.12894720 0.004991025
#> const 0.244747411 0.33449338 -0.11963401 0.736052317
#> exo1 -0.009247615 0.03609938 -0.06172653 0.037885279
#> exo2 -0.013540826 0.05490907 -0.10284830 0.049509148
#> exo3 0.046806183 0.05091240 -0.01382370 0.117314082
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.1348026 1.764551 -7.583841 -2.9001864
#> lag1_var2 4.0945771 1.724613 1.755833 6.3655980
#> lag1_var3 5.8371333 2.979407 1.617745 9.7031046
#> lag1_var4 -4.3289600 2.692611 -7.887711 -0.4738192
#> const 37.0229538 17.574519 13.924775 59.2992517
#> exo1 -0.5529453 1.818908 -2.698555 2.3022318
#> exo2 -1.5115819 3.293926 -6.080992 3.0963886
#> exo3 -0.2161100 2.982429 -4.624432 3.2771265
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7608118 1.0963216 2.128858 4.901963
#> lag1_var2 -2.3754362 0.6607623 -3.332704 -1.621280
#> lag1_var3 -3.2873217 1.1484437 -4.887920 -1.876681
#> lag1_var4 3.1196528 1.0066041 1.891196 4.451645
#> const -22.0412275 11.4725798 -35.423477 -6.881114
#> exo1 1.1729245 1.6355377 -1.181173 3.260598
#> exo2 0.9372423 2.1730905 -1.864861 3.905879
#> exo3 -1.3974466 2.1461379 -3.783718 1.396864
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77546567 0.6089692 -0.01552657 1.7075450
#> lag1_var2 -0.36239387 0.6569722 -1.32713888 0.4602131
#> lag1_var3 -0.51631700 1.1403296 -2.19829077 0.8958290
#> lag1_var4 1.25345499 0.9846282 0.03232967 2.6847206
#> const -2.05594790 5.9594929 -10.79954824 5.5586153
#> exo1 0.93549780 0.6531865 0.21848764 1.9213750
#> exo2 0.06139082 0.7916464 -1.14313334 0.7533946
#> exo3 -1.65016551 0.7489913 -2.70284775 -0.7388554
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.018718 0.002758438 0.01496157 0.02199157
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02935817 0.01631566 -0.05182861 -0.004233927
#> Sigma[2,2] 0.33542996 0.06629102 0.24046617 0.405108679
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04360886 0.01906363 0.01350873 0.06482435
#> Sigma[3,2] -0.29097465 0.09881201 -0.42699645 -0.17647058
#> Sigma[3,3] 0.82620522 0.15518284 0.63376612 1.06501495
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02524900 0.01121677 0.008073397 0.03778953
#> Sigma[4,2] -0.07426479 0.08704733 -0.185084031 0.04596054
#> Sigma[4,3] 0.66235363 0.13100087 0.536579376 0.87780525
#> Sigma[4,4] 0.63998974 0.12087139 0.514428192 0.85033803
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03820871 0.06828533 0.95893148 1.1385421
#> lag1_var2 -0.06132631 0.21831449 -0.36180553 0.2186315
#> lag1_var3 -0.12612899 0.33427023 -0.58564337 0.2863744
#> lag1_var4 0.11159089 0.32535808 -0.29267735 0.5621272
#> const 0.03658281 0.99945653 -1.39098642 1.1850520
#> exo1 -0.06520766 0.14288339 -0.24357158 0.1448266
#> exo2 -0.73195097 0.09195017 -0.85760688 -0.6075373
#> exo3 0.18588121 0.14998702 -0.03014519 0.3486793
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.16967614 0.3822886 -1.7065791 -0.6420295
#> lag1_var2 2.84303632 0.8294077 1.5283566 3.8187159
#> lag1_var3 3.13056538 1.2641020 1.1132546 4.6128139
#> lag1_var4 -2.89667883 1.1789932 -4.2407131 -1.0019779
#> const 13.19768386 3.2305160 8.4709864 16.9644200
#> exo1 0.06020184 0.6323096 -0.6517673 1.0073294
#> exo2 0.41556868 0.7748708 -0.8053483 1.1736869
#> exo3 -0.56755156 0.4814814 -1.3833259 -0.0737902
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8052752 0.7551760 0.9130304 2.9724424
#> lag1_var2 -2.7375180 1.7176786 -4.9537484 -0.1900250
#> lag1_var3 -3.2188978 2.7249054 -6.7491115 0.8224519
#> lag1_var4 3.7244183 2.5979899 -0.1926719 7.0315372
#> const -10.2378058 9.2234052 -24.3511268 0.1805627
#> exo1 0.7862578 0.7129395 -0.4727619 1.4651597
#> exo2 -1.9405806 1.2167666 -3.7017346 -0.3969107
#> exo3 1.0031082 1.0478318 -0.3783810 2.1528870
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0680906 0.7164714 0.20961915 2.1355553
#> lag1_var2 -1.1687101 1.6203461 -3.45800955 1.2089043
#> lag1_var3 -1.6006468 2.5848803 -5.21848001 2.1624155
#> lag1_var4 2.2636290 2.4632659 -1.38309974 5.6553022
#> const -2.5274161 8.4826445 -14.42107956 7.2137974
#> exo1 0.8653707 0.5386349 0.02155677 1.4149255
#> exo2 -1.6906808 0.9388481 -3.18403786 -0.6033134
#> exo3 0.6526686 0.9103682 -0.52094798 1.7920558
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001158735 0.0003693241 0.0008215861 0.001764107
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007700308 0.003086918 -0.01311013 -0.004622356
#> Sigma[2,2] 0.220604765 0.044810274 0.16341884 0.280293352
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007717991 0.00159136 -0.001239863 0.0030327266
#> Sigma[3,2] -0.0429798748 0.02891972 -0.080033488 -0.0005574846
#> Sigma[3,3] 0.0993538818 0.02025511 0.068837660 0.1211775256
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003678092 0.00103817 -0.004914252 -0.002141951
#> Sigma[4,2] 0.076801591 0.02620058 0.043073436 0.117930002
#> Sigma[4,3] 0.085623527 0.03391752 0.049459766 0.134546627
#> Sigma[4,4] 0.138142977 0.04938591 0.095833900 0.216117246
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019940718 0.03380236 0.970251401 1.06522108
#> lag1_var2 -0.058717628 0.05619982 -0.139374637 0.01528164
#> lag1_var3 -0.116974806 0.11532526 -0.282417368 0.03440635
#> lag1_var4 0.109409836 0.10704658 -0.030830891 0.26331578
#> const -0.086849819 0.50283202 -0.699447591 0.64063006
#> exo1 -0.002206026 0.04240217 -0.041983620 0.06224550
#> exo2 -0.112792064 0.04419370 -0.165567444 -0.04755192
#> exo3 0.054539620 0.03381121 0.005220127 0.09600926
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68859281 0.4780916 -1.1868923 0.03388571
#> lag1_var2 1.99435258 0.9682665 0.5107341 3.05942380
#> lag1_var3 2.19872003 1.9937195 -0.8544658 4.28690748
#> lag1_var4 -1.99849068 1.8473973 -3.9337974 0.83393893
#> const 8.26627428 6.4651204 0.2604327 16.98804884
#> exo1 0.07627825 0.4585074 -0.5472022 0.69278406
#> exo2 2.54892573 0.7640409 1.3482269 3.33120699
#> exo3 -0.51983570 0.5335031 -1.4866660 -0.04427170
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03122544 0.3186253 -0.34453846 0.5182308
#> lag1_var2 -0.22783351 0.5531840 -0.99358641 0.5149213
#> lag1_var3 0.35864620 1.1097568 -1.19598692 1.7873567
#> lag1_var4 0.57354451 1.0401554 -0.78893053 2.0265403
#> const 1.46375583 4.9141776 -5.36015477 7.2978714
#> exo1 0.26687831 0.2528378 -0.01270759 0.6682769
#> exo2 -2.03175921 0.3728448 -2.49074410 -1.4420099
#> exo3 0.98490149 0.3794142 0.44064176 1.4787158
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37504766 0.4441282 -0.91837486 0.2728513
#> lag1_var2 0.56764856 0.7427885 -0.39041098 1.5575088
#> lag1_var3 1.03720227 1.4936476 -0.89977366 3.0054230
#> lag1_var4 0.04292231 1.3969678 -1.83005894 1.8548143
#> const 4.65380397 6.7030086 -5.40156651 13.4273984
#> exo1 0.33940038 0.2224986 0.01719372 0.5661389
#> exo2 -0.94326612 0.4965321 -1.42220101 -0.1320529
#> exo3 0.77478668 0.4181793 0.09325029 1.2465390
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005731419 0.001447455 0.003929317 0.007839142
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04276772 0.01443474 -0.0660993 -0.02782558
#> Sigma[2,2] 1.04354341 0.27582117 0.7449742 1.48065564
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03355163 0.008601463 0.02301571 0.04638887
#> Sigma[3,2] -0.86639778 0.256383985 -1.24613054 -0.52559499
#> Sigma[3,3] 1.92536241 0.370586582 1.50767794 2.46934963
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007440701 0.005890007 0.002145324 0.017554656
#> Sigma[4,2] -0.241290158 0.193927018 -0.512316862 0.004251712
#> Sigma[4,3] 1.447964934 0.286575671 1.111118660 1.871642946
#> Sigma[4,4] 1.347813152 0.220023632 1.065133933 1.643158160
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93434916 0.04014606 0.88731406 0.98856256
#> lag1_var2 0.11475560 0.09474115 -0.03503968 0.21836567
#> lag1_var3 0.19456700 0.16112295 -0.06653638 0.36485323
#> lag1_var4 -0.18797595 0.15785844 -0.35327889 0.06820118
#> const 1.08198902 0.75498733 0.08797089 1.97797447
#> exo1 0.05554721 0.05897272 -0.02333073 0.13329069
#> exo2 -0.10964680 0.07967553 -0.23857377 -0.02025847
#> exo3 0.08662019 0.07001770 0.02703577 0.20327045
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31991904 0.5801500 -0.5874049 1.0155509
#> lag1_var2 0.01602439 1.4567981 -1.4801181 2.3790331
#> lag1_var3 -1.52180888 2.5137487 -4.0987450 2.5149990
#> lag1_var4 1.46897650 2.4827163 -2.5156914 4.0153517
#> const -3.47771615 11.2901963 -14.3866754 13.9750570
#> exo1 -1.18192767 0.7348022 -2.2880744 -0.4626163
#> exo2 -0.58438164 1.0376770 -2.1694900 0.6086922
#> exo3 0.37589197 1.6344506 -2.1525472 2.4739100
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8408974 0.5839052 0.24638229 1.7890545
#> lag1_var2 -2.0000057 1.2464414 -3.31260291 -0.2654961
#> lag1_var3 -2.0934539 2.1909399 -4.27933705 0.9076674
#> lag1_var4 2.9127635 2.1641992 -0.09873967 5.0755530
#> const -6.9711240 12.2499565 -27.66269243 5.8828045
#> exo1 0.7926010 1.2116471 -1.15355071 2.1718440
#> exo2 0.7887681 0.9772041 -0.46575688 2.0186062
#> exo3 1.9953152 1.8723551 -0.67657086 3.7650416
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1300600 0.5268958 0.42301894 1.8988396
#> lag1_var2 -2.4438102 1.3169520 -4.30264825 -0.8160553
#> lag1_var3 -3.7553464 2.3047250 -7.04746296 -0.8545338
#> lag1_var4 4.5434541 2.2536977 1.68160134 7.7530515
#> const -11.2547964 9.1987009 -24.26966743 0.5416871
#> exo1 0.1062951 1.1339811 -1.60971948 1.5101699
#> exo2 0.3895607 0.7336695 -0.65955914 1.3971044
#> exo3 2.1672709 1.5659948 -0.07713879 3.7906850
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001251777 0.0002631526 0.0009039859 0.001645279
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005988701 0.005921562 -0.01458836 0.001118895
#> Sigma[2,2] 0.347234296 0.120266021 0.22188582 0.541671537
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005291935 0.00536066 -0.001273136 0.01285314
#> Sigma[3,2] -0.306522276 0.10896790 -0.478958948 -0.19252079
#> Sigma[3,3] 0.281044540 0.09938580 0.177712400 0.43461813
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.537091e-05 0.0006756964 -0.0007787296 0.000993151
#> Sigma[4,2] -7.319382e-03 0.0118774101 -0.0280647254 0.005384456
#> Sigma[4,3] 1.709419e-02 0.0116966023 0.0055387884 0.037714430
#> Sigma[4,4] 1.111125e-02 0.0024167931 0.0082872389 0.014555815
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96211684 0.03522833 0.90419813 0.99726181
#> lag1_var2 0.07973340 0.06821298 0.01479717 0.19212180
#> lag1_var3 0.10140800 0.08287108 0.02229455 0.23766281
#> lag1_var4 -0.09962825 0.08243749 -0.23534756 -0.01903135
#> const 0.77049751 0.56991811 0.11508392 1.71464898
#> exo1 0.02992489 0.03492166 -0.02416094 0.06557420
#> exo2 -0.08706859 0.03255414 -0.13174500 -0.04590939
#> exo3 0.01044353 0.03119706 -0.02386257 0.06309144
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14304870 0.5342793 -0.50099816 0.9784134
#> lag1_var2 0.85560403 1.7334623 -1.66805817 3.0878585
#> lag1_var3 -0.11621714 2.0241900 -3.01349006 2.4599507
#> lag1_var4 0.06141163 2.0075125 -2.49398119 2.9489402
#> const 1.54979708 9.0195387 -11.53666882 13.0284597
#> exo1 0.31758910 0.4823872 -0.36085596 0.9142719
#> exo2 0.63842898 0.4597994 0.03899247 1.3144747
#> exo3 0.38435715 0.5998300 -0.48590057 1.1660537
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02967056 0.4575598 -0.6932930 0.5038787
#> lag1_var2 0.12687576 1.5152710 -1.7979682 2.3743618
#> lag1_var3 1.05477008 1.7722991 -1.1559258 3.7218862
#> lag1_var4 -0.06106102 1.7586696 -2.6910078 2.1304251
#> const 0.95038544 8.1941088 -9.9669667 12.8230601
#> exo1 -0.26491504 0.4647572 -0.7979443 0.4310027
#> exo2 -1.33684085 0.3928813 -1.9468706 -0.8357998
#> exo3 -0.13534909 0.5344155 -0.8659903 0.6149772
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09627833 0.07324471 -0.01377815 0.1914242
#> lag1_var2 0.47294670 0.13834900 0.30496164 0.6805907
#> lag1_var3 0.49855585 0.17309667 0.29211255 0.7665751
#> lag1_var4 0.46169973 0.16785850 0.20983155 0.6676336
#> const 1.03251820 1.12086617 -0.47989857 2.5917525
#> exo1 0.01040503 0.09607491 -0.11475521 0.1328571
#> exo2 -0.83219104 0.04867184 -0.89976770 -0.7722772
#> exo3 0.19858974 0.09069980 0.08656340 0.3092538
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003484767 0.0008359852 0.002332815 0.004538689
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007320239 0.004093152 -0.01318159 -0.001231122
#> Sigma[2,2] 0.280345495 0.049696572 0.24045263 0.366828775
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01378984 0.007130163 0.003657595 0.02396109
#> Sigma[3,2] -0.32202084 0.046022545 -0.401521732 -0.28383220
#> Sigma[3,3] 0.49423965 0.042891991 0.436547694 0.55452166
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01052071 0.005367491 0.003205405 0.01802492
#> Sigma[4,2] -0.18889725 0.023901238 -0.228241140 -0.16468165
#> Sigma[4,3] 0.34443084 0.027894322 0.304973952 0.38132344
#> Sigma[4,4] 0.25832588 0.024853196 0.229424081 0.29785632
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99996550 0.04433766 0.95846809 1.07063219
#> lag1_var2 -0.05913516 0.07576187 -0.17425638 0.01947305
#> lag1_var3 -0.10680460 0.13892230 -0.31529366 0.04212052
#> lag1_var4 0.10456070 0.12613585 -0.03208264 0.29285150
#> const 0.18513012 0.36848056 -0.31231311 0.72823851
#> exo1 0.06323725 0.05441155 0.01274595 0.14547508
#> exo2 -0.46291639 0.06504082 -0.52840023 -0.36750532
#> exo3 0.22159308 0.06368154 0.16205124 0.32033385
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3798124 0.5600503 -2.27019491 -0.7048172
#> lag1_var2 3.5600188 0.8433359 2.64480445 4.9836186
#> lag1_var3 4.7297688 1.5257886 3.07304888 7.2987995
#> lag1_var4 -4.4439106 1.4097430 -6.83058332 -2.9491196
#> const 14.5804324 5.9292101 6.65571806 23.7081864
#> exo1 0.2065163 0.5827132 -0.53653068 1.0105637
#> exo2 1.0218367 0.6351997 0.08723749 1.9067407
#> exo3 -0.3311125 0.5176717 -0.98287207 0.2598546
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8801117 0.6960815 1.0786912 3.0202514
#> lag1_var2 -3.6352901 1.0871278 -5.3913619 -2.3292387
#> lag1_var3 -5.6498953 1.9690071 -8.8147511 -3.2704938
#> lag1_var4 6.2854940 1.8336455 4.0978248 9.2378977
#> const -20.4783625 8.0739143 -33.1253596 -10.7148027
#> exo1 -0.2393586 0.7470229 -1.2953539 0.8318791
#> exo2 -5.2177718 0.5263789 -5.8224176 -4.3927412
#> exo3 1.2064354 0.8183883 0.3034392 2.3956298
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2605975 0.4504577 0.7423586 1.9749475
#> lag1_var2 -2.1862082 0.7209515 -3.2623227 -1.2633152
#> lag1_var3 -3.9581696 1.3087898 -5.8969768 -2.2748042
#> lag1_var4 4.7442080 1.2242928 3.1839331 6.5576793
#> const -15.0453119 5.4245349 -23.3476746 -8.7261538
#> exo1 -0.1589676 0.4972017 -0.8172937 0.5821255
#> exo2 -4.8159520 0.4197568 -5.3575951 -4.3160243
#> exo3 1.1091860 0.5929237 0.4774080 2.0209716
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008798182 0.0003553254 0.0005246229 0.001457177
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532605 0.007059714 -0.02636629 -0.007243073
#> Sigma[2,2] 0.50206303 0.116415026 0.34845875 0.656099010
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01332152 0.00654821 0.006648754 0.02364868
#> Sigma[3,2] -0.33907983 0.13783681 -0.541001822 -0.19082344
#> Sigma[3,3] 0.42270032 0.14235411 0.256488719 0.64057727
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004303228 0.003001783 -2.260787e-05 0.008205674
#> Sigma[4,2] -0.040760267 0.084978944 -1.594224e-01 0.066233088
#> Sigma[4,3] 0.228781785 0.071158846 1.357993e-01 0.330221472
#> Sigma[4,4] 0.212466834 0.039318139 1.556963e-01 0.265035012
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99214907 0.03315777 0.95495190 1.03223733
#> lag1_var2 0.02710446 0.07433389 -0.07151448 0.13967668
#> lag1_var3 0.03474314 0.12720683 -0.12494756 0.23195970
#> lag1_var4 -0.03505037 0.12331998 -0.22598745 0.12218172
#> const 0.23158638 0.47223595 -0.45949610 0.80786475
#> exo1 -0.02594916 0.02820817 -0.05590769 0.01538408
#> exo2 -0.09701584 0.01711291 -0.11985758 -0.07617123
#> exo3 0.01924451 0.04291542 -0.03770491 0.07453864
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32516264 0.9115859 -1.5193843 0.8268803
#> lag1_var2 1.03719566 2.1167064 -1.0700689 4.0796171
#> lag1_var3 0.47743935 3.5311759 -2.9889798 5.5433576
#> lag1_var4 -0.44429231 3.4006853 -5.2151267 2.9337066
#> const 7.99541041 11.3207557 -7.6673184 23.1722032
#> exo1 0.53994657 0.7102231 -0.5714113 1.1637928
#> exo2 0.66267146 0.4965579 0.1431907 1.5166890
#> exo3 0.01254546 0.9831434 -1.6437829 1.0891128
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.179868112 0.7772196 0.1209748 2.2871532
#> lag1_var2 -0.238898198 1.6402654 -2.7514947 1.5445169
#> lag1_var3 -0.003818975 2.8507097 -4.2858431 3.1365668
#> lag1_var4 0.532823916 2.7308709 -2.5528132 4.5607628
#> const -5.669249282 8.8426976 -18.3176825 4.2729539
#> exo1 -0.462340940 0.8007855 -1.3941160 0.7033346
#> exo2 -4.462909162 0.3209205 -4.8513488 -4.0430177
#> exo3 1.314731399 1.1254370 -0.2400296 2.8546093
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0229282 0.5323473 0.4202058 1.7759674
#> lag1_var2 0.1057619 1.2158951 -1.6470005 1.3174798
#> lag1_var3 -0.1944691 2.1054308 -3.2640079 1.8905829
#> lag1_var4 0.7478160 1.9717753 -1.2866371 3.6292288
#> const -2.2224607 6.1356420 -12.1071480 3.7581863
#> exo1 -0.1468510 0.4823404 -0.8749225 0.4420777
#> exo2 -4.2460931 0.2844877 -4.6466168 -3.8654337
#> exo3 1.3880155 0.6677698 0.3205734 2.2371114
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006330203 6.98145e-05 0.0005535596 0.0007370809
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008963215 0.005332866 -0.01485171 -0.001717397
#> Sigma[2,2] 2.854371015 0.545201672 2.11967555 3.612543504
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004527142 0.003701251 0.0006858731 0.009150632
#> Sigma[3,2] -1.519116264 0.339121729 -2.0145899301 -1.058805884
#> Sigma[3,3] 0.989544230 0.226521409 0.7025287094 1.314451175
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008121213 0.002312682 -0.00409427 0.002086895
#> Sigma[4,2] 0.0858014962 0.110795733 -0.10581522 0.204436416
#> Sigma[4,3] 0.2065407149 0.086472759 0.12016129 0.352510879
#> Sigma[4,4] 0.3581022941 0.053040217 0.28232388 0.432255867
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04966406 0.013437141 1.031212908 1.06885423
#> lag1_var2 -0.02261126 0.006917805 -0.030598301 -0.01132753
#> lag1_var3 -0.04619316 0.012824982 -0.062344033 -0.02592192
#> lag1_var4 0.02185725 0.011229565 0.004260804 0.03572266
#> const 0.13520101 0.180096282 -0.109985870 0.37412945
#> exo1 0.01043278 0.024073397 -0.028007132 0.04209273
#> exo2 -0.04056480 0.022662338 -0.066924129 -0.00269944
#> exo3 0.04324544 0.018617788 0.019569750 0.06980746
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.74953189 1.200975 -5.131483 -1.98654585
#> lag1_var2 2.92468582 1.189989 1.372084 4.40425714
#> lag1_var3 3.64081830 2.186391 0.787057 6.43550840
#> lag1_var4 -2.26018081 1.697672 -4.313534 -0.06861299
#> const 11.69642083 12.293276 -3.427654 29.49350726
#> exo1 0.05144084 1.636078 -1.890655 2.16646099
#> exo2 0.11441350 1.778619 -2.301890 2.59528211
#> exo3 -0.01839726 1.601129 -2.510390 1.76914596
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1749511 0.6820635 1.1670071 2.9308121
#> lag1_var2 -1.0340493 0.6577641 -1.9090831 -0.1288630
#> lag1_var3 -0.9651312 1.1995338 -2.5107042 0.7031238
#> lag1_var4 1.1285165 0.9485931 -0.1896966 2.2951483
#> const -5.0195884 7.0343570 -14.8181857 4.7475128
#> exo1 0.1884600 0.9384671 -1.1951474 1.2637602
#> exo2 -0.4744042 0.9750083 -1.9700323 0.7021055
#> exo3 -0.1721124 0.7983935 -1.4343596 0.7456155
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1443405 0.4421844 -0.5693278 0.68443361
#> lag1_var2 0.1984516 0.4356215 -0.4766862 0.74805629
#> lag1_var3 0.3701187 0.8072838 -0.8711808 1.39149766
#> lag1_var4 0.5887938 0.6614089 -0.2274742 1.65529772
#> const -1.0779367 4.5448447 -7.8554152 3.52583088
#> exo1 0.3801206 0.5306627 -0.5421083 0.89709989
#> exo2 -0.5882588 0.4226435 -1.1549242 -0.06919289
#> exo3 -0.3295658 0.6175623 -1.2133724 0.32036132
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001134647 0.0004848849 0.0007163694 0.001928661
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001463471 0.001208264 -0.003321162 -0.0006094262
#> Sigma[2,2] 0.026912929 0.004468651 0.021946728 0.0336285818
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001581391 0.001029598 0.0007032651 0.003261338
#> Sigma[3,2] -0.020489738 0.011748474 -0.0391607066 -0.007990680
#> Sigma[3,3] 0.092405234 0.034636210 0.0540014745 0.146708739
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005480545 0.001236947 -0.001067897 0.002342584
#> Sigma[4,2] -0.0020606142 0.010787407 -0.017032664 0.011205460
#> Sigma[4,3] 0.0793465380 0.028334192 0.047498251 0.124119169
#> Sigma[4,4] 0.0789607382 0.022607977 0.053609567 0.114321500
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00337878 0.01382581 0.98470418 1.02411783
#> lag1_var2 -0.03145907 0.08695745 -0.12395130 0.10546992
#> lag1_var3 -0.05415082 0.15151572 -0.24016856 0.16118585
#> lag1_var4 0.05195507 0.15560100 -0.16887297 0.24350218
#> const 0.11070308 0.56270299 -0.64693041 0.87408038
#> exo1 0.00231675 0.03442426 -0.04168300 0.05412377
#> exo2 -0.05300808 0.02330015 -0.08040471 -0.01880852
#> exo3 -0.02373312 0.05706052 -0.11121441 0.05114565
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24417253 0.07209686 0.1502631 0.3306872
#> lag1_var2 1.43293687 0.27656922 1.1148999 1.8728476
#> lag1_var3 1.35528438 0.42987817 0.8893810 2.0183365
#> lag1_var4 -1.49353507 0.43913809 -2.1774752 -1.0247433
#> const 4.90721197 1.56871798 2.7520418 6.8232385
#> exo1 0.01775506 0.15112822 -0.2251489 0.1950974
#> exo2 0.86978585 0.19244170 0.5553333 1.0621359
#> exo3 -0.96629064 0.24098976 -1.3164724 -0.6513588
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39701615 0.1737667 -0.63278522 -0.2018442
#> lag1_var2 0.58827720 0.7394542 -0.24184651 1.7640925
#> lag1_var3 1.10458354 1.1495138 -0.16975987 2.9285565
#> lag1_var4 -0.03587361 1.1706172 -1.89110165 1.2695488
#> const 3.37429486 4.1877234 -0.28222662 9.7424939
#> exo1 0.10011268 0.2058979 -0.13019473 0.4164231
#> exo2 -1.99884999 0.2405017 -2.30138446 -1.6320002
#> exo3 0.33742725 0.3253152 -0.06120006 0.8549626
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2313645 0.1600864 -0.44696512 -0.02477182
#> lag1_var2 1.3169611 0.7282878 0.51515134 2.40053749
#> lag1_var3 1.6508476 1.0931555 0.45238638 3.23745047
#> lag1_var4 -0.6621450 1.1084442 -2.27618796 0.53184228
#> const 5.7410714 4.1389120 1.79016323 11.65866354
#> exo1 0.1137669 0.1849823 -0.06922537 0.42418380
#> exo2 -1.4655972 0.1730715 -1.65428540 -1.18115695
#> exo3 -0.3140595 0.2683135 -0.60740950 0.07675323
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009043865 0.0001627106 0.0007368065 0.00117198
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001921268 0.001427567 -0.003924744 -0.0003865412
#> Sigma[2,2] 0.078998392 0.015430737 0.062883435 0.1016712569
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006229791 0.002233985 -0.003416069 0.002675034
#> Sigma[3,2] -0.0844929187 0.019648396 -0.115833687 -0.067437685
#> Sigma[3,3] 0.2662567989 0.053284756 0.197919940 0.344934675
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001550791 0.001774207 -0.003830408 0.001100883
#> Sigma[4,2] -0.046639199 0.019121285 -0.075384875 -0.022853578
#> Sigma[4,3] 0.239763126 0.048363294 0.174945414 0.307315379
#> Sigma[4,4] 0.233091101 0.042527611 0.175754576 0.290416692
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97524479 0.02397806 0.941395013 1.00649840
#> lag1_var2 -0.01683482 0.03935848 -0.063004285 0.04297592
#> lag1_var3 -0.04978703 0.07730635 -0.155895564 0.06298935
#> lag1_var4 0.05477648 0.07323203 -0.050368369 0.15767489
#> const 0.30228046 0.24870441 0.006936808 0.68238996
#> exo1 0.01546489 0.02765384 -0.024090674 0.05219184
#> exo2 -0.16996390 0.03525639 -0.226680167 -0.13239872
#> exo3 0.01858107 0.02287404 -0.009518521 0.04910706
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.000644473 0.1105069 -0.1497288 0.1645220
#> lag1_var2 1.494010927 0.3067047 1.0325779 1.8560551
#> lag1_var3 1.693125054 0.6240853 0.7910769 2.4895725
#> lag1_var4 -1.743605613 0.6113651 -2.5162531 -0.8624782
#> const 4.748418869 2.6209502 1.2762502 7.9280491
#> exo1 -0.487482287 0.1331372 -0.6604546 -0.2906491
#> exo2 1.015685004 0.2911304 0.6259904 1.4113625
#> exo3 -0.087275201 0.2602675 -0.4349660 0.2476014
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85192561 0.3278498 0.3543456 1.2413909
#> lag1_var2 -2.07688476 0.5703332 -2.8270334 -1.2866057
#> lag1_var3 -2.65482620 1.1818363 -4.2448641 -0.9734228
#> lag1_var4 3.50965143 1.1348909 1.8581225 5.0116690
#> const -10.06557577 4.5589243 -15.5699696 -4.1423925
#> exo1 -0.04668595 0.4715095 -0.6630394 0.5278599
#> exo2 -1.19736136 0.7387632 -2.5061038 -0.6683256
#> exo3 0.01501001 0.4736597 -0.5570322 0.6958038
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91062514 0.3157061 0.4408533 1.31234873
#> lag1_var2 -1.68125879 0.4879294 -2.4348414 -1.10515993
#> lag1_var3 -2.50530815 1.0229061 -3.9572401 -1.10779286
#> lag1_var4 3.34341897 0.9808363 1.9765090 4.68817339
#> const -9.40725222 4.0833322 -14.1010769 -4.02432434
#> exo1 -0.29832666 0.4934525 -0.9522526 0.30479116
#> exo2 -0.61040405 0.7135023 -1.8385494 0.04653999
#> exo3 -0.08126403 0.4849592 -0.7028888 0.64368303
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008304658 0.0001625803 0.0006546079 0.0010957
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003433581 0.001777312 -0.00595873 -0.001283853
#> Sigma[2,2] 0.081035390 0.016619378 0.05994192 0.104994540
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004800454 0.003427031 0.0008115596 0.01006350
#> Sigma[3,2] -0.102738400 0.038169980 -0.1650930663 -0.05880906
#> Sigma[3,3] 0.303946020 0.072730088 0.2273728987 0.42455607
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002863426 0.002526773 -1.999778e-05 0.00678268
#> Sigma[4,2] -0.057004460 0.032643559 -1.100088e-01 -0.01454738
#> Sigma[4,3] 0.248479264 0.054316433 1.853696e-01 0.33549363
#> Sigma[4,4] 0.218981704 0.041638677 1.664770e-01 0.27829832
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986065579 0.01102871 0.96901670 0.99948873
#> lag1_var2 0.007897408 0.06574253 -0.08111509 0.10929502
#> lag1_var3 0.073745500 0.12071302 -0.08569950 0.26243133
#> lag1_var4 -0.074347588 0.12090810 -0.26390343 0.08485595
#> const 0.491980419 0.29521729 0.16721044 0.95279173
#> exo1 0.013151810 0.02279638 -0.01903634 0.04375979
#> exo2 -0.112373056 0.01643359 -0.13325489 -0.08944948
#> exo3 -0.131827404 0.03187288 -0.18076966 -0.10724431
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00689918 0.1224615 -0.15474548 0.1564334
#> lag1_var2 0.85801589 0.6402252 -0.05260113 1.6448152
#> lag1_var3 0.33436479 1.1355061 -1.30604895 1.7364950
#> lag1_var4 -0.33909588 1.1417860 -1.75698464 1.3147327
#> const 0.77030955 3.8683557 -4.38299207 5.8478649
#> exo1 -0.03471973 0.2239770 -0.23742976 0.3268689
#> exo2 0.82488127 0.2594462 0.43947772 1.1348063
#> exo3 2.57326403 0.3020642 2.16405363 2.9715996
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081257 0.2328268 -0.6512397 -0.004554868
#> lag1_var2 1.5754397 1.0667157 0.2640070 3.308609849
#> lag1_var3 3.0620068 1.8132412 0.9253328 6.084958840
#> lag1_var4 -2.0688286 1.8280618 -5.1084667 0.079119821
#> const 7.1064463 7.6612086 -3.0935310 17.119942680
#> exo1 0.2232573 0.6034613 -0.7693978 0.893956652
#> exo2 0.2482560 0.4725549 -0.1918534 1.083596646
#> exo3 -4.7408562 0.3722502 -5.1407678 -4.161005483
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2891599 0.1927723 -0.5632341 -0.01244819
#> lag1_var2 1.8525265 0.7731248 0.9997679 3.15521565
#> lag1_var3 2.8558417 1.3035541 1.5078542 5.08447735
#> lag1_var4 -1.8561128 1.3167808 -4.0978790 -0.49162010
#> const 6.3974847 6.2547595 -2.5965993 14.38327432
#> exo1 0.2061272 0.5018718 -0.5837093 0.77367109
#> exo2 0.7681879 0.4773425 0.2657903 1.55940982
#> exo3 -3.3544898 0.3793891 -3.8489122 -2.93616700
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001038959 0.0001911781 0.0008395563 0.001349529
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0240954 0.006311838 -0.03339351 -0.0164277
#> Sigma[2,2] 1.8824848 0.571891707 1.34898852 2.8085113
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01124533 0.005109733 0.004782455 0.0187913
#> Sigma[3,2] -0.95945962 0.288750673 -1.382036585 -0.6376956
#> Sigma[3,3] 0.74712933 0.191417062 0.503110596 1.0148903
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001008958 0.003896856 -0.005567771 0.004201502
#> Sigma[4,2] -0.029175962 0.123861425 -0.199942105 0.138300956
#> Sigma[4,3] 0.325122008 0.107430300 0.193566709 0.499072565
#> Sigma[4,4] 0.374082735 0.082563140 0.292635362 0.487949028
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99912638 0.02834099 0.95454688 1.02933132
#> lag1_var2 -0.02303897 0.02552825 -0.05482072 0.01831360
#> lag1_var3 -0.04763543 0.05429457 -0.11666404 0.03971299
#> lag1_var4 0.04547244 0.04532979 -0.02716555 0.10357563
#> const 0.12785492 0.28437528 -0.29689902 0.49166311
#> exo1 0.04871033 0.02240175 0.01641657 0.07511618
#> exo2 -0.21004114 0.03010305 -0.25536399 -0.17529221
#> exo3 0.09042334 0.03437036 0.04023126 0.12214335
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9906126 1.602858 -2.5385881 1.5632674
#> lag1_var2 1.4539407 1.419062 -0.9106713 2.8080909
#> lag1_var3 0.9732231 2.980956 -3.9907430 3.8225690
#> lag1_var4 -0.7616229 2.457969 -3.1724953 3.2860482
#> const 11.3881590 12.304020 -7.1869205 24.4770818
#> exo1 -1.3860615 1.657179 -4.0851692 0.5778645
#> exo2 3.1459739 2.125446 0.5131221 6.4045996
#> exo3 -1.0774831 1.122133 -2.3902835 0.4869204
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5014444 1.0517994 -0.9205003 1.8634621
#> lag1_var2 -0.4070866 0.9631367 -1.7937599 0.7863379
#> lag1_var3 0.2400183 2.0378301 -2.7089812 2.7802426
#> lag1_var4 0.6577132 1.6924577 -1.4282303 3.1144817
#> const -4.6732711 7.9516099 -11.7685264 8.0489282
#> exo1 0.1349155 0.7924882 -0.8711003 1.2826492
#> exo2 -5.9077117 1.3781188 -7.5951055 -3.8003075
#> exo3 1.1974076 1.0140822 -0.4611628 2.3692390
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02215853 0.7367319 -0.9618536 1.0277663
#> lag1_var2 -0.02182526 0.6910490 -1.0629863 0.8224577
#> lag1_var3 0.06622353 1.4562677 -2.1454607 1.8386654
#> lag1_var4 0.99475343 1.2188770 -0.5125398 2.8516185
#> const -0.91439207 6.2762711 -9.2834878 6.5475920
#> exo1 -0.65510311 0.3939931 -1.2299988 -0.1450810
#> exo2 -5.00648181 0.8294082 -5.7234719 -3.6703251
#> exo3 0.77955053 0.7351728 -0.4040892 1.6595765
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001713001 0.0003340594 0.001353619 0.002251635
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008161182 0.006140493 -0.01725133 -0.0001542476
#> Sigma[2,2] 0.754521872 0.142321479 0.55435369 0.9286672702
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003789591 0.003819886 -0.001140402 0.009783729
#> Sigma[3,2] -0.291702745 0.107768949 -0.455087343 -0.160840330
#> Sigma[3,3] 0.465719853 0.099781290 0.343414809 0.622767758
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001168803 0.002227927 -0.004410508 0.001590768
#> Sigma[4,2] 0.179121324 0.097694110 0.033988002 0.311045844
#> Sigma[4,3] 0.312530034 0.049614861 0.248403033 0.384123415
#> Sigma[4,4] 0.455613631 0.061968618 0.398447706 0.555385679
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02524123 0.01107586 1.007978960 1.037050652
#> lag1_var2 -0.06311525 0.05676578 -0.145596335 0.006124983
#> lag1_var3 -0.12059841 0.09569134 -0.251503472 0.004040688
#> lag1_var4 0.10766747 0.09913432 -0.017690069 0.244986509
#> const 0.20286486 0.48283697 -0.488579962 0.744843180
#> exo1 0.01930815 0.02425143 -0.005867034 0.056816862
#> exo2 -0.15858934 0.05565442 -0.238165530 -0.086472723
#> exo3 -0.04806251 0.04969891 -0.112848922 0.026664045
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1881413 0.2514581 -0.14527705 0.5483913
#> lag1_var2 0.3644512 1.3831332 -1.43040867 2.4412002
#> lag1_var3 -0.2630646 2.3056979 -3.31139619 3.2318411
#> lag1_var4 0.1997910 2.3155090 -3.32322742 3.2077888
#> const 2.4999292 7.1761250 -8.26490316 11.8141409
#> exo1 -0.4137017 1.0137975 -1.44550188 1.3341860
#> exo2 -1.3590219 1.5705878 -3.32043678 1.0709154
#> exo3 1.1507121 0.7216412 0.08289947 2.0993635
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07580179 0.2425855 -0.4488025 0.1804307
#> lag1_var2 2.94498012 1.2219427 1.2998805 4.7245576
#> lag1_var3 5.33219090 2.0889929 2.6711022 8.5031707
#> lag1_var4 -4.51514880 2.0774846 -7.6689262 -1.8640628
#> const 10.76493728 5.7916778 4.3264721 19.3033569
#> exo1 -1.09444148 0.4678511 -1.7822821 -0.5316120
#> exo2 0.17802504 0.9258443 -0.7551674 1.7495285
#> exo3 -2.40814930 0.4916859 -2.9887615 -1.6889575
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04412686 0.2328572 -0.30022500 0.3226931
#> lag1_var2 3.02473655 1.1258527 1.65167129 4.8928863
#> lag1_var3 4.93782514 2.0078316 2.47561460 8.2590514
#> lag1_var4 -4.14884773 2.0097743 -7.44552958 -1.6583699
#> const 11.51036721 7.9481713 -0.05113261 20.1771976
#> exo1 -1.41696940 0.3710980 -1.88917211 -0.9406712
#> exo2 -0.71938801 0.9007341 -1.84197400 0.5332350
#> exo3 -1.85030047 0.5947066 -2.53053962 -0.9265496
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001492672 0.0004273113 0.0009726841 0.002140332
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001520557 0.0004978895 -0.002298835 -0.0008636183
#> Sigma[2,2] 0.006479268 0.0013541778 0.004984174 0.0082545224
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.117274e-05 0.002049592 -0.002656572 0.003027926
#> Sigma[3,2] -9.232690e-03 0.002711153 -0.013933269 -0.006741783
#> Sigma[3,3] 5.156394e-02 0.009115566 0.039272623 0.065842944
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001374789 0.001834402 -0.003627251 0.001346866
#> Sigma[4,2] -0.004435942 0.002257351 -0.007865682 -0.001686507
#> Sigma[4,3] 0.045704471 0.007947912 0.035026647 0.057536383
#> Sigma[4,4] 0.043504610 0.007589141 0.033654534 0.053705477
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991811307 0.01719365 0.97149145 1.01577065
#> lag1_var2 0.034399100 0.09843974 -0.07042828 0.18384035
#> lag1_var3 0.078314293 0.15086855 -0.06162372 0.31611827
#> lag1_var4 -0.079483714 0.15323537 -0.32229515 0.06233524
#> const 0.435837144 0.62758607 -0.30748116 1.44294065
#> exo1 0.006511037 0.04241087 -0.04764807 0.06506906
#> exo2 -0.076174393 0.02522536 -0.10319041 -0.03625894
#> exo3 -0.006039705 0.03627775 -0.05300504 0.04230411
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14216203 0.02681850 0.096142576 0.16607858
#> lag1_var2 0.41965095 0.11242509 0.299569196 0.59674545
#> lag1_var3 -0.24712499 0.16282950 -0.456809571 -0.02165644
#> lag1_var4 0.23293281 0.16367436 0.008439972 0.44854783
#> const -0.89141179 0.76429806 -1.776828335 0.25668868
#> exo1 -0.04394763 0.04855141 -0.106553756 0.02078444
#> exo2 0.26839295 0.05920197 0.185965485 0.34749013
#> exo3 0.18022040 0.03937863 0.128631257 0.23301040
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21129717 0.05026482 -0.28636270 -0.1463941
#> lag1_var2 0.61169186 0.41308953 0.05941151 1.1210109
#> lag1_var3 0.98427636 0.66821616 0.08191866 1.9114799
#> lag1_var4 0.00399942 0.67599026 -0.93028700 0.9337314
#> const 3.66343912 2.70941298 -0.96644249 6.8256502
#> exo1 0.03726995 0.10931031 -0.14050122 0.1586043
#> exo2 -0.77382336 0.23284855 -1.11167571 -0.4824352
#> exo3 -0.03822925 0.28874249 -0.44125304 0.3329689
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.100740553 0.04941389 -0.16034816 -0.02745848
#> lag1_var2 0.616641537 0.45204762 0.05731411 1.22873555
#> lag1_var3 0.377591447 0.68125474 -0.46932804 1.37984958
#> lag1_var4 0.613775941 0.69099695 -0.39881753 1.48343782
#> const 1.876388918 2.77833728 -2.43601722 5.27226406
#> exo1 0.005343085 0.11581646 -0.19356571 0.11856037
#> exo2 -0.591586548 0.21661278 -0.88704674 -0.32912623
#> exo3 0.103352198 0.27676011 -0.28952492 0.46276675
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001557867 0.0004102739 0.001039431 0.002122667
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003779257 0.0009158965 -0.004982404 -0.002575865
#> Sigma[2,2] 0.022823912 0.0039968339 0.015986509 0.027036486
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001797833 0.001497273 -0.000280803 0.003807509
#> Sigma[3,2] -0.020448561 0.007661657 -0.032007158 -0.011063757
#> Sigma[3,3] 0.050654073 0.016161291 0.032881758 0.075651387
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.517513e-05 0.001429408 -0.001887055 0.001851807
#> Sigma[4,2] -1.109498e-02 0.007382697 -0.022829872 -0.002924864
#> Sigma[4,3] 4.590522e-02 0.014403012 0.029938020 0.067860522
#> Sigma[4,4] 4.551428e-02 0.012636234 0.030459620 0.064172209
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97216767 0.03543924 0.93610326 1.031572690
#> lag1_var2 0.04141465 0.05607860 -0.05171752 0.101221676
#> lag1_var3 0.08142286 0.10960171 -0.04965425 0.239319957
#> lag1_var4 -0.08052540 0.10134989 -0.22497242 0.042590344
#> const 0.56181801 0.40295100 -0.07232085 0.977064489
#> exo1 -0.03939269 0.04079936 -0.10114084 0.007611536
#> exo2 -0.04767229 0.03274133 -0.09308824 -0.004762080
#> exo3 -0.04188111 0.04680469 -0.11825824 0.004600401
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06450028 0.1402423 -0.11810317 0.2640644
#> lag1_var2 0.82795017 0.2438827 0.48174659 1.1530189
#> lag1_var3 0.41564561 0.6072877 -0.38683069 1.2906612
#> lag1_var4 -0.40344236 0.5707565 -1.22477301 0.3483294
#> const 1.57577629 1.7053422 -0.69870185 3.8755954
#> exo1 0.07171741 0.1298074 -0.11730277 0.2214242
#> exo2 0.63055386 0.1235553 0.44204596 0.7475368
#> exo3 0.25063950 0.1515377 0.02959237 0.4500088
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34957253 0.1805894 -0.58228656 -0.08383905
#> lag1_var2 0.54290523 0.3127665 0.08640819 0.90295274
#> lag1_var3 1.26621014 0.7946765 0.07029913 2.17671014
#> lag1_var4 -0.24677812 0.7437786 -1.10360735 0.87593532
#> const 2.51837368 2.1270863 -0.68280049 5.18811867
#> exo1 0.08460762 0.1911061 -0.14499365 0.36367014
#> exo2 -0.59016841 0.2176931 -0.81875446 -0.24947352
#> exo3 -0.37402998 0.3442032 -0.89238230 -0.01452495
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3767760 0.1597889 -0.596364449 -0.14745586
#> lag1_var2 0.7313780 0.2648252 0.331897538 1.06739449
#> lag1_var3 0.9893657 0.6478871 -0.003444985 1.62505717
#> lag1_var4 0.0848230 0.6050824 -0.512775318 1.00565078
#> const 1.9923242 1.9008248 -0.922170034 4.39635798
#> exo1 0.1335179 0.1755548 -0.058771399 0.40454348
#> exo2 -0.3696346 0.2438141 -0.603875174 0.01042891
#> exo3 -0.3084709 0.3288274 -0.795878547 0.04557908
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002962999 6.845489e-05 0.000231382 0.0004062465
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001520867 0.0005689097 -0.002367323 -0.000839968
#> Sigma[2,2] 0.123260731 0.0241072369 0.090569199 0.155577637
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001963636 0.002176367 -0.001191805 0.004954127
#> Sigma[3,2] -0.046118717 0.036433370 -0.086839820 0.012685367
#> Sigma[3,3] 0.446680751 0.106824496 0.304117137 0.588650807
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001196886 0.002451885 -0.002037437 0.004756223
#> Sigma[4,2] 0.027462593 0.044599893 -0.018567258 0.106282387
#> Sigma[4,3] 0.456779193 0.127901353 0.293479187 0.630350723
#> Sigma[4,4] 0.514175325 0.152734994 0.323422751 0.721995049
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001663542 0.01076038 0.98445305 1.015686910
#> lag1_var2 -0.004869580 0.02397321 -0.04042104 0.029443227
#> lag1_var3 -0.017226527 0.04476805 -0.07708639 0.051847703
#> lag1_var4 0.010998517 0.04266500 -0.05396331 0.069972494
#> const 0.326238810 0.20648073 0.04286854 0.629265323
#> exo1 -0.001415868 0.01095772 -0.01584216 0.013900792
#> exo2 -0.178076257 0.01411765 -0.19438846 -0.156163402
#> exo3 -0.019262742 0.01981521 -0.04256653 0.008337218
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7241687 0.3569669 -1.2579439 -0.2559179
#> lag1_var2 1.2835664 0.5957045 0.5651398 2.1753587
#> lag1_var3 0.9721097 1.1888910 -0.5190382 2.7683440
#> lag1_var4 -0.7386889 1.1170482 -2.4281276 0.6467531
#> const 5.1226417 4.8723387 -0.7076017 12.3509257
#> exo1 -0.7844502 0.2280070 -1.0719117 -0.4684307
#> exo2 1.9304498 0.3370480 1.4633037 2.4229365
#> exo3 0.2125566 0.4075732 -0.2387191 0.8060896
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07980337 0.7438778 -1.1446969 0.7747164
#> lag1_var2 1.21737729 1.4797494 -0.2542034 3.4122429
#> lag1_var3 2.96194107 2.9602402 0.1189340 7.3897826
#> lag1_var4 -2.20580174 2.7802927 -6.3946469 0.4078034
#> const 12.03060237 10.1233690 0.7097171 26.1503943
#> exo1 0.43296718 0.5466396 -0.4431884 0.9624617
#> exo2 -4.70150803 0.6741723 -5.7650561 -3.8761158
#> exo3 -3.43441235 0.3849587 -3.8654945 -3.0150536
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38697838 0.8144701 -1.7859568 0.3376567
#> lag1_var2 1.79339715 1.5509979 0.1516319 4.0787279
#> lag1_var3 3.24873900 3.0996817 0.1447882 7.9973673
#> lag1_var4 -2.33349108 2.9100568 -6.7325885 0.6084763
#> const 14.78487560 11.2424326 0.2123655 30.6648039
#> exo1 -0.02830812 0.5953425 -0.9673805 0.5691343
#> exo2 -3.89700393 0.7750210 -5.1162235 -3.1475156
#> exo3 -3.59381454 0.5681313 -4.3549438 -2.7923321
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00210151 0.0002822697 0.00167049 0.002407139
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003994067 0.001216111 -0.00594048 -0.002690423
#> Sigma[2,2] 0.018154692 0.006241168 0.01372694 0.028520669
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.034359e-05 0.003828236 -0.005095931 0.0054399033
#> Sigma[3,2] -1.259490e-02 0.013343552 -0.035870351 -0.0008111603
#> Sigma[3,3] 2.307256e-01 0.033043739 0.184482152 0.2743511361
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003429655 0.003739645 -0.00847544 0.001841051
#> Sigma[4,2] 0.001187929 0.010573706 -0.01509592 0.012122060
#> Sigma[4,3] 0.232824199 0.032572216 0.18328989 0.272403872
#> Sigma[4,4] 0.246113654 0.035405540 0.19109988 0.284019436
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992092064 0.04425282 0.92647059 1.04276784
#> lag1_var2 -0.015664111 0.12407737 -0.17778810 0.16052337
#> lag1_var3 -0.015788586 0.16809621 -0.21881652 0.23838472
#> lag1_var4 0.014105013 0.16297587 -0.23316974 0.21098356
#> const 0.366278490 0.73059245 -0.39410851 1.40937945
#> exo1 0.024554795 0.03477910 -0.01567942 0.07885821
#> exo2 -0.019457576 0.03901044 -0.06500123 0.04727726
#> exo3 -0.001236855 0.04098005 -0.05411661 0.04648514
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0531510 0.12805705 -0.11153720 0.25260811
#> lag1_var2 0.5838292 0.36232759 0.02342606 1.06528672
#> lag1_var3 0.1869441 0.59549447 -0.67781222 1.02744432
#> lag1_var4 -0.1710324 0.57423767 -0.97808403 0.66920826
#> const 0.3629911 1.90522452 -2.74725344 2.35067282
#> exo1 -0.1485664 0.09413443 -0.28208843 -0.02513588
#> exo2 0.6963033 0.09756341 0.57780949 0.84629600
#> exo3 0.3081965 0.12078805 0.15569411 0.49445621
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5369673 0.4634181 -1.0896988 0.05716031
#> lag1_var2 1.4824792 1.2945953 -0.2757806 3.10657829
#> lag1_var3 1.2468603 2.0043615 -1.1698530 3.77842402
#> lag1_var4 -0.2523608 1.9316040 -2.6910622 2.07644443
#> const 5.7428554 6.6590310 -3.7706950 13.70746878
#> exo1 -0.3022044 0.2908965 -0.7157679 0.06019885
#> exo2 -0.1443580 0.6870156 -1.0558000 0.66790696
#> exo3 -0.1979705 0.6024269 -0.9604306 0.63901100
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53563582 0.4932584 -1.1791700 0.09316940
#> lag1_var2 1.61175751 1.3922127 -0.2335797 3.38190859
#> lag1_var3 0.91620580 2.1108270 -1.5753469 3.82081085
#> lag1_var4 0.11480459 2.0322271 -2.6715181 2.51359007
#> const 4.80374685 6.8133757 -4.4001989 13.31832125
#> exo1 -0.43419945 0.3005601 -0.8792846 -0.08844876
#> exo2 0.34700029 0.7044663 -0.6369027 1.17784582
#> exo3 0.02286446 0.6643437 -0.7697421 0.94446125
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009543944 0.0002863957 0.0005647846 0.001373451
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005688826 0.002265626 -0.009010514 -0.002852652
#> Sigma[2,2] 0.080965398 0.019248873 0.053366940 0.104260391
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005495186 0.002568588 0.002765266 0.009092191
#> Sigma[3,2] -0.063950360 0.028546936 -0.104927754 -0.031346029
#> Sigma[3,3] 0.172655830 0.042310315 0.110489168 0.228928742
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002049314 0.002000139 -0.0004461396 0.004893181
#> Sigma[4,2] -0.014477201 0.023139570 -0.0453147660 0.011424980
#> Sigma[4,3] 0.137584475 0.032737952 0.0895467040 0.180830902
#> Sigma[4,4] 0.132921680 0.027416390 0.0987850394 0.176970882
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96172594 0.008392408 0.94903406 0.972862027
#> lag1_var2 0.06036888 0.047708688 -0.01178272 0.114412285
#> lag1_var3 0.04112732 0.080622069 -0.07226379 0.135177554
#> lag1_var4 -0.03448536 0.078852731 -0.12345576 0.077531471
#> const 0.51602496 0.184000165 0.28255278 0.753710250
#> exo1 -0.01455768 0.016661510 -0.03719277 0.008421777
#> exo2 -0.09307408 0.016384355 -0.11294310 -0.070127372
#> exo3 -0.03588210 0.044601662 -0.10108072 0.021615537
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01697763 0.1075760 -0.1547720 0.1366057
#> lag1_var2 0.76092872 0.4043030 0.1804460 1.1529087
#> lag1_var3 0.29874957 0.6450659 -0.6721966 0.9995570
#> lag1_var4 -0.26845210 0.6314646 -0.9478610 0.6720329
#> const -0.04644777 1.5824170 -2.0885859 2.4016344
#> exo1 0.14040224 0.1775200 -0.1066439 0.3332216
#> exo2 1.21852735 0.2412943 0.9513823 1.5920471
#> exo3 0.49003455 0.4058990 -0.1643059 0.9568652
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4120693 0.2220472 0.1572134 0.75255092
#> lag1_var2 -0.7258184 0.6332012 -1.6169801 0.16591561
#> lag1_var3 -0.2065257 0.9552152 -1.5134841 1.10831982
#> lag1_var4 1.0837732 0.9355155 -0.2253402 2.35880154
#> const -2.9867787 2.2514489 -6.4339996 -0.05251343
#> exo1 -0.7937400 0.4167695 -1.4195323 -0.22743288
#> exo2 -1.3256376 0.4068433 -1.8569967 -0.74645496
#> exo3 0.2630071 0.2861978 -0.1688769 0.61048830
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4154855 0.1852602 0.1764882 0.69916870
#> lag1_var2 -0.5381040 0.5269592 -1.3330221 0.06435806
#> lag1_var3 -0.4711492 0.8669615 -1.7618711 0.51963768
#> lag1_var4 1.3828975 0.8578208 0.3942882 2.65693693
#> const -4.3300910 2.2639837 -7.7191193 -1.25287644
#> exo1 -0.7303300 0.3757694 -1.2800413 -0.29208524
#> exo2 -0.5481694 0.3494465 -1.0716136 -0.11666020
#> exo3 0.6100960 0.1639435 0.3479440 0.79652779
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006496491 0.0001357999 0.0004761645 0.0008527849
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002567395 0.005861523 -0.008761113 0.006952494
#> Sigma[2,2] 1.474609408 0.281405612 1.161150002 1.946121832
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003779922 0.003986202 -0.001464275 0.009827974
#> Sigma[3,2] -0.781486138 0.148455740 -0.978321962 -0.571078630
#> Sigma[3,3] 0.629577377 0.119049016 0.478976205 0.804219148
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002845717 0.003292953 -0.0003252881 0.007974962
#> Sigma[4,2] 0.075216670 0.106548295 -0.0842017048 0.197508295
#> Sigma[4,3] 0.229346534 0.090563687 0.1307204339 0.368296941
#> Sigma[4,4] 0.342245990 0.046202090 0.2781273638 0.408691804
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001834679 0.02815314 0.96431464 1.03806317
#> lag1_var2 -0.005131905 0.01917422 -0.03476209 0.01575629
#> lag1_var3 -0.006006363 0.03369853 -0.05594100 0.02659826
#> lag1_var4 0.001338539 0.02436444 -0.02433372 0.03712869
#> const 0.293360827 0.11057807 0.12879743 0.43796231
#> exo1 -0.006370309 0.01724670 -0.02681782 0.01805321
#> exo2 -0.112782664 0.02500872 -0.14581932 -0.08014914
#> exo3 -0.009173381 0.03039078 -0.03657476 0.04098235
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8805048 1.2695470 -2.593223665 0.6351723
#> lag1_var2 1.5454325 0.7729338 0.549705261 2.6022247
#> lag1_var3 1.5947596 1.2810631 -0.036085049 3.4668821
#> lag1_var4 -1.2432208 0.9459397 -2.645897450 -0.0731740
#> const 7.3872943 9.9251761 -7.283333049 21.1292120
#> exo1 0.3114914 0.8473740 -1.035700900 1.2108785
#> exo2 1.3102181 1.3562206 -0.004905062 3.5160347
#> exo3 0.7125370 1.8732870 -1.865270780 3.5269720
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4512486 0.6968004 1.5405330 3.4546329
#> lag1_var2 -1.2722497 0.3503635 -1.7466092 -0.8169167
#> lag1_var3 -1.1802992 0.5576572 -1.9761603 -0.4011659
#> lag1_var4 1.3584474 0.4026638 0.7890901 1.9367476
#> const -8.0670688 6.3391125 -18.0002960 0.1482396
#> exo1 -0.1166581 0.5560783 -0.7880189 0.6364554
#> exo2 -2.1969406 0.5218899 -3.0317789 -1.6479939
#> exo3 -0.4494941 1.1713560 -2.0945548 1.3212762
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.40340574 0.4087267 1.8832877 2.9702043
#> lag1_var2 -1.05335265 0.2501264 -1.4759786 -0.8280314
#> lag1_var3 -1.32829144 0.4999308 -2.1793224 -0.7963997
#> lag1_var4 1.61051084 0.3999219 1.1945869 2.2927553
#> const -7.42832093 4.5642601 -12.8580848 -0.3572054
#> exo1 0.08394351 0.3934980 -0.4148633 0.5737415
#> exo2 -1.78879654 0.7205599 -2.7613736 -0.7912900
#> exo3 -0.06950428 0.4358260 -0.7271933 0.4497049
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003487436 6.298918e-05 0.0002624492 0.0004349893
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006743133 0.0009768664 -0.002196385 0.0006904104
#> Sigma[2,2] 0.1638919599 0.0326093048 0.119658397 0.2054125554
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002001731 0.00040170 0.001353973 0.002512299
#> Sigma[3,2] -0.045210831 0.02601590 -0.081708707 -0.011614017
#> Sigma[3,3] 0.095197586 0.02542839 0.073712842 0.139844479
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001697211 0.0005987385 0.000959138 0.002568376
#> Sigma[4,2] 0.067277444 0.0305257682 0.038424499 0.120367327
#> Sigma[4,3] 0.074974085 0.0180100829 0.053329051 0.101660830
#> Sigma[4,4] 0.133685764 0.0344947916 0.089022213 0.181908178
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960804727 0.02653697 0.92971455 1.000970744
#> lag1_var2 0.020712251 0.03710937 -0.02906599 0.073313995
#> lag1_var3 0.039596362 0.05821144 -0.03961433 0.120733213
#> lag1_var4 -0.032627409 0.05151859 -0.10596228 0.036109326
#> const 0.536168361 0.19479409 0.21689142 0.759087135
#> exo1 -0.005519972 0.01806110 -0.02138275 0.027019969
#> exo2 -0.027626128 0.01614076 -0.05285326 -0.007730467
#> exo3 -0.018991385 0.03034732 -0.06360658 0.020339172
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01620759 0.4153561 -0.41952852 0.66012057
#> lag1_var2 0.38971281 0.6219195 -0.59579897 1.04006524
#> lag1_var3 -0.89164665 0.9963120 -2.49341455 0.09943432
#> lag1_var4 0.88615640 0.8790094 0.01327199 2.28353098
#> const 0.27550859 4.6396870 -6.70594657 5.77038902
#> exo1 -0.47488386 0.3073195 -0.93590124 -0.13008879
#> exo2 3.33287666 0.4216616 2.82518923 3.95617260
#> exo3 0.01918975 0.4001196 -0.46748253 0.61487774
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1169119 0.4566433 -0.5835662 0.6278779
#> lag1_var2 0.4309354 0.5381315 -0.3952638 0.9347159
#> lag1_var3 1.4453858 0.8767764 0.1149697 2.2895414
#> lag1_var4 -0.4812038 0.7584288 -1.2036395 0.6723500
#> const 2.6194562 3.6536922 -3.2844304 6.0044282
#> exo1 0.4035505 0.2194015 0.1381585 0.7338371
#> exo2 -1.4623324 0.2828169 -1.8086604 -1.0228280
#> exo3 -0.1902535 0.3556677 -0.6691893 0.3166538
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1468981 0.4890921 -0.8169215 0.5605618
#> lag1_var2 0.3233709 0.6291424 -0.5720904 1.1939073
#> lag1_var3 0.2730946 1.0197259 -1.1263259 1.7046757
#> lag1_var4 0.7191945 0.9022250 -0.5316239 2.0084425
#> const 1.2360386 5.0783575 -6.0453468 6.2824155
#> exo1 0.1266579 0.2885877 -0.2356733 0.5444520
#> exo2 0.5707784 0.3193934 0.3031581 1.0866099
#> exo3 -0.2502398 0.4979789 -0.7440416 0.5746674
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009386497 0.000283268 0.0005593641 0.001335531
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001299906 0.00244293 -0.001578889 0.004568776
#> Sigma[2,2] 0.160241161 0.03161582 0.117047955 0.204429391
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005168594 0.004549652 -0.01203758 0.0003148402
#> Sigma[3,2] -0.147842995 0.053943048 -0.23131061 -0.0925647507
#> Sigma[3,3] 0.487143719 0.121756770 0.36479838 0.6678384563
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004198036 0.003407234 -0.009080556 -0.0005039219
#> Sigma[4,2] -0.022882661 0.041908786 -0.088724940 0.0205354433
#> Sigma[4,3] 0.375934392 0.098036790 0.257680725 0.5122745546
#> Sigma[4,4] 0.362372569 0.081673375 0.249804089 0.4674677090
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00944344 0.01529710 0.991239775 1.029101561
#> lag1_var2 0.01771151 0.08669959 -0.099061187 0.123324013
#> lag1_var3 0.01263412 0.11301017 -0.134114216 0.150146473
#> lag1_var4 -0.01682504 0.11405015 -0.156703721 0.131799600
#> const 0.14310683 0.43598204 -0.476725708 0.715925456
#> exo1 0.02847739 0.02553909 -0.008051438 0.062231063
#> exo2 -0.02466582 0.03856372 -0.069341768 0.037040980
#> exo3 -0.03783419 0.02618568 -0.069096617 0.001927527
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1460759 0.1447799 -0.36027121 0.03135886
#> lag1_var2 0.1259388 0.8955543 -1.07984657 1.41985114
#> lag1_var3 -0.6582356 1.0607304 -2.07466773 0.81256655
#> lag1_var4 0.7304458 1.0831202 -0.77784958 2.18270190
#> const -1.8642293 4.7813344 -7.48456113 5.03480325
#> exo1 -0.2831391 0.3129661 -0.68578326 0.12107238
#> exo2 0.3967966 0.6805258 -0.55458266 1.28440744
#> exo3 0.6631500 0.4834042 0.07275623 1.28736557
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0246361 0.3413322 -0.4400752 0.4195972
#> lag1_var2 0.7567703 2.1889625 -2.4343104 3.5756620
#> lag1_var3 1.6395825 2.9442388 -2.6611645 5.3096209
#> lag1_var4 -0.7140521 2.9505056 -4.4070257 3.5941104
#> const 5.8248619 8.6643864 -6.5579759 16.0690125
#> exo1 0.4879633 0.6178106 -0.3986718 1.1697656
#> exo2 -0.7963792 0.8537721 -2.0663770 0.2516164
#> exo3 -0.2437110 1.0334853 -1.6998051 1.0079532
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1192441 0.2923755 -0.4547645 0.2800711
#> lag1_var2 0.5573002 2.1871742 -2.8147902 3.1708351
#> lag1_var3 0.7417306 2.8896648 -3.7034371 4.1013468
#> lag1_var4 0.2472888 2.8961929 -3.1418194 4.7082780
#> const 3.3769992 7.0916566 -6.4917797 11.4710482
#> exo1 0.2646866 0.4206228 -0.3407343 0.7693827
#> exo2 -0.4927964 0.6281832 -1.3622020 0.3251181
#> exo3 0.2680257 0.7444421 -0.7438243 1.1756479
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001204429 0.000252221 0.0009408219 0.001572876
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003942939 0.0007673009 -0.005134417 -0.003166534
#> Sigma[2,2] 0.094978763 0.0219033834 0.061008442 0.118622922
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003776439 0.0008988592 0.003113274 0.005212288
#> Sigma[3,2] -0.081452315 0.0179227253 -0.100396156 -0.054631876
#> Sigma[3,3] 0.080536739 0.0170894050 0.056381292 0.098566579
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001492884 0.0005654822 0.001007809 0.002435788
#> Sigma[4,2] -0.026479273 0.0068353857 -0.035287928 -0.017303949
#> Sigma[4,3] 0.033912827 0.0073212709 0.023157204 0.042012655
#> Sigma[4,4] 0.019162547 0.0048770711 0.012483559 0.025968467
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99967516 0.01268548 0.979240474 1.0138317
#> lag1_var2 0.01272469 0.09244835 -0.095556688 0.1540197
#> lag1_var3 0.07370901 0.16482193 -0.122825019 0.3266610
#> lag1_var4 -0.07847504 0.16838383 -0.334576133 0.1229288
#> const 0.45964551 0.49367874 -0.153263168 1.2092865
#> exo1 0.02440604 0.02692161 -0.009131295 0.0592022
#> exo2 -0.01146776 0.04366693 -0.077771565 0.0393728
#> exo3 0.02701784 0.04836217 -0.022991263 0.0950308
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14401490 0.1408894 -0.008069561 0.36842892
#> lag1_var2 -0.36954000 1.1325334 -2.263902467 0.67771190
#> lag1_var3 -1.90913025 2.0508001 -5.258647444 0.08140584
#> lag1_var4 1.95064508 2.0890422 -0.082885108 5.38230483
#> const -5.40011112 6.6566473 -16.751869593 1.19166538
#> exo1 -0.02379383 0.2772959 -0.448840842 0.28533806
#> exo2 0.65480812 0.3067506 0.206521414 1.06573836
#> exo3 0.23225834 0.4039681 -0.205639356 0.84227348
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120615092 0.1479762 -0.4623042 -0.07496503
#> lag1_var2 1.6479367142 1.0928480 0.7854465 3.58954456
#> lag1_var3 3.5046720155 1.9762290 1.9840269 6.94697384
#> lag1_var4 -2.5794707723 2.0047970 -6.0901652 -1.04038115
#> const 9.4494261429 6.2147707 4.3230117 20.69167828
#> exo1 0.1092682492 0.2645574 -0.1469218 0.52940636
#> exo2 -0.8631681952 0.2804103 -1.1623278 -0.41740104
#> exo3 0.0007896785 0.3572564 -0.5401621 0.36297825
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1332160 0.07260753 -0.25646882 -0.06521195
#> lag1_var2 1.2027059 0.48972700 0.72622101 2.05350584
#> lag1_var3 1.9855932 0.88237148 1.17985357 3.49647943
#> lag1_var4 -1.0152974 0.89281970 -2.54650595 -0.20092707
#> const 5.1911827 2.69831522 2.86177775 9.90246458
#> exo1 0.1011384 0.12057513 -0.03486100 0.27368671
#> exo2 -0.5115094 0.14433493 -0.73021433 -0.32719293
#> exo3 0.1382218 0.13899469 -0.08805027 0.29004195
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006734852 0.0001403942 0.0005169033 0.0008903032
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01290413 0.003536162 -0.01759417 -0.008559831
#> Sigma[2,2] 0.49236186 0.137488052 0.33694188 0.700626603
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01018234 0.003120261 0.006220153 0.01446636
#> Sigma[3,2] -0.35001371 0.112700925 -0.514059120 -0.23362158
#> Sigma[3,3] 0.28499190 0.099541342 0.180559976 0.43142425
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002115073 0.001092871 0.0008677337 0.0037752706
#> Sigma[4,2] -0.037303304 0.035730393 -0.0897140940 0.0008708168
#> Sigma[4,3] 0.065880235 0.033529748 0.0331264846 0.1130414146
#> Sigma[4,4] 0.045916182 0.012642024 0.0313644117 0.0648383346
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994048648 0.03323616 0.94445142 1.03892054
#> lag1_var2 -0.018472653 0.04067222 -0.06272420 0.04251843
#> lag1_var3 -0.039943333 0.06370025 -0.10176464 0.05584208
#> lag1_var4 0.039752739 0.05644145 -0.04525876 0.09168324
#> const 0.143216180 0.29389649 -0.27762771 0.52287905
#> exo1 0.002268797 0.02425987 -0.03737525 0.02744237
#> exo2 -0.055655852 0.02165427 -0.08373116 -0.02726082
#> exo3 0.059408532 0.03175256 0.01823571 0.10387889
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3217664 0.8866632 -1.6101567 0.9632504
#> lag1_var2 1.5991177 1.4478225 -0.2330610 3.6079400
#> lag1_var3 1.4230305 2.3221209 -1.5730511 4.6151626
#> lag1_var4 -1.4070505 2.0723271 -4.2509041 1.2465860
#> const 7.9914050 6.1856740 -0.6965880 15.9725163
#> exo1 0.8151677 0.6435203 0.1659090 1.8703685
#> exo2 1.0670070 0.5870118 0.2508298 1.8318328
#> exo3 0.2170418 0.6697939 -0.6737205 1.0840971
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6949900 0.5432089 0.07583508 1.44159600
#> lag1_var2 -1.1141050 0.9733152 -2.57569881 -0.06961161
#> lag1_var3 -1.1370094 1.5404416 -3.42131321 0.46564710
#> lag1_var4 1.9940079 1.3786036 0.55571661 4.02688166
#> const -7.9782397 4.3877750 -13.70206779 -4.10992844
#> exo1 -0.4634039 0.4507278 -1.16960735 0.03651592
#> exo2 -1.5132397 0.4475129 -2.18543607 -0.98966672
#> exo3 -0.3342166 0.6086351 -1.19531629 0.39150237
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51774648 0.2445418 0.27841612 0.88899628
#> lag1_var2 -0.51192616 0.3192026 -0.97403695 -0.05663018
#> lag1_var3 -0.89244285 0.5478808 -1.67573162 -0.11498002
#> lag1_var4 1.77984872 0.4998917 1.06051053 2.48139045
#> const -4.83489096 3.0205282 -8.51158507 -0.16426973
#> exo1 0.05905898 0.1055866 -0.09789839 0.19570300
#> exo2 -0.87290413 0.1908189 -1.17949581 -0.67294965
#> exo3 -0.20917264 0.2799053 -0.59400419 0.11145253
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002833034 7.56998e-05 0.0002104678 0.0004118495
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005174324 0.002329709 -0.008787065 -0.002820937
#> Sigma[2,2] 0.443360603 0.106285151 0.349162818 0.621958579
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003629219 0.002385256 0.0007743605 0.006999201
#> Sigma[3,2] -0.375358780 0.113169739 -0.5718596057 -0.271400506
#> Sigma[3,3] 0.725029148 0.205498063 0.4778800574 1.040666188
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003562079 0.002097874 -0.0021090 0.003703931
#> Sigma[4,2] -0.1013253328 0.071551766 -0.2215432 -0.026290344
#> Sigma[4,3] 0.5097567782 0.168588979 0.3192590 0.756759649
#> Sigma[4,4] 0.4648886349 0.151313924 0.3020409 0.672405358
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00467874 0.01592347 0.978936272 1.02146567
#> lag1_var2 -0.02611667 0.02965788 -0.060797765 0.01863935
#> lag1_var3 -0.04486216 0.04588945 -0.097175940 0.02482097
#> lag1_var4 0.03944924 0.04227747 -0.024097090 0.08837434
#> const 0.22274089 0.20752992 -0.010524439 0.52058471
#> exo1 0.00295332 0.01103651 -0.009608178 0.01918060
#> exo2 -0.04567852 0.01167613 -0.062975882 -0.03224504
#> exo3 0.04332792 0.01503216 0.019798313 0.06250641
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0027844 0.8670350 -2.1063547 0.1581715
#> lag1_var2 2.6340763 1.7969729 0.2506632 5.0440241
#> lag1_var3 2.7767909 2.7666352 -0.9806864 6.5947389
#> lag1_var4 -2.4635621 2.5366226 -5.9658798 0.9853325
#> const 7.9222546 8.9567132 -4.0958812 20.9952848
#> exo1 -0.3255860 0.4473635 -0.9581302 0.1238609
#> exo2 0.3388740 0.5826556 -0.5753588 0.8829876
#> exo3 0.3771673 0.3833138 -0.1204820 0.9393218
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5287054 1.1745050 0.19789545 3.37995490
#> lag1_var2 -2.1069420 2.4018781 -5.83034082 0.68436103
#> lag1_var3 -2.0825585 3.8018412 -7.95891878 2.38021768
#> lag1_var4 2.6004152 3.4993631 -1.54824008 7.96739760
#> const -9.8899214 13.3368492 -27.99867607 7.46472829
#> exo1 0.8990973 0.6021724 0.05698504 1.60965142
#> exo2 -0.9535314 0.6786484 -1.77351347 0.05783529
#> exo3 -0.5840625 0.5721137 -1.44074902 0.12165982
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8940137 0.9329241 -0.14087480 2.45114933
#> lag1_var2 -0.7483695 1.7408528 -3.61535127 0.82251570
#> lag1_var3 -0.8079182 2.7579411 -5.34789190 1.69583520
#> lag1_var4 1.5465593 2.5368907 -0.74262510 5.68901937
#> const -6.2775715 11.2647701 -23.51535760 8.20475331
#> exo1 0.7252243 0.5442706 -0.06983437 1.30356502
#> exo2 -0.7572065 0.4420194 -1.35737062 -0.08597025
#> exo3 -0.3553638 0.4503629 -1.04991976 0.17944025
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001564384 3.879316e-05 9.715394e-05 0.000203675
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001293386 0.001077831 -0.002727957 0.0001133634
#> Sigma[2,2] 0.236963226 0.056204056 0.181554869 0.3279731253
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003540806 0.002166292 0.0004947703 0.006358268
#> Sigma[3,2] -0.258314001 0.076986176 -0.3626695285 -0.151971983
#> Sigma[3,3] 0.563680646 0.136854312 0.3786236944 0.756676401
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002823183 0.001847222 0.0005282165 0.005047725
#> Sigma[4,2] -0.110256199 0.053127499 -0.1664777712 -0.031256282
#> Sigma[4,3] 0.414494153 0.116349243 0.2896513320 0.586886413
#> Sigma[4,4] 0.358504580 0.103176560 0.2524307780 0.519827252
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97877755 0.007587894 0.969902596 0.99080162
#> lag1_var2 0.02922399 0.022825754 -0.008578197 0.05532812
#> lag1_var3 0.03144217 0.037705195 -0.030726728 0.07420135
#> lag1_var4 -0.02973877 0.036423061 -0.070296587 0.03015263
#> const 0.43794260 0.152782369 0.187795580 0.55587474
#> exo1 -0.00361080 0.011417614 -0.018556863 0.01217513
#> exo2 -0.02734704 0.008627947 -0.039111839 -0.01668700
#> exo3 0.02325875 0.008945374 0.011503144 0.03459450
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48799936 0.3978819 -1.06735952 -0.01192787
#> lag1_var2 2.94773310 1.0432289 1.59212982 4.26309456
#> lag1_var3 3.72447552 1.7446129 1.38531303 5.79523598
#> lag1_var4 -3.69385300 1.6833757 -5.71716095 -1.44358682
#> const 12.77361977 7.5166663 3.76996967 24.75513767
#> exo1 -0.52447457 0.6464264 -1.44555394 0.37892102
#> exo2 0.45317107 0.2705282 0.07100888 0.83280140
#> exo3 0.06776732 0.5053119 -0.64874634 0.67887066
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1033506 0.4136389 -0.3887501 0.6521313
#> lag1_var2 -0.5005856 1.3207042 -2.0698840 1.3828180
#> lag1_var3 -0.4652557 2.2714536 -3.2865099 2.6942209
#> lag1_var4 1.4378225 2.2370391 -1.6943937 4.2553958
#> const -2.7094056 8.1836352 -16.2021095 5.4210050
#> exo1 1.4765321 0.8133851 0.3913868 2.5686871
#> exo2 -0.4222147 0.7215463 -1.5435992 0.4244250
#> exo3 1.9253137 0.7599338 0.8160185 2.9349479
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2153015 0.3486695 -0.5675075 0.3303047
#> lag1_var2 1.1097001 1.0214670 -0.1816987 2.4956600
#> lag1_var3 1.4783002 1.6851202 -0.7676078 3.7975322
#> lag1_var4 -0.4654591 1.6434825 -2.7714466 1.7708976
#> const 4.2852075 5.7916687 -4.1690686 10.6956427
#> exo1 1.1683993 0.5432759 0.4920715 1.9951448
#> exo2 -0.1378932 0.6441365 -1.0555661 0.6751144
#> exo3 2.0589991 0.5259870 1.3040738 2.7228204
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004087473 4.874608e-05 0.0003382857 0.0004818906
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000451965 0.0007239202 -0.001500682 0.000438346
#> Sigma[2,2] 0.022589072 0.0063829023 0.017351979 0.033426720
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004859243 0.0006828656 -0.0004340286 0.00139628
#> Sigma[3,2] -0.0121571070 0.0056141329 -0.0219784160 -0.00620370
#> Sigma[3,3] 0.0199210634 0.0046264760 0.0153182639 0.02706259
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000326667 0.0005405946 -0.0004864009 0.0009374512
#> Sigma[4,2] -0.003299797 0.0043282402 -0.0096074732 0.0027425677
#> Sigma[4,3] 0.016453643 0.0033985628 0.0121499565 0.0214353558
#> Sigma[4,4] 0.016713858 0.0032363041 0.0119763047 0.0204297179
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992079501 0.01333354 0.975375842 1.00755344
#> lag1_var2 0.015629607 0.03224515 -0.021617604 0.06061581
#> lag1_var3 0.037281620 0.06668521 -0.033568017 0.14153924
#> lag1_var4 -0.042014803 0.06599170 -0.147618997 0.02550342
#> const 0.414222999 0.20214188 0.201537037 0.72009581
#> exo1 0.020174266 0.01686538 -0.001557333 0.04414960
#> exo2 -0.066080875 0.02036327 -0.096362856 -0.03696695
#> exo3 0.003378748 0.02145866 -0.029080058 0.02456580
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18612927 0.1247754 0.06985289 0.3908297
#> lag1_var2 0.21588182 0.2624249 -0.19723761 0.5348601
#> lag1_var3 -0.26479488 0.4935111 -0.96902137 0.4066495
#> lag1_var4 0.36750502 0.4873152 -0.29859601 1.0617624
#> const -1.34560817 1.9279565 -4.20702283 0.6232988
#> exo1 -0.04935101 0.1245724 -0.23940663 0.1100939
#> exo2 2.30323093 0.2053243 2.01541971 2.6024996
#> exo3 0.82187705 0.1944265 0.55192881 1.1014865
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05644373 0.09593508 -0.18566625 0.07278298
#> lag1_var2 0.31109898 0.18343937 0.02558765 0.48291070
#> lag1_var3 0.93405653 0.33456901 0.38002708 1.25931310
#> lag1_var4 -0.04014445 0.32349982 -0.34258956 0.50333620
#> const 2.03020926 1.37269690 0.01257287 3.64959647
#> exo1 -0.01650138 0.13095415 -0.18571865 0.16124123
#> exo2 -1.29960474 0.14972848 -1.47044375 -1.06596881
#> exo3 -0.36598426 0.22183609 -0.72082070 -0.14599364
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01270862 0.08847232 -0.11317739 0.11468546
#> lag1_var2 0.19482083 0.17788943 -0.05189647 0.45585551
#> lag1_var3 0.29523371 0.30060392 -0.20153566 0.61301219
#> lag1_var4 0.67899150 0.30023589 0.35923401 1.17325419
#> const -0.05876422 1.51053613 -1.88708231 1.72153818
#> exo1 -0.04584138 0.10629728 -0.19788447 0.06611842
#> exo2 -0.42567672 0.11955433 -0.57188682 -0.25725467
#> exo3 -0.04412766 0.19351404 -0.34549275 0.13892426
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002045126 5.810904e-05 0.0001381862 0.0002932707
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005464147 0.001398467 -0.007072228 -0.003201349
#> Sigma[2,2] 0.401349140 0.117194043 0.271022272 0.582493440
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00534858 0.001505395 0.003560725 0.007565134
#> Sigma[3,2] -0.37659864 0.116309735 -0.562308668 -0.258252032
#> Sigma[3,3] 0.50635127 0.129166755 0.398047682 0.730152683
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001874053 0.0009676637 0.000461332 0.003127059
#> Sigma[4,2] -0.116136056 0.0593140904 -0.223374776 -0.069419890
#> Sigma[4,3] 0.270719372 0.0743640990 0.188972632 0.384339591
#> Sigma[4,4] 0.205152113 0.0469218705 0.150129005 0.275722415
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9899135088 0.01385012 0.971819615 1.011185459
#> lag1_var2 0.0012268700 0.02579632 -0.030368267 0.040973455
#> lag1_var3 -0.0001694195 0.03912424 -0.045486053 0.061114743
#> lag1_var4 -0.0005248845 0.03614272 -0.057480362 0.040556214
#> const 0.3276378555 0.18440338 0.103534776 0.619224840
#> exo1 -0.0243233900 0.01162666 -0.037937543 -0.006340937
#> exo2 -0.0387159885 0.01104073 -0.054356053 -0.023041330
#> exo3 0.0241413415 0.01217001 0.005849413 0.039272826
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54983236 0.6648196 -1.52544552 0.3983467
#> lag1_var2 1.51566963 0.7975917 0.27116569 2.3793230
#> lag1_var3 1.05943628 1.2308003 -0.81655431 2.3545416
#> lag1_var4 -0.94516613 1.0960667 -2.16207350 0.6983397
#> const 7.30659985 8.6984303 -7.36950962 16.9845152
#> exo1 0.01596481 0.4988659 -0.56231912 0.7491467
#> exo2 0.54756696 0.4719351 0.07819369 1.2739979
#> exo3 -0.41314933 0.4501600 -1.03722124 0.1925174
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9078646 0.8022614 -0.21873078 2.07487218
#> lag1_var2 -0.7721686 1.1016609 -1.97364950 0.88348763
#> lag1_var3 -0.1983923 1.7016175 -1.98347539 2.27791757
#> lag1_var4 0.9683273 1.5297853 -1.24203539 2.53502875
#> const -7.5183960 9.6026616 -18.16245382 8.12816577
#> exo1 -0.2312153 0.5526568 -0.98965312 0.50981590
#> exo2 -0.8338410 0.5919061 -1.74872785 -0.03109552
#> exo3 0.5052080 0.4364567 -0.02070851 1.12599908
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6085566 0.4271365 0.03016182 1.17292879
#> lag1_var2 -0.1919584 0.7971846 -1.26263638 0.85949389
#> lag1_var3 -0.1242947 1.2484781 -1.74130734 1.57226388
#> lag1_var4 0.9756072 1.1769181 -0.61698719 2.51890278
#> const -4.6484762 5.1319523 -10.05782128 2.60936652
#> exo1 -0.2301591 0.4014497 -0.79644956 0.32114003
#> exo2 -0.4872551 0.4378121 -1.08377629 0.07084569
#> exo3 0.2125591 0.3844379 -0.35047157 0.67765964
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006849288 0.0002114983 0.0003692422 0.0009570619
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007668962 0.001239246 -0.00221422 0.001209855
#> Sigma[2,2] 0.0446074196 0.009553787 0.03494400 0.058673694
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008498766 0.003710568 0.003765233 0.01418203
#> Sigma[3,2] -0.025627844 0.030735448 -0.067111796 0.01507465
#> Sigma[3,3] 0.516698308 0.174651601 0.341354503 0.77484257
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008574771 0.004592249 0.003141811 0.01529351
#> Sigma[4,2] 0.004769504 0.031967699 -0.035499025 0.04620036
#> Sigma[4,3] 0.526303882 0.196791788 0.337567552 0.81203633
#> Sigma[4,4] 0.558292040 0.224030772 0.355184332 0.88760502
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977502878 0.01640384 0.957594973 0.99989182
#> lag1_var2 0.003664760 0.04193446 -0.055964588 0.05942475
#> lag1_var3 -0.008535283 0.06473703 -0.095190562 0.07493740
#> lag1_var4 0.009676808 0.06212411 -0.070363351 0.09123034
#> const 0.486991366 0.26374842 0.158593317 0.88780585
#> exo1 0.032890925 0.02969741 -0.005798143 0.06988611
#> exo2 -0.065969494 0.02682718 -0.111952431 -0.04355564
#> exo3 0.004499779 0.02687864 -0.031475252 0.03506306
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01087952 0.1537004 -0.2343487 0.1590783
#> lag1_var2 1.10816489 0.3616252 0.5704951 1.5461403
#> lag1_var3 0.29633579 0.5210378 -0.4204348 1.0141970
#> lag1_var4 -0.31478230 0.4909057 -0.9946813 0.3530809
#> const 1.57841387 2.2399325 -1.3855589 4.7124836
#> exo1 -0.04139080 0.1656084 -0.2813639 0.1652135
#> exo2 1.10213093 0.2093897 0.7805071 1.3256891
#> exo3 -0.84272055 0.1253385 -1.0210218 -0.6912959
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.60298970 0.4450187 1.026997 2.127643
#> lag1_var2 -4.71125975 1.0961002 -5.962920 -3.276686
#> lag1_var3 -6.62896739 1.6201714 -8.379556 -4.353586
#> lag1_var4 7.32199285 1.5572062 5.111847 9.006586
#> const -19.86354056 6.8616695 -28.695596 -10.616472
#> exo1 -0.03324405 0.8858079 -1.044362 1.308542
#> exo2 -4.22198277 1.0153206 -5.646749 -2.846367
#> exo3 0.13344293 0.8456763 -1.144063 1.171447
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.67031430 0.4822143 1.075223 2.2464213
#> lag1_var2 -4.50157130 1.0966922 -5.832716 -3.2636918
#> lag1_var3 -7.25431917 1.6652718 -9.203601 -5.2869557
#> lag1_var4 7.94072518 1.6013551 6.009128 9.8160692
#> const -21.10466333 7.9059485 -32.042560 -10.9798433
#> exo1 -0.05154836 0.8933763 -1.110731 1.2272832
#> exo2 -3.57386772 1.1444814 -5.160170 -1.9932366
#> exo3 -0.42064745 0.8760652 -1.760253 0.6970398
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003653058 7.32636e-05 0.0002800067 0.00048543
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001261653 0.001854205 -0.003684855 0.001227628
#> Sigma[2,2] 0.453643017 0.127311118 0.276905710 0.632634742
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000663027 0.001212849 -0.00240706 0.0008637575
#> Sigma[3,2] -0.172874709 0.079294911 -0.28803020 -0.0706737589
#> Sigma[3,3] 0.189625059 0.044932575 0.14717422 0.2618539822
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001368805 0.0009593588 -0.002877902 -0.0001543152
#> Sigma[4,2] 0.058738829 0.0412785430 -0.001788109 0.1136137009
#> Sigma[4,3] 0.103834049 0.0318073524 0.075304155 0.1610907299
#> Sigma[4,4] 0.136580884 0.0374812276 0.096516419 0.1982459625
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97451294 0.01260315 0.956173246 0.990611139
#> lag1_var2 0.01448974 0.04017985 -0.047434534 0.062487577
#> lag1_var3 0.02865718 0.07385143 -0.085660521 0.117656441
#> lag1_var4 -0.02216162 0.07569899 -0.115594615 0.093372812
#> const 0.37546047 0.25273793 0.017275163 0.722352512
#> exo1 -0.01541216 0.01281505 -0.031581092 0.003096136
#> exo2 -0.04045491 0.01849096 -0.063430769 -0.012648667
#> exo3 0.02601333 0.01702710 0.004221117 0.045998991
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0971478 0.3687010 0.4853120 1.4408455
#> lag1_var2 -0.9896300 1.4522826 -2.8808923 1.0934995
#> lag1_var3 -3.4419606 2.6489171 -6.9439285 0.3641907
#> lag1_var4 3.1776670 2.8293818 -0.8068193 6.9217912
#> const -14.8365578 5.0402774 -21.8344840 -7.7409751
#> exo1 -0.3727184 0.4295627 -1.0253866 0.1294313
#> exo2 1.7193555 0.5732108 0.9963964 2.5629295
#> exo3 1.0198912 0.8657041 -0.1556714 2.2014536
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1750516 0.4347369 -0.27606475 0.8337359
#> lag1_var2 0.6360145 0.7418024 -0.44408507 1.5579802
#> lag1_var3 1.9371465 1.3888121 -0.03056472 3.7021819
#> lag1_var4 -1.1746536 1.4508115 -3.00100250 1.0227318
#> const 7.2397003 3.6331048 3.22065342 13.0015610
#> exo1 0.1949569 0.4318542 -0.40901428 0.7012627
#> exo2 -0.9969957 0.3463752 -1.54455652 -0.5910327
#> exo3 0.2051339 0.3760634 -0.23846511 0.7638254
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.746116850 0.3323938 0.3428863 1.2554709
#> lag1_var2 -0.052747217 0.5936949 -0.8026355 0.7188711
#> lag1_var3 -0.181368095 1.0877368 -1.6148471 1.2339443
#> lag1_var4 0.820098132 1.0401153 -0.5822235 2.1479745
#> const -1.180816149 3.9258992 -6.9477150 3.7818307
#> exo1 0.006912109 0.5663870 -0.9359375 0.6269938
#> exo2 -0.111263076 0.3556470 -0.6396255 0.2982067
#> exo3 0.779735406 0.3588389 0.2644070 1.2425504
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007652702 0.0002251108 0.000595647 0.00116445
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009690172 0.005256998 -0.01880571 -0.004075174
#> Sigma[2,2] 0.330255499 0.109944246 0.21992703 0.515519851
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001045836 0.003841177 -0.004459919 0.005485122
#> Sigma[3,2] -0.139194697 0.078234402 -0.259117835 -0.041275087
#> Sigma[3,3] 0.419831640 0.127920914 0.248938314 0.557509695
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005227577 0.004647747 -0.01267135 0.0001179907
#> Sigma[4,2] 0.069867819 0.101690508 -0.04387268 0.2183274557
#> Sigma[4,3] 0.354561270 0.101320447 0.21379615 0.4825184340
#> Sigma[4,4] 0.423227537 0.095176593 0.31128528 0.5747348328
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02559685 0.01126495 1.007402590 1.03765298
#> lag1_var2 -0.04106185 0.02603889 -0.080985734 -0.01112469
#> lag1_var3 -0.07064765 0.04304810 -0.133753528 -0.01614133
#> lag1_var4 0.06164281 0.04173221 0.010972686 0.12306009
#> const -0.02092904 0.18203641 -0.250256343 0.20553042
#> exo1 0.04290806 0.02331668 0.021300504 0.07736505
#> exo2 -0.23440004 0.03458121 -0.285063019 -0.19043201
#> exo3 0.05780676 0.03741481 0.004540579 0.10417390
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6710495 0.2555013 -1.00923030 -0.33267577
#> lag1_var2 1.4180302 0.5449208 0.75816284 2.28999106
#> lag1_var3 1.2702553 0.9426107 0.07509466 2.77313229
#> lag1_var4 -1.0773721 0.8705805 -2.45128810 0.04883683
#> const 6.3165844 3.9852729 1.44219778 12.42768922
#> exo1 -0.3258509 0.4794065 -1.02566661 0.33241307
#> exo2 7.6371847 0.6470408 6.73833209 8.51972960
#> exo3 -0.2560717 0.8941545 -1.57579559 0.92982438
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0748935 0.4213258 0.4058082 1.5985443
#> lag1_var2 0.1221697 0.9003071 -0.8119793 1.4943250
#> lag1_var3 0.9631599 1.4893129 -0.5404387 3.2307965
#> lag1_var4 -0.4145533 1.3333935 -2.4150426 0.9084765
#> const 1.6450470 3.3156915 -3.1282668 6.2711748
#> exo1 0.9065079 0.4200585 0.4377596 1.5269151
#> exo2 -8.4270536 0.8153962 -9.4782142 -7.3185717
#> exo3 0.3400488 0.9856557 -0.9576402 1.4654484
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6939007 0.3537969 0.14166143 1.079147
#> lag1_var2 0.6864566 0.8767533 -0.37793670 1.941050
#> lag1_var3 1.2447144 1.4276958 -0.52263761 3.189018
#> lag1_var4 -0.5682171 1.2924803 -2.36128034 1.031805
#> const 4.2297409 4.0546866 -2.28967084 8.104272
#> exo1 0.7488781 0.4887378 0.07756542 1.412845
#> exo2 -4.0010724 0.6854587 -4.91535765 -3.147565
#> exo3 0.2164353 1.1915083 -1.22123243 1.675197
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008642946 0.0002692035 0.0005981917 0.001251207
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003961634 0.0009833276 -0.005287444 -0.002558738
#> Sigma[2,2] 0.128198842 0.0367242951 0.087907249 0.189521077
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01262417 0.006467322 0.006554781 0.02287603
#> Sigma[3,2] -0.14385163 0.072132155 -0.228792716 -0.03903300
#> Sigma[3,3] 1.23199375 0.312885792 0.891391484 1.71265901
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01038874 0.007069819 0.003421954 0.02137361
#> Sigma[4,2] -0.05301517 0.091704864 -0.153251836 0.08696890
#> Sigma[4,3] 1.18080163 0.290719413 0.860003089 1.62026151
#> Sigma[4,4] 1.19671870 0.272248618 0.900523344 1.61289256
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96641699 0.01462313 0.94418913 0.98158452
#> lag1_var2 0.05403640 0.04158468 0.01618141 0.12905494
#> lag1_var3 0.07397935 0.05233137 0.02180710 0.16501831
#> lag1_var4 -0.06921982 0.04956419 -0.15437850 -0.01832429
#> const 0.55050971 0.20747718 0.31454306 0.88613656
#> exo1 0.03494376 0.01765217 0.01117013 0.06055448
#> exo2 -0.15225297 0.03485464 -0.20216332 -0.11264641
#> exo3 0.09571524 0.02866522 0.05787938 0.12921613
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0649155 0.2212723 -0.2103850 0.3986955
#> lag1_var2 0.8855476 0.5236656 0.2173986 1.6329568
#> lag1_var3 0.5695712 0.7480102 -0.3449398 1.6620397
#> lag1_var4 -0.5917148 0.7096584 -1.6289307 0.2639954
#> const 2.0862825 3.2649138 -2.9432584 6.0887909
#> exo1 0.3218721 0.4006028 -0.1550392 0.8768176
#> exo2 3.5898689 0.3559896 3.2064219 4.1351373
#> exo3 -0.8090520 0.4636338 -1.3824282 -0.1439696
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4855065 0.6383589 -0.2793889 1.373477
#> lag1_var2 -0.5193418 1.9038161 -2.9690401 2.320466
#> lag1_var3 -1.2976684 2.4658853 -4.4873490 2.106899
#> lag1_var4 2.2072936 2.3243573 -0.9760566 5.201831
#> const -9.9851766 8.6434419 -19.3556729 4.364214
#> exo1 -0.3909517 1.0247411 -1.8448702 1.010988
#> exo2 -10.7723592 0.5427587 -11.5568546 -10.092657
#> exo3 0.2856230 1.6938903 -1.8145101 2.516200
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5591545 0.7311432 -0.2700135 1.5370445
#> lag1_var2 -0.2820552 1.9808599 -2.8526615 2.6326249
#> lag1_var3 -1.5065743 2.4547027 -4.9070557 1.8257044
#> lag1_var4 2.4159568 2.2984741 -0.6790081 5.6178394
#> const -10.4771063 9.8041513 -21.5750771 5.5927653
#> exo1 -0.1627973 0.9065958 -1.6363700 0.9754717
#> exo2 -8.5880024 0.5340851 -9.4492030 -8.0640745
#> exo3 -0.2788618 1.6992212 -2.4020968 1.8874800
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003807507 7.728953e-05 0.0003147372 0.0005121329
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001873488 0.0006807347 -0.00293655 -0.001063119
#> Sigma[2,2] 0.048338594 0.0129651477 0.03264307 0.068099813
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009011516 0.002098348 -0.004532201 0.001058088
#> Sigma[3,2] 0.0112397351 0.019190653 -0.015046941 0.036825512
#> Sigma[3,3] 0.2594578238 0.097426698 0.161435218 0.426388013
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00210675 0.002290472 -0.00606195 8.659579e-05
#> Sigma[4,2] 0.04174707 0.021324467 0.01375169 7.012882e-02
#> Sigma[4,3] 0.27433785 0.109482223 0.16371471 4.592625e-01
#> Sigma[4,4] 0.30875558 0.122463678 0.18001263 5.100565e-01
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0241968387 0.01046178 1.01205926 1.04009417
#> lag1_var2 -0.1024323993 0.03421868 -0.15455381 -0.05872659
#> lag1_var3 -0.1699399252 0.06615971 -0.27976899 -0.09496236
#> lag1_var4 0.1642394966 0.06549692 0.08870532 0.27220402
#> const -0.2382339975 0.23940302 -0.58681684 0.04418682
#> exo1 0.0003622923 0.01612610 -0.02451671 0.01962502
#> exo2 -0.1683260552 0.02160757 -0.20124995 -0.14026166
#> exo3 -0.0106604764 0.02611290 -0.04981367 0.01406450
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3566498 0.1088741 -0.5128383 -0.2345474
#> lag1_var2 1.3485411 0.3896525 0.8309891 1.9192366
#> lag1_var3 0.9897927 0.5946105 0.1148488 1.7544480
#> lag1_var4 -0.9021777 0.5855233 -1.6628791 -0.0408471
#> const 4.7057308 2.3052771 2.0811737 7.7341180
#> exo1 0.2492222 0.2783338 -0.1295521 0.6461036
#> exo2 0.4737897 0.1724349 0.2727964 0.7584921
#> exo3 1.1618891 0.2958861 0.8234512 1.6472248
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3238054 0.2260233 0.01240484 0.59610922
#> lag1_var2 3.2503034 1.3480271 1.47609395 5.17115427
#> lag1_var3 4.6535363 2.0495620 1.78042025 7.39610399
#> lag1_var4 -4.1007832 2.0824212 -6.95113094 -1.21992250
#> const 15.4752021 6.4025224 8.00095452 25.34647077
#> exo1 -0.3256132 0.4309548 -1.08177159 0.05390239
#> exo2 -4.5779567 0.4309675 -5.24924033 -4.16472530
#> exo3 -1.3083503 0.6473192 -2.13580136 -0.32686983
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1120155 0.2207786 -0.1974385 0.3664804
#> lag1_var2 3.9436807 1.5462895 1.9648305 6.1167463
#> lag1_var3 4.9973087 2.2695808 1.9923579 8.0710087
#> lag1_var4 -4.3855994 2.3103359 -7.5719640 -1.3652845
#> const 17.7633035 6.6320867 9.2875511 28.3014214
#> exo1 -0.1808131 0.4118849 -0.8684437 0.2243171
#> exo2 -4.3996512 0.4720126 -5.1148884 -3.8467147
#> exo3 -0.6499742 0.6205274 -1.3632994 0.3648495
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001837254 0.0005306845 0.001123461 0.00260319
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003146581 0.001446456 -0.005388577 -0.00187831
#> Sigma[2,2] 0.018632062 0.006998786 0.013270750 0.02999051
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00656293 0.00863416 -0.01860800 0.004926336
#> Sigma[3,2] 0.07274023 0.03434684 0.04491725 0.126661491
#> Sigma[3,3] 0.83148576 0.18028817 0.62144498 1.097409834
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008720862 0.009418266 -0.02218447 0.00318839
#> Sigma[4,2] 0.085512739 0.039381056 0.05435879 0.14804053
#> Sigma[4,3] 0.894892939 0.201256395 0.67015820 1.19832137
#> Sigma[4,4] 0.967674357 0.226115235 0.72613881 1.31358555
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92964092 0.03226980 0.88224526 0.967896555
#> lag1_var2 0.17318470 0.11769370 0.01799810 0.333035430
#> lag1_var3 0.28945421 0.17569144 0.07422459 0.537029061
#> lag1_var4 -0.28437592 0.17201897 -0.52728354 -0.073659987
#> const 1.38354089 0.54132537 0.76174950 2.191833097
#> exo1 -0.04475694 0.02077916 -0.06214695 -0.007696245
#> exo2 -0.07568427 0.02781952 -0.10981024 -0.034822345
#> exo3 -0.05643484 0.04202877 -0.11466143 0.003823444
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20597686 0.12916442 0.04528521 0.398033578
#> lag1_var2 0.09797009 0.46061189 -0.57855195 0.670462029
#> lag1_var3 -0.84138325 0.75705729 -1.99421350 0.093736462
#> lag1_var4 0.82631685 0.73961071 -0.08735564 1.951768330
#> const -2.90247852 2.05226377 -5.86965327 -0.438066669
#> exo1 -0.10547100 0.08166502 -0.21330140 -0.005489976
#> exo2 0.29363032 0.17521788 0.05376547 0.543919922
#> exo3 0.23443047 0.10658047 0.09908411 0.388834239
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6759204 0.6216551 -0.21879282 1.4518400
#> lag1_var2 -0.5996930 2.3650990 -3.28089034 2.1312414
#> lag1_var3 -1.9525900 3.6925417 -6.23575867 2.3703044
#> lag1_var4 2.8691516 3.6131156 -1.36025641 7.0479039
#> const -14.6802961 10.0621006 -26.35137846 0.7313694
#> exo1 -1.0138989 0.8249750 -2.41538949 -0.2185617
#> exo2 0.1976821 1.1647223 -1.38086202 1.6773833
#> exo3 0.7762294 0.6790791 0.05952782 1.9170694
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8314465 0.7012821 -0.19266543 1.6678640
#> lag1_var2 -0.8189796 2.6386324 -3.66110053 2.3293144
#> lag1_var3 -2.9666723 4.1522500 -7.75317464 2.0468328
#> lag1_var4 3.8873632 4.0620727 -1.01710242 8.5571893
#> const -18.0483246 11.2931001 -30.73131709 -0.5177611
#> exo1 -1.0938460 0.8781928 -2.58453701 -0.2612737
#> exo2 0.3512179 1.2907678 -1.38077025 2.0159573
#> exo3 0.9098155 0.7151758 0.08606619 2.0834787
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003022639 5.149735e-05 0.0002392509 0.0003862572
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532351 0.005378141 -0.02327533 -0.009010526
#> Sigma[2,2] 2.40116784 0.510170946 1.66268013 3.123554258
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007984621 0.002722625 0.004175026 0.01171417
#> Sigma[3,2] -1.193665491 0.203426088 -1.470291146 -0.89437878
#> Sigma[3,3] 0.720079537 0.113996440 0.563436590 0.87990105
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008005673 0.001731923 -0.003144126 0.001440892
#> Sigma[4,2] 0.1726903507 0.151538421 0.004849439 0.392348073
#> Sigma[4,3] 0.0603064527 0.073689612 -0.034504594 0.166569023
#> Sigma[4,4] 0.1826768630 0.064494983 0.138593636 0.302431991
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974319409 0.01651520 0.953592628 0.995558478
#> lag1_var2 0.026675135 0.02626749 0.002165476 0.062872247
#> lag1_var3 0.048939335 0.04753484 0.003559672 0.114342976
#> lag1_var4 -0.044986130 0.04208583 -0.103005110 -0.003719907
#> const 0.509122119 0.21446468 0.149754306 0.747303698
#> exo1 -0.003407039 0.01459493 -0.025500056 0.016016227
#> exo2 -0.056931347 0.01240194 -0.073459010 -0.038674514
#> exo3 0.016874810 0.01378005 -0.001357402 0.032550033
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32902003 1.605876 -1.70527078 2.9230419
#> lag1_var2 0.05926126 3.092016 -4.74848589 4.0575195
#> lag1_var3 -1.69727227 5.645609 -10.43459394 5.6446040
#> lag1_var4 1.66052024 5.067562 -4.90995598 9.4746504
#> const -7.25043451 11.504064 -25.36165655 5.1302568
#> exo1 -1.48825934 1.037965 -2.95898417 -0.1661859
#> exo2 0.74465841 1.144153 -0.77167873 2.2884349
#> exo3 1.63970737 1.355249 -0.05138318 3.3327352
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06294175 0.9547991 -1.2560802 1.30158397
#> lag1_var2 0.29699198 1.7196582 -2.0276506 2.82473250
#> lag1_var3 1.59871203 3.1345068 -2.6482851 6.19885777
#> lag1_var4 -0.70784771 2.8018244 -4.8291302 3.08345201
#> const 5.09523824 7.6001929 -3.4762733 14.83831754
#> exo1 0.84982835 0.5646639 0.2125206 1.53714146
#> exo2 -0.84111239 0.7196995 -1.8956991 0.03363998
#> exo3 -0.03456078 0.9526031 -1.1912299 1.38280804
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.223956840 0.5326964 -0.6474151 0.82344340
#> lag1_var2 -0.005527111 0.8344938 -0.8957670 1.35182827
#> lag1_var3 0.056286952 1.5091813 -1.5802326 2.49600451
#> lag1_var4 0.849370400 1.3463401 -1.3329358 2.33121370
#> const -0.297908844 5.5120991 -6.4296082 8.47473280
#> exo1 0.076253719 0.4559334 -0.4014596 0.81448784
#> exo2 -0.468324820 0.3135663 -0.8686595 -0.03823577
#> exo3 0.919994697 0.4648507 0.4693997 1.65403575
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006784547 0.0001734457 0.0004705938 0.0009145363
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008330494 0.004210972 -0.01581495 -0.003977432
#> Sigma[2,2] 1.033181339 0.185485577 0.86248562 1.353995938
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009611415 0.004883789 0.003579642 0.01718983
#> Sigma[3,2] -0.595077491 0.159475924 -0.779496300 -0.37487411
#> Sigma[3,3] 0.723221519 0.211119406 0.394068629 0.96065410
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006891327 0.004133956 0.0007433754 0.011790928
#> Sigma[4,2] -0.165227297 0.150568184 -0.3685318216 0.007855126
#> Sigma[4,3] 0.543560607 0.175521247 0.2679492978 0.759664506
#> Sigma[4,4] 0.556074921 0.145512233 0.3214156681 0.726454102
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98554238 0.01803467 0.964509477 1.012474702
#> lag1_var2 -0.01291053 0.02424341 -0.048833982 0.009663136
#> lag1_var3 -0.03384470 0.05657830 -0.118227170 0.019469830
#> lag1_var4 0.03572098 0.05003800 -0.011037486 0.110752609
#> const 0.27054679 0.20802737 0.004761222 0.568648141
#> exo1 -0.02761054 0.03056320 -0.067662034 0.009590768
#> exo2 -0.02524043 0.03274006 -0.066223934 0.020214268
#> exo3 0.01341449 0.02033845 -0.015316437 0.036450081
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0256162 1.3552105 -2.8147157 0.9892054
#> lag1_var2 2.2680662 1.5482570 -0.1233363 4.2466286
#> lag1_var3 3.1541853 3.6761657 -2.5638793 7.8244708
#> lag1_var4 -2.7200946 3.2355772 -6.8347657 2.3205591
#> const 7.9525233 17.0642568 -15.0199529 30.6851833
#> exo1 0.2991685 1.2157837 -1.5196725 1.6599899
#> exo2 0.9131318 0.9860506 -0.5124589 2.2917422
#> exo3 -0.6276669 0.7961814 -1.6490531 0.4245769
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68593766 1.3803944 -1.4161530 2.0227809
#> lag1_var2 -1.03716175 1.5804506 -2.5816141 1.4144075
#> lag1_var3 -1.42717910 3.7151891 -5.0611390 4.2442111
#> lag1_var4 2.09804938 3.2827956 -2.9236116 5.2884019
#> const -3.17677653 17.0443387 -18.7340086 22.4644568
#> exo1 -0.93496189 0.8329180 -2.0765241 0.1823097
#> exo2 -0.79490938 0.9904661 -2.0178704 0.6488389
#> exo3 0.05587639 0.4485689 -0.3958033 0.7659630
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2453477 1.1258236 -1.3980772 1.48600403
#> lag1_var2 -0.3587973 1.3643695 -1.8843707 1.78144762
#> lag1_var3 -0.7503748 3.2133866 -4.3993418 4.21042077
#> lag1_var4 1.6428185 2.8411646 -2.7360688 4.86640420
#> const -1.2191149 13.3567609 -15.4366486 19.79163653
#> exo1 -0.9070905 0.6748363 -1.6388534 0.06819868
#> exo2 -0.4524332 0.7926897 -1.2269614 0.87612826
#> exo3 -0.1967195 0.4282844 -0.8962124 0.18240955
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005712766 0.0002013499 0.0003497859 0.0008946267
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006297615 0.0003928970 0.0002959914 0.001306844
#> Sigma[2,2] 0.0051931707 0.0009280331 0.0038102145 0.006288845
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003393974 0.001391082 -0.00550146 -0.001830664
#> Sigma[3,2] -0.006533436 0.002160574 -0.01024673 -0.003982055
#> Sigma[3,3] 0.055013504 0.015736526 0.03711083 0.080303379
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002999924 0.001238902 -0.004762682 -1.592169e-03
#> Sigma[4,2] -0.002969081 0.002229369 -0.006333444 1.220186e-05
#> Sigma[4,3] 0.051769123 0.015072959 0.033796796 7.516059e-02
#> Sigma[4,4] 0.051039863 0.014575658 0.033152138 7.276465e-02
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95818233 0.02436555 0.922304413 0.99115613
#> lag1_var2 -0.02408294 0.06505182 -0.094374187 0.06501795
#> lag1_var3 -0.09856768 0.09416229 -0.210414618 0.02500400
#> lag1_var4 0.11009484 0.09266311 -0.010548557 0.21910383
#> const -0.02029870 0.36653658 -0.466259147 0.54316409
#> exo1 0.01730017 0.01304561 0.001069084 0.03555945
#> exo2 -0.04024940 0.01903233 -0.067577622 -0.01703616
#> exo3 0.01830602 0.03749639 -0.022069948 0.07684810
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19083700 0.04661984 -0.25717990 -0.13619861
#> lag1_var2 0.55984894 0.23741800 0.22982193 0.86825365
#> lag1_var3 -0.09099036 0.29500355 -0.54672720 0.22147819
#> lag1_var4 0.16913720 0.30229559 -0.16065916 0.62904404
#> const -0.22711791 0.78664567 -1.55211678 0.66239323
#> exo1 -0.06793818 0.05844970 -0.14214295 0.00597693
#> exo2 0.12183231 0.10348643 -0.01272414 0.25272069
#> exo3 0.27822658 0.04832265 0.19395041 0.32293484
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54508770 0.1769276 0.3355734 0.8011976
#> lag1_var2 0.50215758 0.6260443 -0.4078899 1.3175025
#> lag1_var3 1.41801690 0.9107751 0.0474959 2.5798776
#> lag1_var4 -0.65968031 0.9158132 -1.8483795 0.6998508
#> const 4.66651944 3.7102573 -0.7750771 8.8555830
#> exo1 -0.02019584 0.1671440 -0.2645328 0.2033394
#> exo2 -1.47857725 0.2786177 -1.8281769 -1.1008591
#> exo3 -0.18751266 0.3273140 -0.7049296 0.1932682
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41610126 0.1925765 0.2040247 0.6962202
#> lag1_var2 0.60370398 0.6308464 -0.3122498 1.4080834
#> lag1_var3 0.93520671 0.9502363 -0.5286732 2.0874535
#> lag1_var4 -0.10760185 0.9513307 -1.2819858 1.3395799
#> const 3.38400707 3.8470640 -2.3664196 7.8329471
#> exo1 -0.07171581 0.1526256 -0.2896578 0.1217496
#> exo2 -1.43259885 0.2628563 -1.7763813 -1.1093879
#> exo3 0.01678589 0.3288949 -0.4865524 0.4108330
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003840634 0.0001253588 0.0002333111 0.0005766037
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01019842 0.003362323 -0.01406399 -0.004922753
#> Sigma[2,2] 0.85307920 0.149423700 0.64636104 1.044400351
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009758458 0.00402225 0.004397744 0.01468804
#> Sigma[3,2] -0.731072396 0.17099686 -0.947955892 -0.48512225
#> Sigma[3,3] 0.885071500 0.18627044 0.623435804 1.14781566
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003922585 0.002384461 0.0007166257 0.006808265
#> Sigma[4,2] -0.234253601 0.107500561 -0.3748773227 -0.069615651
#> Sigma[4,3] 0.477046753 0.103428841 0.3227859119 0.620556533
#> Sigma[4,4] 0.360014746 0.060840176 0.2652904551 0.431723136
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001367538 0.01648040 0.977791989 1.02301130
#> lag1_var2 0.032143052 0.03339786 0.004614362 0.08964773
#> lag1_var3 0.057116691 0.05581404 0.013669802 0.15375817
#> lag1_var4 -0.063462060 0.05082338 -0.151428363 -0.02517991
#> const 0.378030138 0.16113568 0.121846052 0.57989832
#> exo1 0.003458217 0.01229628 -0.014052135 0.01705954
#> exo2 -0.109978049 0.01555536 -0.128982989 -0.08934683
#> exo3 0.008260589 0.01901579 -0.013559716 0.03724290
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2663355 0.5489404 -0.44516628 0.9782066
#> lag1_var2 -2.4418971 1.1069022 -3.62053583 -0.5571401
#> lag1_var3 -5.6269711 1.8429562 -7.57049631 -2.5105832
#> lag1_var4 5.7374025 1.7153478 2.79649947 7.4712025
#> const -12.9167850 10.9535293 -26.83908245 1.7208877
#> exo1 -1.2591209 0.6439522 -2.11073314 -0.3447678
#> exo2 0.3058620 0.6558454 -0.50594851 1.2225508
#> exo3 0.8011670 0.5799596 -0.03813656 1.6350042
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0720135 0.6597375 0.1244593 1.8791723
#> lag1_var2 0.7684608 1.5452718 -1.3846400 2.8410076
#> lag1_var3 2.3258789 2.5932085 -1.3489623 5.7627110
#> lag1_var4 -1.7487277 2.3999432 -4.8621391 1.7786586
#> const -2.2971746 10.0619865 -17.9749080 9.3858472
#> exo1 0.8062785 0.6282995 -0.1885187 1.5107994
#> exo2 -1.8982983 0.7303312 -2.7198975 -0.8934547
#> exo3 -1.4562386 0.6971756 -2.3978177 -0.5455661
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3156680 0.5671858 0.65290980 2.0994057
#> lag1_var2 -1.1400773 1.2902535 -2.95749961 0.5025663
#> lag1_var3 -1.7775900 2.1570870 -4.81821073 0.9804166
#> lag1_var4 2.4267576 2.0023925 -0.08714735 5.2955759
#> const -12.5156528 6.4107373 -22.57598795 -5.9293273
#> exo1 0.0475583 0.3589372 -0.44602377 0.5472447
#> exo2 -1.8420434 0.5049594 -2.45704289 -1.1698299
#> exo3 -1.0416581 0.5229281 -1.80810055 -0.2926573
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00081005 0.0002285228 0.0005644333 0.001194994
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01209107 0.006326891 -0.02088575 -0.003584973
#> Sigma[2,2] 1.29249833 0.403327555 0.77278583 1.921210640
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001682865 0.009633927 -0.01434282 0.01148203
#> Sigma[3,2] -0.8742926547 0.255423161 -1.17219830 -0.51265966
#> Sigma[3,3] 1.8156463715 0.483614754 1.29243424 2.59861429
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008962429 0.01002772 -0.02330643 0.003872691
#> Sigma[4,2] 0.026213386 0.20838305 -0.16561691 0.366031867
#> Sigma[4,3] 1.278250963 0.50205148 0.75868334 2.072001887
#> Sigma[4,4] 1.372713078 0.52603458 0.75203595 2.139233409
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00120709 0.01053363 0.989404674 1.01714086
#> lag1_var2 -0.01695360 0.05296253 -0.087491076 0.06015936
#> lag1_var3 -0.02026259 0.07411854 -0.116916821 0.08423883
#> lag1_var4 0.01696781 0.07471530 -0.087014441 0.11691927
#> const 0.24565878 0.27017038 -0.088126745 0.55293851
#> exo1 0.02603797 0.03322676 -0.014345102 0.06984747
#> exo2 -0.02325724 0.03026880 -0.061703928 0.01629720
#> exo3 0.03454096 0.01894529 0.008884585 0.05976241
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2560734 0.4132452 -0.2661000 0.8375304
#> lag1_var2 -0.5075410 1.5100924 -2.4613896 1.1921786
#> lag1_var3 -1.1754015 2.1612632 -3.8211017 1.2159198
#> lag1_var4 1.2139747 2.1822768 -1.3523871 3.9674136
#> const -5.1275344 8.8511380 -17.7706386 6.4036473
#> exo1 -0.6432863 1.2463348 -2.0520129 1.3004370
#> exo2 1.4690834 1.4786284 -0.1491047 3.4404310
#> exo3 0.6378425 1.1491072 -1.3140866 1.8442891
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1543982 0.6933339 0.1900663 1.81831335
#> lag1_var2 2.4580127 1.9107499 -0.4515886 4.54824564
#> lag1_var3 3.7025325 2.7514044 -0.5166071 6.83846287
#> lag1_var4 -3.3199069 2.7265338 -6.3135911 0.97604851
#> const 12.1666799 11.1453893 -3.5753252 27.51674439
#> exo1 0.6492831 0.7609742 -0.5954093 1.50348425
#> exo2 -1.8776060 1.4306520 -3.8992292 0.02175797
#> exo3 0.2648965 1.6082594 -1.8035225 2.59342008
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4056899 0.6118877 0.4948348 2.1866328
#> lag1_var2 1.8039430 1.7211898 -0.8901832 3.8516723
#> lag1_var3 2.4452383 2.3557892 -1.2684350 5.0318094
#> lag1_var4 -2.0447467 2.3729302 -4.7397940 1.6879974
#> const 7.4447894 11.6543626 -7.2263989 22.9927595
#> exo1 0.2199378 0.7942721 -0.8844507 1.4041938
#> exo2 -0.9158825 1.1511958 -1.9727471 0.8392909
#> exo3 0.7893257 1.0627942 -0.5114551 2.2881164
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003586619 0.0009565429 0.002362228 0.005080766
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09292082 0.0358402 -0.1558623 -0.05587219
#> Sigma[2,2] 7.69786635 2.2367071 5.7435841 11.22469426
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04715458 0.01790503 0.03183405 0.07790271
#> Sigma[3,2] -4.45371542 1.25015157 -6.56334316 -3.23923490
#> Sigma[3,3] 2.85011674 0.71474098 2.11670524 4.06742769
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01402098 0.007742248 0.004467836 0.02557334
#> Sigma[4,2] -1.75272156 0.522071664 -2.627815271 -1.21641623
#> Sigma[4,3] 1.36453528 0.294959033 1.052602763 1.84063981
#> Sigma[4,4] 0.85420835 0.131747755 0.708284833 1.06779651
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92143062 0.03873270 0.86873461 0.97539290
#> lag1_var2 0.05670700 0.03156616 0.01985932 0.11004312
#> lag1_var3 0.12547050 0.07490992 0.03652973 0.25257888
#> lag1_var4 -0.09483380 0.05302846 -0.18606859 -0.03310133
#> const 0.48744829 0.31074542 0.10522401 0.91919227
#> exo1 0.04470293 0.04965238 -0.01611405 0.11482628
#> exo2 -0.11372638 0.03825362 -0.17730263 -0.07927194
#> exo3 0.01027061 0.04040169 -0.03029269 0.07112330
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5948418 2.647952 -2.6044307 4.7735584
#> lag1_var2 -0.6636015 1.140210 -1.8546964 1.3137949
#> lag1_var3 -3.6308266 2.511110 -6.3563333 0.6903038
#> lag1_var4 3.1300286 1.604698 0.3763432 4.9438352
#> const -12.1798583 23.757634 -44.2195508 16.9720654
#> exo1 3.2792988 1.943021 0.4324046 5.1511223
#> exo2 -1.1017876 1.721755 -3.4201701 0.8943258
#> exo3 0.6148897 1.771484 -2.3090224 2.6088792
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7681731 1.5151786 -2.31303129 1.6934365
#> lag1_var2 0.8272844 0.6662130 -0.37934629 1.3700522
#> lag1_var3 2.6683772 1.4568600 0.03732784 3.9027673
#> lag1_var4 -1.5197903 0.9576462 -2.32571924 0.1731879
#> const 8.7342727 14.8102491 -10.31593883 27.2321451
#> exo1 -1.8204401 1.1666234 -2.98767025 -0.1526126
#> exo2 -2.2482387 1.3820553 -3.75489318 -0.3518913
#> exo3 0.7616665 1.0899505 -0.10929279 2.6845051
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2628636 0.8442023 -1.3296811 0.98269006
#> lag1_var2 0.3836137 0.4430970 -0.2208599 0.97769992
#> lag1_var3 0.6981428 1.0081854 -0.6272823 2.07156909
#> lag1_var4 0.3486961 0.6707401 -0.5615714 1.28212190
#> const 2.4830182 8.1226753 -9.7309259 10.38537869
#> exo1 -0.6555262 0.5546605 -1.4437783 0.01516569
#> exo2 -3.5797110 1.0746730 -4.8197058 -2.04368141
#> exo3 1.4051620 0.8476470 0.4404451 2.73026542
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004031845 9.489647e-05 0.0002699443 0.0005241642
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002036822 0.0006266866 -0.002935985 -0.001230696
#> Sigma[2,2] 0.018401977 0.0040038347 0.013379174 0.024155509
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006176961 0.0005961972 -0.0001392396 0.001491709
#> Sigma[3,2] -0.0088550410 0.0027886656 -0.0129946007 -0.005305455
#> Sigma[3,3] 0.0272425839 0.0046589893 0.0200997458 0.032748610
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006095736 0.0004827479 -0.001343622 -3.118555e-06
#> Sigma[4,2] 0.0017456028 0.0030127931 -0.001898973 6.300021e-03
#> Sigma[4,3] 0.0253415686 0.0044246266 0.018926992 3.112994e-02
#> Sigma[4,4] 0.0300635954 0.0048472406 0.023264911 3.732992e-02
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.883351e-01 0.03086254 0.9482003305 1.03147094
#> lag1_var2 -8.754599e-05 0.03795567 -0.0526049118 0.04773644
#> lag1_var3 1.564534e-02 0.07077775 -0.0753712387 0.11527883
#> lag1_var4 -1.577108e-02 0.06393827 -0.1072920049 0.06510396
#> const 3.818430e-01 0.32606280 0.0007460505 0.86314201
#> exo1 -1.107087e-02 0.01752675 -0.0320870166 0.01416161
#> exo2 -8.763941e-02 0.01793767 -0.1152092493 -0.07229534
#> exo3 3.144891e-02 0.02008815 0.0121655723 0.06225419
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0682475433 0.15823491 -0.3099656 0.0977224
#> lag1_var2 0.9186792329 0.14560689 0.7391274 1.1393635
#> lag1_var3 0.5419068902 0.29531332 0.2151191 0.9972989
#> lag1_var4 -0.4591398906 0.26106175 -0.8565784 -0.1615389
#> const 1.4047128490 1.64037045 -0.6656386 3.8735676
#> exo1 -0.0052620210 0.09469433 -0.1364984 0.1082277
#> exo2 1.2383872692 0.07188882 1.1674593 1.3460348
#> exo3 0.0008294078 0.17398923 -0.2309695 0.2599215
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03457486 0.1717419 -0.2637864 0.17143879
#> lag1_var2 0.21162940 0.2873960 -0.1843074 0.53902422
#> lag1_var3 0.51868824 0.6057626 -0.3979342 1.22002188
#> lag1_var4 0.37185514 0.5518592 -0.2578556 1.21204413
#> const 1.19958336 1.6126448 -0.7278033 3.61748348
#> exo1 0.11733095 0.1868014 -0.1530018 0.34827382
#> exo2 -0.97730573 0.1928720 -1.2238958 -0.69071967
#> exo3 -0.08810640 0.1239820 -0.2665818 0.07893677
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11068809 0.1920528 -0.37109014 0.121013089
#> lag1_var2 0.40518510 0.3145616 -0.03356154 0.800536017
#> lag1_var3 0.19375963 0.6605432 -0.72865611 0.990433539
#> lag1_var4 0.78069233 0.6016684 0.05286070 1.626846593
#> const 0.36214681 1.7693235 -1.61206116 3.091169243
#> exo1 0.13114690 0.2030934 -0.13201987 0.420055663
#> exo2 -0.32468778 0.2225886 -0.60927757 0.003141748
#> exo3 -0.09426068 0.1246408 -0.23152670 0.088338012
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003884589 0.0009440287 0.003011557 0.005253388
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006919049 0.001250447 -0.001097942 0.001942582
#> Sigma[2,2] 0.0099527086 0.003920501 0.006502959 0.016765556
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002304648 0.005236239 -0.005915579 0.007942671
#> Sigma[3,2] -0.021479679 0.013523897 -0.041582047 -0.008828518
#> Sigma[3,3] 0.226587990 0.058947896 0.145444000 0.304664788
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003137096 0.004937904 -0.00414263 0.009466216
#> Sigma[4,2] -0.012922780 0.010768433 -0.02959018 -0.001990259
#> Sigma[4,3] 0.210082609 0.051507697 0.13510494 0.274129223
#> Sigma[4,4] 0.201265335 0.046532743 0.13089303 0.261466273
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03008921 0.02660106 1.00237731 1.07386794
#> lag1_var2 -0.13512393 0.19240395 -0.40410728 0.10698023
#> lag1_var3 -0.30220693 0.32132319 -0.77077308 0.11443622
#> lag1_var4 0.30056440 0.33265009 -0.12489460 0.78991386
#> const -0.60678214 0.91959372 -1.93645193 0.66736677
#> exo1 0.07877777 0.04668943 0.02358485 0.15113665
#> exo2 -0.06840675 0.06250471 -0.13071952 0.02075728
#> exo3 -0.05605420 0.06242024 -0.14291106 0.03101480
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.075739226 0.03729524 -0.11456951 -0.01455814
#> lag1_var2 0.821211461 0.12921418 0.64402701 0.98407085
#> lag1_var3 0.060806704 0.23687900 -0.20798155 0.41456672
#> lag1_var4 -0.055700688 0.24849157 -0.42221884 0.22549982
#> const 1.563597915 1.11556157 0.30775025 3.42431141
#> exo1 -0.142371398 0.07720944 -0.25909334 -0.05592774
#> exo2 0.058834974 0.13299522 -0.13764817 0.24580562
#> exo3 0.008128085 0.04467126 -0.04579074 0.07416782
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8432701 0.2659686 0.41694181 1.11731460
#> lag1_var2 -0.3255706 1.2518397 -2.31243890 0.80504792
#> lag1_var3 0.3621809 1.8836203 -2.78484924 2.02396461
#> lag1_var4 0.4238718 1.9268420 -1.26800997 3.66807692
#> const -2.8384739 6.0971716 -12.64036313 2.96003018
#> exo1 0.5669221 0.4623046 0.05175044 1.35070064
#> exo2 -0.1933902 0.7305018 -0.94432450 1.01722901
#> exo3 -0.3665822 0.3008104 -0.82377825 -0.03234747
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78044933 0.2494763 0.3935566 1.05627987
#> lag1_var2 0.08581555 1.2466635 -1.9219768 1.33988038
#> lag1_var3 0.06097720 1.8660850 -3.0677771 1.83944359
#> lag1_var4 0.73667577 1.9107773 -1.0581065 3.96712262
#> const -2.17631745 6.0566647 -11.6465583 4.58197623
#> exo1 0.44958116 0.4481475 -0.0389735 1.22429554
#> exo2 -0.15197147 0.6580134 -0.8215950 0.93500540
#> exo3 -0.36630085 0.2953795 -0.8193383 -0.01405983
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001328158 0.0003781927 0.001044394 0.001947653
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002634033 0.002925485 -0.006340431 0.001011067
#> Sigma[2,2] 0.320515123 0.066409905 0.239332448 0.414153240
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008020205 0.009220609 -0.02246273 0.0005130636
#> Sigma[3,2] -0.347409946 0.167610794 -0.56728048 -0.1673108122
#> Sigma[3,3] 1.446413667 0.329792746 0.96663079 1.8989770852
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01001853 0.009930074 -0.02467186 0.0003569779
#> Sigma[4,2] -0.17030337 0.150400970 -0.38264894 0.0122012336
#> Sigma[4,3] 1.33402559 0.285381953 0.93365703 1.6885435400
#> Sigma[4,4] 1.32666370 0.255564110 1.00544195 1.6613730447
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97749214 0.01538681 0.955802987 0.996740294
#> lag1_var2 0.03730084 0.03749587 -0.007838330 0.093695071
#> lag1_var3 0.05616461 0.06793599 -0.025932046 0.157921123
#> lag1_var4 -0.05620623 0.06430835 -0.153309154 0.021636447
#> const 0.57984523 0.33740928 0.206758785 1.073453965
#> exo1 0.04111801 0.03162800 0.007478574 0.091425697
#> exo2 -0.05433424 0.03344161 -0.105500396 -0.007572414
#> exo3 0.03707262 0.03996733 -0.014461218 0.088897193
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4848542 0.2666874 -0.8096195 -0.1165801
#> lag1_var2 1.7138259 0.5468095 1.0712835 2.4343412
#> lag1_var3 1.5426275 0.9079562 0.5000017 2.8994493
#> lag1_var4 -1.4294840 0.8526647 -2.6886301 -0.4367753
#> const 7.0012751 4.5613255 -0.2732348 12.6737026
#> exo1 -0.2425575 0.5186763 -0.9888300 0.3818548
#> exo2 1.1241128 0.5880708 0.4014884 2.0680353
#> exo3 0.5060882 0.5428408 -0.1189833 1.3624863
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9631681 0.5940211 0.06642667 1.6156663
#> lag1_var2 -2.3354046 0.8787561 -3.69178490 -1.2640335
#> lag1_var3 -2.9977804 1.2325173 -4.56459196 -1.1746932
#> lag1_var4 3.7097463 1.1854479 2.00094701 5.2298957
#> const -8.2950704 12.8305702 -22.26317747 11.1727567
#> exo1 0.0189661 0.7889185 -1.17673895 0.9707849
#> exo2 -1.0598618 1.4282114 -3.28905530 0.6728062
#> exo3 -3.8978515 1.1967475 -5.54644485 -2.2992855
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7582504 0.5092048 0.04283478 1.3355536
#> lag1_var2 -1.8587698 0.8361404 -3.06120025 -0.6599726
#> lag1_var3 -2.9796600 1.2039521 -4.36910014 -1.1436629
#> lag1_var4 3.7644927 1.1559004 1.98216046 5.1123454
#> const -6.5786717 11.3404742 -19.51671986 9.6669998
#> exo1 -0.1284179 0.7677197 -1.08245334 0.9233732
#> exo2 -0.4438343 1.4444589 -2.90392970 1.2294666
#> exo3 -3.8324553 1.0493849 -5.27046793 -2.3894814
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001808339 0.0005141151 0.001462132 0.002636266
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03057943 0.01018407 -0.04580966 -0.01915576
#> Sigma[2,2] 0.93786186 0.30537418 0.60330633 1.42758637
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02653821 0.008363511 0.01858041 0.03974604
#> Sigma[3,2] -0.79213872 0.208437877 -1.07388679 -0.52039354
#> Sigma[3,3] 0.98987252 0.167727784 0.81270477 1.25804586
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009002296 0.003961078 0.003466152 0.01449243
#> Sigma[4,2] -0.248140912 0.085052946 -0.364416419 -0.13745174
#> Sigma[4,3] 0.566332617 0.092320265 0.467420485 0.71060128
#> Sigma[4,4] 0.463350007 0.091562474 0.361105185 0.60099195
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11085687 0.04364119 1.05690978 1.17439237
#> lag1_var2 -0.15663167 0.08966446 -0.26839710 -0.06063630
#> lag1_var3 -0.26872304 0.15315530 -0.45952745 -0.10598259
#> lag1_var4 0.22654943 0.14324434 0.07171793 0.40291319
#> const -0.50986373 0.57968771 -1.38645329 0.18780493
#> exo1 0.02224954 0.03486618 -0.01569026 0.07065671
#> exo2 -0.04583391 0.03195233 -0.07944100 0.00363477
#> exo3 0.01853343 0.03094257 -0.02502587 0.05971389
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8587696 1.0146343 -3.4068649 -0.8260111
#> lag1_var2 5.2865913 1.9985871 2.9858405 7.9516066
#> lag1_var3 7.4669562 3.4397043 3.5226131 12.1250285
#> lag1_var4 -6.9774721 3.2304536 -11.3649934 -3.3268234
#> const 23.2699383 15.2003760 7.8158589 44.7398723
#> exo1 0.2232980 0.7206859 -0.7938745 1.2000148
#> exo2 0.8088957 0.9474422 -0.6381696 1.9671322
#> exo3 -0.6619083 0.5562787 -1.4138090 0.1560841
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0487860 0.8488607 1.07140627 3.34077537
#> lag1_var2 -3.0207562 1.8924072 -5.40745581 -0.52511151
#> lag1_var3 -4.2753236 3.2356179 -8.31865742 -0.04042706
#> lag1_var4 4.5997704 3.0405038 0.67829895 8.32036443
#> const -16.6710706 12.0143028 -35.14621120 -3.10261879
#> exo1 0.2713497 1.0015468 -1.13938671 1.52323087
#> exo2 -0.8925300 1.1237729 -2.20378015 0.53455504
#> exo3 0.9806821 0.7774773 -0.09357364 1.98720148
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94742502 0.4813364 0.2977957 1.4950067
#> lag1_var2 -0.08635418 1.0400299 -1.4329021 1.2566424
#> lag1_var3 -0.19430705 1.7564902 -2.4476433 2.0428458
#> lag1_var4 0.82760212 1.6361640 -1.2859120 2.8941863
#> const -3.99877532 7.1601252 -12.2787723 7.0784781
#> exo1 0.43234258 0.8105525 -0.8959612 1.3438590
#> exo2 -0.41501373 0.8970453 -1.7187567 0.6583235
#> exo3 0.62133514 0.6038784 -0.1242516 1.4530420
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01957138 0.003875499 0.01420361 0.02384565
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00610432 0.01331328 -0.02397656 0.01176828
#> Sigma[2,2] 0.12990377 0.03143434 0.09220664 0.17603492
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005220582 0.01454778 -0.01396193 0.02512141
#> Sigma[3,2] -0.134735143 0.04450921 -0.20366456 -0.08291661
#> Sigma[3,3] 0.284161121 0.09250942 0.16485566 0.42581474
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001352696 0.00947164 -0.01082208 0.01535297
#> Sigma[4,2] -0.064446401 0.03380792 -0.11355247 -0.02447317
#> Sigma[4,3] 0.230415937 0.07701272 0.12973801 0.34428949
#> Sigma[4,4] 0.217378762 0.06644195 0.12774522 0.31355148
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93597951 0.05863308 0.85380193 1.00975913
#> lag1_var2 0.30632702 0.11546867 0.14134695 0.45057873
#> lag1_var3 0.54506438 0.18905731 0.25866233 0.74264129
#> lag1_var4 -0.54298478 0.17897945 -0.72505165 -0.27977212
#> const 1.66537854 0.88754466 0.23711212 2.57907402
#> exo1 0.09861586 0.11189287 -0.03311086 0.27784626
#> exo2 -0.20535090 0.17591679 -0.45768810 0.03759388
#> exo3 0.19374644 0.11936903 0.08246502 0.39728793
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21035712 0.1457736 0.01756175 0.4268741
#> lag1_var2 0.09364933 0.6545943 -0.59379268 1.1499081
#> lag1_var3 -1.25568425 1.0947660 -2.36403762 0.5647773
#> lag1_var4 1.27388470 1.0641287 -0.47149152 2.3652185
#> const -4.18723120 3.6596361 -8.06028974 1.1253806
#> exo1 -0.12410247 0.3823473 -0.60947891 0.4243949
#> exo2 0.78414391 0.4412276 0.33187991 1.4713036
#> exo3 3.01319555 0.3540996 2.50543464 3.4705026
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5496336 0.1959144 -0.8801776 -0.3764173
#> lag1_var2 2.3301692 0.8882315 1.2268260 3.6594369
#> lag1_var3 4.3746345 1.4603328 2.3945493 6.3936418
#> lag1_var4 -3.4518146 1.3966054 -5.4007250 -1.5912515
#> const 13.6913281 3.6634289 9.8453515 17.9536337
#> exo1 0.2544963 0.5925016 -0.5912165 1.0235592
#> exo2 2.5031418 0.6601943 1.4598676 3.1372786
#> exo3 -4.1212528 0.7391256 -5.1297990 -3.1449310
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4870637 0.1631096 -0.7459363 -0.3090333
#> lag1_var2 2.2631808 0.6582909 1.5446132 3.3507003
#> lag1_var3 3.3595370 1.0710511 2.1157107 5.0362213
#> lag1_var4 -2.4001520 1.0250063 -4.0150375 -1.1892511
#> const 10.7123547 3.0923996 6.3714262 14.4261953
#> exo1 0.2013373 0.4325834 -0.3917912 0.7469409
#> exo2 3.3499972 0.5231150 2.5267429 3.9660651
#> exo3 -2.6790994 0.7073928 -3.6871794 -1.8357494
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001354741 0.0004757237 0.0008239743 0.002167616
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002544078 0.002847357 -0.000021668 0.006999751
#> Sigma[2,2] 0.107428549 0.033586787 0.080798450 0.159647912
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01339082 0.009621982 0.005473977 0.028814911
#> Sigma[3,2] -0.04223547 0.034799571 -0.081503159 0.007195609
#> Sigma[3,3] 0.54615654 0.251241254 0.301572518 0.976239159
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01574982 0.01045479 0.007830819 0.03268009
#> Sigma[4,2] 0.01869376 0.03724909 -0.026501643 0.06607452
#> Sigma[4,3] 0.55232898 0.26155379 0.322545817 1.01131444
#> Sigma[4,4] 0.59507403 0.28203187 0.379851350 1.10028109
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003760476 0.02919762 0.95799086 1.03895879
#> lag1_var2 -0.032289076 0.06701709 -0.11475978 0.07129234
#> lag1_var3 -0.068167923 0.13050253 -0.21663248 0.13701653
#> lag1_var4 0.065676261 0.12078603 -0.12230243 0.20530511
#> const 0.034426353 0.34127411 -0.45686645 0.45493306
#> exo1 0.020339776 0.04524721 -0.03722521 0.07248313
#> exo2 -0.058683284 0.03505105 -0.11420545 -0.01946837
#> exo3 -0.002640874 0.04192931 -0.05679824 0.05749121
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13485238 0.2166222 -0.41336767 0.12064619
#> lag1_var2 1.24082671 0.3492398 0.75611711 1.72100573
#> lag1_var3 0.96714769 0.6937066 0.06656121 1.96501368
#> lag1_var4 -0.91007747 0.6446605 -1.85096393 -0.08216161
#> const 2.03848392 3.4125297 -2.59915225 6.24088468
#> exo1 -0.55424853 0.4484226 -1.01160486 0.15193900
#> exo2 1.91367603 0.3700723 1.34594283 2.25160581
#> exo3 0.01358417 0.3048652 -0.43826750 0.45024132
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95425655 0.7367671 -0.2308873 1.79770838
#> lag1_var2 -1.89096969 1.2923860 -3.5173772 -0.03474535
#> lag1_var3 -2.54914207 2.5226974 -5.2527732 1.28129316
#> lag1_var4 3.28924717 2.3159888 -0.2071979 5.83978606
#> const -11.47671335 9.5051382 -24.3813785 1.88261693
#> exo1 0.11205598 1.0079198 -1.2419172 1.54180280
#> exo2 -0.01556295 0.5908118 -0.9107694 0.65198745
#> exo3 1.10710231 0.8701255 0.2708023 2.55169849
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9675736 0.7275586 -0.1464927 1.8407876
#> lag1_var2 -1.6295127 1.2658577 -3.2082299 0.1779175
#> lag1_var3 -2.7726269 2.4553798 -5.3209700 0.9248007
#> lag1_var4 3.5458972 2.2492198 0.1663606 5.9544301
#> const -12.7762596 9.5616659 -26.6293662 -1.2928205
#> exo1 -0.2082824 1.0502699 -1.6774782 1.2818452
#> exo2 1.2222067 0.7158225 0.1943577 2.1114269
#> exo3 1.2349882 0.8178591 0.5216739 2.6508534
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002963057 0.001113892 0.00195256 0.004771929
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007443 0.01140253 -0.0262522 0.005112366
#> Sigma[2,2] 1.10854799 0.28252204 0.9001349 1.581454723
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005801311 0.006411072 -0.002010296 0.01503417
#> Sigma[3,2] -0.595931680 0.145214951 -0.846148060 -0.50199589
#> Sigma[3,3] 0.344869841 0.075405489 0.302970184 0.47124920
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009887892 0.001738901 -0.00116220 0.0036150200
#> Sigma[4,2] -0.0593840631 0.036327460 -0.10047496 0.0001760533
#> Sigma[4,3] 0.0599908304 0.016353147 0.03370385 0.0772424987
#> Sigma[4,4] 0.0354354640 0.005515973 0.02800572 0.0427469507
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947017333 0.03470270 0.889680552 0.97501235
#> lag1_var2 -0.010798202 0.05855176 -0.063689310 0.09376896
#> lag1_var3 -0.045334611 0.11121874 -0.145399088 0.15405017
#> lag1_var4 0.063578589 0.10424378 -0.123523845 0.15613747
#> const 0.268615375 0.57584270 -0.551763219 1.07042077
#> exo1 0.003327492 0.02961493 -0.038928013 0.04469362
#> exo2 -0.006738328 0.06302327 -0.080213808 0.09709677
#> exo3 0.059182438 0.05623431 -0.006807344 0.14588512
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9102746 0.8085950 -0.07358556 2.06852269
#> lag1_var2 -1.4435537 1.9086580 -3.89435109 0.71495674
#> lag1_var3 -4.3462318 3.9221989 -9.44787676 0.07186063
#> lag1_var4 4.2902615 3.6872118 0.10555483 9.17296932
#> const -15.9210719 11.7855367 -32.81175249 -0.64147747
#> exo1 0.3661997 1.0693897 -1.23189043 1.90544911
#> exo2 0.4371271 1.4126362 -1.23099843 2.70621588
#> exo3 -1.1409121 0.8861543 -2.44604883 -0.22443893
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7607181 0.4829598 -1.3724411 -0.1379494
#> lag1_var2 1.7473371 1.0872712 0.5136318 2.9986775
#> lag1_var3 4.1322480 2.2317892 1.6001640 6.7366512
#> lag1_var4 -3.0696786 2.0751021 -5.5275373 -0.7043410
#> const 13.0963661 6.0170892 4.6521412 21.0664705
#> exo1 -0.2722981 0.6137565 -1.2045708 0.6134056
#> exo2 -0.4312269 0.8267653 -1.7652097 0.5135756
#> exo3 0.9235965 0.4505323 0.4845853 1.6619600
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39133921 0.1340561 -0.6176467 -0.26365808
#> lag1_var2 0.84580660 0.2440941 0.5669192 1.22321644
#> lag1_var3 1.59020798 0.5058031 0.9877458 2.37090224
#> lag1_var4 -0.49654478 0.4700811 -1.2165961 0.05798403
#> const 4.23745924 2.0696679 2.3170444 7.80489764
#> exo1 -0.09943091 0.1519706 -0.3080216 0.07223502
#> exo2 -0.25088305 0.2461498 -0.5394381 0.08576985
#> exo3 0.41358804 0.1470286 0.2261002 0.62212430
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003068325 5.407773e-05 0.0002256315 0.000369203
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001102256 0.002129143 -0.003833924 0.001794211
#> Sigma[2,2] 0.294231672 0.068883170 0.219502105 0.408518603
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001018473 0.003794762 -0.005238254 0.004095681
#> Sigma[3,2] -0.515384213 0.123082623 -0.661716175 -0.314397126
#> Sigma[3,3] 1.583659937 0.251547144 1.200863737 1.855497102
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00163748 0.003329138 -0.005727046 0.002852792
#> Sigma[4,2] -0.39476684 0.109257154 -0.513588046 -0.205358209
#> Sigma[4,3] 1.40050554 0.224464129 1.044400553 1.630254911
#> Sigma[4,4] 1.26813808 0.208319493 0.936463144 1.474455923
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999525394 0.009757959 0.987177488 1.012271821
#> lag1_var2 -0.010376287 0.030184204 -0.042138302 0.035483069
#> lag1_var3 -0.042105300 0.062742805 -0.103351150 0.056293118
#> lag1_var4 0.040376616 0.060710977 -0.055920257 0.100233414
#> const 0.101062398 0.170543767 -0.141239647 0.331290637
#> exo1 -0.001904541 0.025493879 -0.042102723 0.025724114
#> exo2 -0.030491478 0.015456477 -0.051680407 -0.008737643
#> exo3 0.020046654 0.013245834 0.002679229 0.040188063
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0006195805 0.1463743 -0.24039210 0.15896176
#> lag1_var2 1.2797218910 0.6272331 0.55076221 2.25164801
#> lag1_var3 1.4013664471 1.2515105 -0.05026297 3.25414491
#> lag1_var4 -1.4954708396 1.2225645 -3.31074331 -0.08454174
#> const 5.9672029575 3.2877063 2.11440891 10.86265737
#> exo1 0.1514981579 0.4865507 -0.47056622 0.84604724
#> exo2 0.5101574937 0.4611786 -0.18077391 1.01000801
#> exo3 0.1501229336 0.5818113 -0.63443495 1.04045932
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4636772 0.4325807 -1.1585006 -0.01269975
#> lag1_var2 2.3903807 1.9062160 -0.3278179 4.87492671
#> lag1_var3 5.2492371 3.8720563 -0.2601820 10.39100335
#> lag1_var4 -4.3270399 3.8136311 -9.4583998 1.06180220
#> const 13.6382473 7.4116160 2.4399064 23.61154523
#> exo1 -0.5151983 0.9867934 -1.7943528 0.88750062
#> exo2 0.3710914 1.0307331 -0.6646207 1.94624625
#> exo3 0.8041696 1.1028317 -0.5865991 2.49241668
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4733073 0.4105541 -1.1443914 -0.06829537
#> lag1_var2 2.8928999 1.6990686 0.5388531 5.13028597
#> lag1_var3 5.6702328 3.4675540 0.8593308 10.32660356
#> lag1_var4 -4.7769915 3.4201807 -9.4316852 -0.07495343
#> const 15.9270941 6.8533695 6.3808857 25.08379179
#> exo1 -0.4602458 0.8477190 -1.5694551 0.70846430
#> exo2 0.6539020 0.9039214 -0.2170272 2.05422819
#> exo3 0.9055385 0.9941747 -0.4666032 2.29047791
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007586223 0.0002352976 0.0005488471 0.001163305
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008500614 0.003033716 -0.01343665 -0.005323069
#> Sigma[2,2] 0.481487388 0.093279367 0.36065806 0.604618106
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005610378 0.00265383 0.001832763 0.008857788
#> Sigma[3,2] -0.401264109 0.10704819 -0.556951535 -0.285019858
#> Sigma[3,3] 0.553228101 0.12277035 0.428511035 0.742880282
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000156625 0.002523136 -0.003309829 0.003476452
#> Sigma[4,2] -0.0843060457 0.069821432 -0.200718476 -0.011236507
#> Sigma[4,3] 0.2988794379 0.061103183 0.246207045 0.391107457
#> Sigma[4,4] 0.2537815064 0.040152689 0.211764335 0.319674097
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01660572 0.03108207 0.969912068 1.053110950
#> lag1_var2 -0.01680211 0.05401237 -0.082888469 0.048392234
#> lag1_var3 -0.05213251 0.08073297 -0.153556916 0.045154600
#> lag1_var4 0.04150819 0.07430729 -0.046213396 0.134234871
#> const 0.26157039 0.30394789 -0.116252768 0.728045254
#> exo1 -0.02406662 0.02128691 -0.057966674 -0.004630017
#> exo2 -0.03901036 0.03303948 -0.079847006 0.006008644
#> exo3 0.03719917 0.02850044 0.005675156 0.082256322
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03588239 1.3278520 -2.70034877 0.7985600
#> lag1_var2 2.62436444 1.6312731 0.05938339 4.6102609
#> lag1_var3 3.05251524 2.4553527 -0.81499381 6.1443053
#> lag1_var4 -2.79533013 2.1577822 -5.51196262 0.6159401
#> const 11.33959057 13.8586063 -7.09139442 29.2298231
#> exo1 0.08191832 0.6758091 -0.73463274 1.0857316
#> exo2 0.53195850 0.9118975 -0.71509290 1.7919362
#> exo3 0.89142662 0.6365072 0.40714151 1.9435539
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4025941 1.2426418 -0.35083258 2.9267381
#> lag1_var2 -1.9043762 1.4763311 -3.63520714 0.4325415
#> lag1_var3 -2.3961682 2.2001495 -5.10609558 1.0764131
#> lag1_var4 2.9613653 1.9088832 -0.09158079 5.2866551
#> const -8.5021343 13.0071172 -24.66450124 9.9031648
#> exo1 0.5925021 0.8845756 -0.68573588 1.5933056
#> exo2 -0.2630762 0.8908103 -1.38896990 1.1413090
#> exo3 0.2246508 0.3970410 -0.36683384 0.7231683
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7272035 0.5009527 0.07408372 1.4790519
#> lag1_var2 -0.4696916 0.7260117 -1.50179966 0.5701315
#> lag1_var3 -0.8373782 1.0790717 -2.37756987 0.6515687
#> lag1_var4 1.5871327 0.9571210 0.24630789 2.9111370
#> const -2.2105258 5.0611471 -9.14631340 4.5399993
#> exo1 0.6762973 0.6454324 -0.30146719 1.3574067
#> exo2 0.1175114 0.6210820 -0.66765829 1.0067943
#> exo3 0.8867585 0.3753084 0.44087028 1.4193141
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002242523 0.0004085478 0.00175722 0.002883698
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003858021 0.002163814 -0.00631402 -0.0008348094
#> Sigma[2,2] 0.045240075 0.014404788 0.03153907 0.0680558040
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005963814 0.001498750 -0.007835819 -0.004134434
#> Sigma[3,2] 0.001286897 0.008403042 -0.009344032 0.012425887
#> Sigma[3,3] 0.042286247 0.009721001 0.030521599 0.055197270
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009419693 0.002458079 -0.01304203 -0.00649785
#> Sigma[4,2] 0.040027293 0.012277729 0.02128325 0.05463979
#> Sigma[4,3] 0.044384630 0.011089902 0.03122568 0.05997878
#> Sigma[4,4] 0.079853562 0.019229109 0.05635441 0.10559852
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91711799 0.04874116 0.85217356 0.99108831
#> lag1_var2 0.09588981 0.15183551 -0.11043226 0.27564226
#> lag1_var3 0.15287733 0.18186162 -0.10555383 0.36914742
#> lag1_var4 -0.14003851 0.18144658 -0.34718233 0.11300037
#> const 0.72155208 0.81858575 -0.62036550 1.46071174
#> exo1 0.02862636 0.05651900 -0.04696850 0.11058954
#> exo2 -0.06164965 0.04164441 -0.12132178 -0.01248294
#> exo3 0.02288357 0.05405735 -0.04660995 0.10673389
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27981051 0.2347687 -0.0009179363 0.6210391
#> lag1_var2 0.30463360 0.4831229 -0.1850177657 1.1002229
#> lag1_var3 -0.87407424 0.5981329 -1.4703435293 0.1534480
#> lag1_var4 0.82186384 0.5802911 -0.1525370375 1.4178077
#> const -1.49253836 1.7747145 -3.8968340073 0.6553085
#> exo1 0.04132543 0.1941804 -0.1757753007 0.3189376
#> exo2 0.17520423 0.2647235 -0.1919328593 0.4757615
#> exo3 -0.10555453 0.2742465 -0.4747387916 0.2171227
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.371062445 0.2113630 0.0516546 0.6543608
#> lag1_var2 0.001664386 0.7051117 -1.0749406 0.9928988
#> lag1_var3 0.776628800 0.8958321 -0.6047781 2.0110954
#> lag1_var4 0.126424359 0.8916280 -1.0893008 1.5021957
#> const 0.212291706 3.3645340 -4.0284239 5.3062094
#> exo1 -0.113061257 0.1769923 -0.3077339 0.1312723
#> exo2 -0.961554808 0.2080281 -1.2592766 -0.7079406
#> exo3 -0.109431674 0.2027575 -0.3119559 0.2165631
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60966820 0.3806778 0.1229282 1.1897608
#> lag1_var2 -0.08852226 0.9529529 -1.0891124 1.5237918
#> lag1_var3 -0.36885821 1.1868906 -1.7046171 1.6220455
#> lag1_var4 1.23993818 1.1547501 -0.7058053 2.5013094
#> const -2.11299121 4.2875873 -7.2815208 4.7066485
#> exo1 -0.08091392 0.3208689 -0.4432527 0.3816619
#> exo2 -0.82753028 0.2915620 -1.1119674 -0.3165734
#> exo3 -0.19835276 0.2992275 -0.6436410 0.1277140
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00715787 0.002563049 0.005399758 0.01133101
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004471587 0.002842776 -0.008160251 -0.0006947647
#> Sigma[2,2] 0.035164230 0.008357415 0.023408987 0.0448313323
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001984673 0.009691588 -0.01477385 0.01264093
#> Sigma[3,2] -0.058897048 0.015470972 -0.07636892 -0.03731196
#> Sigma[3,3] 0.262608486 0.055898282 0.21774930 0.36303723
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005111879 0.008882931 -0.01641980 0.008131754
#> Sigma[4,2] -0.039340906 0.012283445 -0.05402087 -0.023487112
#> Sigma[4,3] 0.235724724 0.052504959 0.19494329 0.330422483
#> Sigma[4,4] 0.220105935 0.050473221 0.17835420 0.310069131
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93416785 0.03862547 0.88737519 0.98376481
#> lag1_var2 0.16569557 0.11017225 0.02398796 0.32336056
#> lag1_var3 0.30081384 0.17702116 0.05858936 0.55940956
#> lag1_var4 -0.29745838 0.17280836 -0.55267999 -0.06234131
#> const 1.32721773 0.76614411 0.08808558 2.27808910
#> exo1 0.02946862 0.07962258 -0.07328010 0.12832019
#> exo2 -0.03441622 0.10397885 -0.18444920 0.11796142
#> exo3 0.01356159 0.08735991 -0.06859652 0.16788829
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3431381 0.1530118 0.18782843 0.5948535
#> lag1_var2 -0.2005558 0.3470343 -0.68347077 0.2769765
#> lag1_var3 -1.8642959 0.6555697 -2.76604379 -0.9921282
#> lag1_var4 1.8435911 0.6407052 0.99195283 2.7254331
#> const -6.0260176 2.8697124 -10.78274599 -3.2344810
#> exo1 0.1352409 0.1073821 0.01490196 0.2667546
#> exo2 0.3341352 0.1955383 0.09830468 0.6326250
#> exo3 0.1879467 0.1615796 0.01823821 0.4329681
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.80998932 0.3295694 -1.3966541 -0.4888840
#> lag1_var2 1.75152878 0.6498066 1.2297966 2.8967867
#> lag1_var3 4.70193692 1.0932948 3.7138392 6.7059701
#> lag1_var4 -3.60091304 1.0712574 -5.5677478 -2.6389051
#> const 13.30647532 6.2014616 7.3019234 24.1807231
#> exo1 -0.75513474 0.5243609 -1.4994138 -0.1135433
#> exo2 -0.29066225 0.5000406 -1.0516780 0.3679975
#> exo3 0.09409542 0.5858537 -0.6830291 0.9611371
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6404405 0.2575346 -1.0926046 -0.3788850
#> lag1_var2 1.4219550 0.5570150 0.8049272 2.3081732
#> lag1_var3 3.2933763 0.8492853 2.5366412 4.8327857
#> lag1_var4 -2.1790772 0.8352193 -3.6899279 -1.4212661
#> const 9.0807655 4.8541198 4.0766170 17.5719116
#> exo1 -0.7053051 0.5066514 -1.4546113 -0.1034273
#> exo2 -0.1088643 0.4803860 -0.8384804 0.4613264
#> exo3 0.2115084 0.5544504 -0.4933028 1.0212797
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002677704 5.706299e-05 0.0001901497 0.0003431457
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00170224 0.002679385 -0.00547052 0.001556315
#> Sigma[2,2] 0.57963995 0.202134136 0.37053705 0.924849025
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003351325 0.002179574 0.0003627127 0.006322969
#> Sigma[3,2] -0.298753165 0.075804753 -0.3796436513 -0.197364561
#> Sigma[3,3] 0.547950124 0.084558510 0.4371356858 0.670029720
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002531014 0.001232653 0.0008522891 0.004123069
#> Sigma[4,2] 0.056464297 0.108248443 -0.0793963596 0.212529482
#> Sigma[4,3] 0.390336679 0.078174166 0.2938532533 0.501125925
#> Sigma[4,4] 0.452243187 0.074093312 0.3495025431 0.547878484
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971245991 0.020320842 0.943142668 0.999549633
#> lag1_var2 0.037614980 0.035806275 -0.009718921 0.084585056
#> lag1_var3 0.062348513 0.062894053 -0.020625424 0.145483191
#> lag1_var4 -0.060833764 0.059154082 -0.138585022 0.017751438
#> const 0.616745319 0.277831453 0.192470350 1.006060559
#> exo1 -0.008697276 0.014713302 -0.033138522 0.003451659
#> exo2 -0.097078547 0.009672435 -0.105279227 -0.081397083
#> exo3 0.077903839 0.015876732 0.059564082 0.102672606
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8376541 0.7406154 -2.8076082 -0.6949150
#> lag1_var2 3.1342233 2.1802594 -0.2942559 5.3214585
#> lag1_var3 4.2126411 3.5678631 -1.3811507 7.8064759
#> lag1_var4 -3.7347053 3.5325514 -7.3357129 1.7916081
#> const 17.0645662 14.0661318 -5.9503403 31.6297563
#> exo1 -0.2280591 0.7156165 -1.2414588 0.6863269
#> exo2 0.9648145 0.6317540 0.1336790 1.8222319
#> exo3 0.5329798 0.9615558 -0.2818443 2.1592172
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.53543374 0.5411643 0.9271278 2.3733491
#> lag1_var2 0.78014550 1.1750022 -1.0309744 2.2623187
#> lag1_var3 1.37214898 1.9744949 -1.7388477 3.8593849
#> lag1_var4 -1.04640113 1.9301551 -3.4525473 1.9635544
#> const 1.20123115 11.0080379 -13.1337321 13.8151715
#> exo1 -0.06035554 0.6232699 -0.9902984 0.7530366
#> exo2 -3.43172906 0.8259005 -4.6582899 -2.4587384
#> exo3 -0.23450422 0.8267517 -1.3808178 0.7876706
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4285060 0.5654363 -0.4467739 1.1613026
#> lag1_var2 2.5475557 1.3301640 1.0923290 4.5611865
#> lag1_var3 3.6764345 2.3215533 1.0285349 7.1495162
#> lag1_var4 -3.0559325 2.2430112 -6.3924076 -0.5198914
#> const 10.9708047 10.7849182 -0.4800362 28.9990007
#> exo1 -0.2197205 0.5106784 -1.0682131 0.3846310
#> exo2 -3.0071750 0.8498381 -4.2014182 -1.9327416
#> exo3 0.0873623 0.6752292 -0.8838669 0.9372124
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001222303 0.0002239791 0.0009953267 0.001548557
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003950679 0.000742880 -0.005001597 -0.002850423
#> Sigma[2,2] 0.028347206 0.006428989 0.021118253 0.037199502
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001334577 0.0007415954 0.0002698529 0.002321039
#> Sigma[3,2] -0.012058958 0.0035798581 -0.0173462286 -0.007614424
#> Sigma[3,3] 0.013384127 0.0022201177 0.0112994827 0.017258514
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.230558e-05 0.0007019615 -0.0009767272 0.0008036885
#> Sigma[4,2] -2.527489e-03 0.0018736170 -0.0047034301 0.0002175710
#> Sigma[4,3] 1.030210e-02 0.0013761989 0.0082515819 0.0119816604
#> Sigma[4,4] 1.084964e-02 0.0014974381 0.0085781838 0.0123771630
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01678137 0.01508577 0.99610356 1.03740504
#> lag1_var2 -0.08691732 0.01791553 -0.11047119 -0.06432425
#> lag1_var3 -0.14519301 0.05059639 -0.21967940 -0.08107231
#> lag1_var4 0.16091877 0.05400214 0.08446063 0.23939016
#> const -0.18433810 0.28500008 -0.55948753 0.23219207
#> exo1 -0.02010859 0.02689535 -0.05546236 0.01746879
#> exo2 -0.05531658 0.02885227 -0.10001876 -0.03277552
#> exo3 0.04341648 0.04451103 -0.01406658 0.10881694
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02567033 0.08008199 -0.09670889 0.1191799
#> lag1_var2 1.01689778 0.08485615 0.89182687 1.1302493
#> lag1_var3 0.76802023 0.21779578 0.41816844 0.9749798
#> lag1_var4 -0.71740416 0.22589090 -0.91111353 -0.3438949
#> const 2.33114825 1.27571634 0.36049553 4.0144645
#> exo1 0.08774847 0.17999667 -0.08828786 0.3572668
#> exo2 0.55227900 0.18734921 0.31893050 0.8173791
#> exo3 0.19923286 0.17943029 -0.08713883 0.3851663
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02837088 0.04569259 -0.08254600 0.03614834
#> lag1_var2 0.04036700 0.05984285 -0.03418526 0.12588461
#> lag1_var3 0.67931371 0.15610644 0.49331651 0.87067960
#> lag1_var4 0.22804005 0.16977021 0.01658612 0.45759677
#> const 0.98446857 1.58264544 -0.85959506 3.36649837
#> exo1 0.02645710 0.15668488 -0.21611596 0.20143518
#> exo2 -0.48523852 0.11989541 -0.66247633 -0.35078290
#> exo3 -0.02408055 0.08172821 -0.11785821 0.08752973
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03530247 0.03915303 -0.08037845 0.02444513
#> lag1_var2 0.19730554 0.07626517 0.09589495 0.30457873
#> lag1_var3 0.37661482 0.20596036 0.11401599 0.65423200
#> lag1_var4 0.60440495 0.21126246 0.32851733 0.89914948
#> const 0.16258496 1.41702090 -1.65722733 1.97861866
#> exo1 0.07143429 0.13031046 -0.13012553 0.22255912
#> exo2 -0.35881280 0.13035712 -0.51743517 -0.16284675
#> exo3 0.04464540 0.10618395 -0.09983420 0.19651920
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00124846 0.0002207539 0.0008823187 0.001466964
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002505964 0.009076751 -0.01721788 0.008041557
#> Sigma[2,2] 2.576029114 0.588652214 1.63243843 3.277041609
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001773791 0.007725886 -0.007572468 0.0139615
#> Sigma[3,2] -1.913510586 0.425528753 -2.368626695 -1.1997992
#> Sigma[3,3] 1.641610699 0.331960509 1.140570772 2.0639002
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006490844 0.004689397 -0.005225789 0.007479669
#> Sigma[4,2] -0.6590593960 0.199821167 -0.907536306 -0.373947249
#> Sigma[4,3] 0.7428908288 0.160906551 0.535871571 0.977950071
#> Sigma[4,4] 0.4627529594 0.086702738 0.362336077 0.592924286
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99978328 0.02613247 0.96921940 1.04013148
#> lag1_var2 -0.01305252 0.04096823 -0.07637532 0.03398159
#> lag1_var3 -0.02382726 0.07983780 -0.14997833 0.06647404
#> lag1_var4 0.02104898 0.07151956 -0.06042080 0.13557082
#> const 0.18705446 0.27151796 -0.23119991 0.49618756
#> exo1 0.03049157 0.03638511 -0.02173304 0.07448069
#> exo2 -0.04194508 0.02802803 -0.08394822 -0.01047416
#> exo3 0.04983920 0.02606004 0.02045996 0.09275925
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.28965850 1.028581 -2.794008 0.06147407
#> lag1_var2 3.15234693 1.318123 1.465907 5.08531082
#> lag1_var3 4.49376058 2.496914 1.299181 8.17407318
#> lag1_var4 -4.17773946 2.234359 -7.464904 -1.36139502
#> const 18.07974461 13.263825 -0.568241 33.66620891
#> exo1 -2.40199447 1.607595 -4.738356 -0.31605321
#> exo2 -2.10873820 1.945555 -4.570599 0.26658525
#> exo3 0.05892362 1.419841 -1.351725 2.51553737
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8552138 0.7734077 -0.17871540 1.947990
#> lag1_var2 -1.2871840 1.0287659 -2.81547101 0.184959
#> lag1_var3 -1.6856859 1.9373293 -4.57569021 1.097263
#> lag1_var4 2.4478412 1.7291139 -0.02591242 5.037662
#> const -10.2373845 10.6384639 -21.81948847 3.444207
#> exo1 0.4936726 1.2024856 -1.10478173 2.202367
#> exo2 1.1797506 1.5059155 -0.67534395 3.207292
#> exo3 2.9144406 0.8141765 1.59766432 3.698342
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17499856 0.4001816 -0.5543484 0.5199846
#> lag1_var2 -0.03891844 0.5515492 -0.6368337 0.8559356
#> lag1_var3 -0.13256852 1.0750465 -1.2506764 1.6172459
#> lag1_var4 1.09737297 0.9641949 -0.4313958 2.1050484
#> const -2.90021025 5.5222977 -9.8023462 4.5631501
#> exo1 -0.92924284 0.4892294 -1.5691282 -0.2753460
#> exo2 0.14108410 0.7022628 -0.8756451 1.1622068
#> exo3 3.38918454 0.3466765 2.9705476 3.8614432
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003487596 0.0006965873 0.002458768 0.004426506
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007768311 0.002585348 -0.01208245 -0.00498976
#> Sigma[2,2] 0.059780509 0.011644385 0.04674256 0.07763556
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006277278 0.002291906 0.003485508 0.009754471
#> Sigma[3,2] -0.050540494 0.012140741 -0.070040035 -0.036642081
#> Sigma[3,3] 0.050085540 0.012483812 0.034895867 0.070297016
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001051997 0.0008426505 6.407589e-05 0.002297475
#> Sigma[4,2] -0.010207582 0.0054929471 -1.846285e-02 -0.002565858
#> Sigma[4,3] 0.016486710 0.0050724457 9.128834e-03 0.023504269
#> Sigma[4,4] 0.010216556 0.0022497119 6.557236e-03 0.012204782
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91186353 0.03510425 0.85692486 0.95034697
#> lag1_var2 -0.03356842 0.14780465 -0.19479241 0.20861227
#> lag1_var3 -0.03620637 0.22623319 -0.27828287 0.32708669
#> lag1_var4 0.06147218 0.22718975 -0.29656935 0.30649783
#> const 0.34413352 1.02753426 -1.11663624 1.47714934
#> exo1 0.04425084 0.04722128 -0.01963169 0.10876828
#> exo2 -0.09194595 0.08286586 -0.21990912 -0.00400221
#> exo3 0.05229369 0.07044288 -0.07137077 0.11295064
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2291519 0.1593701 0.009896359 0.427779310
#> lag1_var2 0.5326831 0.6705301 -0.497016534 1.269303400
#> lag1_var3 0.1543745 0.9438905 -1.238215433 1.293464084
#> lag1_var4 -0.1265777 0.9335827 -1.268836208 1.248568624
#> const -0.1528707 3.3412866 -5.179701921 4.415946985
#> exo1 -0.2700695 0.1726684 -0.431360907 -0.007125461
#> exo2 1.7557454 0.3360333 1.321050407 2.184713332
#> exo3 0.6421565 0.2645637 0.331828594 1.050766099
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2508782 0.1222359 -0.38389245 -0.07846853
#> lag1_var2 0.8621330 0.5360845 0.15969857 1.67446422
#> lag1_var3 1.6776996 0.7812674 0.60429558 2.82941238
#> lag1_var4 -0.7315818 0.7761044 -1.88511461 0.33461772
#> const 4.9223475 2.3152118 2.59403484 8.59122278
#> exo1 0.2710848 0.1933706 0.03326499 0.55968170
#> exo2 -1.8879703 0.2402477 -2.21133851 -1.58006951
#> exo3 -0.2691287 0.2835175 -0.71115546 0.09201124
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11083845 0.05714164 -0.19209753 -0.05439025
#> lag1_var2 0.92145922 0.25053585 0.56718111 1.21517028
#> lag1_var3 1.36033995 0.44317412 0.73772455 1.82926142
#> lag1_var4 -0.36812586 0.44486735 -0.83889536 0.26411710
#> const 3.66339539 1.16308317 2.05652509 5.33299603
#> exo1 0.09201096 0.15041304 -0.14819478 0.28524031
#> exo2 -0.76754801 0.05707072 -0.84525613 -0.70095247
#> exo3 0.19880619 0.14660807 0.01182632 0.39404138
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000378224 9.700557e-05 0.0002442725 0.0004986655
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00111185 0.001520527 -0.001209902 0.002589019
#> Sigma[2,2] 0.24579808 0.058251920 0.180671069 0.345955818
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008325641 0.0009526826 -0.00178414 0.0006800023
#> Sigma[3,2] -0.1376505680 0.0318196556 -0.19344884 -0.1031222063
#> Sigma[3,3] 0.0843516391 0.0190100543 0.06358018 0.1173993304
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002869614 0.0002628263 -0.0005114565 0.0001455374
#> Sigma[4,2] -0.0052189615 0.0047869845 -0.0111471895 0.0017532624
#> Sigma[4,3] 0.0110652108 0.0031358527 0.0071946571 0.0148369179
#> Sigma[4,4] 0.0093285820 0.0029425636 0.0060308729 0.0131376683
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999708107 0.01614097 0.97589185 1.02065268
#> lag1_var2 0.003047992 0.03770890 -0.05758055 0.04738762
#> lag1_var3 -0.014779448 0.07028164 -0.12381084 0.07231542
#> lag1_var4 0.006153909 0.06962335 -0.08058216 0.11429823
#> const 0.342842918 0.30258840 0.03662770 0.80482533
#> exo1 0.002307173 0.02625364 -0.03857881 0.02977819
#> exo2 -0.012377349 0.01965265 -0.03407942 0.01878267
#> exo3 -0.015668556 0.02259788 -0.04333790 0.01551776
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.75931522 0.3554762 -1.1411607 -0.2502450
#> lag1_var2 2.35108321 0.7736114 1.0552933 3.2143420
#> lag1_var3 2.78907487 1.3979794 0.4292103 4.3306257
#> lag1_var4 -2.64944708 1.3327888 -4.1067082 -0.3896766
#> const 9.33459468 7.2531753 -0.6751716 18.5123888
#> exo1 -0.17211435 0.6088960 -0.9157026 0.7099403
#> exo2 1.24461343 0.5020143 0.5024368 1.8421863
#> exo3 0.02082426 0.4261607 -0.4853169 0.6733244
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45386543 0.2290446 0.1036349 0.7066850
#> lag1_var2 -0.66053610 0.4946028 -1.1246937 0.1547930
#> lag1_var3 -0.39450812 0.9087152 -1.2038157 1.0926106
#> lag1_var4 1.26397003 0.8605768 -0.1598353 2.0263468
#> const -3.02949507 3.8175785 -8.5216232 1.1491605
#> exo1 0.09126156 0.3453743 -0.3962415 0.5195055
#> exo2 -1.13928155 0.2778049 -1.5339850 -0.8231197
#> exo3 0.25799849 0.3169213 -0.1802674 0.7132667
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.019436002 0.09153811 -0.10419880 0.14566316
#> lag1_var2 0.312938087 0.17372654 0.05533932 0.52087084
#> lag1_var3 0.562526397 0.35078416 0.02268699 0.97342123
#> lag1_var4 0.419529051 0.34164205 0.02411074 0.94512814
#> const 0.473526069 1.33531529 -1.71057010 2.08398323
#> exo1 -0.001291526 0.06708813 -0.08844568 0.09186782
#> exo2 -0.548744346 0.11780537 -0.72566074 -0.40314887
#> exo3 0.308524507 0.13636240 0.13106262 0.51952138
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007763668 0.0001492099 0.0005831097 0.001009371
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007562 0.00512986 -0.01862666 -0.004523197
#> Sigma[2,2] 1.08913847 0.32138137 0.77211809 1.559339771
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007490907 0.003260601 0.005242747 0.01306729
#> Sigma[3,2] -0.658719461 0.209812298 -0.993619610 -0.45847225
#> Sigma[3,3] 0.484310955 0.148310133 0.350382625 0.73384729
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002960329 0.001440143 0.001590666 0.005182056
#> Sigma[4,2] -0.150078200 0.075284111 -0.270122706 -0.065020063
#> Sigma[4,3] 0.187111863 0.060132233 0.136421093 0.284168615
#> Sigma[4,4] 0.129481954 0.031753769 0.093499539 0.177027541
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01767914 0.03142880 0.97301171 1.058414231
#> lag1_var2 -0.03244038 0.03997324 -0.09119950 0.014903861
#> lag1_var3 -0.05301196 0.08298775 -0.17182685 0.045916338
#> lag1_var4 0.04221797 0.07412519 -0.04415638 0.150277881
#> const 0.23986311 0.27613864 -0.08700144 0.606629515
#> exo1 0.01846008 0.02815910 -0.01630765 0.047878709
#> exo2 -0.17883461 0.02578285 -0.21451037 -0.145116258
#> exo3 -0.04226538 0.02967364 -0.08287192 -0.005579323
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.40628586 1.1897444 -2.03034994 1.022133
#> lag1_var2 1.84226731 1.1963120 -0.04440626 3.299627
#> lag1_var3 2.36234538 2.5082955 -1.56661255 5.482889
#> lag1_var4 -2.29171012 2.2201377 -4.99882777 1.201203
#> const 8.49474286 12.5992530 -4.19385499 28.643004
#> exo1 -0.08191271 0.8581754 -1.18881563 1.052963
#> exo2 1.02528078 0.6204401 0.42547080 2.004359
#> exo3 0.47082019 0.6367845 -0.36721160 1.294352
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5868233 0.6770363 -0.4904974 1.3416393
#> lag1_var2 -0.8817978 0.8059567 -1.7807255 0.3073109
#> lag1_var3 -1.0329280 1.6797347 -2.8541378 1.3739540
#> lag1_var4 1.8950655 1.5058918 -0.2251828 3.4718822
#> const -6.9211428 6.5375551 -15.5756872 2.7244741
#> exo1 0.2403080 0.5082214 -0.4983830 0.8480641
#> exo2 -3.7485821 0.3740813 -4.2693972 -3.3056337
#> exo3 0.1534506 0.4600326 -0.5310161 0.7561761
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4142120 0.3865984 -0.1771713 0.7991723
#> lag1_var2 -0.2798376 0.4809774 -0.8375308 0.3505080
#> lag1_var3 -0.4798756 1.0197807 -1.7326790 0.8226767
#> lag1_var4 1.4062883 0.9223891 0.2441618 2.5719645
#> const -4.7386003 4.0423860 -9.2258917 0.5599208
#> exo1 0.2430062 0.2725430 -0.1983724 0.5286906
#> exo2 -3.4654949 0.3408743 -4.0455416 -3.1567856
#> exo3 0.4264565 0.3641766 0.0372201 1.0445007
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007501387 0.0001648084 0.0005433238 0.0009734206
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02260172 0.004329567 -0.02983989 -0.01854763
#> Sigma[2,2] 1.89252329 0.296749523 1.61324808 2.37514301
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01183227 0.002636246 0.008360663 0.01589765
#> Sigma[3,2] -1.12003560 0.169698604 -1.371877653 -0.90904135
#> Sigma[3,3] 0.82025975 0.115699486 0.661498516 0.97636841
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001902412 0.002061985 -0.004459473 0.001017315
#> Sigma[4,2] 0.009833427 0.073498990 -0.103444147 0.104260387
#> Sigma[4,3] 0.169918268 0.037872404 0.124712689 0.228699967
#> Sigma[4,4] 0.196668395 0.023060023 0.168382913 0.227170428
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984427183 0.01995358 0.952651055 1.00624515
#> lag1_var2 0.009748268 0.04057110 -0.036528474 0.07343613
#> lag1_var3 0.013126751 0.06992762 -0.067041976 0.12364373
#> lag1_var4 -0.014345110 0.06528536 -0.117356983 0.05992119
#> const 0.470245067 0.32672945 0.094953325 0.88007343
#> exo1 0.020872329 0.02275259 -0.001097589 0.05887147
#> exo2 -0.056059742 0.02552150 -0.083263217 -0.02005999
#> exo3 0.027615032 0.03598321 -0.022990257 0.07622412
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3866191 0.9870519 -3.5247958 -0.7723251
#> lag1_var2 5.1758764 2.5593545 1.1471998 7.9838360
#> lag1_var3 7.1894032 4.3457147 0.2872097 11.8302257
#> lag1_var4 -6.5811495 3.9768741 -10.7389254 -0.1773869
#> const 24.3943428 15.9159603 2.7512353 44.2332350
#> exo1 -0.9679433 1.1804757 -2.7316815 0.1766213
#> exo2 1.5924618 1.5075767 -0.2178648 3.8848870
#> exo3 0.3795727 2.4785478 -2.0360571 4.4455766
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8580827 0.6239806 0.86781276 2.5158641
#> lag1_var2 -2.2712780 1.5666824 -4.17080010 0.1161633
#> lag1_var3 -2.9131998 2.6416549 -6.02504309 1.1830622
#> lag1_var4 3.3275085 2.4105627 -0.47766949 6.1253672
#> const -12.0305878 8.3780146 -22.22784217 -0.8988755
#> exo1 0.7208732 0.7044635 -0.07095459 1.7574860
#> exo2 -1.5619780 0.8819354 -2.95744552 -0.4090844
#> exo3 0.6822832 1.4855794 -1.75609252 1.9456365
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4699972 0.1543853 0.2733958 0.69856536
#> lag1_var2 0.4850846 0.1887869 0.1969964 0.69820940
#> lag1_var3 0.8173436 0.3066924 0.3275425 1.15823830
#> lag1_var4 -0.0277565 0.2925523 -0.3552363 0.42394054
#> const 0.8647038 2.9543260 -2.6168617 5.68701791
#> exo1 0.1711558 0.2883414 -0.3020820 0.40693224
#> exo2 -0.6320960 0.5066410 -1.3208329 -0.06063268
#> exo3 0.9852995 0.4596134 0.6443518 1.78974662
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007759282 0.0001712684 0.0005357091 0.00101173
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01610459 0.003910608 -0.02103856 -0.01060661
#> Sigma[2,2] 0.61364303 0.191907335 0.44429167 0.92642239
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01265753 0.004882706 0.005188753 0.01818685
#> Sigma[3,2] -0.47156965 0.170478297 -0.734411304 -0.30749821
#> Sigma[3,3] 0.77172330 0.154655029 0.607949387 0.99846169
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003486113 0.004350559 -0.002996934 0.008111268
#> Sigma[4,2] -0.122262778 0.079596940 -0.245947906 -0.020498086
#> Sigma[4,3] 0.531800706 0.096151893 0.376184682 0.643338709
#> Sigma[4,4] 0.492837181 0.081155146 0.360579085 0.580576080
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975358264 0.02353233 0.94076464 1.00513561
#> lag1_var2 0.016201318 0.03460635 -0.03667523 0.05327611
#> lag1_var3 0.023791554 0.05881791 -0.06437975 0.08791851
#> lag1_var4 -0.022162553 0.05708883 -0.08804447 0.05991768
#> const 0.513821527 0.22802311 0.14008343 0.78102085
#> exo1 0.001013717 0.02125466 -0.02845655 0.02849099
#> exo2 -0.045029468 0.04256420 -0.09967088 0.01499961
#> exo3 0.064227995 0.03415032 0.02051749 0.10098895
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.919801449 0.6167461 -1.7364194 -0.05829119
#> lag1_var2 1.703920310 0.9593601 0.7503312 3.22607620
#> lag1_var3 1.341693315 1.7279301 -0.3427601 4.12573535
#> lag1_var4 -1.037742908 1.6648608 -3.7138481 0.65702118
#> const 5.157235744 5.7115247 0.1274546 14.39359736
#> exo1 0.035517859 0.7595130 -0.8867485 1.13978429
#> exo2 0.453931081 0.7833892 -0.6032354 1.63495213
#> exo3 -0.002447022 0.9781282 -1.3377116 1.28285664
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0940328 0.5524318 0.2244131 1.6430953
#> lag1_var2 0.8212167 0.9122901 -0.1707489 2.0657350
#> lag1_var3 2.5238978 1.5640726 0.8207595 4.6768702
#> lag1_var4 -2.0953243 1.5558362 -4.3041965 -0.4286172
#> const 7.1348602 6.9212264 -3.3446787 16.1304091
#> exo1 0.1316795 0.7135960 -1.0342628 0.8592324
#> exo2 -1.0380718 0.9724055 -2.1997414 0.4260892
#> exo3 -0.2629725 1.3077418 -2.0885444 1.3216103
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5876800 0.3457350 0.1150090 1.0119911
#> lag1_var2 1.6158198 0.8362007 0.5423735 2.5302091
#> lag1_var3 2.9839822 1.4987310 0.9487756 4.7199016
#> lag1_var4 -2.3757059 1.5041117 -4.1994620 -0.3140350
#> const 9.3359023 7.5259386 -1.3139108 19.6978655
#> exo1 0.1522146 0.6212191 -0.8243662 0.7495786
#> exo2 -0.8242435 0.8142597 -1.9401008 0.2943695
#> exo3 -0.2921521 0.9854007 -1.5347272 0.9992466
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004057037 6.245994e-05 0.0003013895 0.0004731494
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00819803 0.00237055 -0.01118111 -0.005077905
#> Sigma[2,2] 0.64070110 0.17907642 0.42180910 0.916087199
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005593054 0.002732523 0.002717966 0.009701692
#> Sigma[3,2] -0.493874775 0.173851055 -0.755711220 -0.280893398
#> Sigma[3,3] 0.529669201 0.170362645 0.351779989 0.826284693
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004287156 0.001618427 -0.001286814 0.002990964
#> Sigma[4,2] -0.0966907082 0.080656885 -0.230686326 -0.002222081
#> Sigma[4,3] 0.2352425885 0.082560022 0.161379807 0.379409740
#> Sigma[4,4] 0.1880980234 0.051480649 0.124851269 0.261119440
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002493989 0.009507671 0.989132379 1.013411480
#> lag1_var2 -0.002361998 0.023855632 -0.039925944 0.023185552
#> lag1_var3 -0.013009802 0.039023755 -0.074520032 0.028965031
#> lag1_var4 0.006570281 0.037875587 -0.032042337 0.067289907
#> const 0.322075018 0.137602871 0.136978035 0.500664052
#> exo1 -0.013056749 0.014825479 -0.025080343 0.012378306
#> exo2 -0.033165289 0.020606237 -0.058833296 -0.006608892
#> exo3 0.044857073 0.027449174 0.001553388 0.071738235
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.74567871 0.4190215 -2.3089747 -1.1846006
#> lag1_var2 2.92735301 1.1846792 1.3311944 4.5901990
#> lag1_var3 3.62004339 1.8817572 1.1021270 6.2346982
#> lag1_var4 -3.05993705 1.7952017 -5.5615780 -0.6827564
#> const 13.86390247 5.9724065 4.8330044 22.1953592
#> exo1 -0.08858381 0.6966194 -1.0776292 0.8691551
#> exo2 1.13225011 0.8425323 -0.3225491 1.9674643
#> exo3 0.56858173 0.9006772 -0.3109992 2.0261949
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.413946274 0.5141954 1.8301245 3.24729744
#> lag1_var2 -3.304585631 1.0455275 -4.5864112 -1.87246091
#> lag1_var3 -4.677954119 1.6261327 -6.7517657 -2.58659057
#> lag1_var4 4.927895385 1.5561789 2.9286504 6.90420053
#> const -19.065205512 7.1198840 -29.0869173 -11.04345691
#> exo1 0.008027838 0.6288000 -0.6763941 0.98405506
#> exo2 -1.095734140 0.8034472 -2.1940347 0.02943925
#> exo3 -0.483200831 0.6441363 -1.5241424 0.16224767
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.38340033 0.3810312 0.9253288 1.9226989
#> lag1_var2 -1.93575176 0.6323753 -2.8454591 -1.1105491
#> lag1_var3 -3.15172250 0.9831696 -4.5715269 -1.8447246
#> lag1_var4 3.76311662 0.9266611 2.5098790 5.0625109
#> const -12.71090021 5.3505296 -20.1212361 -4.8457213
#> exo1 -0.05610014 0.3572139 -0.5336376 0.4361252
#> exo2 -0.37773165 0.5530378 -1.1891827 0.2534223
#> exo3 -0.10814462 0.2292908 -0.3757682 0.2224879
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002159988 4.195151e-05 0.0001606561 0.0002670053
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002200041 0.002632861 -0.003871503 0.003178089
#> Sigma[2,2] 0.7165971510 0.193155326 0.449972361 0.969314718
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001100208 0.001323561 -0.001617998 0.001889745
#> Sigma[3,2] -0.3657565914 0.101046098 -0.487588188 -0.222140956
#> Sigma[3,3] 0.1967419531 0.054083908 0.119398336 0.262186308
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.806187e-05 0.0002548072 -0.0003879206 0.0002931838
#> Sigma[4,2] 1.441835e-03 0.0164922571 -0.0204993807 0.0243612832
#> Sigma[4,3] 1.088653e-02 0.0069885120 0.0026448566 0.0211565633
#> Sigma[4,4] 1.374567e-02 0.0028254776 0.0103676264 0.0181669059
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986322093 0.01020628 0.96993881 0.996418466
#> lag1_var2 -0.005556668 0.01254149 -0.02189203 0.011530825
#> lag1_var3 -0.014527625 0.02520034 -0.04559766 0.021356412
#> lag1_var4 0.013573115 0.02268041 -0.01872192 0.042337457
#> const 0.326725758 0.14557579 0.13643878 0.538669432
#> exo1 -0.016178845 0.01382759 -0.03211558 0.004861713
#> exo2 -0.039015645 0.01549276 -0.05989938 -0.016455521
#> exo3 0.057631375 0.01634410 0.03029065 0.075937684
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6387608 1.0680893 -3.1013375 -0.5950907
#> lag1_var2 3.0585710 1.2333927 1.5897953 4.7944726
#> lag1_var3 4.0269910 2.4156815 1.1220116 7.4419609
#> lag1_var4 -3.6307796 2.1587011 -6.6984120 -1.0562725
#> const 16.5261090 11.8962930 2.9564557 32.4783512
#> exo1 -0.2635288 1.0184881 -1.6896239 1.1155573
#> exo2 4.2271926 0.9897258 2.6390135 5.1972740
#> exo3 0.5776965 0.9472588 -0.3446514 2.1906799
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8829305 0.5231647 0.3030526 1.59082015
#> lag1_var2 -1.1160095 0.6056485 -1.9420986 -0.46233552
#> lag1_var3 -1.2090845 1.1850367 -2.8244360 0.07279062
#> lag1_var4 1.9529984 1.0539056 0.8171323 3.41060169
#> const -7.1032006 5.5655349 -14.6583463 -0.65136694
#> exo1 0.1070365 0.4948752 -0.6142277 0.79220941
#> exo2 -2.4733738 0.5019152 -2.9448859 -1.60828041
#> exo3 -0.2315195 0.5022009 -1.0804331 0.20759795
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008758144 0.13405408 -0.19161399 0.1777238
#> lag1_var2 0.112949915 0.15420380 -0.10906405 0.2882783
#> lag1_var3 0.184887268 0.30181471 -0.25568625 0.5240484
#> lag1_var4 0.818739533 0.26883190 0.52382555 1.2079751
#> const -0.528945669 1.40956387 -2.00030380 1.7713529
#> exo1 -0.031799816 0.08698764 -0.16419591 0.0765258
#> exo2 -0.499300419 0.13418707 -0.70482838 -0.3687205
#> exo3 0.036968859 0.08583531 -0.06421608 0.1589313
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006075191 0.001089245 0.004799369 0.007736096
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06895419 0.01969895 -0.09344885 -0.0443376
#> Sigma[2,2] 1.45727158 0.31933519 1.03320356 1.8536085
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06240158 0.01632431 0.04042451 0.08290826
#> Sigma[3,2] -1.13352665 0.30779779 -1.53178209 -0.76900475
#> Sigma[3,3] 1.18806548 0.28532650 0.82248683 1.56486179
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03844539 0.009300868 0.02524634 0.05109569
#> Sigma[4,2] -0.57151621 0.203585516 -0.84580769 -0.30876717
#> Sigma[4,3] 0.79897828 0.187706828 0.55471173 1.04029482
#> Sigma[4,4] 0.63648965 0.130526050 0.46946765 0.79855276
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93772657 0.03839512 0.892385596 0.99918170
#> lag1_var2 0.02425285 0.02083126 -0.005776759 0.05065556
#> lag1_var3 0.06222216 0.05523615 -0.021218808 0.12247857
#> lag1_var4 -0.04709692 0.05156799 -0.102326553 0.03083239
#> const 0.84139924 0.81813007 -0.470979540 1.66978506
#> exo1 0.07519117 0.10923623 -0.066276726 0.22012688
#> exo2 0.04244413 0.06949050 -0.036234312 0.15154656
#> exo3 0.04237099 0.06465442 -0.049355125 0.12555535
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30792588 0.3823287 -0.21980054 0.7935868
#> lag1_var2 0.82331962 0.4017196 0.20282538 1.2377723
#> lag1_var3 0.09918554 1.0034186 -1.38008954 1.2514711
#> lag1_var4 -0.18293488 0.9021858 -1.23456620 1.1341472
#> const -1.21959723 8.4569192 -13.02904943 8.5870931
#> exo1 0.98383805 1.3570764 -1.16427237 2.6606580
#> exo2 1.57246282 1.2713863 0.04119614 3.3525678
#> exo3 0.09150304 1.3568756 -1.90500951 1.5803008
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.96965517 0.3838974 -1.5919589 -0.52614089
#> lag1_var2 1.06474191 0.4955853 0.4100896 1.77120483
#> lag1_var3 3.22370911 1.3887138 1.1260353 5.02986445
#> lag1_var4 -1.95756566 1.2930418 -3.6279272 0.02321201
#> const 9.76427701 8.9777075 -0.1599707 24.60859544
#> exo1 -0.04132622 1.0772827 -1.4065180 1.42472512
#> exo2 -1.67437152 1.2033427 -3.0941475 0.12999052
#> exo3 -0.37527340 1.2820249 -1.8074833 1.28833699
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9329997 0.2735554 -1.3912383 -0.64635856
#> lag1_var2 1.2622806 0.4075925 0.6607323 1.75992618
#> lag1_var3 2.8820850 1.1551813 1.0475658 4.21734013
#> lag1_var4 -1.5826883 1.0846148 -2.8436686 0.14773610
#> const 8.3310752 6.4819407 1.4061271 19.24336310
#> exo1 0.4778244 0.6816189 -0.3967003 1.49723677
#> exo2 -1.2828480 0.8880752 -2.2620169 0.06638334
#> exo3 -0.3851800 0.8749205 -1.5140988 0.70750572
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005483992 0.001149454 0.004495387 0.007579266
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001966517 0.0012292771 -0.003831198 -0.0007398898
#> Sigma[2,2] 0.005237539 0.0009642449 0.003810270 0.0063669110
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001819038 0.003582816 -0.006030701 0.003744104
#> Sigma[3,2] -0.009841404 0.003641293 -0.014731734 -0.004695352
#> Sigma[3,3] 0.088757068 0.016185267 0.070400364 0.111998085
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003048626 0.003064054 -0.006783537 0.001421724
#> Sigma[4,2] -0.006561036 0.003458048 -0.011338383 -0.001784549
#> Sigma[4,3] 0.083324123 0.014461488 0.066472746 0.103563615
#> Sigma[4,4] 0.080008741 0.012923152 0.064536769 0.097802604
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96276888 0.04309193 0.91209707 1.01729550
#> lag1_var2 0.04256131 0.20750299 -0.22093686 0.28481974
#> lag1_var3 0.07303706 0.35763201 -0.38143596 0.53151881
#> lag1_var4 -0.07622462 0.36141539 -0.54169311 0.38163206
#> const 1.09265020 1.21534572 -0.39737470 2.65427012
#> exo1 -0.01329417 0.05682955 -0.08171212 0.06938032
#> exo2 -0.06428152 0.06759693 -0.14735648 0.03398384
#> exo3 -0.05438466 0.06730875 -0.15805441 0.01608061
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06937758 0.03884075 0.02320404 0.1198513
#> lag1_var2 0.41239126 0.15900035 0.12849141 0.5650933
#> lag1_var3 -0.14688004 0.22748709 -0.51544563 0.1159186
#> lag1_var4 0.13959516 0.22881069 -0.13033395 0.5084854
#> const -0.65880554 1.19383186 -2.12636368 0.8697552
#> exo1 0.04803713 0.05172970 -0.01732958 0.1194300
#> exo2 0.63546069 0.08098872 0.50176104 0.6911868
#> exo3 0.13961372 0.04812411 0.08359123 0.2077982
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41999694 0.1222015 -0.5811591 -0.25338736
#> lag1_var2 2.09485784 0.7777344 1.3447912 3.43855542
#> lag1_var3 3.19459766 1.2725845 1.8840802 5.32039863
#> lag1_var4 -2.21849955 1.2701552 -4.3431624 -0.90649173
#> const 10.06237196 2.9473330 5.6270971 13.77486011
#> exo1 -0.03645523 0.2220397 -0.3249455 0.27372021
#> exo2 -0.82194969 0.3467837 -1.2437614 -0.28320011
#> exo3 -0.22176611 0.2125495 -0.5391943 0.04268286
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.353812232 0.1219301 -0.5402764 -0.2013921
#> lag1_var2 2.119556965 0.7922786 1.4265261 3.5369126
#> lag1_var3 2.704704834 1.3034661 1.4929913 4.9523745
#> lag1_var4 -1.725001464 1.3036776 -3.9767245 -0.5110917
#> const 8.597141318 2.9472701 4.5469626 13.1752512
#> exo1 -0.005375416 0.2374174 -0.3122150 0.3196841
#> exo2 -0.447623751 0.3282735 -0.8452762 0.0800600
#> exo3 -0.143773131 0.1991930 -0.4220514 0.1149672
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002781568 0.0004674094 0.002042431 0.003237464
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007882392 0.00338907 -0.01166323 -0.002296106
#> Sigma[2,2] 0.119218264 0.01808398 0.09864291 0.143066924
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004080237 0.002177759 0.001236275 0.006920071
#> Sigma[3,2] -0.067698946 0.012430416 -0.089166698 -0.056963573
#> Sigma[3,3] 0.047334978 0.010880982 0.035453360 0.065305583
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005566404 0.0008966561 -0.002029625 0.0004304973
#> Sigma[4,2] 0.0020626718 0.0088332790 -0.006960237 0.0167516921
#> Sigma[4,3] 0.0082003848 0.0045032204 0.001949413 0.0139097107
#> Sigma[4,4] 0.0099545126 0.0029533743 0.006532720 0.0141364541
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96904721 0.03105379 0.92925176 1.00730785
#> lag1_var2 0.08254785 0.08560499 -0.07599702 0.14640757
#> lag1_var3 0.17040009 0.15912566 -0.12096450 0.30433365
#> lag1_var4 -0.17196103 0.16086665 -0.30176081 0.12463615
#> const 0.86621640 0.69708146 -0.29291931 1.68750684
#> exo1 0.01402047 0.04610255 -0.06033133 0.05705967
#> exo2 -0.01847482 0.05811433 -0.09668286 0.05164286
#> exo3 0.01127078 0.06456584 -0.09755904 0.07404554
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2577714 0.1730157 -0.4385201 0.04118929
#> lag1_var2 0.6013934 0.5651444 -0.1991039 1.33584366
#> lag1_var3 -0.3234979 1.1363975 -1.9132434 1.17581269
#> lag1_var4 0.4256319 1.1515613 -1.1531558 2.01431559
#> const 0.3406596 4.4135621 -5.1947324 6.83957016
#> exo1 -0.2673586 0.4345699 -0.7453922 0.40074694
#> exo2 0.3242357 0.3759737 -0.2521984 0.70950202
#> exo3 0.1678441 0.4460945 -0.3652912 0.84772481
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1401784 0.1091797 -0.02885121 0.2822845
#> lag1_var2 0.6419124 0.3107759 0.21128758 0.9996542
#> lag1_var3 1.8547780 0.5374996 1.15143918 2.6147217
#> lag1_var4 -0.9856986 0.5306837 -1.73090427 -0.2904955
#> const 4.0987950 2.1913113 1.36522319 7.1715926
#> exo1 0.1909666 0.2432199 -0.14888887 0.4432231
#> exo2 -0.6364121 0.2542328 -0.89416526 -0.1928988
#> exo3 0.1438399 0.2366100 -0.16824701 0.4269105
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004780687 0.04960560 -0.05819639 0.07688849
#> lag1_var2 0.744953731 0.36585648 0.36757280 1.32471615
#> lag1_var3 1.237656292 0.62090434 0.64383531 2.20371172
#> lag1_var4 -0.290486444 0.63026761 -1.27582564 0.32249928
#> const 3.090682920 1.49931595 1.22061579 5.14675789
#> exo1 0.032440960 0.09834366 -0.11838373 0.14751324
#> exo2 -0.454789791 0.10791184 -0.62727906 -0.33743307
#> exo3 0.253111021 0.07156155 0.19947115 0.36971837
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009973359 0.0001996672 0.0008303791 0.001343343
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01017549 0.003872327 -0.01564832 -0.005946362
#> Sigma[2,2] 0.23641960 0.058470333 0.17463772 0.329770536
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009078651 0.005913253 0.0004500649 0.01732089
#> Sigma[3,2] -0.213808299 0.116320996 -0.3587867248 -0.04351335
#> Sigma[3,3] 0.761361121 0.154589453 0.5545230703 0.97901706
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001647497 0.005223682 -0.00660195 0.006812446
#> Sigma[4,2] -0.041068268 0.097253813 -0.13131552 0.122993862
#> Sigma[4,3] 0.609339881 0.134615009 0.44080133 0.806014928
#> Sigma[4,4] 0.583658782 0.151398321 0.43191338 0.818018371
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9935717239 0.01209671 0.97921928 1.01299217
#> lag1_var2 -0.0163007459 0.08638150 -0.14518488 0.08049880
#> lag1_var3 -0.0374444099 0.11756704 -0.21617485 0.08818187
#> lag1_var4 0.0378112118 0.11779884 -0.08616195 0.21780751
#> const 0.1677656709 0.30004924 -0.27225669 0.54224901
#> exo1 -0.0101992000 0.02689143 -0.04742170 0.02598534
#> exo2 -0.0747082645 0.02844216 -0.11887932 -0.04178489
#> exo3 0.0009816975 0.02292494 -0.03051676 0.03067953
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23041144 0.1823312 -0.50542465 0.003985023
#> lag1_var2 1.45868885 1.1101259 0.01800942 3.059535799
#> lag1_var3 1.21208488 1.5392576 -0.77958300 3.467562141
#> lag1_var4 -1.18874234 1.5344824 -3.43580050 0.803396315
#> const 4.90547842 5.4512541 -4.07918698 11.475904780
#> exo1 -0.02065473 0.5248389 -0.68230285 0.619200316
#> exo2 0.38810495 0.5070501 -0.44286979 0.881650524
#> exo3 0.07157072 0.5166723 -0.46558425 0.947922651
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1778140 0.5012842 -0.9668148 0.3617256
#> lag1_var2 1.4355391 2.1525703 -1.1489819 4.2429613
#> lag1_var3 2.3905841 3.1262808 -1.4095991 6.3038452
#> lag1_var4 -1.4424209 3.0921849 -5.3266418 2.3070143
#> const 7.6500350 11.7968255 -6.1998434 26.3600180
#> exo1 0.1541865 0.4349232 -0.5140342 0.6104287
#> exo2 -0.2391459 1.0000607 -1.6579236 0.9782990
#> exo3 0.2726874 1.0190550 -1.2989764 1.5036373
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32907894 0.5086843 -1.1057357 0.2449740
#> lag1_var2 2.22521444 2.1414882 -0.6604318 4.6543639
#> lag1_var3 2.89942408 3.1253132 -0.9881909 6.5950556
#> lag1_var4 -1.92685039 3.1021476 -5.5999601 1.9526805
#> const 10.24810726 12.6479330 -5.3162334 29.5707074
#> exo1 0.13395354 0.6448138 -0.7923799 0.9637073
#> exo2 0.03014617 0.8490855 -1.2115318 1.1048585
#> exo3 0.32052403 0.7561639 -0.7929111 1.2629474
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002374985 0.0007815053 0.001671462 0.003587536
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001308313 0.00632151 -0.009279952 0.007009734
#> Sigma[2,2] 0.6493525817 0.14564246 0.488968960 0.885872236
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003104568 0.002307059 -0.006463022 -2.141237e-05
#> Sigma[3,2] -0.264229699 0.070800709 -0.381742784 -1.833645e-01
#> Sigma[3,3] 0.151957080 0.040697049 0.109110421 2.117264e-01
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003299485 0.001594833 -0.005297577 -0.0007113095
#> Sigma[4,2] 0.028497902 0.030906724 -0.024129540 0.0658675805
#> Sigma[4,3] 0.037731890 0.019002076 0.020415637 0.0678754632
#> Sigma[4,4] 0.056245103 0.012375262 0.042041834 0.0750173020
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.080907854 0.02702049 1.04304914 1.11175236
#> lag1_var2 -0.011514406 0.04527366 -0.07588949 0.03443917
#> lag1_var3 -0.092097181 0.10456790 -0.23676294 0.01525711
#> lag1_var4 0.047847034 0.10256874 -0.05937434 0.19085387
#> const -0.160997924 0.54483105 -0.84968619 0.63946103
#> exo1 0.001112257 0.05808663 -0.07862934 0.07148218
#> exo2 -0.029861114 0.05005271 -0.09101874 0.04060995
#> exo3 -0.008745860 0.03883834 -0.05141824 0.05435750
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1117815 0.5458277 -1.8920157 -0.3658755
#> lag1_var2 1.4974872 1.2242124 -0.3654474 2.9430149
#> lag1_var3 1.7346852 2.7477887 -2.4011483 5.0278587
#> lag1_var4 -1.2660557 2.6553459 -4.4684903 2.7424043
#> const 7.3406559 9.1674545 -5.8468379 20.7526845
#> exo1 -0.2295927 0.8989296 -1.6181922 0.9497119
#> exo2 0.3204951 0.6418684 -0.6488076 1.0374457
#> exo3 0.6442827 0.7176784 -0.1659459 1.8518978
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41935853 0.2289719 0.1289563 0.73679931
#> lag1_var2 -0.15182610 0.5796676 -0.7982831 0.62424007
#> lag1_var3 0.39586144 1.3218278 -1.1321528 2.13785887
#> lag1_var4 0.35777505 1.2798487 -1.3559859 1.81657067
#> const 0.05471784 3.7313784 -4.6702305 5.18298780
#> exo1 -0.39259092 0.5077812 -0.9603987 0.44682545
#> exo2 -0.67757465 0.3610401 -1.0949690 -0.07969352
#> exo3 -0.34190696 0.3587268 -0.8772813 0.08297514
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07755719 0.1197818 -0.245414988 0.06680142
#> lag1_var2 0.27479112 0.2839415 0.001058146 0.69719124
#> lag1_var3 0.63201660 0.6576291 0.010014981 1.60186080
#> lag1_var4 0.36202012 0.6373444 -0.578824486 0.97194004
#> const 1.95740389 2.3412999 -0.546971618 5.87586492
#> exo1 -0.56910549 0.1850767 -0.813381909 -0.32645551
#> exo2 -0.58887869 0.2272484 -0.907400796 -0.27061141
#> exo3 -0.05469567 0.1908797 -0.289582616 0.22932566
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005165815 0.001325457 0.003965272 0.007451344
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02017833 0.01223584 -0.03655004 -0.002003679
#> Sigma[2,2] 0.62439607 0.11302604 0.45400276 0.745908850
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02466219 0.005046551 -0.03220243 -0.01870545
#> Sigma[3,2] -0.16060014 0.085923250 -0.30939787 -0.07656824
#> Sigma[3,3] 0.30254776 0.062432640 0.21767655 0.37977607
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03767668 0.009560091 -0.05270479 -0.02815752
#> Sigma[4,2] 0.18781437 0.074547560 0.09015944 0.30626927
#> Sigma[4,3] 0.22813575 0.041857395 0.16602057 0.27294556
#> Sigma[4,4] 0.34952869 0.075071685 0.26036810 0.45113078
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02872463 0.03957124 0.97778490 1.08016365
#> lag1_var2 -0.01342191 0.12847360 -0.18284233 0.16854444
#> lag1_var3 -0.05817554 0.23232629 -0.36126370 0.27059212
#> lag1_var4 0.03827463 0.23433917 -0.29435301 0.34290596
#> const 0.28217979 1.02567502 -0.98344001 1.61830536
#> exo1 0.08397242 0.02711103 0.05134728 0.12950838
#> exo2 -0.11506278 0.08761984 -0.26526451 -0.02856666
#> exo3 -0.11155037 0.04674001 -0.17511049 -0.04181979
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3074443 0.4313007 -0.18720337 0.9214942
#> lag1_var2 -1.5369758 1.3188179 -2.98819295 0.4994774
#> lag1_var3 -4.2858678 2.3781796 -6.93891747 -0.6269901
#> lag1_var4 4.4878568 2.3809936 0.84689900 7.1392731
#> const -15.5692046 11.2947570 -31.53360712 -1.8347958
#> exo1 -0.5864210 0.8379443 -2.07952215 0.2085146
#> exo2 1.1691977 0.8233564 0.20890046 2.3936768
#> exo3 1.0451548 0.6539101 0.09488947 1.8715865
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3603713 0.3345203 -0.7167965 0.16904030
#> lag1_var2 1.5614172 1.0244689 -0.1355518 2.70715251
#> lag1_var3 3.8462662 1.8611297 0.7563003 5.91161911
#> lag1_var4 -2.9103498 1.8495946 -4.9379782 0.17452238
#> const 11.1542919 8.5044717 -0.4888917 22.45472852
#> exo1 -0.2273614 0.3965418 -0.7046888 0.36459793
#> exo2 -1.4680647 0.3193483 -1.9021286 -1.02485776
#> exo3 -0.5843619 0.5064608 -1.3469821 0.04963177
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18932717 0.3461542 -0.6311284 0.336461595
#> lag1_var2 0.45213591 1.1354807 -1.2245365 2.068399683
#> lag1_var3 1.02761021 2.0527190 -2.0081159 3.929664808
#> lag1_var4 0.04360638 2.0608378 -2.8525526 3.111007890
#> const 1.26713832 8.4062759 -12.0882427 10.649460592
#> exo1 -0.55658051 0.3551771 -1.0770309 -0.167261468
#> exo2 -0.89704192 0.5848099 -1.5458567 0.006873326
#> exo3 -0.01588076 0.4422786 -0.5333102 0.636819591
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002772135 0.0008131953 0.001992098 0.004042965
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002067076 0.002331539 -0.005404241 0.0008611733
#> Sigma[2,2] 0.060289169 0.014648616 0.039485782 0.0800535570
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006632598 0.003728018 -0.01139994 -0.001007655
#> Sigma[3,2] -0.026826111 0.017990973 -0.05483701 -0.011321726
#> Sigma[3,3] 0.204276335 0.052298759 0.14463528 0.288088877
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00830472 0.004440973 -0.013165484 -0.0007149017
#> Sigma[4,2] 0.01387694 0.014239264 -0.009071118 0.0258005493
#> Sigma[4,3] 0.19348085 0.047621922 0.139964166 0.2698091932
#> Sigma[4,4] 0.21047718 0.048996058 0.156150107 0.2875380020
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0098156863 0.03120383 0.9748975661 1.0539202295
#> lag1_var2 -0.0984538265 0.11249285 -0.2185377491 0.0749891823
#> lag1_var3 -0.1414896441 0.15448874 -0.2967980569 0.1003252481
#> lag1_var4 0.1429223148 0.15463464 -0.0990145642 0.2942532680
#> const -0.2612513910 0.43768115 -0.7648968104 0.4054324581
#> exo1 0.0600540442 0.04969964 0.0007835321 0.1290897500
#> exo2 -0.1158246863 0.08091926 -0.2251516479 -0.0006271756
#> exo3 -0.0006836489 0.05779038 -0.0782714101 0.0789698326
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17347134 0.1102213 -0.2899790 -0.008397657
#> lag1_var2 0.85159082 0.4035111 0.1993504 1.234411679
#> lag1_var3 -0.20152788 0.6339163 -1.2613557 0.380420588
#> lag1_var4 0.25266753 0.6371078 -0.3387075 1.315609283
#> const 0.16346320 2.3111364 -3.2233074 3.019106041
#> exo1 -0.09852132 0.2203365 -0.3910226 0.217220183
#> exo2 -0.06149525 0.2784459 -0.4597371 0.264996605
#> exo3 -0.27324848 0.1530701 -0.5113513 -0.105794291
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01204616 0.1752787 -0.2485198 0.22382301
#> lag1_var2 1.28054666 0.9925285 -0.2655191 2.45303076
#> lag1_var3 2.95089131 1.3850339 0.7184690 4.62477667
#> lag1_var4 -2.07575241 1.4487120 -3.8312644 0.24548411
#> const 8.87961639 6.5365231 -0.4659663 17.68882656
#> exo1 -0.17414512 0.5144699 -0.6768579 0.68346746
#> exo2 -0.59905747 0.3649609 -1.0666764 -0.07785189
#> exo3 -0.46119361 0.3799139 -0.9098666 0.06055474
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1327323 0.1608546 -0.328440820 0.1192360
#> lag1_var2 1.6075501 1.0594073 -0.008796994 2.7912377
#> lag1_var3 2.4559170 1.4524878 0.106310297 4.0779928
#> lag1_var4 -1.5310752 1.5196988 -3.233564042 0.9234411
#> const 8.0621472 6.7944923 -1.930270742 17.7347376
#> exo1 -0.2510942 0.5489758 -0.888056864 0.6331985
#> exo2 -0.6639564 0.3764295 -1.213275466 -0.1917284
#> exo3 -0.6583603 0.3515341 -1.089041449 -0.2507463
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006546847 0.0001386776 0.0005205653 0.0008776153
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002703772 0.001965158 -0.0003096091 0.004982275
#> Sigma[2,2] 0.200505999 0.034421760 0.1534182435 0.248230126
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001405886 0.00311459 -0.003983149 0.003569489
#> Sigma[3,2] -0.111955019 0.02463570 -0.132203608 -0.074156481
#> Sigma[3,3] 0.202866593 0.03665990 0.156614116 0.252823245
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001400294 0.002671997 -0.003023596 0.004267161
#> Sigma[4,2] 0.0027524743 0.023269409 -0.018486941 0.041810263
#> Sigma[4,3] 0.1410942634 0.035560656 0.103397564 0.188305874
#> Sigma[4,4] 0.1450442752 0.032242290 0.107255170 0.189170246
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966952150 0.02239555 0.934625955 0.994813441
#> lag1_var2 0.021726099 0.04379099 -0.035641270 0.071700352
#> lag1_var3 0.043182173 0.07776291 -0.061347143 0.131108444
#> lag1_var4 -0.040617082 0.07637878 -0.127759717 0.061943359
#> const 0.530783372 0.37318951 0.125449755 1.121042153
#> exo1 0.022734505 0.01739152 -0.003510786 0.045114561
#> exo2 -0.004924035 0.02424849 -0.038102131 0.028241366
#> exo3 -0.038167011 0.02568539 -0.061825035 0.001017893
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10322502 0.4459941 -0.33319149 0.7712511
#> lag1_var2 0.11539853 1.1739962 -1.46611441 1.5702343
#> lag1_var3 -1.19504410 2.0065754 -3.89751380 1.2639782
#> lag1_var4 1.24238268 1.9770853 -1.21025597 3.8931276
#> const -4.20544653 7.1102288 -15.15473571 2.6233865
#> exo1 -0.02642327 0.4288565 -0.58755351 0.6380013
#> exo2 0.60684844 0.4366753 0.09738582 1.2352056
#> exo3 -0.33157530 0.5665627 -1.27425993 0.2714232
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.627649977 0.3672013 -1.1595232 -0.1869896
#> lag1_var2 1.804831288 1.2308967 0.3483038 3.3518278
#> lag1_var3 4.011490964 2.0434002 1.5325297 6.5446367
#> lag1_var4 -3.041002551 2.0125534 -5.5550237 -0.6240497
#> const 13.805690602 6.3017227 7.4498744 23.1421222
#> exo1 -0.008862554 0.3963128 -0.5324977 0.4949687
#> exo2 -0.829018500 0.3377082 -1.2489979 -0.3414631
#> exo3 -0.025957918 0.3856974 -0.4731757 0.5552830
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55922549 0.1374672 -0.7212243 -0.37456777
#> lag1_var2 1.64322882 0.6567509 0.9190918 2.52631345
#> lag1_var3 2.93282651 1.0663129 1.7084632 4.35223045
#> lag1_var4 -1.91978022 1.0510256 -3.3067317 -0.73164630
#> const 10.33632792 2.5831629 7.1329075 14.07550913
#> exo1 -0.02471357 0.2740178 -0.2783970 0.44029335
#> exo2 -0.50836623 0.3703480 -0.9802469 0.02227103
#> exo3 -0.20594255 0.2239248 -0.4825887 0.11979959
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001398122 0.000529851 0.0009460821 0.002263667
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00359958 0.004387008 -0.01033163 0.00214969
#> Sigma[2,2] 0.29015802 0.057935031 0.21957534 0.37629925
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01650707 0.00813271 0.0057620 0.02577444
#> Sigma[3,2] -0.22079119 0.09612466 -0.3910480 -0.14614449
#> Sigma[3,3] 0.59133998 0.19486822 0.3398818 0.85872250
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01512217 0.007580235 0.006066031 0.024835479
#> Sigma[4,2] -0.05249992 0.079694751 -0.189801447 0.009973065
#> Sigma[4,3] 0.49030628 0.165751392 0.269399169 0.698933485
#> Sigma[4,4] 0.48986127 0.147526919 0.293115430 0.700465479
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01548427 0.02129134 0.99065347 1.05095312
#> lag1_var2 -0.09127907 0.03628729 -0.13961537 -0.04310736
#> lag1_var3 -0.16246457 0.06310025 -0.24867037 -0.07909909
#> lag1_var4 0.15862042 0.05930752 0.07963104 0.23883104
#> const -0.15587325 0.33499976 -0.65589867 0.25923629
#> exo1 -0.01138038 0.02239173 -0.04204937 0.01900351
#> exo2 -0.08753512 0.02744633 -0.12816104 -0.05569639
#> exo3 -0.02060105 0.03988736 -0.06889788 0.04254559
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0446464 0.4076264 -1.7197916 -0.6383416
#> lag1_var2 3.4135505 0.6081638 2.7047379 4.2649061
#> lag1_var3 4.2585785 1.0769071 3.0224461 5.7988733
#> lag1_var4 -4.0817057 1.0095439 -5.5160940 -2.8977873
#> const 14.8062790 6.2744242 8.5028574 24.9804089
#> exo1 -0.3127204 0.4885437 -1.0164360 0.4099329
#> exo2 0.8917527 0.4122937 0.3447148 1.4592308
#> exo3 0.1364838 0.5003098 -0.5475206 0.7814160
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9555979 0.5604162 0.2014402 1.76950351
#> lag1_var2 -2.2300178 0.7059765 -3.0053060 -1.28946156
#> lag1_var3 -3.0074454 1.2621537 -4.4176930 -1.37219798
#> lag1_var4 3.7900024 1.1673285 2.2636188 5.07041603
#> const -10.8264510 8.5684941 -22.4517230 0.41276841
#> exo1 0.3800204 0.6986446 -0.6957501 1.08986061
#> exo2 -2.0420474 0.6521141 -3.2556072 -1.55606612
#> exo3 -0.7753022 0.5492948 -1.6174699 -0.06551509
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4163363 0.5628411 -0.3764603 1.15169436
#> lag1_var2 -0.6634865 0.7705969 -1.5687043 0.36802491
#> lag1_var3 -1.2729726 1.3627796 -2.8653764 0.54098769
#> lag1_var4 2.1647904 1.2645765 0.4795458 3.64167088
#> const -4.2811323 7.8249596 -15.6726484 6.00600827
#> exo1 0.1753006 0.5808796 -0.7098780 0.76860969
#> exo2 -1.6050837 0.7327157 -2.9259587 -0.90783315
#> exo3 -0.7390879 0.5903634 -1.7467131 -0.09459258
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003449531 6.822344e-05 0.0002591162 0.0004347442
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008897571 0.002562639 -0.01193261 -0.005003087
#> Sigma[2,2] 0.885291509 0.268988106 0.52400995 1.289999522
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002685218 0.001885568 0.0002611462 0.005273527
#> Sigma[3,2] -0.324092910 0.102163680 -0.4777511086 -0.190114371
#> Sigma[3,3] 0.212052537 0.040892514 0.1550444055 0.270896189
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001803984 0.001715591 -0.004044043 0.000377227
#> Sigma[4,2] 0.110108271 0.086543651 0.029044108 0.250519605
#> Sigma[4,3] 0.069439276 0.033874827 0.018698052 0.111784926
#> Sigma[4,4] 0.142859382 0.062376485 0.089331736 0.246358495
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9609527215 0.01264787 0.942894315 0.97856206
#> lag1_var2 0.0404302534 0.02251432 0.007098455 0.07106300
#> lag1_var3 0.0811548762 0.04562830 0.012620611 0.14372167
#> lag1_var4 -0.0741374730 0.04225764 -0.131211136 -0.01095114
#> const 0.6181422712 0.11701639 0.449316798 0.77992104
#> exo1 0.0113480924 0.01416217 -0.005870425 0.03267336
#> exo2 -0.1252382369 0.02217222 -0.158573510 -0.09645116
#> exo3 -0.0007279185 0.01732179 -0.024279518 0.02194617
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9439985 0.7342123 -0.07296753 1.9665419
#> lag1_var2 -1.4288158 1.4158043 -3.19959634 0.1635457
#> lag1_var3 -4.0451726 2.8508052 -7.46609190 -0.7859215
#> lag1_var4 3.9767545 2.6201470 1.09171274 7.1059270
#> const -11.8430871 9.4972170 -21.24146057 3.2339184
#> exo1 -0.5355419 1.0707283 -1.84602205 1.1425623
#> exo2 1.9663918 0.6273186 1.15127515 2.7393576
#> exo3 1.4568790 1.0444989 0.20769127 2.9375722
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4928124 0.3584682 -0.8773094 0.04659287
#> lag1_var2 1.5737159 0.6243233 0.8387283 2.49505820
#> lag1_var3 3.6181008 1.2908433 2.0376913 5.48773892
#> lag1_var4 -2.7094766 1.2016244 -4.4692565 -1.19452789
#> const 11.1867996 4.9414917 3.5187403 16.73728294
#> exo1 0.4375744 0.3385159 -0.0222688 0.94273221
#> exo2 -2.6757463 0.4283930 -3.0428460 -1.97623987
#> exo3 -1.4745460 0.5780612 -2.3920992 -0.88604539
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08866352 0.3097057 -0.4560787 0.3684870
#> lag1_var2 0.72438620 0.6331126 -0.2331285 1.3317703
#> lag1_var3 1.29465247 1.2799502 -0.6050271 2.6661034
#> lag1_var4 -0.38477764 1.1807392 -1.6149239 1.3742214
#> const 4.71471012 3.2730797 -0.8108670 8.1458323
#> exo1 0.21764686 0.3533697 -0.1957692 0.7360423
#> exo2 -2.13133088 0.4900560 -2.7697253 -1.3733192
#> exo3 -0.95769903 0.7431816 -1.8116564 0.1623302
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001535332 0.0003734927 0.001098787 0.002134677
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01801372 0.007456492 -0.02943636 -0.009203765
#> Sigma[2,2] 1.09211846 0.257719932 0.77843360 1.461649984
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005678272 0.006089607 -0.01397452 0.002662111
#> Sigma[3,2] -0.695167590 0.294300843 -1.14852958 -0.457623875
#> Sigma[3,3] 1.314038306 0.375793565 0.91806785 1.917119748
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01590905 0.005561061 -0.02496606 -0.01005294
#> Sigma[4,2] -0.19030712 0.217437262 -0.54692900 0.02068720
#> Sigma[4,3] 1.07384963 0.299415437 0.73200478 1.49889700
#> Sigma[4,4] 1.08148992 0.265209370 0.76134328 1.49949453
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969067304 0.01522687 0.943454528 0.98702535
#> lag1_var2 0.031380884 0.03414289 -0.001758900 0.08290695
#> lag1_var3 0.036270415 0.06613657 -0.021936524 0.13813308
#> lag1_var4 -0.030486168 0.05962550 -0.123337827 0.02152410
#> const 0.461965816 0.33267318 -0.012619904 0.90136824
#> exo1 0.007711317 0.04628230 -0.046063779 0.06694556
#> exo2 -0.041080981 0.05132495 -0.099304070 0.04265947
#> exo3 0.042462853 0.03525222 0.003505252 0.09792758
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83730081 0.5936374 -0.11044582 1.55164951
#> lag1_var2 -0.41378279 0.9052064 -1.49194299 0.87434802
#> lag1_var3 -2.08551850 1.4964307 -3.95590790 -0.04884339
#> lag1_var4 1.78342720 1.2975272 0.01714378 3.40141373
#> const -3.73488984 9.4452018 -17.23793443 9.11974881
#> exo1 -0.38351100 1.3815312 -2.40112712 1.21796094
#> exo2 0.06528154 1.1586364 -1.67250632 1.35529423
#> exo3 -0.48019910 0.7843299 -1.44672631 0.67204188
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35479229 0.5232736 -0.4315115 1.0234882
#> lag1_var2 -0.44615108 0.8361865 -1.5928874 0.7099205
#> lag1_var3 -0.36995058 1.5229829 -2.4992209 1.6567022
#> lag1_var4 1.18582221 1.3360929 -0.5739651 3.0888083
#> const -2.76699364 6.8555799 -11.9037822 7.5093030
#> exo1 -0.01933142 0.9400299 -0.9991701 1.3738939
#> exo2 -4.18649061 1.2654136 -5.6147391 -2.2959024
#> exo3 1.08540385 0.8185536 0.2036683 2.3349880
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9040273 0.5006945 0.2187973 1.597489027
#> lag1_var2 -1.1953540 0.9927097 -2.5596258 0.015605826
#> lag1_var3 -2.5222052 1.8903804 -5.2527699 -0.272361002
#> lag1_var4 3.1736431 1.6833432 1.1750030 5.633290378
#> const -7.6025377 6.1025288 -16.1062958 0.005946825
#> exo1 -0.2169817 0.6836053 -1.2997408 0.667120285
#> exo2 -4.7889670 1.0060043 -6.2504865 -3.501892614
#> exo3 0.9260253 0.7207310 0.3914688 2.067325930
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004774745 0.0001118262 0.0003405558 0.0006385126
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006820614 0.001717169 -0.009521581 -0.004920325
#> Sigma[2,2] 0.236146054 0.058243810 0.175940752 0.324058710
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006203574 0.001660821 0.004744536 0.00902769
#> Sigma[3,2] -0.195888234 0.044205484 -0.260678578 -0.14789703
#> Sigma[3,3] 0.192899972 0.037686471 0.146272948 0.24595106
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002334931 0.001132913 0.0008835061 0.00411381
#> Sigma[4,2] -0.061351847 0.018082078 -0.0870009920 -0.04063502
#> Sigma[4,3] 0.082301996 0.019837667 0.0591179810 0.11213508
#> Sigma[4,4] 0.048430107 0.011560443 0.0357110129 0.06582105
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9433435465 0.006427227 0.933694193 0.952548219
#> lag1_var2 0.0755528390 0.040092434 0.002983874 0.108819463
#> lag1_var3 0.1105299486 0.068006523 -0.011674254 0.170327683
#> lag1_var4 -0.0957355922 0.068945016 -0.156501144 0.028243714
#> const 0.6660315942 0.220428165 0.366964081 0.949196322
#> exo1 -0.0284008779 0.024898486 -0.063694991 0.007177287
#> exo2 0.0002100976 0.019349749 -0.030322782 0.024993399
#> exo3 0.0387638103 0.016021968 0.016532428 0.059053370
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50662604 0.2733086 0.1444556 0.85072015
#> lag1_var2 1.04678190 0.5294789 0.4091718 1.84593066
#> lag1_var3 0.77094352 0.8345899 -0.2378523 1.91458941
#> lag1_var4 -1.02737918 0.8352358 -2.1229699 0.03520648
#> const 2.78725893 3.4074775 -2.8469566 6.06919346
#> exo1 0.20721583 0.4964421 -0.2848678 0.92353451
#> exo2 0.09322814 0.2794803 -0.2002218 0.57824421
#> exo3 0.04494004 0.3429364 -0.3984182 0.51671141
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15134454 0.2638948 -0.5001995 0.2457056
#> lag1_var2 -0.07019538 0.5672211 -0.9061078 0.6173606
#> lag1_var3 0.39077920 0.9578912 -1.0503223 1.5283507
#> lag1_var4 0.67786621 0.9453646 -0.3732900 2.1092151
#> const -0.93060748 3.0366252 -4.4226443 3.6542597
#> exo1 -0.11715836 0.4359943 -0.6794954 0.4543857
#> exo2 -0.16173263 0.3441138 -0.5563916 0.3391298
#> exo3 0.22310895 0.3971032 -0.4164332 0.7182032
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.148401000 0.1498527 -0.05807296 0.3628332
#> lag1_var2 0.277739250 0.3641608 -0.21574714 0.7983581
#> lag1_var3 0.383300867 0.6237002 -0.46073746 1.2368477
#> lag1_var4 0.556077088 0.6095612 -0.23829692 1.3908918
#> const -0.618295688 1.5541843 -2.98752850 1.5686459
#> exo1 0.006246674 0.2010551 -0.18357950 0.3447739
#> exo2 -0.111361221 0.2533298 -0.42681622 0.2633682
#> exo3 0.255982837 0.2435194 -0.12673192 0.5764268
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003101989 8.520346e-05 0.0002022197 0.0004411878
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009596823 0.0005573363 -0.001616782 -0.0002073155
#> Sigma[2,2] 0.0474928168 0.0116821534 0.034218181 0.0632772136
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000581261 0.001728722 -0.001751638 0.00286611
#> Sigma[3,2] -0.031229506 0.014104175 -0.053976576 -0.01604568
#> Sigma[3,3] 0.142370582 0.024880883 0.112534779 0.17889403
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002666184 0.00159970 -0.002478365 0.002006762
#> Sigma[4,2] 0.0094404305 0.01185947 -0.003622949 0.026189767
#> Sigma[4,3] 0.1196275134 0.03189958 0.083530534 0.167592617
#> Sigma[4,4] 0.1319870842 0.04162052 0.085433984 0.190532902
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999024176 0.00920559 0.985823429 1.010958882
#> lag1_var2 -0.039355113 0.04211796 -0.098682556 0.008658188
#> lag1_var3 -0.021909094 0.05608876 -0.102758564 0.049992749
#> lag1_var4 0.021272956 0.05516212 -0.048600612 0.100273250
#> const 0.192296281 0.15607592 -0.002834622 0.407281046
#> exo1 0.006614039 0.01806863 -0.019716826 0.030418968
#> exo2 -0.021405319 0.01454226 -0.040588020 -0.003608604
#> exo3 -0.014414493 0.02583476 -0.052497160 0.012999561
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11013098 0.08372531 -0.21569309 -0.006250168
#> lag1_var2 0.71924621 0.64801787 -0.01341558 1.728911982
#> lag1_var3 0.05669552 0.75552563 -0.84213090 1.244735102
#> lag1_var4 -0.02106865 0.75773272 -1.20945495 0.884934278
#> const 0.57622297 2.34606076 -2.60181486 3.990702624
#> exo1 -0.33283023 0.18490957 -0.61300035 -0.089651006
#> exo2 0.32698741 0.24916854 0.01837546 0.700599542
#> exo3 0.23200673 0.10023359 0.09220888 0.377569032
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09504292 0.1911853 -0.3790866 0.1311708
#> lag1_var2 0.87153425 0.8859487 -0.1313194 2.1534753
#> lag1_var3 1.52029803 1.1272151 0.2654143 3.1679442
#> lag1_var4 -0.56113117 1.1238355 -2.2092511 0.6701955
#> const 4.39849573 4.7320667 -0.6106245 11.5875389
#> exo1 0.07580628 0.3014936 -0.4066571 0.3814225
#> exo2 -1.17352260 0.5184391 -1.8759861 -0.4499525
#> exo3 -0.34671365 0.2930819 -0.6465340 0.1253412
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1979264 0.2494793 -0.55384235 0.1132159
#> lag1_var2 1.1343775 0.8940589 -0.08516475 2.3958809
#> lag1_var3 1.1554734 1.2422587 -0.46000795 2.8637319
#> lag1_var4 -0.1508504 1.2321993 -1.86158165 1.4256264
#> const 3.8160615 6.1853756 -2.76272698 13.2554181
#> exo1 -0.2151291 0.3096792 -0.68186210 0.1649043
#> exo2 -0.9316851 0.3529004 -1.34049242 -0.4131417
#> exo3 -0.1574170 0.3059312 -0.49768847 0.3177401
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003838604 8.831076e-05 0.0002874817 0.0005193591
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003813198 0.001031556 -0.001699946 0.001044309
#> Sigma[2,2] 0.1410323316 0.042208117 0.090649858 0.209491118
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000236172 0.0007210644 -0.0006955241 0.00123643
#> Sigma[3,2] -0.098178728 0.0268786732 -0.1388424838 -0.06392087
#> Sigma[3,3] 0.075021506 0.0172596509 0.0517610339 0.09765895
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.299077e-05 0.0001331764 -0.0002243365 0.0001351343
#> Sigma[4,2] 4.160151e-04 0.0048129123 -0.0054012248 0.0076967023
#> Sigma[4,3] 6.638873e-03 0.0038381027 0.0007342627 0.0112608826
#> Sigma[4,4] 7.229271e-03 0.0020954928 0.0056930429 0.0104831240
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985501128 0.008718661 0.973588840 0.99634526
#> lag1_var2 0.009725399 0.039082468 -0.055162453 0.05013733
#> lag1_var3 0.027863666 0.060220049 -0.068686449 0.09898293
#> lag1_var4 -0.027539995 0.062671054 -0.097689538 0.07331965
#> const 0.413361714 0.207791510 0.165064521 0.73907634
#> exo1 0.019150872 0.016294636 -0.004156288 0.04080298
#> exo2 -0.069105692 0.017229952 -0.094613906 -0.04608509
#> exo3 0.015708947 0.017238357 -0.005821310 0.03772631
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.021346129 0.0996707 -0.1559689 0.1060713
#> lag1_var2 0.774878890 1.3298771 -1.1752888 2.4829672
#> lag1_var3 0.267301828 2.1552118 -2.9772057 3.0192166
#> lag1_var4 -0.240170075 2.2274482 -3.1183815 3.0859524
#> const -0.139680673 7.1440355 -8.3387846 10.7245438
#> exo1 0.158760106 0.3144469 -0.1828719 0.5548304
#> exo2 0.884208065 0.5153407 0.2695283 1.6610085
#> exo3 0.005820599 0.4711879 -0.5283245 0.7826341
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03551215 0.07664003 -0.06669074 0.1290732
#> lag1_var2 0.60272669 0.88436743 -0.63423661 1.7080143
#> lag1_var3 1.46751146 1.40112559 -0.51591421 3.3007591
#> lag1_var4 -0.55048306 1.45044841 -2.41256358 1.5232092
#> const 4.15140158 4.93940393 -3.65985731 8.9506553
#> exo1 -0.11851239 0.23584888 -0.43511840 0.1182239
#> exo2 -1.28339533 0.36823289 -1.85234391 -0.9254303
#> exo3 0.37034598 0.35114083 -0.20987020 0.7477384
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.021197537 0.03364573 -0.02374808 0.06480694
#> lag1_var2 0.858440370 0.19350496 0.59707752 1.11567772
#> lag1_var3 1.246131147 0.29391291 0.83339174 1.61574774
#> lag1_var4 -0.294538499 0.31349366 -0.68496862 0.14558550
#> const 2.951726471 1.04985059 1.50586457 4.41266275
#> exo1 -0.007323045 0.05277189 -0.08313431 0.06521881
#> exo2 -0.692984966 0.14246375 -0.84136265 -0.44911924
#> exo3 0.387444925 0.09975676 0.26706750 0.53681896
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008019955 0.002009077 0.005403662 0.01074394
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0227512 0.02234125 -0.05228225 0.007602671
#> Sigma[2,2] 1.0607121 0.28852881 0.76463897 1.539900759
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03573369 0.01674264 0.01357749 0.05920484
#> Sigma[3,2] -0.61903930 0.18974420 -0.87081762 -0.38383557
#> Sigma[3,3] 0.48877171 0.13006532 0.32025196 0.66212545
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02534643 0.007999231 0.01399515 0.03572779
#> Sigma[4,2] -0.01097468 0.077821048 -0.11943581 0.10387663
#> Sigma[4,3] 0.14759000 0.046942280 0.10305344 0.22864836
#> Sigma[4,4] 0.15666997 0.042146029 0.10132872 0.21498606
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974441117 0.05038569 0.88403016 1.0270051
#> lag1_var2 0.001149432 0.17133412 -0.23440035 0.2170204
#> lag1_var3 -0.035356218 0.29258180 -0.43063702 0.3457561
#> lag1_var4 0.034667331 0.28144343 -0.32414213 0.4165109
#> const 0.499409383 0.83825392 -0.22827065 2.0052557
#> exo1 0.063330833 0.08201527 -0.05885466 0.1635039
#> exo2 -0.027893687 0.14508423 -0.21212525 0.1530726
#> exo3 -0.002754583 0.07956907 -0.10892568 0.1099618
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9480251 0.5419517 -1.8354895 -0.4208566
#> lag1_var2 1.9834829 1.3620019 0.7457684 4.2069370
#> lag1_var3 2.0296877 2.3552766 -0.1341987 5.9377633
#> lag1_var4 -1.7123000 2.2242098 -5.3993050 0.2475701
#> const 7.4259670 8.9551360 -5.2336005 20.1738325
#> exo1 0.3383407 0.9557582 -0.8890884 1.5959059
#> exo2 1.3785143 0.4917259 0.6699137 1.9841108
#> exo3 0.8871562 0.7460425 -0.1797326 1.7776014
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99773055 0.2084480 0.7237507 1.2590239
#> lag1_var2 -2.23364199 0.6931325 -3.3822657 -1.5563285
#> lag1_var3 -3.09198243 1.1448869 -4.9798546 -1.9447895
#> lag1_var4 3.81025566 1.1135290 2.6877176 5.6627984
#> const -10.14948565 5.5780473 -15.5686101 -1.1306941
#> exo1 -0.03627733 0.5947260 -1.0228499 0.6220351
#> exo2 -1.75712265 0.5167759 -2.5665209 -1.1631312
#> exo3 -0.56232399 0.5192444 -1.2050917 0.2285499
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48690101 0.2506980 0.1442641 0.8431419
#> lag1_var2 -1.59060766 0.7271092 -2.6362140 -0.6488287
#> lag1_var3 -2.79334047 1.2323583 -4.5555000 -1.1739912
#> lag1_var4 3.72010279 1.1807931 2.1970839 5.4261120
#> const -8.25961956 4.0175500 -15.0919727 -5.1664943
#> exo1 0.18875410 0.2961898 -0.1384658 0.6188330
#> exo2 -1.08349300 0.5897993 -1.8987426 -0.3930572
#> exo3 -0.07644693 0.4274980 -0.7834089 0.3937564
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00105926 0.0002400743 0.00074211 0.001397699
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02680621 0.00954377 -0.04219679 -0.01700895
#> Sigma[2,2] 1.36745455 0.44181476 0.81699354 2.01462865
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02404814 0.00874652 0.01566719 0.03952869
#> Sigma[3,2] -1.05405536 0.37487329 -1.56175666 -0.55071221
#> Sigma[3,3] 1.40355089 0.37661309 0.91272010 1.89048128
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008715679 0.004723849 0.003732189 0.01620252
#> Sigma[4,2] -0.258769748 0.178640253 -0.473426396 -0.01130658
#> Sigma[4,3] 0.851648077 0.220472314 0.593592944 1.17227248
#> Sigma[4,4] 0.769825371 0.157126881 0.585496382 0.99004919
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95395169 0.03507528 0.90338188 0.99693275
#> lag1_var2 0.05746519 0.06537205 -0.02605583 0.14168667
#> lag1_var3 0.10334115 0.10917520 -0.03485265 0.24188314
#> lag1_var4 -0.09552967 0.09857716 -0.22002143 0.03039785
#> const 0.72559133 0.31621608 0.22796021 1.14455683
#> exo1 0.03510072 0.03127262 0.01103510 0.09005244
#> exo2 -0.08089126 0.04126381 -0.13907045 -0.02605584
#> exo3 0.03197240 0.03892782 -0.03991602 0.06443069
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12224285 0.8955892 -1.02405515 1.5011960
#> lag1_var2 1.13907674 1.3511624 -0.76596145 2.9114259
#> lag1_var3 0.45066792 2.2221845 -2.75541270 3.3138456
#> lag1_var4 -0.47993220 1.9808060 -3.07094053 2.3089320
#> const 0.17315989 8.3515708 -10.30947234 12.5663160
#> exo1 -0.82993149 1.3577824 -2.86573390 0.4326962
#> exo2 1.38483527 1.3613369 0.04771906 3.7680997
#> exo3 -0.06013155 1.4899449 -1.92077920 2.3774851
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4773838 0.8868887 -0.7207422 1.646513
#> lag1_var2 -0.7451619 1.3355780 -2.3680252 1.149615
#> lag1_var3 -0.2917928 2.2054501 -2.9115723 2.845556
#> lag1_var4 1.0780103 1.9666506 -1.7284717 3.444543
#> const 1.2827416 8.4353036 -11.5787703 11.019092
#> exo1 0.9142212 1.3166468 -0.2914097 3.219351
#> exo2 -3.4557553 1.1128556 -5.2394095 -2.150461
#> exo3 0.6981476 0.9450057 -0.7481080 1.719738
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6000712 0.6746196 -0.2988684 1.5063095
#> lag1_var2 -0.4561167 0.9064936 -1.8171429 0.7219326
#> lag1_var3 -0.6698706 1.5062976 -2.9184793 1.2452796
#> lag1_var4 1.4491144 1.3384740 -0.2389499 3.4474798
#> const -0.3570682 5.6840218 -8.1369432 6.2462002
#> exo1 0.4585743 0.8017827 -0.3475733 1.7655284
#> exo2 -2.8589488 0.8406469 -4.1247577 -1.8348484
#> exo3 0.7457791 0.5394642 0.1033717 1.5323571
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002008012 5.277547e-05 0.0001383687 0.0002789516
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007506357 0.003216814 -0.01233673 -0.004336971
#> Sigma[2,2] 0.649986574 0.247346082 0.40821816 1.077879635
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006473677 0.00252199 0.004088799 0.01054769
#> Sigma[3,2] -0.510709792 0.19205684 -0.838638068 -0.32202793
#> Sigma[3,3] 0.460542850 0.15058505 0.293561791 0.69473201
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001718261 0.0008316582 0.0006546413 0.002848551
#> Sigma[4,2] -0.099794605 0.0467656755 -0.1740727903 -0.043858481
#> Sigma[4,3] 0.140981049 0.0443060292 0.0785256337 0.202767074
#> Sigma[4,4] 0.081555123 0.0225026541 0.0529213608 0.115543905
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97333226 0.007004867 0.96337459 0.982339977
#> lag1_var2 0.04685178 0.022980842 0.01236399 0.073359962
#> lag1_var3 0.07452294 0.034756251 0.02228549 0.113915875
#> lag1_var4 -0.07061322 0.033907284 -0.10949772 -0.018540287
#> const 0.58864462 0.160910634 0.32594377 0.767218252
#> exo1 -0.01673751 0.010944184 -0.03447334 -0.005848592
#> exo2 -0.03871108 0.015652388 -0.06437311 -0.020211310
#> exo3 0.03234866 0.015838340 0.01169954 0.053202923
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2106121 0.7506522 -0.7833845 1.3223053
#> lag1_var2 -0.9555055 2.7739203 -4.4671340 3.0899920
#> lag1_var3 -2.9441976 4.2697914 -8.4580604 3.2597353
#> lag1_var4 2.9955592 4.1310802 -3.0175194 8.3111676
#> const -9.4533121 13.8228221 -30.2089469 8.1764831
#> exo1 1.0764809 0.3656647 0.5735971 1.5415438
#> exo2 4.2959535 0.6102159 3.4660527 5.0128064
#> exo3 -1.6121465 0.8734778 -2.7249500 -0.4204968
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3269198 0.5852172 -1.2369616 0.3928199
#> lag1_var2 1.9942171 2.2260793 -1.1510389 5.1381837
#> lag1_var3 4.2108595 3.4479487 -0.6098019 9.1406796
#> lag1_var4 -3.2473175 3.3480030 -8.0172681 1.4433874
#> const 12.7052877 10.8592797 -0.5781688 30.2270283
#> exo1 -0.7689831 0.2879831 -1.1941257 -0.4031692
#> exo2 -4.1958044 0.7257977 -5.1072886 -3.2401056
#> exo3 0.9572070 0.9851129 -0.4329227 2.1830404
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21482107 0.1952952 -0.5230779 0.01175623
#> lag1_var2 1.14946916 0.7715889 0.1426666 2.31802617
#> lag1_var3 1.97794604 1.2082029 0.4263373 3.83872888
#> lag1_var4 -0.95596439 1.1790390 -2.7589105 0.55760853
#> const 5.76565418 3.6721476 1.7133732 11.55299812
#> exo1 -0.08754959 0.1404563 -0.2592919 0.09320322
#> exo2 -1.63031535 0.3788853 -2.1408447 -1.15064887
#> exo3 -0.05377013 0.4866396 -0.7295602 0.58454431
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008301508 0.0001086784 0.0006483525 0.0009411945
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004608054 0.00294519 -0.00852723 -0.001112681
#> Sigma[2,2] 0.635352277 0.14855781 0.48133386 0.843444232
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003817509 0.002009815 -0.006074015 -0.0009822268
#> Sigma[3,2] -0.334953640 0.074962314 -0.432292971 -0.2568955428
#> Sigma[3,3] 0.238946654 0.048929238 0.173608676 0.3021371846
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006950577 0.0009525544 -0.008326583 -0.005711957
#> Sigma[4,2] 0.057911713 0.0355047985 0.010460533 0.098143503
#> Sigma[4,3] 0.035249679 0.0230477711 0.006318505 0.066288354
#> Sigma[4,4] 0.074833048 0.0109289417 0.061822435 0.090347024
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01003162 0.01919349 0.985333147 1.03641341
#> lag1_var2 0.05560598 0.06184804 -0.033408750 0.12023967
#> lag1_var3 0.07488588 0.10072771 -0.071692174 0.18011593
#> lag1_var4 -0.08800100 0.09976197 -0.194570998 0.05499394
#> const 0.49767674 0.44890076 -0.082340178 1.18909981
#> exo1 0.04223371 0.02406054 0.009088386 0.07394993
#> exo2 -0.07184150 0.02014827 -0.099580773 -0.04646565
#> exo3 -0.01591109 0.03556774 -0.067283177 0.02707860
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3896500 0.4837880 -0.40745247 0.9330584
#> lag1_var2 -3.2659799 2.0004072 -5.32761660 0.2019452
#> lag1_var3 -6.4959972 3.2566245 -9.93087294 -0.8846549
#> lag1_var4 6.7017387 3.2302796 1.10196136 10.0549914
#> const -18.9299130 10.3617462 -28.47114895 -0.8329026
#> exo1 -0.2092853 0.5547038 -0.60744424 0.7726886
#> exo2 0.7101196 0.9280979 -0.37318559 2.0775680
#> exo3 1.2739705 0.9962257 0.00737052 2.8042429
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4014188 0.3411703 -0.7459558 0.1830265
#> lag1_var2 2.4386333 1.3353951 0.1967887 3.8120542
#> lag1_var3 4.8157216 2.1718131 1.1809440 7.0537482
#> lag1_var4 -3.8963647 2.1506876 -6.0989258 -0.2804496
#> const 13.3612715 7.0386356 0.5792455 19.8853109
#> exo1 -0.1894660 0.3705435 -0.7491189 0.1968997
#> exo2 -0.9509165 0.5258560 -1.7684063 -0.3427027
#> exo3 -0.3092860 0.6119391 -1.0559326 0.6196977
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1679045 0.1816155 -0.42001606 0.08990673
#> lag1_var2 0.1131801 0.5826608 -0.52268595 0.89029795
#> lag1_var3 0.3143626 0.9583142 -0.74787118 1.57351661
#> lag1_var4 0.7576376 0.9443466 -0.47331105 1.81584801
#> const 0.2937758 3.8720631 -5.87840264 4.44373471
#> exo1 -0.3315120 0.2049488 -0.67946129 -0.11082059
#> exo2 -0.5625317 0.2182271 -0.88474570 -0.30122081
#> exo3 0.4863078 0.4246775 -0.08534186 1.08403035
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006074243 0.000121052 0.000461108 0.0007814198
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006059868 0.001393747 -0.00774768 -0.004039561
#> Sigma[2,2] 0.106252066 0.019824721 0.07745369 0.129825575
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006098296 0.001648736 0.003941506 0.008565312
#> Sigma[3,2] -0.105532871 0.020253589 -0.133672694 -0.076960998
#> Sigma[3,3] 0.127862809 0.025419413 0.099964452 0.169459488
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00277047 0.001142693 0.001573431 0.00462634
#> Sigma[4,2] -0.04722597 0.011677663 -0.064215820 -0.03291600
#> Sigma[4,3] 0.07516591 0.018221425 0.054700000 0.10452020
#> Sigma[4,4] 0.05590642 0.014494044 0.041641761 0.07845108
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014422409 0.02075087 0.99084523 1.046187228
#> lag1_var2 -0.001338870 0.01471762 -0.01724825 0.018661001
#> lag1_var3 -0.008456025 0.02412462 -0.03567493 0.022736938
#> lag1_var4 -0.000362507 0.02009868 -0.02854575 0.020358879
#> const 0.219798995 0.19278135 -0.03400376 0.478737314
#> exo1 -0.019798997 0.02607964 -0.04982915 0.019456879
#> exo2 -0.062230267 0.01823362 -0.07751974 -0.031584182
#> exo3 -0.021133863 0.01845704 -0.05093488 0.002739838
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.505056496 0.2659981 -0.8520027 -0.1724932
#> lag1_var2 1.481348223 0.3098905 0.9824317 1.7599178
#> lag1_var3 1.187100360 0.5572838 0.3444352 1.7522480
#> lag1_var4 -1.032798840 0.5063165 -1.5234687 -0.2758114
#> const 5.791236556 2.8125553 1.9266224 9.1726901
#> exo1 -0.009991296 0.2984933 -0.4521805 0.3184618
#> exo2 1.421024965 0.2211165 1.1704110 1.7717268
#> exo3 -0.045961606 0.2168269 -0.3586688 0.2289799
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986893612 0.3580986 0.5877691 1.4943296
#> lag1_var2 -0.357408625 0.3316872 -0.7310049 0.1821843
#> lag1_var3 0.084410024 0.5478039 -0.5283413 0.9719799
#> lag1_var4 0.590246905 0.4807171 -0.1882824 1.1184727
#> const -3.541646062 2.8819844 -8.0724443 -0.1609435
#> exo1 0.006661345 0.2790746 -0.3387499 0.3930878
#> exo2 -2.653421535 0.2410398 -2.9339939 -2.3022310
#> exo3 0.163840236 0.3089416 -0.2800850 0.5513702
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81264849 0.2573639 0.5004777 1.1511931
#> lag1_var2 0.08738489 0.1863960 -0.1594365 0.3720433
#> lag1_var3 0.04452607 0.3075680 -0.3792369 0.4929903
#> lag1_var4 0.72009914 0.2737749 0.3310848 1.1090070
#> const -2.43220373 1.7056296 -5.3859635 -0.7108703
#> exo1 -0.01082245 0.1686497 -0.1807181 0.2587079
#> exo2 -2.17149281 0.1743312 -2.3319495 -1.8933589
#> exo3 0.17133482 0.2559195 -0.2191281 0.4434985
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008219851 0.002514591 0.005465586 0.01208964
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05167983 0.01846552 -0.08102017 -0.03248053
#> Sigma[2,2] 1.95210133 0.57704300 1.32868872 2.83256524
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08283822 0.02146938 0.05740604 0.1133446
#> Sigma[3,2] -1.44756273 0.41629094 -2.14134738 -1.0017855
#> Sigma[3,3] 1.55438988 0.31979543 1.17277244 2.0293155
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05365571 0.01733988 0.03557745 0.08202888
#> Sigma[4,2] -0.22059012 0.11250077 -0.36953708 -0.07070152
#> Sigma[4,3] 0.68148187 0.14905149 0.54217580 0.94012685
#> Sigma[4,4] 0.58291965 0.13610474 0.47629419 0.82947280
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85198476 0.10121944 0.75042256 1.00773330
#> lag1_var2 0.20413876 0.15950126 -0.04893152 0.38543142
#> lag1_var3 0.31118102 0.25699284 -0.09719150 0.60394901
#> lag1_var4 -0.27453591 0.22968721 -0.53974793 0.08883837
#> const 1.49639836 1.16922289 -0.12884950 2.99183044
#> exo1 0.07459676 0.09610178 -0.03651630 0.22105571
#> exo2 -0.28414332 0.12301979 -0.42728271 -0.08147619
#> exo3 0.03984777 0.08935853 -0.10339849 0.14943567
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9578121 1.321116 -2.684506 0.6798000
#> lag1_var2 1.6802514 2.660957 -1.616323 5.4733990
#> lag1_var3 1.3096731 4.141811 -3.864851 7.3027881
#> lag1_var4 -1.0405345 3.799125 -6.528236 3.7062276
#> const 9.5405307 14.661426 -10.825418 30.1471212
#> exo1 -0.9302352 1.061416 -2.132158 0.5972318
#> exo2 1.6944391 1.685244 -0.811825 3.9291252
#> exo3 0.4555947 1.239789 -1.171306 2.2983690
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3034154 1.2893945 -1.533685 1.545426
#> lag1_var2 1.3962621 2.2926462 -2.113640 3.545888
#> lag1_var3 2.9637385 3.6110788 -2.608691 6.244678
#> lag1_var4 -1.9502524 3.2625466 -5.017654 3.077305
#> const 5.5097566 14.4751550 -16.066814 23.926062
#> exo1 0.8452372 1.5217106 -1.101871 3.112438
#> exo2 -5.1152191 1.6377907 -7.401532 -2.822272
#> exo3 -0.7536827 0.9919714 -2.085354 0.413575
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0050331 0.6093471 -1.7057864 -0.1382866
#> lag1_var2 2.3115689 0.9260216 1.0491249 3.2701148
#> lag1_var3 3.5491998 1.4916720 1.5276912 5.1088859
#> lag1_var4 -2.3191559 1.3169599 -3.7355144 -0.5056023
#> const 11.0814254 6.8997018 1.6686859 19.3688547
#> exo1 0.2702193 1.1631611 -0.8743518 2.2252500
#> exo2 -4.5319492 1.1299695 -5.7704815 -2.7824442
#> exo3 -0.5673603 0.7177905 -1.6147676 0.2649108
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001546558 0.0002936529 0.0011541 0.001938934
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007728751 0.00222687 -0.01128173 -0.004875189
#> Sigma[2,2] 0.142762691 0.02477492 0.10958872 0.177448135
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009648207 0.01347011 -0.005898526 0.03055994
#> Sigma[3,2] -0.188354336 0.09800548 -0.346235761 -0.08843110
#> Sigma[3,3] 3.265014141 0.66134133 2.550284354 4.31606313
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005525047 0.01504507 -0.01195793 0.028130207
#> Sigma[4,2] -0.115210623 0.10274044 -0.27763880 0.005368454
#> Sigma[4,3] 3.597149233 0.75906950 2.71673340 4.768345791
#> Sigma[4,4] 4.028200345 0.87607416 2.95070318 5.332054999
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941065426 0.02845954 0.905437906 0.98054051
#> lag1_var2 0.055519976 0.03643934 -0.001185879 0.09585298
#> lag1_var3 0.102126514 0.07574479 -0.018783102 0.17633760
#> lag1_var4 -0.089203856 0.06696059 -0.154367717 0.01792758
#> const 0.594239902 0.31670741 0.289804633 1.13209970
#> exo1 -0.010710530 0.03032381 -0.049872974 0.03595534
#> exo2 -0.001353335 0.04310488 -0.059557752 0.05884614
#> exo3 0.015534364 0.04802636 -0.049638829 0.08482338
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.065871020 0.4630986 -0.48258891 0.7733399
#> lag1_var2 0.750290873 0.4503356 0.06119023 1.2539331
#> lag1_var3 -0.053240614 0.9366951 -1.52473060 1.0009320
#> lag1_var4 0.060298284 0.8152327 -0.86381043 1.3417675
#> const 0.635615875 5.2131057 -7.73280271 6.4935712
#> exo1 0.002286008 0.2323815 -0.28818014 0.3444731
#> exo2 2.497392260 0.3835105 2.02320787 2.9547292
#> exo3 0.027663242 0.3974123 -0.45222199 0.5488565
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2239595 2.380970 -1.183415 4.9431784
#> lag1_var2 -1.3748453 2.730669 -5.596520 1.5162487
#> lag1_var3 -1.3030820 5.259849 -9.448039 4.7659870
#> lag1_var4 1.8838669 4.623148 -3.474573 8.9902426
#> const -2.4476159 21.998725 -30.020805 18.9469697
#> exo1 0.1876588 1.599229 -1.778563 2.0268192
#> exo2 -0.8300084 1.271517 -2.600222 0.7225498
#> exo3 0.7448471 1.512802 -1.434507 2.7438784
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3972052 2.573294 -1.235552 5.280898
#> lag1_var2 -1.4894163 2.989672 -6.120377 1.699202
#> lag1_var3 -2.2560187 5.710831 -10.942570 4.129725
#> lag1_var4 2.8316154 5.023053 -2.806625 10.417924
#> const -4.3787014 23.980379 -34.545403 21.520220
#> exo1 0.2263741 1.909242 -2.206802 2.439132
#> exo2 0.5535184 1.341475 -1.297196 2.142968
#> exo3 0.8505069 1.575570 -1.285005 3.052136
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001779022 5.984059e-05 0.0001078897 0.0002585034
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.273342e-05 0.001073514 -0.001261218 0.001497265
#> Sigma[2,2] 1.027323e-01 0.018972660 0.076521945 0.127072639
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007608095 0.001763679 -0.003312447 0.001413844
#> Sigma[3,2] -0.1336347750 0.065062677 -0.242624653 -0.071396887
#> Sigma[3,3] 0.4786334076 0.235150247 0.286057261 0.845978571
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006945866 0.001250438 -0.002675947 0.0005247969
#> Sigma[4,2] -0.0580526186 0.057328318 -0.154372085 -0.0028830881
#> Sigma[4,3] 0.3870296476 0.197171319 0.219363852 0.6925514992
#> Sigma[4,4] 0.3512673146 0.164235567 0.201587535 0.6068031308
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988723643 0.004493623 0.98207120 0.99356756
#> lag1_var2 0.003573897 0.027710247 -0.02753899 0.04980023
#> lag1_var3 0.004370857 0.039976651 -0.04128706 0.06983026
#> lag1_var4 -0.002916797 0.040091417 -0.06875543 0.04225298
#> const 0.246082565 0.123634062 0.06508613 0.42016248
#> exo1 -0.002796107 0.015359132 -0.02361358 0.01517346
#> exo2 -0.033574627 0.013059442 -0.05152578 -0.01634588
#> exo3 -0.025234112 0.011930621 -0.04135540 -0.00850772
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1992689 0.08159672 -0.31880154 -0.09911320
#> lag1_var2 1.4255258 0.65207701 0.67475398 2.44062749
#> lag1_var3 1.2720259 1.05093346 -0.02868325 2.90644323
#> lag1_var4 -1.2650272 1.05770537 -2.89600128 0.04293978
#> const 5.5412927 3.23119870 1.30874418 10.45585804
#> exo1 0.1023437 0.28155283 -0.26886256 0.51635670
#> exo2 0.6638132 0.23627466 0.36384881 0.98289871
#> exo3 0.4820349 0.24676414 0.18590609 0.82903232
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2402657 0.2234108 -0.06797534 0.5254935
#> lag1_var2 0.3155489 0.8177179 -0.75950405 1.4313095
#> lag1_var3 1.5656738 1.4415288 -0.04778729 3.6523798
#> lag1_var4 -0.6894778 1.4647857 -2.78849379 0.9168184
#> const 3.2611136 8.2918767 -8.36347646 12.8551974
#> exo1 0.2851737 0.6449805 -0.66037968 1.1664583
#> exo2 -2.7699194 0.7898389 -4.14574402 -2.0106608
#> exo3 -0.6145796 0.5444127 -1.33426326 0.1409396
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0967752 0.2081484 -0.23033448 0.3342952
#> lag1_var2 1.1084336 0.7321038 0.05115517 1.9185129
#> lag1_var3 2.1558469 1.2717748 0.43944298 3.7430220
#> lag1_var4 -1.2638624 1.3000367 -2.86001512 0.4881783
#> const 6.4766300 7.4242146 -2.93872474 16.5716783
#> exo1 0.3764828 0.5334827 -0.35407974 1.1015315
#> exo2 -2.3148819 0.6841372 -3.49663359 -1.6296212
#> exo3 -0.2661057 0.5451222 -0.97703150 0.4916746
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007793802 0.0002482159 0.0005593086 0.001225506
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003389054 0.002461776 -0.007586347 -0.000765164
#> Sigma[2,2] 0.117807519 0.019850431 0.094631250 0.149445150
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004835807 0.001168773 -0.001926738 0.001006791
#> Sigma[3,2] -0.0604777950 0.008753705 -0.071875968 -0.047632376
#> Sigma[3,3] 0.0490086618 0.007733662 0.041176710 0.060660668
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003046709 0.001253442 -0.0052393728 -0.001995871
#> Sigma[4,2] 0.022332595 0.012381094 0.0107694359 0.041624645
#> Sigma[4,3] 0.007662344 0.006084802 0.0001683719 0.016645422
#> Sigma[4,4] 0.024647029 0.006938983 0.0179065158 0.036814855
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99704840 0.01412505 0.975995857 1.01392673
#> lag1_var2 -0.04649173 0.03294136 -0.101281942 -0.01098943
#> lag1_var3 -0.06974543 0.04825778 -0.150231581 -0.01966083
#> lag1_var4 0.06990317 0.04702343 0.015803025 0.14721508
#> const 0.06212825 0.24605924 -0.291619243 0.37562710
#> exo1 0.02331278 0.02743421 -0.006571312 0.06463051
#> exo2 -0.05076348 0.02266698 -0.083504360 -0.02436981
#> exo3 -0.01932666 0.02977071 -0.048569911 0.02457112
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1894268 0.3357260 -0.5142568 0.3294790
#> lag1_var2 0.2579885 1.0847577 -1.4257317 1.5620192
#> lag1_var3 -0.9256580 1.6098932 -3.4195973 1.0031856
#> lag1_var4 1.0090000 1.6233032 -1.0015969 3.4650847
#> const -1.3410090 5.5254813 -9.4717824 5.9301494
#> exo1 -0.9185520 0.3170248 -1.2039913 -0.4065423
#> exo2 -1.3282473 0.3313246 -1.7845436 -0.8214740
#> exo3 0.6275768 0.3043637 0.1364586 1.0031969
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2099911 0.3228417 -0.2732049 0.6220764625
#> lag1_var2 1.1835602 0.7121373 0.4176600 2.2917572360
#> lag1_var3 2.6108871 1.0738410 1.4667026 4.2892018802
#> lag1_var4 -1.7629261 1.0471013 -3.4065245 -0.6268716362
#> const 5.9322656 3.9847256 0.6972674 11.4870770239
#> exo1 0.4446684 0.2208409 0.1159603 0.7220388199
#> exo2 0.1543641 0.2709766 -0.3193492 0.4143247830
#> exo3 -0.3128744 0.1893122 -0.5282137 0.0005356554
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07475586 0.1624371 -0.10910205 0.30547895
#> lag1_var2 1.09079136 0.3711370 0.74924196 1.69975773
#> lag1_var3 1.57659348 0.5539054 1.04828942 2.49313540
#> lag1_var4 -0.65443707 0.5513867 -1.55753063 -0.10562745
#> const 3.94377965 1.7197602 1.31567840 6.04751048
#> exo1 -0.20622582 0.1378604 -0.39155970 -0.04236691
#> exo2 -0.80361628 0.1428081 -1.00753768 -0.63783789
#> exo3 0.12550327 0.0943537 -0.01852843 0.24327630
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001158243 0.0002637144 0.00082307 0.001539645
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005919022 0.003130879 -0.01078787 -0.002420668
#> Sigma[2,2] 0.226980104 0.056823681 0.15884717 0.318655165
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001019545 0.002043952 -0.003655054 0.002055783
#> Sigma[3,2] -0.107940107 0.020905735 -0.132090416 -0.075109672
#> Sigma[3,3] 0.085095723 0.019853391 0.056460278 0.111831219
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004473369 0.001461248 -0.006727703 -0.002763668
#> Sigma[4,2] 0.016421076 0.021309100 -0.009442584 0.044412518
#> Sigma[4,3] 0.028085229 0.014807600 0.008876265 0.050050786
#> Sigma[4,4] 0.039440578 0.009402622 0.029057546 0.051172820
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98695151 0.03530974 0.937826864 1.031383395
#> lag1_var2 -0.07644781 0.05934230 -0.167644243 -0.005173795
#> lag1_var3 -0.14499086 0.10862122 -0.312340770 -0.013566896
#> lag1_var4 0.15181316 0.10856830 0.014765603 0.316850633
#> const -0.09832170 0.55230573 -0.983119215 0.456407250
#> exo1 0.02783695 0.03592566 -0.006093811 0.086598334
#> exo2 -0.05521166 0.03142477 -0.102818680 -0.021944680
#> exo3 -0.04805966 0.03031027 -0.086167872 -0.004180941
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6840033 0.3723736 0.2519533 1.2002830
#> lag1_var2 0.2327117 0.7229768 -0.7686775 1.2417159
#> lag1_var3 -1.1127626 1.3918833 -3.0043099 0.7590560
#> lag1_var4 0.9479567 1.4768614 -0.9679299 2.9016255
#> const -3.6998692 6.9647995 -14.9870554 2.9952672
#> exo1 -0.2266798 0.4777630 -0.9352134 0.3158585
#> exo2 0.5569735 0.5532475 -0.1969945 1.2733651
#> exo3 0.3222563 0.3457068 -0.2663525 0.6882858
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51825881 0.3215563 -1.0452683 -0.174533155
#> lag1_var2 1.23255957 0.5174610 0.5217945 1.965304330
#> lag1_var3 3.07194100 0.9350603 1.7773431 4.384581503
#> lag1_var4 -2.04614710 0.9524633 -3.3486870 -0.703136959
#> const 8.33900727 5.7199159 1.9348189 16.814934849
#> exo1 0.02372334 0.2856837 -0.3879967 0.339027877
#> exo2 -0.86189282 0.3182509 -1.2578819 -0.437082953
#> exo3 -0.36529267 0.2516973 -0.6906260 -0.003801415
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1521241 0.2632345 -0.6034542 0.12333769
#> lag1_var2 1.1534324 0.4286215 0.6898641 1.82360644
#> lag1_var3 2.0857864 0.7648968 1.2286796 3.28278564
#> lag1_var4 -1.1283472 0.7517017 -2.3204058 -0.27432216
#> const 5.2763517 3.9907569 1.6886872 11.91749460
#> exo1 -0.1090011 0.2305960 -0.4792277 0.15788730
#> exo2 -0.6293835 0.1334521 -0.7962579 -0.46898414
#> exo3 -0.2223376 0.2010943 -0.5101495 0.06448786
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004129444 0.0009220612 0.003152518 0.005594294
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04473276 0.01235345 -0.06534791 -0.0311740
#> Sigma[2,2] 0.62061605 0.18988644 0.40457459 0.9062065
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05006618 0.01330806 0.03327762 0.06968696
#> Sigma[3,2] -0.66555727 0.21303494 -1.01374879 -0.43246615
#> Sigma[3,3] 0.84825587 0.27067267 0.53391841 1.29888399
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04116435 0.0110034 0.02630208 0.05642322
#> Sigma[4,2] -0.53511426 0.1753101 -0.82035395 -0.33472781
#> Sigma[4,3] 0.73247766 0.2329270 0.45368309 1.10941127
#> Sigma[4,4] 0.64960572 0.2045598 0.39948796 0.96764635
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93287230 0.04153880 0.8832843282 0.98224696
#> lag1_var2 0.03528624 0.02641680 -0.0002723169 0.07454937
#> lag1_var3 0.05512105 0.05727717 -0.0129640697 0.14672746
#> lag1_var4 -0.03072177 0.05311260 -0.1154741043 0.03236982
#> const 0.49527372 0.64134113 -0.3686353057 1.41624627
#> exo1 0.01356303 0.06274540 -0.0864403199 0.07896787
#> exo2 -0.07459108 0.07034656 -0.1676444543 0.02677403
#> exo3 0.03474259 0.07373326 -0.0504539886 0.13976551
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71826335 0.3805936 0.2156990 1.16350286
#> lag1_var2 0.35409106 0.3319050 -0.1603063 0.78644528
#> lag1_var3 -0.94377170 0.7268146 -2.1009570 -0.08507259
#> lag1_var4 0.66184646 0.6652134 -0.1667670 1.69717308
#> const -2.42397752 7.1070433 -13.0428861 6.98982683
#> exo1 -0.08456605 0.7831868 -0.8307145 1.10680642
#> exo2 1.01790843 1.0524174 -0.3065835 2.53081840
#> exo3 0.31778231 1.0087381 -1.0764735 1.61357168
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1661142 0.4224873 -1.6329138 -0.4729252
#> lag1_var2 1.1259457 0.3923265 0.4719825 1.5711634
#> lag1_var3 3.4440381 0.9465985 2.0719316 4.8615607
#> lag1_var4 -2.0061374 0.8740339 -3.3642372 -0.8808468
#> const 8.3326049 7.5059474 -1.3180302 19.1710695
#> exo1 0.2308115 1.0818082 -1.3202254 1.3661068
#> exo2 -0.5219153 1.0726385 -1.9619685 0.8977168
#> exo3 -0.3790597 1.0988691 -1.8708838 1.1926575
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0293378 0.3856592 -1.4684081 -0.3879556
#> lag1_var2 1.1423604 0.3450780 0.5518265 1.4621823
#> lag1_var3 2.6786746 0.8531690 1.3674984 3.8691361
#> lag1_var4 -1.2443115 0.7874930 -2.4057217 -0.1621602
#> const 6.1541340 6.3835209 -1.4876990 15.3515630
#> exo1 0.2321367 0.9951439 -1.2258960 1.2699736
#> exo2 -0.2368239 0.8355184 -1.3907201 0.9115598
#> exo3 -0.3336572 0.9115513 -1.5601697 0.9791328
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002764542 4.018498e-05 0.0002283224 0.0003395728
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003005306 0.001203107 -0.004547214 -0.001290082
#> Sigma[2,2] 0.542482454 0.185655508 0.332573755 0.848337855
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002999915 0.001306961 0.0011435 0.004426948
#> Sigma[3,2] -0.606490440 0.180912723 -0.8481058 -0.362419361
#> Sigma[3,3] 0.928763362 0.232320114 0.5886986 1.225630389
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001528268 0.001653604 -0.0008490934 0.003553214
#> Sigma[4,2] -0.382737995 0.128202423 -0.5163710155 -0.178227442
#> Sigma[4,3] 0.748682110 0.211027206 0.4834642034 1.065714698
#> Sigma[4,4] 0.681188096 0.202407337 0.4584346834 0.996114174
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977841843 0.01233366 0.960212903 0.9950524302
#> lag1_var2 0.017946260 0.01575775 -0.004673976 0.0396936268
#> lag1_var3 0.037405786 0.02797022 -0.003412369 0.0746959587
#> lag1_var4 -0.033395240 0.02381012 -0.065357866 0.0007821981
#> const 0.456867441 0.22390955 0.187526911 0.7779872676
#> exo1 0.006013236 0.01843271 -0.021637245 0.0240638457
#> exo2 -0.060331463 0.02075344 -0.094779481 -0.0356855364
#> exo3 0.012284654 0.02204832 -0.018389361 0.0416302860
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3530324 0.7506083 0.3108416 2.3117749
#> lag1_var2 -0.4638405 0.7904635 -1.4602631 0.6031418
#> lag1_var3 -2.4185305 1.4121898 -4.2162240 -0.5052188
#> lag1_var4 1.9518430 1.1949746 0.3537060 3.4462211
#> const -7.0327679 8.7180777 -19.2224137 5.6289864
#> exo1 -0.6188452 0.4126283 -1.2508901 -0.1842642
#> exo2 -1.2274398 0.8150020 -2.3569895 -0.1592813
#> exo3 4.1212111 0.4649277 3.6122322 4.8454088
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6967556 0.9650114 -2.8959378 -0.3454842
#> lag1_var2 1.9455173 0.9806986 0.7933142 3.2821465
#> lag1_var3 4.1033370 1.7843462 2.0840889 6.6420999
#> lag1_var4 -2.5865805 1.5249293 -4.7836932 -0.9042748
#> const 11.4694682 12.6779946 -7.3100607 27.8150606
#> exo1 0.8814205 0.4554581 0.3111785 1.5323486
#> exo2 -2.0536676 0.9787182 -3.3848051 -0.8113604
#> exo3 -2.1752315 0.5135751 -3.0199777 -1.7039427
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2267200 0.7567073 -2.2489856 -0.1161528
#> lag1_var2 1.6033910 0.7507288 0.7137172 2.7606743
#> lag1_var3 2.5043941 1.3857460 0.9577983 4.7222633
#> lag1_var4 -1.1232017 1.1896185 -3.0383575 0.1595082
#> const 6.9777492 10.3972317 -7.6331588 19.4293814
#> exo1 0.6963404 0.5171158 -0.0977499 1.2589718
#> exo2 -3.6837087 0.8374058 -4.9397801 -2.5025401
#> exo3 0.1396250 0.4573766 -0.5943335 0.7300520
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001061349 0.0001916857 0.0008144172 0.001340126
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001503326 0.007584334 -0.01078443 0.008809334
#> Sigma[2,2] 1.680104744 0.455640133 1.19362714 2.394061931
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005219061 0.004217976 -0.005319587 0.005343584
#> Sigma[3,2] -0.9566588465 0.262270078 -1.339011866 -0.663460014
#> Sigma[3,3] 0.5909738440 0.156089574 0.417954616 0.798269616
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003264767 0.001163217 -0.001921574 0.00129144
#> Sigma[4,2] 0.0395521116 0.051988911 -0.037725067 0.10958387
#> Sigma[4,3] 0.0266573861 0.032518597 -0.025186876 0.06543024
#> Sigma[4,4] 0.0532821696 0.014328546 0.038191104 0.07392161
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98418544 0.01599563 0.96334258 1.00767981
#> lag1_var2 -0.01610025 0.03838417 -0.05563127 0.04418250
#> lag1_var3 -0.02109042 0.06378352 -0.08585689 0.07945507
#> lag1_var4 0.02358182 0.06554862 -0.07571317 0.09613695
#> const 0.30687413 0.34017551 -0.20570839 0.65518586
#> exo1 0.00960933 0.03010541 -0.03207137 0.04768179
#> exo2 -0.09083823 0.02308623 -0.12742982 -0.06527692
#> exo3 0.01463446 0.02932510 -0.02486509 0.05065434
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.04833525 0.8734346 -3.2202337 -0.85883616
#> lag1_var2 2.76464109 2.3878493 -0.8541501 5.78118143
#> lag1_var3 3.48372772 4.0354500 -2.5920404 8.59862828
#> lag1_var4 -2.84770041 4.2635589 -8.0862388 3.87764457
#> const 13.14916471 14.6688579 -12.9926088 25.79910103
#> exo1 -2.64305656 1.4333816 -4.6320475 -0.59500389
#> exo2 0.05721873 2.1622782 -2.9723137 2.91169391
#> exo3 -1.38738612 0.8538341 -2.3782118 -0.07912609
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.22669355 0.5529523 0.5802547 2.075480
#> lag1_var2 -0.09683556 1.1973846 -1.6694207 1.755215
#> lag1_var3 0.54121794 2.0381006 -2.1381589 3.665611
#> lag1_var4 -0.05911000 2.1448030 -3.5258089 2.640080
#> const 0.27646299 9.6986274 -8.3485256 16.773740
#> exo1 1.62391728 0.8976912 0.3646879 2.801283
#> exo2 1.08007501 1.2850078 -0.7842171 2.873951
#> exo3 0.61305997 0.5890254 -0.3232876 1.215132
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01511585 0.1230314 -0.1460583 0.18832174
#> lag1_var2 1.30943339 0.4239230 0.7102103 1.85843741
#> lag1_var3 2.21435938 0.7173486 1.2080888 3.14880661
#> lag1_var4 -1.33929686 0.7705940 -2.3341446 -0.25213595
#> const 7.06285001 2.9251672 3.2859698 11.23639576
#> exo1 0.06448082 0.1960445 -0.1346196 0.39285554
#> exo2 1.19016110 0.2102251 0.9090483 1.47219409
#> exo3 -0.21884204 0.1483249 -0.3992276 -0.02567072
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004551936 0.001392691 0.003127215 0.006735141
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002705636 0.002862569 -0.0003648569 0.00748037
#> Sigma[2,2] 0.187277488 0.051171498 0.1134383018 0.25525688
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002937276 0.002280575 -0.003831143 0.002322859
#> Sigma[3,2] -0.1180106501 0.031692395 -0.162861110 -0.070973208
#> Sigma[3,3] 0.0826044304 0.022493494 0.050095622 0.116368140
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001533591 0.0006611152 0.0006982825 0.002531719
#> Sigma[4,2] 0.005560520 0.0078849239 -0.0058118896 0.015427288
#> Sigma[4,3] 0.005092253 0.0064340572 -0.0006608739 0.015334262
#> Sigma[4,4] 0.009165718 0.0031814328 0.0058471951 0.013494400
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86748106 0.06648409 0.77935846 0.96227429
#> lag1_var2 0.14563519 0.13940128 -0.05133743 0.32010635
#> lag1_var3 0.18539062 0.20726789 -0.11414001 0.44419465
#> lag1_var4 -0.15144089 0.20402626 -0.40604186 0.12599560
#> const 0.76784114 0.48756844 0.18249052 1.41161307
#> exo1 -0.17117038 0.05372801 -0.22693375 -0.08381309
#> exo2 -0.08089432 0.07857155 -0.17699026 0.02455736
#> exo3 0.02447837 0.10881975 -0.13273419 0.15579274
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02847378 0.3205043 -0.4518285 0.4047710
#> lag1_var2 0.39783105 0.7850936 -0.8323403 1.2922615
#> lag1_var3 -0.85848560 1.1971590 -2.6749061 0.5685861
#> lag1_var4 0.86496370 1.2369247 -0.5703745 2.7696737
#> const -0.83363223 4.6596270 -5.2540633 6.4627089
#> exo1 0.32059985 0.3963281 -0.1717901 0.8804524
#> exo2 1.08858302 0.5260853 0.2598740 1.7213959
#> exo3 0.77228950 0.4056968 0.3281829 1.3700739
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03578989 0.2089313 -0.1677089 0.37306950
#> lag1_var2 1.10459875 0.5357332 0.5502036 1.93950515
#> lag1_var3 2.60287288 0.8080796 1.7429536 3.87038177
#> lag1_var4 -1.70448624 0.8525160 -3.0478861 -0.77529648
#> const 5.52049358 3.8514751 -0.6037834 10.14139096
#> exo1 -0.16855530 0.2846599 -0.5666275 0.23172685
#> exo2 -1.41773136 0.3142764 -1.7731304 -0.90424435
#> exo3 -0.42950606 0.3089153 -0.8895339 -0.07086195
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05556380 0.09088953 -0.06084752 0.1827681
#> lag1_var2 1.09263650 0.28251704 0.73941919 1.4232994
#> lag1_var3 1.61855981 0.43606280 1.06387698 2.1267990
#> lag1_var4 -0.69868530 0.43586643 -1.21284518 -0.1320566
#> const 3.80159413 1.75061035 1.53977446 6.3277687
#> exo1 0.04199978 0.07177663 -0.03447711 0.1490626
#> exo2 -0.76816277 0.09608283 -0.87444671 -0.6306567
#> exo3 0.07064127 0.12543363 -0.10452289 0.2439721
#>
#>
#>
#> $global
#> $global$A
#> $global$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9788245873 0.003278946 0.974503462 0.983224225
#> lag1_var2 0.0294839895 0.008261647 0.019802903 0.042099017
#> lag1_var3 0.0404442922 0.012722202 0.025249318 0.058667003
#> lag1_var4 -0.0388013084 0.011878909 -0.055789929 -0.024330362
#> const 0.4644527261 0.039829373 0.418094582 0.521225435
#> exo1 -0.0001871283 0.001721625 -0.001677108 0.002519155
#> exo2 -0.0498447698 0.005733320 -0.058122637 -0.043383162
#> exo3 0.0210642351 0.003327319 0.016063770 0.024354043
#>
#> $global$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003201428 0.01774727 -0.02607773 0.019949615
#> lag1_var2 0.440881075 0.09624292 0.30451463 0.551336032
#> lag1_var3 -0.163079119 0.07825896 -0.27735544 -0.067733378
#> lag1_var4 0.206060012 0.08360146 0.10659499 0.328328933
#> const -0.380261550 0.13636344 -0.61698396 -0.239930220
#> exo1 -0.020293308 0.01267033 -0.03613076 -0.004283862
#> exo2 0.098498012 0.05482870 0.03412036 0.184737619
#> exo3 0.040206974 0.01943289 0.01135036 0.061142846
#>
#> $global$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14314861 0.06549004 0.09478153 0.26376289
#> lag1_var2 0.78480122 0.07847532 0.65909915 0.84736594
#> lag1_var3 1.74780624 0.18349498 1.43917705 1.88036727
#> lag1_var4 -0.89819135 0.17186480 -1.03495233 -0.61737401
#> const 4.06774990 0.70668409 2.84142790 4.69297840
#> exo1 0.01714521 0.03451720 -0.02285492 0.06796743
#> exo2 -0.37381857 0.10336397 -0.52181243 -0.24772249
#> exo3 0.11734721 0.03240758 0.07208856 0.16219868
#>
#> $global$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.145516114 0.04596705 0.10676417 0.22863659
#> lag1_var2 0.809547113 0.07890846 0.69266570 0.87994155
#> lag1_var3 1.234944171 0.15038559 1.00020632 1.36864060
#> lag1_var4 -0.340280954 0.14654061 -0.48006879 -0.11115501
#> const 2.696909333 0.53214934 1.84318961 3.27765868
#> exo1 0.004873786 0.03416086 -0.04057276 0.05312877
#> exo2 -0.339427492 0.08144979 -0.45691810 -0.23118868
#> exo3 0.152418489 0.03556415 0.10170761 0.20082281
#>
#>
#> $global$Sigma
#> $global$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01786927 0.0006453771 0.01692891 0.01866827
#>
#> $global$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01392871 0.005111468 -0.02176492 -0.009672672
#> Sigma[2,2] 0.63944823 0.206362213 0.44977116 0.969165404
#>
#> $global$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001842618 0.00728323 -0.009953287 0.009715529
#> Sigma[3,2] -0.190753581 0.10227251 -0.350173828 -0.086739744
#> Sigma[3,3] 1.355819699 0.29571163 1.095183567 1.853731040
#>
#> $global$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007304253 0.007732795 -0.01839104 0.002057444
#> Sigma[4,2] 0.220283111 0.047434345 0.16312314 0.288159360
#> Sigma[4,3] 1.307064098 0.246220410 1.10259208 1.721035983
#> Sigma[4,4] 1.533029961 0.281665445 1.29174842 1.998980514
#>
#>
#> $global$V
#> $global$V[[1]]
#> mean sd 5% quantile 95% quantile
#> V[1,1] 2.079452 0.2740214 1.750335 2.464566
#>
#> $global$V[[2]]
#> mean sd 5% quantile 95% quantile
#> V[2,1] -2.112737 1.009157 -3.211146 -0.5779256
#> V[2,2] 9.772619 2.217114 6.067685 11.8509687
#>
#> $global$V[[3]]
#> mean sd 5% quantile 95% quantile
#> V[3,1] -3.503432 1.631165 -5.279388 -1.002533
#> V[3,2] 14.789576 3.566516 8.815474 18.253642
#> V[3,3] 24.658470 5.699437 15.074055 30.167785
#>
#> $global$V[[4]]
#> mean sd 5% quantile 95% quantile
#> V[4,1] 2.973594 1.641753 0.4306092 4.700761
#> V[4,2] -14.673179 3.445789 -18.0204556 -8.889428
#> V[4,3] -24.199747 5.506175 -29.5679729 -14.925642
#> V[4,4] 24.380319 5.291064 15.4840119 29.471811
#>
#> $global$V[[5]]
#> mean sd 5% quantile 95% quantile
#> V[5,1] -13.75141 6.417687 -21.32877 -4.355158
#> V[5,2] 46.18773 14.542191 22.23640 60.208798
#> V[5,3] 75.29920 23.123523 36.90688 97.200337
#> V[5,4] -74.55668 22.428321 -95.62465 -37.203009
#> V[5,5] 305.34839 97.513167 148.20998 409.422165
#>
#> $global$V[[6]]
#> mean sd 5% quantile 95% quantile
#> V[6,1] 0.003502109 0.1041078 -0.1155403 0.1659179
#> V[6,2] -0.270169435 0.1120729 -0.4345772 -0.1346479
#> V[6,3] -0.331723863 0.1610668 -0.5932692 -0.1832534
#> V[6,4] 0.367451800 0.1511907 0.2203142 0.6058638
#> V[6,5] -0.210144945 0.8146534 -1.4136129 0.7924213
#> V[6,6] 3.422101632 0.5122725 2.5430745 3.9716961
#>
#> $global$V[[7]]
#> mean sd 5% quantile 95% quantile
#> V[7,1] 0.02532034 0.4898321 -0.5719589 0.53248492
#> V[7,2] 2.74785807 0.6384449 1.8004223 3.61669664
#> V[7,3] 4.10464727 1.1793963 2.3011646 5.66527397
#> V[7,4] -4.31112722 1.0555581 -5.6661124 -2.64219434
#> V[7,5] 12.23792798 4.1497400 6.4251060 18.11420051
#> V[7,6] -0.31282311 0.2331024 -0.5854135 -0.00901717
#> V[7,7] 17.13840403 1.0643403 15.4595256 18.35764277
#>
#> $global$V[[8]]
#> mean sd 5% quantile 95% quantile
#> V[8,1] -0.1595818 0.1653262 -0.34763840 0.07776844
#> V[8,2] -0.7601006 0.2869147 -1.12145156 -0.40478255
#> V[8,3] -1.0822158 0.5192604 -1.79818849 -0.45241540
#> V[8,4] 1.2648120 0.5394883 0.61348645 2.01392781
#> V[8,5] -3.7018025 2.3998009 -6.63164742 -0.25472747
#> V[8,6] -0.1107490 0.2159344 -0.37535914 0.16998060
#> V[8,7] 0.6302072 0.4988015 0.04927713 1.38182619
#> V[8,8] 6.5650586 0.6300888 5.68000440 7.43503073
#>
#>
#> $global$hyper
#> mean sd 5% quantile 95% quantile
#> nu 5.0999909 1.649001e-05 5.09997445 5.1000157
#> m 0.8577887 9.210400e-01 -0.28498884 2.2606720
#> w 153.8217122 4.447812e+01 83.38265860 209.7652767
#> s 0.2422290 1.693249e-01 0.08807728 0.5073231
#>
#>
# workflow with the pipe |>
############################################################
set.seed(123)
ilo_dynamic_panel |>
specify_bvarPANEL$new(exogenous = ilo_exogenous_variables) |>
estimate(S = 10) |>
estimate(S = 10) |>
summary()
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> **************************************************|
#> bvarPANELs: Forecasting with Bayesian Hierarchical|
#> Panel Vector Autoregressions |
#> **************************************************|
#> 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] 0.001687366 0.0003670108 0.001321467 0.002325275
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006723033 0.001284549 -0.008738249 -0.005344551
#> Sigma[2,2] 0.172300486 0.035091976 0.132802169 0.226689769
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006957512 0.005041895 0.0002412345 0.01375991
#> Sigma[3,2] -0.152012979 0.074757768 -0.2614639901 -0.05247890
#> Sigma[3,3] 0.334071589 0.115961500 0.2188497154 0.51571717
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004668654 0.005310722 -0.002453188 0.01186140
#> Sigma[4,2] -0.088437459 0.072694450 -0.190866769 0.01216476
#> Sigma[4,3] 0.311804386 0.103911032 0.201286620 0.46869956
#> Sigma[4,4] 0.319145770 0.094929145 0.205820691 0.45645918
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97292868 0.01003699 0.96162209 0.98759431
#> lag1_var2 0.01558368 0.02799472 -0.02903749 0.04811582
#> lag1_var3 0.05575759 0.06097114 -0.03473888 0.13095152
#> lag1_var4 -0.04493063 0.05639712 -0.11510780 0.03716868
#> const 0.26907203 0.27424767 -0.08940089 0.60090999
#> exo1 -0.01531668 0.03828691 -0.07574761 0.02681348
#> exo2 -0.01590722 0.02641366 -0.04994300 0.01685368
#> exo3 -0.12929177 0.04340610 -0.18541268 -0.07233563
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27598236 0.09193846 0.177816774 0.43166810
#> lag1_var2 0.73062599 0.13104565 0.553530784 0.89949192
#> lag1_var3 -0.60282041 0.34698770 -1.089456022 -0.13860732
#> lag1_var4 0.45849042 0.32300190 0.007848551 0.90913629
#> const 0.48045235 3.50806907 -4.470196797 4.09931341
#> exo1 0.03333738 0.41476463 -0.495657851 0.55447971
#> exo2 -0.01192443 0.47192235 -0.642281317 0.59472603
#> exo3 -0.61230289 0.43851100 -1.294982338 -0.04719061
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1863914 0.2046412 -0.5157202 0.0201511
#> lag1_var2 0.1794322 0.3895242 -0.1955006 0.8002881
#> lag1_var3 2.0128721 0.9414368 0.8066180 3.5353843
#> lag1_var4 -0.8645589 0.8589505 -2.2194372 0.2898127
#> const -0.4063907 5.2671671 -7.8425420 7.1608656
#> exo1 -0.2127217 0.4370913 -0.8711929 0.2686628
#> exo2 -1.1338839 0.5574701 -2.0087976 -0.5497321
#> exo3 1.1743794 0.6061622 0.6056425 2.1534505
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.074788004 0.2119911 -0.42952108 0.1123563
#> lag1_var2 0.214734671 0.3996132 -0.17865790 0.8595000
#> lag1_var3 1.151514391 0.9647248 -0.08295038 2.7147552
#> lag1_var4 -0.002361654 0.8896051 -1.40928316 1.1852589
#> const -2.703811075 5.0253393 -9.79912224 3.9741763
#> exo1 -0.229519026 0.3335197 -0.75139607 0.1658153
#> exo2 -1.244224971 0.5906798 -2.08269635 -0.4630711
#> exo3 1.094028960 0.5899942 0.55902871 2.0766213
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005646958 0.001037835 0.004330399 0.006970319
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01217741 0.003197067 -0.01636718 -0.008062379
#> Sigma[2,2] 0.09441299 0.021019116 0.07293156 0.130605998
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008586832 0.001230182 0.006848778 0.01021067
#> Sigma[3,2] -0.043471101 0.008171608 -0.057284569 -0.03458358
#> Sigma[3,3] 0.047453738 0.012919408 0.033295456 0.06757110
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008328884 0.002215611 -0.003687330 0.001844302
#> Sigma[4,2] 0.0329810837 0.015212632 0.017840212 0.056588673
#> Sigma[4,3] 0.0169684939 0.014666399 0.006332262 0.040889265
#> Sigma[4,4] 0.0495386490 0.018986821 0.031389705 0.082233665
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00079631 0.03636565 0.950501556 1.051853091
#> lag1_var2 -0.10790315 0.11464288 -0.243486016 0.061838703
#> lag1_var3 -0.14033909 0.18633152 -0.368439840 0.122184178
#> lag1_var4 0.14407465 0.17827399 -0.107591161 0.364242090
#> const -0.27076004 0.78851070 -1.536006765 0.550773571
#> exo1 0.03071142 0.06004528 -0.062043456 0.086251313
#> exo2 -0.07358386 0.04831202 -0.141477368 -0.005038183
#> exo3 0.04544180 0.03923124 0.008631536 0.108035494
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07491459 0.1781454 -0.2078147 0.2474550
#> lag1_var2 0.40510437 0.6337027 -0.2588644 1.4086544
#> lag1_var3 -0.62394234 0.8765336 -1.5994947 0.6926264
#> lag1_var4 0.63177372 0.8510166 -0.6478638 1.5774748
#> const -0.60692972 3.1641575 -4.0466043 3.6796067
#> exo1 0.05954904 0.2514033 -0.2068167 0.4294974
#> exo2 0.34412027 0.4742843 -0.1801395 1.0756418
#> exo3 -0.54569366 0.2493472 -0.8870791 -0.2041091
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23097600 0.1169513 -0.35210832 -0.0408702
#> lag1_var2 0.49279907 0.3405277 -0.02902987 0.8092539
#> lag1_var3 1.55867344 0.4789653 0.85971500 2.0447672
#> lag1_var4 -0.53929465 0.4629033 -1.00959509 0.1309069
#> const 3.10446681 2.1156745 -0.57667630 5.0654850
#> exo1 0.06278462 0.1631629 -0.10763914 0.3458106
#> exo2 -0.03365164 0.2578189 -0.43689829 0.2864755
#> exo3 1.62568493 0.2963847 1.32977304 2.0864381
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2248823 0.0905207 -0.34329014 -0.1065269
#> lag1_var2 0.2956296 0.2839470 -0.04133885 0.7596232
#> lag1_var3 0.4252925 0.3474900 -0.01202080 0.9494705
#> lag1_var4 0.6415340 0.3403690 0.11468695 1.0620434
#> const 0.8038293 1.6811678 -1.35146874 2.8419518
#> exo1 0.1416247 0.2064615 -0.07186728 0.4932298
#> exo2 0.2469687 0.2676389 -0.09710282 0.6024434
#> exo3 1.4255614 0.3670925 0.89194158 1.8927854
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001458083 0.0003437714 0.001052379 0.001969306
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04796369 0.01761778 -0.06776201 -0.0213876
#> Sigma[2,2] 6.83024219 1.89947500 4.77836620 9.4938950
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02087129 0.009998105 0.008523572 0.03508322
#> Sigma[3,2] -4.32193846 1.255431594 -6.194612682 -3.06324029
#> Sigma[3,3] 4.13583357 0.965345481 3.220890077 5.73546166
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.011152323 0.00746611 -0.022448 -0.004063906
#> Sigma[4,2] -0.007461682 0.56083268 -0.882393 0.717801646
#> Sigma[4,3] 1.683410940 0.43150786 1.105603 2.295984509
#> Sigma[4,4] 2.018852443 0.23903660 1.694146 2.337180711
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01358384 0.02654164 0.975237899 1.05054675
#> lag1_var2 -0.01560673 0.02762205 -0.045841838 0.02975201
#> lag1_var3 -0.03546206 0.04618101 -0.087904013 0.03865576
#> lag1_var4 0.03012633 0.04155998 -0.036907806 0.07695095
#> const -0.04056830 0.37270160 -0.646033134 0.38909524
#> exo1 0.02185007 0.03620338 -0.023400374 0.06462274
#> exo2 -0.04369159 0.04597330 -0.092006052 0.03513502
#> exo3 0.07873039 0.04832723 0.009938873 0.14666356
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.8293028 1.250217 -6.826985 -3.5984906
#> lag1_var2 4.8558595 1.620327 2.895467 7.3196107
#> lag1_var3 7.5738457 2.607062 4.411412 11.5275086
#> lag1_var4 -6.2788464 2.332239 -9.888960 -3.4564580
#> const 44.1548131 19.821217 25.970332 79.7652815
#> exo1 -2.2383250 1.682826 -4.314537 0.2321319
#> exo2 0.3608564 3.249759 -4.721228 3.5867559
#> exo3 -0.8942812 2.506235 -3.585441 2.9453553
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.1759843 0.770533 2.2473458 4.2455898
#> lag1_var2 -2.5938482 1.465549 -4.7180857 -0.6441450
#> lag1_var3 -4.0361244 2.344997 -7.4592743 -0.9356366
#> lag1_var4 4.0612284 2.077847 1.3206665 7.0431991
#> const -21.3853196 14.361087 -45.0108007 -5.6271442
#> exo1 0.2895389 1.503439 -1.7265788 1.7799882
#> exo2 -2.5033454 2.280524 -5.0364656 1.0364851
#> exo3 1.0952261 1.046164 -0.3943733 2.4388331
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08259616 0.5329437 -0.5858481 0.79369574
#> lag1_var2 0.05637130 0.8025894 -0.9282897 1.19485318
#> lag1_var3 0.11009988 1.3348351 -1.5631527 2.00638231
#> lag1_var4 0.77038007 1.1710181 -0.8823916 2.19161238
#> const 5.27074904 7.8246003 -5.1064513 14.25134724
#> exo1 -1.05896232 1.1261675 -2.8106344 -0.01136512
#> exo2 -2.61455116 1.9237897 -4.4322471 0.60245485
#> exo3 0.65260309 1.0848077 -1.0668652 1.89384477
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001064153 0.0003895749 0.0007268907 0.001682318
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001860737 0.001136881 -0.003286961 -0.0003425155
#> Sigma[2,2] 0.045756179 0.009814985 0.035150670 0.0624134441
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001504463 0.001790749 -0.0003603086 0.004364993
#> Sigma[3,2] -0.025714101 0.005853961 -0.0327373765 -0.017050029
#> Sigma[3,3] 0.130324943 0.020979658 0.1076511631 0.166808311
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 7.113803e-05 0.001449521 -0.001253868 0.002455908
#> Sigma[4,2] 1.070962e-02 0.012129536 -0.001200241 0.030968755
#> Sigma[4,3] 1.126877e-01 0.020852028 0.091679781 0.147421636
#> Sigma[4,4] 1.242769e-01 0.023160146 0.097695747 0.154742103
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95323073 0.01856267 0.933247479 0.980012147
#> lag1_var2 0.07223093 0.05179022 0.001893820 0.134735381
#> lag1_var3 0.08340320 0.06124096 0.005918311 0.158362467
#> lag1_var4 -0.07703191 0.05875162 -0.148535507 -0.002168238
#> const 0.76092130 0.33512852 0.266968137 1.123248665
#> exo1 -0.01511110 0.03222728 -0.056574637 0.034518439
#> exo2 -0.08197107 0.03808238 -0.133932943 -0.033759592
#> exo3 -0.01251770 0.02872100 -0.056206259 0.024410521
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24416162 0.07114644 0.17345819 0.35642439
#> lag1_var2 0.56532427 0.36181440 -0.08822354 0.89515606
#> lag1_var3 -0.22460061 0.40299489 -0.96110293 0.09369676
#> lag1_var4 0.17016851 0.39797381 -0.14774902 0.89795563
#> const -1.56646809 1.54716196 -3.92792887 0.16734019
#> exo1 -0.06512913 0.20011789 -0.32853358 0.20642291
#> exo2 1.96611875 0.23926890 1.65298463 2.25784353
#> exo3 -0.44166762 0.28966515 -0.81258280 -0.01577143
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08055507 0.3011980 -0.536767167 0.2591624
#> lag1_var2 -0.20126047 0.3741312 -0.704039342 0.3648596
#> lag1_var3 0.34491568 0.4897291 -0.253776842 1.1212407
#> lag1_var4 0.68628682 0.4531874 -0.005158508 1.2436290
#> const -0.72390009 3.1375246 -4.599188865 3.6967107
#> exo1 -0.10414094 0.3601748 -0.698716134 0.3200452
#> exo2 -2.31167347 0.4449104 -2.911368780 -1.7930530
#> exo3 -0.90808047 0.3398343 -1.372944285 -0.5054221
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1074858 0.3440791 -0.4046703 0.5004455
#> lag1_var2 -0.0735239 0.6184318 -0.9551842 0.7806819
#> lag1_var3 -0.2264095 0.7407973 -1.2157455 0.8726136
#> lag1_var4 1.2301645 0.6898294 0.2338026 2.1467041
#> const -3.0346551 3.2713908 -7.1301866 0.8571473
#> exo1 -0.1546068 0.4114261 -0.7164239 0.4083591
#> exo2 -0.7172027 0.4529281 -1.2347760 -0.1770360
#> exo3 -1.2781242 0.3455703 -1.6938327 -0.7207004
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002293472 0.0006355407 0.001562854 0.003221569
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06303505 0.01797353 -0.09061857 -0.04420083
#> Sigma[2,2] 3.31348626 0.66585363 2.49562983 4.28830875
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04506086 0.01431128 0.03000464 0.06706734
#> Sigma[3,2] -2.28461766 0.56817073 -3.22561479 -1.80524607
#> Sigma[3,3] 1.89284312 0.47853016 1.51881639 2.70228335
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00793458 0.005583794 0.002186847 0.01688297
#> Sigma[4,2] -0.30450661 0.239493750 -0.691968263 -0.10540700
#> Sigma[4,3] 0.56302184 0.189133887 0.311962950 0.83467943
#> Sigma[4,4] 0.42126952 0.103091209 0.251203844 0.54163952
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90719531 0.03423283 0.85409304 0.95191628
#> lag1_var2 0.17311563 0.06031054 0.08771114 0.25971699
#> lag1_var3 0.28540853 0.10267433 0.13927135 0.43167451
#> lag1_var4 -0.26461735 0.09258483 -0.39854336 -0.13551823
#> const 1.26185328 0.38930761 0.86270197 1.92145619
#> exo1 -0.01331527 0.02501876 -0.04861544 0.01919375
#> exo2 -0.10788055 0.04360993 -0.17584301 -0.05863912
#> exo3 0.02311993 0.02779487 -0.02349676 0.04951776
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.31947281 0.9653836 -2.7636643 -0.02012575
#> lag1_var2 0.49948103 1.9403236 -2.0438276 3.41410817
#> lag1_var3 -0.34056698 3.2047130 -4.5017808 4.44619094
#> lag1_var4 0.91536991 2.9298695 -3.4908260 4.68813505
#> const 3.72164477 11.3943469 -9.3342653 18.81002170
#> exo1 -0.05355285 1.1595068 -1.6193200 1.23552985
#> exo2 1.62615600 1.9044216 -0.9807278 4.46299597
#> exo3 0.89693787 1.4342446 -0.9882889 2.82752624
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4512467 0.7069467 -0.46640451 1.4109815
#> lag1_var2 1.4764986 1.3950942 -0.75348190 3.1034705
#> lag1_var3 3.1199465 2.3161015 -0.58382516 5.8605076
#> lag1_var4 -2.4621396 2.1091502 -4.93547835 0.8712187
#> const 6.7708046 9.2550809 -4.89518889 16.4850900
#> exo1 -0.5490885 0.9832714 -1.78461702 0.8183850
#> exo2 -4.7554754 1.2666608 -6.59373432 -3.0503401
#> exo3 1.7329308 1.0833980 0.08503576 3.1712261
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4166099 0.2597873 -0.7431032 -0.04560603
#> lag1_var2 1.5802291 0.4457288 1.0021661 2.22630368
#> lag1_var3 2.5781831 0.7449377 1.6155460 3.65906776
#> lag1_var4 -1.5293018 0.6842168 -2.5460657 -0.66629620
#> const 8.2569549 4.2649423 2.1292401 14.20046660
#> exo1 -0.6415824 0.4578984 -1.1301500 0.08448108
#> exo2 -4.2651579 0.6548563 -5.1846010 -3.40564434
#> exo3 2.5443622 0.5947589 1.6381096 3.17371459
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007320349 0.001422326 0.005697223 0.009352508
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002798012 0.00895888 -0.01154338 0.01323301
#> Sigma[2,2] 0.611696162 0.10272093 0.45927403 0.74132303
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01495228 0.007678054 -0.02261278 -0.002296733
#> Sigma[3,2] -0.34477473 0.059480216 -0.43686848 -0.271723125
#> Sigma[3,3] 0.27663720 0.060642317 0.20977347 0.368274830
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01405193 0.005458378 -0.021975768 -0.007407699
#> Sigma[4,2] 0.04530740 0.041759799 0.002071539 0.107357823
#> Sigma[4,3] 0.06584424 0.039896580 0.011092275 0.119380411
#> Sigma[4,4] 0.10505698 0.026669733 0.076234958 0.147681011
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92069701 0.04999772 0.84623643 0.97780364
#> lag1_var2 0.05885187 0.08982988 -0.08446793 0.14687825
#> lag1_var3 0.04450001 0.14503625 -0.18919488 0.19030062
#> lag1_var4 -0.03689673 0.14297099 -0.17909034 0.19157786
#> const 1.04933911 0.77862366 -0.12819272 1.92747856
#> exo1 0.04499479 0.09534784 -0.06478739 0.19117558
#> exo2 -0.12856633 0.08055328 -0.23215135 -0.01219221
#> exo3 -0.01296084 0.07240128 -0.12522837 0.08440012
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4428721 0.2927823 -0.9269718 -0.1315126
#> lag1_var2 2.0581753 0.7599593 1.0501624 3.0142811
#> lag1_var3 1.9494615 1.2066430 0.3691690 3.4711701
#> lag1_var4 -1.8514357 1.2260793 -3.4608811 -0.2923858
#> const 5.7084405 6.4504463 -5.4035436 11.5777554
#> exo1 0.2284639 0.6377630 -0.7153085 1.0109280
#> exo2 0.7396769 0.7945413 -0.4516120 1.7317645
#> exo3 -1.7212369 0.5868609 -2.4243340 -0.8984930
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3895174 0.2282368 0.1382362 0.7704002
#> lag1_var2 -0.5728412 0.7063990 -1.6493037 0.2765698
#> lag1_var3 -0.1052091 1.1176366 -1.8145704 1.2540915
#> lag1_var4 0.9661883 1.1125969 -0.3820508 2.6626163
#> const -1.5942852 3.7785973 -5.0303353 4.2888789
#> exo1 -0.2271501 0.5101613 -0.9003063 0.4645954
#> exo2 -1.0503468 0.4758525 -1.6854190 -0.3771181
#> exo3 1.5992647 0.4275494 1.1547521 2.2189467
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11581182 0.1560304 -0.08537636 0.31826145
#> lag1_var2 0.32427064 0.3862056 -0.27588233 0.71005918
#> lag1_var3 0.48867104 0.6328316 -0.48304935 1.14328039
#> lag1_var4 0.46041039 0.6407760 -0.21411467 1.42820833
#> const 0.19721322 3.0112634 -4.69600109 3.45762128
#> exo1 -0.09900457 0.2833346 -0.45626867 0.30926405
#> exo2 -0.66132328 0.3997662 -1.17741186 -0.08345163
#> exo3 0.59864096 0.3413185 0.07409428 0.95801604
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001552672 4.43418e-05 9.890537e-05 0.0002193586
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003297988 0.001651224 -0.005922168 -0.001559776
#> Sigma[2,2] 0.281592475 0.080616071 0.187327555 0.408290549
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001667231 0.001467834 -0.0002365807 0.003745367
#> Sigma[3,2] -0.249086334 0.069288830 -0.3485765515 -0.165490767
#> Sigma[3,3] 0.294422741 0.071896260 0.2017730161 0.393927372
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000436023 0.0007577622 -0.00155619 0.0002793227
#> Sigma[4,2] -0.073656289 0.0314558476 -0.11902928 -0.0337306652
#> Sigma[4,3] 0.143051130 0.0418876254 0.09919211 0.2137428329
#> Sigma[4,4] 0.101376881 0.0298256480 0.07671774 0.1539798764
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993365416 0.017728896 0.967896321 1.01867927
#> lag1_var2 0.002812430 0.034765608 -0.048573754 0.04437618
#> lag1_var3 0.004489019 0.057045380 -0.079575518 0.07270221
#> lag1_var4 -0.005889115 0.055168682 -0.076374537 0.07289251
#> const 0.305846264 0.190634139 0.027233454 0.55915347
#> exo1 0.009746164 0.008036931 0.001273126 0.02286632
#> exo2 -0.048124541 0.017103713 -0.071984485 -0.02240435
#> exo3 0.022180010 0.014088782 -0.001269065 0.03732971
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9905391 0.6221786 -1.9104300 -0.3221973
#> lag1_var2 2.2371514 1.6230252 0.4921061 4.9248103
#> lag1_var3 2.1232332 2.7250417 -0.7970943 6.6673013
#> lag1_var4 -1.8317274 2.6450092 -6.1687119 1.0507044
#> const 9.2116412 8.5052959 0.6776687 23.3620392
#> exo1 -0.1408456 0.5818880 -0.8302485 0.7255160
#> exo2 1.3085850 0.7353628 0.2806479 2.2504882
#> exo3 -0.7713967 0.3210628 -1.2039555 -0.3206006
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9594120 0.5505141 0.2464855 1.8645595
#> lag1_var2 -0.7640079 1.5178070 -3.4550715 0.5145351
#> lag1_var3 -0.1731886 2.5580162 -4.7058971 1.9552200
#> lag1_var4 0.8304884 2.5034596 -1.2662369 5.1859169
#> const -4.1274778 8.6589530 -19.8330309 2.4424526
#> exo1 0.1110171 0.4870798 -0.6001110 0.7035433
#> exo2 -1.8459351 0.6379180 -2.6814439 -0.9534377
#> exo3 1.1575048 0.3826555 0.7198164 1.7628938
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35100530 0.2817411 -0.06254733 0.7234809
#> lag1_var2 0.35450150 0.5973162 -0.68716202 0.9448165
#> lag1_var3 0.71450566 1.0154354 -1.02603833 1.7522115
#> lag1_var4 0.14092450 1.0066935 -0.84830636 1.8487269
#> const 0.40148990 4.6954471 -6.41663415 6.2845336
#> exo1 0.01024952 0.2722627 -0.29378431 0.4033938
#> exo2 -1.03288374 0.2586922 -1.31450533 -0.7474861
#> exo3 0.69147757 0.2554591 0.45879794 1.0838182
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002175816 8.917459e-05 0.0001348739 0.0003616045
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002215153 0.001629239 -0.004841726 -0.0002548825
#> Sigma[2,2] 0.219716160 0.035470748 0.178324182 0.2664214711
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001654084 0.001861467 -0.0002064636 0.004659384
#> Sigma[3,2] -0.220379594 0.030051053 -0.2581259191 -0.187338475
#> Sigma[3,3] 0.413018266 0.094302906 0.3163353451 0.554898679
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003177647 0.001164876 -0.000752137 0.002387951
#> Sigma[4,2] -0.0937689729 0.037459891 -0.141180951 -0.036002327
#> Sigma[4,3] 0.2965144955 0.090796836 0.207992081 0.428945271
#> Sigma[4,4] 0.2536044238 0.081692109 0.172310790 0.377233145
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9697229831 0.010869813 0.95257141 0.98108278
#> lag1_var2 0.0831124223 0.023935148 0.05419361 0.11732667
#> lag1_var3 0.1162530492 0.038321650 0.07338890 0.17238658
#> lag1_var4 -0.1146194279 0.036597369 -0.16814764 -0.07448271
#> const 0.6542254818 0.177040535 0.46137870 0.95007170
#> exo1 -0.0003679885 0.014687979 -0.01835026 0.02169258
#> exo2 -0.0729440365 0.012185991 -0.08698811 -0.05507125
#> exo3 0.0266636840 0.008830111 0.01450501 0.03680746
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120715 0.4971474 -0.8958668 0.46392252
#> lag1_var2 0.2651142 0.7261466 -0.8276883 1.19549005
#> lag1_var3 -0.2145755 1.2891205 -1.9679562 1.56418615
#> lag1_var4 0.3735746 1.1453582 -1.1798746 1.95758855
#> const -0.7603800 5.1035246 -8.3832608 5.84667761
#> exo1 -0.7732728 0.5470482 -1.5969445 -0.02253519
#> exo2 0.1145747 0.3190090 -0.3158983 0.50366811
#> exo3 1.0874916 0.4245839 0.4508724 1.63166767
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75890138 0.6079184 0.04902971 1.6896875
#> lag1_var2 0.25995956 0.9625488 -1.23330957 1.4046770
#> lag1_var3 0.67452563 1.7535225 -2.17965962 2.6868292
#> lag1_var4 -0.05153321 1.5495110 -1.86810777 2.4344556
#> const 0.18927472 4.6265190 -4.51401439 7.6882001
#> exo1 0.46873013 0.4185800 -0.01544035 1.0165911
#> exo2 -0.65760532 0.5731328 -1.39690455 0.1613110
#> exo3 -0.51090857 0.6268021 -1.29110236 0.3691909
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.662064033 0.4196602 0.1938679 1.2902677
#> lag1_var2 0.123764330 0.7026035 -0.8854453 0.9669092
#> lag1_var3 0.044641752 1.2563151 -1.8802003 1.3540511
#> lag1_var4 0.683751310 1.1263508 -0.5181259 2.3592296
#> const -1.698550505 4.6477424 -8.5797994 4.4101527
#> exo1 0.008072757 0.3718246 -0.4940527 0.5715143
#> exo2 -0.611687553 0.4847128 -1.2012214 0.1795190
#> exo3 0.164627714 0.5441833 -0.6012975 0.8647190
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003944693 0.0007606941 0.002892026 0.004842087
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002613101 0.004251873 -0.008053578 0.004019229
#> Sigma[2,2] 0.187752827 0.056175607 0.137615841 0.273927220
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01396618 0.00837892 -0.02660008 -0.004586461
#> Sigma[3,2] -0.09511074 0.05044325 -0.15639617 -0.013064510
#> Sigma[3,3] 0.53110102 0.14069974 0.40308094 0.749803195
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0163005 0.008164616 -0.02624695 -0.005745371
#> Sigma[4,2] 0.0573621 0.059526425 -0.01067835 0.155809526
#> Sigma[4,3] 0.4924848 0.137348754 0.36536787 0.733446517
#> Sigma[4,4] 0.5823313 0.153613076 0.42595570 0.850033112
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96395095 0.02171192 0.93209028 0.99134201
#> lag1_var2 0.18562236 0.06154472 0.12893733 0.28649821
#> lag1_var3 0.19685802 0.07986327 0.12330753 0.32770182
#> lag1_var4 -0.19950164 0.07803055 -0.32762406 -0.12824957
#> const 0.76735730 0.37487681 0.30161022 1.28983440
#> exo1 -0.02984052 0.05991399 -0.13393280 0.01867569
#> exo2 0.02654530 0.06705839 -0.06601075 0.10314485
#> exo3 -0.02249009 0.08018172 -0.14451832 0.08115099
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06061766 0.1378576 -0.23255851 0.12512259
#> lag1_var2 0.17491546 0.4578390 -0.37707430 0.90593241
#> lag1_var3 -0.75556946 0.6084024 -1.54190739 0.15678117
#> lag1_var4 0.80973575 0.5838000 -0.06171875 1.57398634
#> const -0.27084841 2.5384084 -3.31017809 3.58283601
#> exo1 0.11487497 0.3064433 -0.24638390 0.52953147
#> exo2 1.71899186 0.3127380 1.31331332 2.11220754
#> exo3 -0.67101688 0.3760899 -1.06082707 -0.07231936
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9377864 0.3005499 0.6544894 1.4498103
#> lag1_var2 -2.3931234 0.8654170 -3.7815726 -1.3435866
#> lag1_var3 -1.9264627 1.1807832 -3.8123127 -0.5103967
#> lag1_var4 2.8075510 1.1390732 1.4515362 4.6271908
#> const -12.0959222 5.4260931 -21.0835859 -5.3685013
#> exo1 -0.1499051 0.7342785 -1.1361024 0.8996919
#> exo2 -3.3916875 0.6204826 -4.1598178 -2.4220608
#> exo3 1.3603469 0.7403960 0.3622912 2.3756504
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96427866 0.3224945 0.6673890 1.476498
#> lag1_var2 -2.94258294 1.0175808 -4.6037475 -1.851645
#> lag1_var3 -3.36433767 1.3999708 -5.6166342 -1.841955
#> lag1_var4 4.30187664 1.3447114 2.8376434 6.468459
#> const -14.98086961 5.5931579 -23.6061656 -8.815391
#> exo1 -0.03089278 0.8478804 -1.2206088 1.058860
#> exo2 -2.41155066 0.6515041 -3.1653822 -1.332396
#> exo3 0.97077595 0.8750350 -0.1794947 2.308764
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007731281 0.0001688423 0.0005573817 0.001002876
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001007408 0.0007168223 -0.0001913733 0.001824265
#> Sigma[2,2] 0.026780814 0.0089569710 0.0172122618 0.039777457
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002383686 0.002006785 -0.005335957 0.0005323928
#> Sigma[3,2] -0.044747719 0.014387100 -0.067409137 -0.0279293149
#> Sigma[3,3] 0.114515651 0.031228713 0.082053201 0.1613188738
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001580155 0.001554263 -0.003964623 0.0004827952
#> Sigma[4,2] -0.024640464 0.009418275 -0.039358619 -0.0141994488
#> Sigma[4,3] 0.082004656 0.022164927 0.058842116 0.1139431516
#> Sigma[4,4] 0.064716542 0.015787861 0.048199113 0.0880377047
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9976285603 0.03690560 0.93435199 1.03563458
#> lag1_var2 0.0387263368 0.07992853 -0.06356575 0.14650596
#> lag1_var3 0.0445820936 0.11369142 -0.10058937 0.20819379
#> lag1_var4 -0.0498750169 0.10966591 -0.20516771 0.09129394
#> const 0.4840696152 0.46448797 -0.04354085 1.24216162
#> exo1 0.0094769457 0.02312959 -0.02493358 0.04031958
#> exo2 -0.0043384310 0.02387903 -0.03397653 0.02981855
#> exo3 -0.0001543593 0.01822060 -0.03071515 0.01586415
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03871801 0.1805969 -0.25975620 0.2082037
#> lag1_var2 0.38166913 0.3942541 -0.07132098 0.9988176
#> lag1_var3 -0.66806659 0.5319939 -1.27673321 0.2043907
#> lag1_var4 0.68210020 0.5134945 -0.15287953 1.2661656
#> const -1.89194209 2.5716603 -5.19812914 1.7359406
#> exo1 -0.46948958 0.1160315 -0.64401014 -0.3304133
#> exo2 -0.03290712 0.1048491 -0.18106332 0.1009253
#> exo3 0.09931425 0.1729278 -0.16433224 0.2857238
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02951039 0.3333337 -0.2945172 0.5987243
#> lag1_var2 0.46376036 0.7703259 -0.5588548 1.5998295
#> lag1_var3 1.90390087 1.0119276 0.4322629 3.3231555
#> lag1_var4 -0.94951278 0.9794449 -2.3429100 0.4505294
#> const 3.46562586 4.2714212 -3.4262447 8.3560283
#> exo1 0.65038464 0.2920704 0.3003575 1.0460384
#> exo2 -1.06050654 0.2770803 -1.3696916 -0.5795684
#> exo3 -0.01948168 0.3347639 -0.3302515 0.5101466
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05794805 0.2319554 -0.245135712 0.4112061
#> lag1_var2 0.42058701 0.5608879 -0.176923893 1.2776931
#> lag1_var3 0.95262814 0.7295671 0.088181035 2.0456896
#> lag1_var4 0.02886960 0.7062057 -1.034138298 0.8481803
#> const 0.77038872 2.9706364 -3.442205085 5.1950969
#> exo1 0.29840018 0.2443862 -0.002933046 0.6350628
#> exo2 -1.10535849 0.2399927 -1.353320198 -0.7018072
#> exo3 0.06003619 0.2289047 -0.161127672 0.4008498
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001810895 6.125669e-05 0.0001301292 0.0002802186
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003864792 0.002433677 -0.007603239 -0.001312534
#> Sigma[2,2] 0.486789182 0.123239476 0.334175719 0.681798591
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004219887 0.002313894 0.00151608 0.007594876
#> Sigma[3,2] -0.258941209 0.097324509 -0.42016726 -0.156868531
#> Sigma[3,3] 0.322669444 0.079789692 0.23569091 0.457859843
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002357683 0.001346241 0.0006091333 0.004231083
#> Sigma[4,2] -0.003015161 0.051864306 -0.0780016600 0.059836455
#> Sigma[4,3] 0.201020986 0.049518840 0.1328231092 0.263021640
#> Sigma[4,4] 0.215298489 0.056857133 0.1391687316 0.293246259
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978845433 0.01272842 0.960040406 0.995487541
#> lag1_var2 0.015209657 0.01964438 -0.008069751 0.045658067
#> lag1_var3 0.021651989 0.03557158 -0.019804098 0.077173689
#> lag1_var4 -0.018653426 0.03135689 -0.067955165 0.017374737
#> const 0.397687611 0.12273740 0.237071290 0.571221705
#> exo1 -0.009904183 0.01178633 -0.020602302 0.007547725
#> exo2 -0.060017649 0.01115176 -0.073409477 -0.043299694
#> exo3 0.053115832 0.02158446 0.029113112 0.086439570
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18638114 0.8435272 -0.8203419 1.4531925
#> lag1_var2 1.34615475 1.3210823 -0.5183944 2.8955019
#> lag1_var3 1.11733068 2.3528861 -2.2846706 3.8316924
#> lag1_var4 -1.21484605 2.0828215 -3.6198622 1.7767708
#> const 1.85654967 6.8397374 -8.2516797 9.2875707
#> exo1 0.11205322 0.5352070 -0.6605317 0.7034321
#> exo2 -0.08327768 0.5472047 -0.9725399 0.4912073
#> exo3 0.26993725 0.8386945 -0.8043373 1.4898149
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24464128 0.5452478 -0.6227918 0.8769625
#> lag1_var2 -0.36705818 0.9202786 -1.5488513 1.0250521
#> lag1_var3 0.07493679 1.6434033 -1.8650079 2.6188969
#> lag1_var4 0.83109755 1.4716032 -1.4787718 2.5360388
#> const -2.27751427 5.6417144 -8.8081359 6.2454959
#> exo1 -0.06704663 0.5448324 -0.7566440 0.6016250
#> exo2 -0.64544263 0.6912230 -1.5099246 0.4018908
#> exo3 0.23897935 0.5715655 -0.5063754 1.0595649
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.367906317 0.5317373 -0.26773245 1.15088596
#> lag1_var2 0.030541516 0.8245297 -1.26579795 0.96269146
#> lag1_var3 0.069411757 1.6130097 -2.45135857 1.84527928
#> lag1_var4 0.807369525 1.4469656 -0.74012082 3.05744909
#> const -3.139136939 6.6840242 -13.23394534 3.92722296
#> exo1 -0.008949772 0.4469313 -0.58044554 0.54689082
#> exo2 -0.734837188 0.6014533 -1.53782838 0.06448606
#> exo3 0.418897415 0.3397671 0.04501105 0.91713660
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002308339 5.300445e-05 0.0001809347 0.0003140027
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006751827 0.0007084028 -0.001494726 0.0004512957
#> Sigma[2,2] 0.0799745418 0.0216426913 0.056438992 0.1127672965
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008787177 0.0007711327 -0.0002238351 0.001798925
#> Sigma[3,2] -0.0502810971 0.0252450813 -0.0831022831 -0.014402365
#> Sigma[3,3] 0.2188481708 0.0325620591 0.1815335592 0.261736976
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004251398 0.000764462 -0.0004586918 0.001427454
#> Sigma[4,2] 0.0070145735 0.019145102 -0.0211301247 0.030404175
#> Sigma[4,3] 0.1865590065 0.036721078 0.1517442049 0.248528505
#> Sigma[4,4] 0.1954754231 0.042020303 0.1613362065 0.269209933
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986813345 0.01085838 0.974161579 1.003968604
#> lag1_var2 0.030674570 0.05526336 -0.045250427 0.096469288
#> lag1_var3 0.030580639 0.07973543 -0.079929313 0.126829507
#> lag1_var4 -0.032864742 0.07972229 -0.129704839 0.077452998
#> const 0.491091106 0.25737365 0.137864964 0.837774792
#> exo1 0.014168406 0.01285075 -0.004742700 0.030591015
#> exo2 -0.024898798 0.01632937 -0.045281590 -0.003402455
#> exo3 0.007690889 0.01461940 -0.007040153 0.029007691
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28501884 0.1458319 0.04565854 0.4377626
#> lag1_var2 -0.33620440 0.6529557 -1.17156953 0.5590780
#> lag1_var3 -1.53038094 0.9573026 -2.78405969 -0.2732590
#> lag1_var4 1.53465483 0.9558488 0.27916938 2.7768444
#> const -6.42602593 3.2150675 -9.76339735 -1.2252511
#> exo1 0.06419460 0.2462199 -0.25458340 0.3939048
#> exo2 0.08859846 0.1982911 -0.17321928 0.3568337
#> exo3 0.14774391 0.2535989 -0.17334966 0.5132087
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7775672 0.2990474 -1.1339790 -0.3478607
#> lag1_var2 2.9966787 1.1386489 1.2971528 4.1884473
#> lag1_var3 6.0593670 1.7024364 3.4906084 7.7549205
#> lag1_var4 -5.0820701 1.7006369 -6.7622833 -2.5305608
#> const 19.6918536 6.6041442 10.3157015 27.5917871
#> exo1 0.1178707 0.4225862 -0.4692052 0.7000413
#> exo2 -0.3689386 0.5209267 -1.1192743 0.2940125
#> exo3 -0.7558874 0.5583680 -1.5453057 0.0472550
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5754721 0.2377329 -0.8951032 -0.23042045
#> lag1_var2 2.5393452 0.9365679 1.1965814 3.64015047
#> lag1_var3 4.6885081 1.3774055 2.6680116 6.35015971
#> lag1_var4 -3.6981687 1.3714313 -5.3470505 -1.70237868
#> const 14.4392211 5.0798835 7.0836535 21.10747918
#> exo1 0.1636844 0.3954850 -0.3655073 0.67470250
#> exo2 -0.3228678 0.5355794 -1.1017997 0.38141383
#> exo3 -0.6768130 0.4936159 -1.4066948 -0.08301797
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005208092 0.0001315836 0.0003655896 0.000732373
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001179893 0.0008012589 -0.002351475 -9.687524e-05
#> Sigma[2,2] 0.035840692 0.0078160285 0.027275338 4.842973e-02
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -9.234159e-05 0.001219639 -0.002214537 0.001008952
#> Sigma[3,2] -1.733369e-02 0.009362083 -0.029189929 -0.004869329
#> Sigma[3,3] 6.452940e-02 0.012338275 0.046391661 0.080567054
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000924415 0.001458219 -0.003446327 0.0006163301
#> Sigma[4,2] 0.008344670 0.011031553 -0.005563378 0.0256956015
#> Sigma[4,3] 0.051499888 0.011446095 0.035858774 0.0660277166
#> Sigma[4,4] 0.057092372 0.013642710 0.045162110 0.0797865175
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991816546 0.01678806 0.96871813 1.014025345
#> lag1_var2 -0.012829338 0.05817968 -0.09833392 0.054379023
#> lag1_var3 -0.003574338 0.08871008 -0.13066213 0.100768201
#> lag1_var4 0.001363732 0.08775331 -0.10302269 0.126528357
#> const 0.433349433 0.36460947 0.04990717 0.974369671
#> exo1 0.001925215 0.02767458 -0.03607050 0.033590881
#> exo2 -0.032910191 0.02597307 -0.07371782 -0.001407896
#> exo3 0.018067604 0.02235946 -0.01487007 0.047620889
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18251438 0.08410255 0.07594465 0.2976101
#> lag1_var2 0.67408853 0.23883547 0.31850652 0.9773918
#> lag1_var3 -0.01930239 0.38517468 -0.58956479 0.4508503
#> lag1_var4 -0.01268561 0.38290349 -0.47524682 0.5620122
#> const -0.62885707 2.18038982 -3.91894304 1.9047309
#> exo1 -0.11523822 0.16098840 -0.33716135 0.1325004
#> exo2 0.19946478 0.12794581 -0.01491482 0.3158117
#> exo3 -0.02088962 0.18748785 -0.27507714 0.2452559
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.58577883 0.2179324 -0.82992283 -0.2782606
#> lag1_var2 1.69033480 0.5224057 0.93500424 2.2764667
#> lag1_var3 2.64991141 0.6497018 1.72069878 3.4109258
#> lag1_var4 -1.59635722 0.6371237 -2.33896909 -0.6870546
#> const 6.95305750 3.6710273 1.85671075 11.1025199
#> exo1 -0.05498056 0.1493801 -0.19403726 0.1746423
#> exo2 -0.37287392 0.1779604 -0.61272520 -0.1150339
#> exo3 0.50575868 0.2451817 0.07089693 0.7631657
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4370949 0.1993449 -0.6322377 -0.1143492
#> lag1_var2 1.7718992 0.4436463 1.0848839 2.2502032
#> lag1_var3 2.0884736 0.5393055 1.2862286 2.6904332
#> lag1_var4 -1.0423413 0.5263124 -1.6295638 -0.2668682
#> const 4.9716774 3.2235507 -0.3117735 8.4562629
#> exo1 -0.1264415 0.1588625 -0.3026460 0.1109634
#> exo2 -0.2855598 0.1518548 -0.4685633 -0.0591468
#> exo3 0.5008483 0.2440129 0.1432492 0.7998484
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001216558 2.898096e-05 8.325373e-05 0.000153426
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003188177 0.000337117 -0.0001803522 0.0007246151
#> Sigma[2,2] 0.1125140216 0.016611788 0.0887868318 0.1322490093
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0003190541 0.0007143216 -0.001218163 0.0007338867
#> Sigma[3,2] -0.0649412993 0.0275040900 -0.110127825 -0.0340327446
#> Sigma[3,3] 0.1796537131 0.0349864809 0.138863752 0.2369347264
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001405062 0.0008064762 -0.001288054 0.0009826455
#> Sigma[4,2] 0.0003641122 0.0251240561 -0.043358419 0.0230152239
#> Sigma[4,3] 0.1486677847 0.0258794265 0.111967193 0.1821353385
#> Sigma[4,4] 0.1559422215 0.0219136775 0.124818269 0.1838024460
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008817693 0.007980916 0.998106688 1.019953766
#> lag1_var2 -0.033500640 0.024132826 -0.067166082 -0.000501296
#> lag1_var3 -0.059841240 0.040028718 -0.116939913 -0.011094586
#> lag1_var4 0.054208620 0.040342383 0.006402473 0.111946451
#> const 0.153618951 0.149556563 -0.023138728 0.331782488
#> exo1 -0.001388510 0.014197471 -0.022497157 0.015974679
#> exo2 -0.030987974 0.010820893 -0.046086054 -0.017732005
#> exo3 0.002382856 0.014825964 -0.021318402 0.017207749
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4936693 0.1765017 0.27779490 0.7373183
#> lag1_var2 -0.4411989 0.7023842 -1.62788989 0.2595198
#> lag1_var3 -1.7553634 1.1261600 -3.63098010 -0.6305632
#> lag1_var4 1.6611782 1.1171780 0.54777222 3.5275735
#> const -5.5121124 2.5437584 -9.83698522 -3.0955915
#> exo1 0.5026998 0.3849584 0.08725886 0.9941056
#> exo2 1.1021867 0.3799755 0.58964027 1.6295012
#> exo3 0.3901975 0.3633204 0.07408172 1.0388391
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1362861 0.3314881 -0.55092756 0.3353231
#> lag1_var2 1.1817444 0.7946333 0.22933653 2.4261985
#> lag1_var3 2.8278412 1.1944592 1.48236569 4.7705491
#> lag1_var4 -1.9100406 1.1485044 -3.78550202 -0.5620790
#> const 7.7366879 4.7813035 1.57320934 14.9031370
#> exo1 -0.5589048 0.3053796 -0.93194210 -0.1377505
#> exo2 -0.9688126 0.5440210 -1.68290520 -0.1994272
#> exo3 0.5679594 0.3556676 0.02764043 1.0394685
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1524969 0.3063563 -0.23420501 0.57947252
#> lag1_var2 0.6914504 0.6456196 -0.29842868 1.47656580
#> lag1_var3 1.4093823 0.9056571 0.05580574 2.51491665
#> lag1_var4 -0.5285806 0.8656752 -1.58105450 0.71021381
#> const 3.4601867 4.6625158 -2.11756801 11.00052240
#> exo1 -0.2784882 0.2710471 -0.65238875 0.09609478
#> exo2 -0.3484427 0.4963034 -0.95095287 0.43854008
#> exo3 0.8418350 0.3958055 0.23340647 1.31274359
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001915509 0.0006859106 0.0009531269 0.002805843
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04396707 0.02329083 -0.08001738 -0.02098665
#> Sigma[2,2] 3.73286062 0.98727777 2.53171496 5.03950446
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02806782 0.01679894 0.01293798 0.05656129
#> Sigma[3,2] -2.03773428 0.57611919 -2.88325517 -1.36060553
#> Sigma[3,3] 1.58983246 0.41533640 1.15079163 2.24546191
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005060238 0.009543717 -0.007101856 0.01798153
#> Sigma[4,2] -0.043132943 0.280810992 -0.475719582 0.21296525
#> Sigma[4,3] 0.547287193 0.178930980 0.353435972 0.82756835
#> Sigma[4,4] 0.578496940 0.091036840 0.454779249 0.70539877
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99691291 0.02939133 0.95632617 1.03950793
#> lag1_var2 0.01574830 0.03986924 -0.03713504 0.07125263
#> lag1_var3 0.03299821 0.07949878 -0.07128347 0.14252096
#> lag1_var4 -0.03945829 0.07440401 -0.14251165 0.05420523
#> const 0.45998364 0.45502795 -0.18223018 1.07019212
#> exo1 0.04520212 0.06165572 -0.02083006 0.14771024
#> exo2 -0.03233871 0.03742248 -0.08361869 0.01902244
#> exo3 0.05973511 0.03370342 0.01169280 0.10020855
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5377720 1.976072 -4.7796312 0.2583118
#> lag1_var2 2.0827677 2.337550 -0.1693748 5.5282833
#> lag1_var3 2.3375676 4.635639 -2.0864046 9.2043952
#> lag1_var4 -1.9012592 4.087101 -8.0245237 2.1347197
#> const 15.8052820 25.685333 -6.1751632 56.5283093
#> exo1 -2.1543941 2.045397 -4.8475902 0.5093299
#> exo2 -0.6763615 2.009689 -2.6422699 2.5535683
#> exo3 -0.8865362 1.607524 -3.3274269 0.9037355
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5560164 1.6806316 -0.3858219 4.234763
#> lag1_var2 -1.2546132 1.9004195 -3.8333138 1.122019
#> lag1_var3 -1.3999551 3.7190718 -6.4922960 3.192878
#> lag1_var4 1.8877734 3.2840089 -2.1514882 6.306169
#> const -10.7570998 20.6627603 -44.1328516 7.080006
#> exo1 1.0925944 1.0918284 -0.6038764 2.152053
#> exo2 -0.5922053 1.2795593 -2.1965650 1.302067
#> exo3 0.2220566 0.9764128 -1.0289364 1.531799
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85542310 1.0167821 -0.4194053 2.05265608
#> lag1_var2 -0.62561638 1.1307038 -1.8248893 0.89628837
#> lag1_var3 -1.04990940 2.1693507 -3.3496812 1.86596869
#> lag1_var4 1.76544893 1.8946606 -0.7738249 3.81828277
#> const -4.94833420 12.0482717 -24.4312348 8.44329578
#> exo1 -0.09598224 0.7556535 -1.3113169 0.71541312
#> exo2 -1.00205026 0.7053595 -1.7280727 0.07549729
#> exo3 -0.29806063 0.5089348 -0.8757133 0.45504419
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005481472 0.0002055929 0.000405045 0.0008644636
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009570188 0.0003952407 -0.001588697 -0.0005227806
#> Sigma[2,2] 0.0054416208 0.0010028730 0.003913379 0.0064975402
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001757874 0.0009374376 0.0007316645 0.003274018
#> Sigma[3,2] -0.005252356 0.0025219500 -0.0080271806 -0.001079999
#> Sigma[3,3] 0.111188513 0.0222826508 0.0893844080 0.144034673
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001165936 0.0009907405 -7.836788e-05 0.002632050
#> Sigma[4,2] -0.001661693 0.0029220613 -4.785424e-03 0.003276398
#> Sigma[4,3] 0.108631526 0.0211177097 8.839947e-02 0.140852295
#> Sigma[4,4] 0.108538312 0.0199790512 9.021585e-02 0.140254093
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967281155 0.02685659 0.932628628 1.00486291
#> lag1_var2 0.038644896 0.05044379 -0.027544051 0.10997477
#> lag1_var3 0.062993547 0.06530154 -0.029226751 0.14706330
#> lag1_var4 -0.059306354 0.06144058 -0.138724138 0.02688583
#> const 0.571027810 0.32999679 0.147119126 1.01423217
#> exo1 0.014904646 0.01993661 -0.009000528 0.04428950
#> exo2 -0.075058670 0.02150908 -0.101790026 -0.04482996
#> exo3 0.003543037 0.02375012 -0.036795640 0.02892925
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02462339 0.05191650 -0.04887029 0.08978624
#> lag1_var2 0.53521094 0.11804751 0.41685528 0.71686541
#> lag1_var3 -0.08654198 0.13859504 -0.23669208 0.11239086
#> lag1_var4 0.08364334 0.13338458 -0.11135686 0.22357803
#> const 0.07842085 0.60717906 -0.61878678 0.99174856
#> exo1 -0.02726579 0.08590518 -0.16499139 0.05406440
#> exo2 0.51709627 0.05358274 0.42928404 0.58224453
#> exo3 0.02572820 0.09471543 -0.10377914 0.15755339
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1289710 0.3142235 -0.1950257 0.6076704
#> lag1_var2 -0.4238366 0.7193048 -1.5514332 0.4144567
#> lag1_var3 0.0689023 0.9811594 -1.4587192 1.1448642
#> lag1_var4 0.8953617 0.9486135 -0.1162568 2.3805942
#> const -0.6447244 3.9514185 -6.5340891 4.1526691
#> exo1 0.4171570 0.2572401 0.1082708 0.8061018
#> exo2 -1.6003154 0.3018876 -2.0113509 -1.1847804
#> exo3 -0.1172800 0.3560156 -0.4927051 0.3965727
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15396895 0.3185292 -0.19534345 0.6121194
#> lag1_var2 -0.26922832 0.7343443 -1.43235908 0.5326863
#> lag1_var3 -0.28688678 1.0006432 -1.84145577 0.8790970
#> lag1_var4 1.25717651 0.9653493 0.16143433 2.7637958
#> const -1.31974253 3.8620912 -6.98378195 3.2724005
#> exo1 0.39828890 0.2673271 0.08637171 0.8386637
#> exo2 -1.24579177 0.3160645 -1.68902377 -0.8107266
#> exo3 -0.09555466 0.3586222 -0.52045928 0.4110155
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015419 0.0001813858 0.000753126 0.00122938
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03110528 0.006483184 -0.04025985 -0.0230639
#> Sigma[2,2] 2.68529937 0.430764293 2.06141138 3.2106434
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02842568 0.005743021 0.02052099 0.03657514
#> Sigma[3,2] -2.10874133 0.345656373 -2.56397944 -1.63174060
#> Sigma[3,3] 1.72791121 0.290207689 1.34729875 2.11357048
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00615560 0.001856799 0.00394034 0.008600523
#> Sigma[4,2] -0.13240015 0.074978740 -0.25529263 -0.048159549
#> Sigma[4,3] 0.18448883 0.065965651 0.11491342 0.287388548
#> Sigma[4,4] 0.09699375 0.024349144 0.06499401 0.129370478
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97213014 0.02800067 0.932949578 1.00458305
#> lag1_var2 0.07971413 0.04167237 0.016302103 0.13265391
#> lag1_var3 0.11298426 0.05632619 0.026186161 0.18235250
#> lag1_var4 -0.11411189 0.05054845 -0.175658591 -0.03627812
#> const 0.79005719 0.25450544 0.473746252 1.09167436
#> exo1 -0.02246113 0.03549623 -0.072619980 0.02632871
#> exo2 -0.28959623 0.02178582 -0.321963816 -0.26663268
#> exo3 0.03725565 0.02593299 0.009382853 0.07892499
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6861949 2.064951 -2.5590276 3.074677110
#> lag1_var2 0.0717359 3.469428 -3.5172156 5.438144116
#> lag1_var3 -0.9348002 4.760272 -5.8458554 6.432094323
#> lag1_var4 0.8567189 4.315539 -5.9080385 5.301868961
#> const -7.6188959 17.095393 -22.5083460 23.654096812
#> exo1 -0.9385916 1.090390 -2.6258885 0.003853037
#> exo2 2.7396474 1.481630 0.4002366 4.374691685
#> exo3 0.0421685 2.317812 -3.9611437 2.228881688
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8332350 1.7287486 -2.8724213 1.892652
#> lag1_var2 1.8825315 2.8137141 -2.3810937 4.888742
#> lag1_var3 3.3285745 3.8625780 -2.5265440 7.462292
#> lag1_var4 -2.2786102 3.4977661 -6.0334768 3.074152
#> const 13.9817428 14.7920927 -12.4878672 26.457186
#> exo1 0.6157194 0.9337624 -0.1481738 2.045776
#> exo2 -6.3539486 1.3114624 -7.8182553 -4.152112
#> exo3 0.3722119 1.8555364 -1.5273687 3.526258
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37774312 0.3464136 -0.8610279 0.002300775
#> lag1_var2 1.63177798 0.4284592 1.0279390 2.153795051
#> lag1_var3 2.22999086 0.5718749 1.4260574 2.926555882
#> lag1_var4 -1.20811319 0.5141197 -1.8302676 -0.467160048
#> const 7.39101385 3.4069513 3.2149592 11.943739492
#> exo1 -0.08265055 0.3199150 -0.4935457 0.340980071
#> exo2 -4.98469966 0.3601327 -5.4288641 -4.442550519
#> exo3 0.43942505 0.3475133 -0.0172992 0.874322670
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01476319 0.002640172 0.01049872 0.01773408
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01522697 0.04017054 -0.06911059 0.03671602
#> Sigma[2,2] 1.80569825 0.60517493 1.15485732 2.79900107
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01259062 0.02298455 -0.01563034 0.04273518
#> Sigma[3,2] -0.87090538 0.32102237 -1.40945344 -0.58009330
#> Sigma[3,3] 0.49754650 0.16775570 0.33864404 0.77232428
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006874334 0.009192614 -0.003904415 0.02062502
#> Sigma[4,2] -0.055669638 0.102196757 -0.189144127 0.09004691
#> Sigma[4,3] 0.124829508 0.049832213 0.060999184 0.19339954
#> Sigma[4,4] 0.128689907 0.021847520 0.093834704 0.15661055
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94795557 0.06757658 0.862714292 1.04376216
#> lag1_var2 0.05051364 0.05161771 -0.008512063 0.12976972
#> lag1_var3 0.11275563 0.10072488 0.001058018 0.27572352
#> lag1_var4 -0.09435349 0.07503955 -0.217869492 -0.01986243
#> const 0.43545060 0.76659638 -0.616174393 1.48831999
#> exo1 0.04001199 0.10736409 -0.113570529 0.18068009
#> exo2 -0.15517284 0.15823297 -0.362203493 0.04184536
#> exo3 0.06921166 0.18440007 -0.153042751 0.32629194
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6706276 0.6236186 -1.4348478 0.3308662
#> lag1_var2 1.9610670 0.5338376 1.2580658 2.6238861
#> lag1_var3 2.1083161 1.1250120 0.8242556 3.5556108
#> lag1_var4 -2.0604742 0.9352086 -3.1564145 -0.8536692
#> const 12.7867994 7.7410694 2.9531438 23.6025552
#> exo1 -4.5023476 0.9867925 -5.4608096 -2.8120815
#> exo2 2.0190082 1.1951980 0.2216528 3.3380004
#> exo3 0.4621293 1.2994145 -1.2642000 2.1498236
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7946295 0.2779558 0.3302329 1.0625110
#> lag1_var2 -0.7047786 0.2980734 -1.0931707 -0.2979814
#> lag1_var3 -0.4678817 0.6591537 -1.3510580 0.3954884
#> lag1_var4 1.2485781 0.5759593 0.4550137 1.9890479
#> const -7.2005402 4.1903115 -12.7525863 -0.9166331
#> exo1 2.3817703 0.5267915 1.4723730 2.8490190
#> exo2 -1.7104644 0.6457049 -2.4383405 -0.8055960
#> exo3 1.5037646 0.7806570 0.2802741 2.4371042
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5550660 0.1464078 0.4201407 0.790611808
#> lag1_var2 -0.2011306 0.1425459 -0.3680280 -0.008519484
#> lag1_var3 -0.3691178 0.3202798 -0.7796217 0.065955662
#> lag1_var4 1.1903789 0.2852086 0.8059617 1.582699244
#> const -3.8276888 2.1171874 -6.5560518 -1.004771963
#> exo1 0.5150034 0.1829579 0.3112185 0.790386257
#> exo2 -0.8778984 0.3612342 -1.3026221 -0.310522988
#> exo3 2.0329206 0.3556779 1.4693034 2.487970914
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002430103 0.0006699633 0.001839412 0.003546441
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05647301 0.0169143 -0.08208563 -0.03688376
#> Sigma[2,2] 4.61328839 1.2504770 3.11218800 6.67507475
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03510287 0.01070726 0.02368999 0.05089941
#> Sigma[3,2] -2.76313763 0.73288049 -3.97743552 -1.90756858
#> Sigma[3,3] 1.69230405 0.43664610 1.19572696 2.41228492
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001886029 0.001698426 -0.0001031157 0.004143005
#> Sigma[4,2] -0.037084774 0.063877099 -0.1062665263 0.058235444
#> Sigma[4,3] 0.063676175 0.040198268 0.0083868120 0.113396197
#> Sigma[4,4] 0.046741096 0.012139250 0.0286430614 0.061597348
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.081737043 0.04933149 1.01005301 1.15003001
#> lag1_var2 -0.181851791 0.08909761 -0.28712359 -0.05177142
#> lag1_var3 -0.323083393 0.15410736 -0.50567211 -0.09866425
#> lag1_var4 0.302229505 0.14076282 0.09265024 0.46721019
#> const -0.801899325 0.46485393 -1.47575059 -0.25167549
#> exo1 0.062655826 0.06550957 -0.02008338 0.15600945
#> exo2 0.003099527 0.04870115 -0.07255933 0.06177770
#> exo3 0.040937968 0.04428460 -0.01422111 0.10499334
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.9264299 2.857734 -6.4499758 1.160748
#> lag1_var2 6.0995980 4.450846 -0.1370708 12.062531
#> lag1_var3 9.1836949 7.624519 -1.3453447 19.438187
#> lag1_var4 -8.9367331 6.826776 -17.9132477 0.488242
#> const 35.8725882 26.633614 1.4313955 70.678097
#> exo1 -0.6708631 1.859551 -3.3146718 1.671906
#> exo2 -0.4166512 3.574311 -5.1760128 5.294676
#> exo3 -0.9013997 1.318996 -2.4996242 1.057337
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7590814 1.6658340 -0.1799436 4.23275271
#> lag1_var2 -3.9852093 2.6080491 -7.3897588 -0.36202178
#> lag1_var3 -6.0701582 4.4676564 -11.9253899 0.03941336
#> lag1_var4 6.7403748 4.0015510 1.2855717 11.88602155
#> const -25.0497990 16.0558418 -45.7302651 -4.12246737
#> exo1 0.5143390 1.1104883 -0.9194949 2.06407146
#> exo2 0.1302876 2.0042234 -2.9456286 2.84378446
#> exo3 0.7275598 0.7240901 -0.3834573 1.58163707
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7343093 0.2326205 0.48892479 1.0889006
#> lag1_var2 -0.8332631 0.2588630 -1.21305454 -0.5224114
#> lag1_var3 -1.4080857 0.4359231 -2.03860859 -0.8792442
#> lag1_var4 2.2153930 0.3904418 1.72579628 2.7654705
#> const -6.0322914 2.7827980 -9.99316457 -2.6008826
#> exo1 0.1103234 0.1347057 -0.08975607 0.2894851
#> exo2 -0.1396494 0.2660338 -0.47370104 0.1991303
#> exo3 0.1975602 0.1216690 0.09634127 0.4035374
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014378 0.0002188537 0.0008031225 0.001321593
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008994736 0.006951723 -0.01968943 -0.002147742
#> Sigma[2,2] 0.706024762 0.223861659 0.52675654 1.067742151
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006297225 0.005368196 0.0002715644 0.01422253
#> Sigma[3,2] -0.525403484 0.156049482 -0.7451729556 -0.36743499
#> Sigma[3,3] 0.478885593 0.148727066 0.3106476165 0.68412037
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001335894 0.002084027 -0.001047346 0.00436065
#> Sigma[4,2] -0.115958432 0.053300036 -0.188664914 -0.04851249
#> Sigma[4,3] 0.180697779 0.089917567 0.096596601 0.32678059
#> Sigma[4,4] 0.121017655 0.066849528 0.072360207 0.23082939
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99587562 0.01967933 0.96732832 1.01870183
#> lag1_var2 -0.03042179 0.03812974 -0.07113867 0.02318125
#> lag1_var3 -0.06378110 0.06683772 -0.13820090 0.03073643
#> lag1_var4 0.06014907 0.06218838 -0.02706118 0.13430174
#> const 0.26909234 0.18355484 0.05514128 0.57704030
#> exo1 -0.04090470 0.03338956 -0.07423006 0.01042892
#> exo2 -0.17094599 0.02910490 -0.21574408 -0.13670841
#> exo3 0.09582027 0.03535046 0.04511033 0.14703639
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8900885 0.6612130 -1.7220922 0.1104292
#> lag1_var2 2.6199014 0.7937016 1.6092928 3.6990661
#> lag1_var3 3.3045254 1.4611651 1.3499720 5.2476264
#> lag1_var4 -3.1396256 1.2787354 -4.8946916 -1.4024961
#> const 12.3664367 5.5059710 4.4660621 18.3913372
#> exo1 -0.6156789 0.8672068 -1.8370997 0.4247134
#> exo2 2.4510886 0.7995543 1.3194247 3.5109128
#> exo3 0.4248327 0.7769558 -0.4974786 1.6007791
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9761278 0.6059216 -0.0382497 1.635492679
#> lag1_var2 -1.3663859 0.5805645 -2.0013379 -0.403719528
#> lag1_var3 -1.7630339 1.0494221 -2.9093563 0.005447001
#> lag1_var4 2.5276307 0.8970790 1.0192859 3.457702722
#> const -8.9514970 5.0943260 -16.3102740 -2.205971876
#> exo1 0.5822000 0.8069506 -0.5178087 1.705761016
#> exo2 -3.6087226 0.8819395 -4.9871863 -2.684261982
#> exo3 -0.3718915 0.5182329 -1.1911271 0.149904265
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4632659 0.4363165 -0.1695454 0.9913783
#> lag1_var2 -0.2123418 0.3551967 -0.6531237 0.1812381
#> lag1_var3 -0.4955607 0.6146685 -1.2839503 0.1629699
#> lag1_var4 1.3845022 0.5248628 0.8210307 2.0912251
#> const -3.5900574 3.7167038 -8.4529385 1.5155923
#> exo1 0.2272279 0.4310493 -0.3445917 0.8484629
#> exo2 -2.3342129 0.5268767 -3.1365394 -1.6682393
#> exo3 -0.1264739 0.2387664 -0.5061322 0.1103961
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002160056 5.160213e-05 0.0001301327 0.0002687003
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001614982 0.0006116655 -0.002373373 -0.0007303349
#> Sigma[2,2] 0.121879699 0.0192132160 0.097151534 0.1491084318
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002477324 0.004379626 -0.008031326 0.003164111
#> Sigma[3,2] -0.337773482 0.119350085 -0.535706271 -0.214895080
#> Sigma[3,3] 3.993167552 1.057013755 2.859726827 5.348539459
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003722144 0.004225095 -0.008872405 0.001979981
#> Sigma[4,2] -0.260328624 0.116008454 -0.449244322 -0.136775910
#> Sigma[4,3] 3.872959449 1.045187734 2.766171492 5.242511255
#> Sigma[4,4] 3.804973907 1.035179347 2.712226339 5.183173087
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000887972 0.004799556 0.994946978 1.00748248
#> lag1_var2 -0.010365888 0.029328960 -0.050186667 0.02655221
#> lag1_var3 -0.007541919 0.038826691 -0.058343257 0.04189251
#> lag1_var4 0.004621033 0.038326160 -0.044520553 0.05454499
#> const 0.236413233 0.095730552 0.137178259 0.38572951
#> exo1 0.008603197 0.009441813 -0.003377554 0.02313871
#> exo2 -0.118222933 0.017194610 -0.138837474 -0.09418952
#> exo3 0.039381156 0.019676672 0.019260072 0.07126244
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20034044 0.2384078 -0.1712682 0.4706185
#> lag1_var2 0.81324111 0.6635472 -0.0947762 1.5365787
#> lag1_var3 0.53719981 0.9659799 -0.8276437 1.6705429
#> lag1_var4 -0.59750007 0.9579650 -1.6856707 0.7939289
#> const 1.01198989 3.5553853 -3.6812997 6.1374685
#> exo1 0.03442885 0.2229921 -0.2456397 0.3186465
#> exo2 4.45406918 0.4434344 3.7687133 5.0145280
#> exo3 -0.03439890 0.3438721 -0.4115062 0.4916364
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5072716 0.8572929 -0.8371206 1.380569
#> lag1_var2 0.8327075 4.1521664 -4.2931163 7.051073
#> lag1_var3 0.8292087 5.7713051 -5.6688398 10.078612
#> lag1_var4 -0.1940635 5.7704652 -9.4056016 6.386554
#> const 11.2053866 22.1496981 -19.6348180 41.340871
#> exo1 1.5118373 0.8021560 0.3518230 2.499638
#> exo2 -5.2671903 1.8531337 -8.0476374 -2.871920
#> exo3 -4.3782570 2.0893605 -7.4675915 -1.982487
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6685580 0.7709263 -0.5840519 1.4272723
#> lag1_var2 1.1269071 4.0976370 -4.1944030 7.3201844
#> lag1_var3 0.7843756 5.7056773 -6.0377302 10.0056083
#> lag1_var4 -0.1869700 5.7280994 -9.3908688 6.7943452
#> const 11.0568800 22.5911735 -21.8839525 41.0592169
#> exo1 1.5840499 0.8373168 0.5028567 2.7844750
#> exo2 -2.2430773 1.8253347 -5.0408827 -0.2048912
#> exo3 -4.5745780 2.0846274 -7.5857455 -2.2516298
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005624414 0.0001856938 0.0003804466 0.0008330296
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01837547 0.005568808 -0.0267861 -0.01144703
#> Sigma[2,2] 1.29930390 0.278112120 1.0181064 1.76519176
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009946763 0.003519307 0.006878695 0.0160387
#> Sigma[3,2] -0.772184628 0.262094468 -1.239851997 -0.5136335
#> Sigma[3,3] 0.724391456 0.269520906 0.494586618 1.2262591
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00198372 0.002350252 -0.005388911 0.0007452431
#> Sigma[4,2] 0.06048934 0.151312507 -0.214645761 0.1751316187
#> Sigma[4,3] 0.25617755 0.148223773 0.159594714 0.5058472102
#> Sigma[4,4] 0.32453572 0.073761289 0.260267118 0.4449788416
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96246127 0.01428550 0.949412693 0.98768137
#> lag1_var2 0.01901985 0.01841979 -0.008073402 0.04355659
#> lag1_var3 0.02448042 0.02769388 -0.014054763 0.06363068
#> lag1_var4 -0.01576195 0.02483718 -0.053487724 0.01783700
#> const 0.48297862 0.20748630 0.215370881 0.78764618
#> exo1 0.02066740 0.01774359 -0.002174852 0.04138337
#> exo2 -0.04589868 0.01722992 -0.071476280 -0.02224629
#> exo3 0.04358220 0.02401205 0.012822500 0.07583346
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4130225 0.8272684 -0.8270807 1.3161366
#> lag1_var2 -0.4479495 1.1360151 -1.8076087 1.1178297
#> lag1_var3 -1.8120659 1.7324077 -3.8383899 0.6803357
#> lag1_var4 1.7443787 1.4106078 -0.2442597 3.5122359
#> const -4.6168957 7.1339924 -14.2264855 5.5252180
#> exo1 -1.0829093 0.8690932 -2.2225103 0.2255368
#> exo2 2.1238997 1.5512414 0.2876915 4.5019137
#> exo3 0.9049543 0.8075640 -0.3835278 1.8825349
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3572233 0.4356514 -0.8711718 0.344207
#> lag1_var2 1.8296008 0.7283782 0.9228542 2.863917
#> lag1_var3 3.4303782 1.1335313 2.0019047 4.958983
#> lag1_var4 -2.4203223 0.9691428 -3.7270928 -1.142973
#> const 6.9504620 2.4035395 3.0854724 9.366501
#> exo1 0.6702542 0.6553710 -0.3636600 1.404914
#> exo2 -5.2763767 1.3700325 -6.6581782 -3.162005
#> exo3 -0.3621655 0.6763742 -1.2267295 0.591881
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11318502 0.2913077 -0.4400732 0.3433205
#> lag1_var2 1.26596631 0.6481625 0.1378093 1.9124038
#> lag1_var3 1.81839632 0.9831902 0.1022398 2.7918620
#> lag1_var4 -0.82084352 0.9258281 -1.6789845 0.8145893
#> const 2.49230484 5.4954689 -5.4588199 10.0435135
#> exo1 -0.02740602 0.4604353 -0.6195595 0.6494726
#> exo2 -4.50353909 0.8354699 -5.5942603 -3.2628991
#> exo3 0.24377319 0.4307454 -0.3361309 0.8697066
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001175443 0.0001876318 0.0009716694 0.001506462
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02859812 0.005725992 -0.03658303 -0.02179818
#> Sigma[2,2] 1.88819746 0.296691104 1.48338666 2.28970444
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02423148 0.005079389 0.01741027 0.03139447
#> Sigma[3,2] -1.45054979 0.301026454 -1.88032885 -1.08435966
#> Sigma[3,3] 1.64645414 0.406603518 1.15138246 2.23329336
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005915289 0.00551476 -0.0004942553 0.01416788
#> Sigma[4,2] -0.206460515 0.22541358 -0.4698949781 0.15112209
#> Sigma[4,3] 0.760615556 0.26088544 0.4157365285 1.14981932
#> Sigma[4,4] 0.704798936 0.15774100 0.5152739582 0.94627625
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993868644 0.02966111 0.94783013 1.02969745
#> lag1_var2 0.007358607 0.05005674 -0.05209889 0.07838924
#> lag1_var3 0.012264914 0.07554317 -0.07769296 0.11988119
#> lag1_var4 -0.015363920 0.07001495 -0.11405121 0.06674914
#> const 0.366015057 0.34953600 -0.13489985 0.84131788
#> exo1 0.013834356 0.03223105 -0.02811718 0.04980882
#> exo2 -0.159583854 0.03566691 -0.19444140 -0.09731664
#> exo3 -0.027779427 0.04192818 -0.09451044 0.01994797
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6081874 1.784741 -5.3329253 -0.1134492
#> lag1_var2 5.1808354 2.587173 1.7440078 8.7766866
#> lag1_var3 6.4638834 3.935476 1.1843886 11.8924597
#> lag1_var4 -5.8333757 3.630228 -10.9398243 -0.9748478
#> const 17.0639389 20.118668 -11.4766938 47.5040693
#> exo1 -0.2145313 1.119381 -1.7730141 1.3155573
#> exo2 1.1248234 1.301568 -0.6264719 2.8238324
#> exo3 -0.9626400 1.486728 -3.2238916 0.7635540
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8023812 1.5146255 -1.5989993 2.59435952
#> lag1_var2 -0.8344616 2.0588715 -3.5309437 2.10524467
#> lag1_var3 -0.4058501 3.1195726 -4.4796928 4.11022293
#> lag1_var4 1.1969653 2.8314429 -2.8728975 4.97615640
#> const -4.9750524 15.5117643 -21.0791226 19.42506681
#> exo1 0.3760257 0.8558226 -0.7120444 1.61577867
#> exo2 -1.6165627 1.2340153 -3.3237271 -0.05763593
#> exo3 0.4439845 1.2986674 -1.3412853 1.96253204
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0873726 0.7496390 -2.2823657 -0.287390026
#> lag1_var2 2.5126137 1.0428484 1.2349865 4.149769187
#> lag1_var3 3.7387160 1.5760823 1.8099009 6.201471464
#> lag1_var4 -2.4642779 1.4212308 -4.6514833 -0.717926399
#> const 5.5204795 8.6470704 -2.8698652 20.625006424
#> exo1 0.2578085 0.5816864 -0.7145094 0.866251508
#> exo2 -1.0435307 0.7641456 -2.0655159 0.005323059
#> exo3 -0.2681458 1.1392904 -1.8724180 1.337120329
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004388735 7.781044e-05 0.0003383931 0.0005515431
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001559072 0.001947658 -0.004362991 0.001122953
#> Sigma[2,2] 0.200231861 0.051291473 0.141774285 0.283084433
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001005605 0.001584349 -0.001074482 0.003349532
#> Sigma[3,2] -0.136309002 0.032214482 -0.176811560 -0.089798783
#> Sigma[3,3] 0.328020963 0.048020728 0.259420370 0.379506193
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.377432e-06 0.001629926 -0.002604769 0.002057308
#> Sigma[4,2] -9.196811e-03 0.047373404 -0.061214067 0.066946467
#> Sigma[4,3] 2.614421e-01 0.044978324 0.196111086 0.309826149
#> Sigma[4,4] 2.773722e-01 0.050655008 0.224527393 0.354820207
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95609914 0.009951258 0.946825106 0.972625320
#> lag1_var2 0.02387310 0.018990174 -0.005495724 0.045303952
#> lag1_var3 0.03291320 0.027258959 -0.009612325 0.064882539
#> lag1_var4 -0.02367406 0.026680884 -0.056035249 0.016814054
#> const 0.40689321 0.082892367 0.291427407 0.508280276
#> exo1 -0.02433034 0.009677480 -0.036021179 -0.008806033
#> exo2 0.01451439 0.034061292 -0.028433253 0.058612451
#> exo3 -0.01537353 0.022231372 -0.047551374 0.010175470
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2204831 0.4484154 -0.24930209 0.9413558
#> lag1_var2 0.8506604 0.6943954 -0.08558079 1.7480684
#> lag1_var3 0.1168485 1.1496106 -1.43622400 1.6578300
#> lag1_var4 -0.1947982 1.0982179 -1.65155421 1.2561551
#> const 1.5417284 6.0018986 -8.60369722 7.4696689
#> exo1 0.2788707 0.4591817 -0.25485984 0.9219690
#> exo2 0.8708483 0.3772501 0.22239844 1.2090846
#> exo3 -2.1463182 0.3302555 -2.56192375 -1.7216972
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5417251 0.6559175 -1.51202114 0.3101388
#> lag1_var2 1.4875056 1.1479466 -0.05942383 2.9576124
#> lag1_var3 3.1633726 1.7960925 0.67833994 5.4853019
#> lag1_var4 -2.0925828 1.7034716 -4.36427148 0.2448339
#> const 7.4195239 9.5872889 -3.28739393 22.9019246
#> exo1 -0.3397470 0.4266450 -0.89797538 0.2271909
#> exo2 -1.1782165 0.5416873 -1.78236952 -0.3177627
#> exo3 1.4571170 0.6562766 0.52389921 2.1290511
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.43048645 0.5889126 -1.1732005 0.44520748
#> lag1_var2 1.78112753 0.9243245 0.5070498 2.85138572
#> lag1_var3 2.84424326 1.4006844 0.8737702 4.36521139
#> lag1_var4 -1.79470113 1.3181800 -3.2409267 0.05109995
#> const 7.26993969 8.3673371 -2.4246979 19.67871378
#> exo1 -0.16493878 0.3913435 -0.7068924 0.32979804
#> exo2 -0.66955046 0.3831482 -1.1919814 -0.10053853
#> exo3 0.09209753 0.6303668 -0.8060972 0.81697991
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008281795 0.0001815535 0.0006226709 0.001073511
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -2.550472e-05 0.001836729 -0.002557786 0.002437749
#> Sigma[2,2] 1.579793e-01 0.045243597 0.113323292 0.230073087
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00309570 0.002364562 -0.006669001 -0.0004584421
#> Sigma[3,2] 0.02749618 0.026713239 -0.010123539 0.0614900594
#> Sigma[3,3] 0.69345872 0.092259528 0.567562555 0.8214231778
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003176344 0.002622317 -0.007117647 3.655447e-05
#> Sigma[4,2] 0.139014005 0.033257228 0.088218211 1.808100e-01
#> Sigma[4,3] 0.734275316 0.103020441 0.586453930 8.731775e-01
#> Sigma[4,4] 0.854641117 0.118212264 0.674769734 1.008780e+00
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982459271 0.01735191 0.95877098 1.00638449
#> lag1_var2 0.012943761 0.06564033 -0.09088045 0.09465667
#> lag1_var3 0.008086061 0.08740172 -0.12819760 0.11044198
#> lag1_var4 -0.007354833 0.08595730 -0.10835019 0.12672782
#> const 0.360524073 0.25626800 0.01785456 0.66263299
#> exo1 -0.020343005 0.02225659 -0.04777612 0.01209832
#> exo2 -0.077651244 0.03088672 -0.12641879 -0.04453538
#> exo3 -0.089079997 0.02471320 -0.12331970 -0.05867387
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39982902 0.2692807 0.03801575 0.7412161
#> lag1_var2 -0.89355499 1.0758584 -2.34770896 0.3952998
#> lag1_var3 -2.47847735 1.4565586 -4.43402467 -0.6699301
#> lag1_var4 2.46371199 1.4606353 0.64127074 4.4101894
#> const -6.67708912 6.0448565 -13.40240971 2.4760872
#> exo1 0.07637468 0.3282864 -0.36283453 0.4576622
#> exo2 1.80756789 0.4460167 1.25647556 2.5152955
#> exo3 -0.35185432 0.3004527 -0.80916620 0.0485106
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76048505 0.5008393 -1.5802197 -0.2448429
#> lag1_var2 3.39110984 2.2894826 1.3082067 7.0773215
#> lag1_var3 5.60535967 3.0650195 2.9275656 10.5039610
#> lag1_var4 -4.64692164 3.0367750 -9.4993506 -2.0340482
#> const 17.81063057 8.8199092 7.3430823 30.6744502
#> exo1 0.22515100 0.5933344 -0.5516550 0.9992600
#> exo2 -0.04434871 0.9766373 -1.0744752 1.4978795
#> exo3 1.04564953 0.6233771 0.1659157 1.8433095
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4978877 0.5158159 -1.3318731 -0.05724541
#> lag1_var2 2.5582859 2.0945035 0.6580577 5.80418692
#> lag1_var3 3.5705319 2.7922027 0.8920526 7.84357302
#> lag1_var4 -2.6066435 2.7733222 -6.8430043 0.11474201
#> const 12.3742082 9.8670387 0.4984602 27.51514565
#> exo1 0.2908462 0.6615668 -0.7986092 0.99974536
#> exo2 1.2148127 1.0682126 0.1604851 2.90944283
#> exo3 0.8243962 0.7534509 -0.2403951 1.82730184
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002040397 0.0006256164 0.001409765 0.002941702
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003119724 0.004917261 -0.005646893 0.007572122
#> Sigma[2,2] 1.276677725 0.206794085 1.071346299 1.589930464
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009830414 0.003585694 -0.01422015 -0.004420947
#> Sigma[3,2] -0.807107156 0.171946469 -1.09024643 -0.649327717
#> Sigma[3,3] 0.782462731 0.136900788 0.63160545 0.990520360
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009446987 0.002428863 -0.01274903 -0.006712478
#> Sigma[4,2] -0.073553317 0.098387071 -0.23358593 0.014729902
#> Sigma[4,3] 0.375878679 0.076885432 0.26499822 0.469326986
#> Sigma[4,4] 0.403535388 0.066408839 0.31732190 0.496477947
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975737592 0.02298300 0.94367342 1.00469209
#> lag1_var2 0.014852389 0.02079761 -0.01675959 0.03861077
#> lag1_var3 0.014275966 0.03144862 -0.03169394 0.05107872
#> lag1_var4 -0.011716613 0.02439252 -0.04132504 0.02341026
#> const 0.321226803 0.40370977 -0.22829806 0.86114554
#> exo1 0.004550767 0.02841919 -0.03554879 0.04340822
#> exo2 -0.104142194 0.04452394 -0.15275047 -0.03696270
#> exo3 0.073748701 0.04790609 0.01220477 0.13812737
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7324385 1.0670591 -3.35501183 -0.5336219
#> lag1_var2 1.4849459 0.5668203 0.65388575 2.1534157
#> lag1_var3 1.2068042 0.9732734 -0.26731758 2.3959671
#> lag1_var4 -0.6338893 0.7288723 -1.54455663 0.4907542
#> const 10.4377237 8.3378949 -2.11610634 20.4651844
#> exo1 -1.1622236 0.9530205 -2.45243249 0.2070977
#> exo2 0.2109023 1.2807883 -1.32709276 2.0739884
#> exo3 1.7320836 1.2106052 0.01410432 3.3078614
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3001157 0.7508133 1.48690294 3.5631002
#> lag1_var2 -1.1049739 0.4437762 -1.79663532 -0.6066131
#> lag1_var3 -1.0786224 0.7307063 -2.25253875 -0.2589333
#> lag1_var4 1.3189006 0.5645416 0.64744788 2.1566936
#> const -10.2127355 6.6861213 -18.48118232 -0.3450826
#> exo1 1.2042946 0.8143765 0.08487381 2.3725995
#> exo2 -2.0440236 1.0879196 -3.44923811 -0.7144226
#> exo3 -0.1193815 0.8593017 -1.19026859 1.2312710
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5445007 0.4194166 0.8645171 1.9615437
#> lag1_var2 -0.8671626 0.2808477 -1.2173796 -0.4980394
#> lag1_var3 -1.4503685 0.4504815 -2.0846505 -0.8973064
#> lag1_var4 1.9878441 0.3579858 1.5474491 2.5074487
#> const -7.7462183 5.4586273 -14.7865583 -0.1185681
#> exo1 0.5995279 0.5491747 -0.1177110 1.3605336
#> exo2 -2.3869564 0.6528731 -3.1419718 -1.5160634
#> exo3 1.2542640 0.5214466 0.6313600 1.9383453
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007158876 0.001416409 0.005392034 0.008973932
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 5.131122e-05 0.001466563 -0.001662665 0.00210743
#> Sigma[2,2] 9.053739e-03 0.003570346 0.005807750 0.01496926
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004283581 0.002541538 -0.00409840 0.002283271
#> Sigma[3,2] -0.0062720347 0.002893451 -0.01082993 -0.002973605
#> Sigma[3,3] 0.0153248137 0.001577908 0.01314142 0.017154952
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -4.571299e-04 0.001951467 -0.003231433 0.002051107
#> Sigma[4,2] 1.570247e-05 0.001474923 -0.001840501 0.001904403
#> Sigma[4,3] 1.160291e-02 0.001697172 0.009484239 0.014059491
#> Sigma[4,4] 1.232667e-02 0.002216421 0.010234357 0.015351864
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88836003 0.07321186 0.80933993 1.0112833
#> lag1_var2 0.04711429 0.30448281 -0.46381986 0.3037072
#> lag1_var3 0.06352030 0.41498856 -0.63674324 0.4248970
#> lag1_var4 -0.04559995 0.42193583 -0.42745806 0.6513507
#> const 1.11224678 1.69286391 -1.68030022 2.9784064
#> exo1 0.03138794 0.07816003 -0.07484618 0.1303094
#> exo2 0.03063231 0.08314953 -0.10686900 0.1191814
#> exo3 0.03328696 0.07461459 -0.05665764 0.1389122
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04378018 0.06619963 -0.1392209 0.02929168
#> lag1_var2 0.38070649 0.35144304 0.1065042 0.99856022
#> lag1_var3 -0.54831015 0.50270740 -1.0569715 0.33861548
#> lag1_var4 0.60167971 0.52098699 -0.3057674 1.13965059
#> const -1.49768263 1.73878573 -3.7403723 1.03821623
#> exo1 -0.07575571 0.07244378 -0.1669613 0.03164777
#> exo2 0.65221431 0.09562281 0.5555621 0.81414690
#> exo3 0.32666725 0.10668442 0.1767214 0.46497623
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29296965 0.09887712 0.14872485 0.414082495
#> lag1_var2 0.90067741 0.54920442 0.17894677 1.588889016
#> lag1_var3 1.89293358 0.80802479 0.83246064 2.929871120
#> lag1_var4 -1.06080867 0.82803048 -2.13505212 0.001344829
#> const 4.05839842 2.22403287 1.07280280 6.589145236
#> exo1 0.07265722 0.09285344 -0.06211659 0.188624818
#> exo2 -1.12846045 0.12684274 -1.32590098 -0.987512801
#> exo3 -0.41299289 0.14374223 -0.63431935 -0.218364174
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2729227 0.08121743 0.15131105 0.38256359
#> lag1_var2 0.8736862 0.37918810 0.44835711 1.39783627
#> lag1_var3 1.0794152 0.57952050 0.49997030 1.89368390
#> lag1_var4 -0.1961387 0.59250947 -1.02024161 0.40209099
#> const 1.7875738 1.44121941 -0.05754481 3.68839486
#> exo1 0.0209587 0.11990458 -0.18242563 0.13138040
#> exo2 -0.7182965 0.12724328 -0.93570958 -0.60533049
#> exo3 -0.1990051 0.10988524 -0.33899726 -0.05756573
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002236449 5.187089e-05 0.0001574946 0.0002896386
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007026019 0.00304851 -0.01140368 -0.003473553
#> Sigma[2,2] 0.432061486 0.14795761 0.28458363 0.665973098
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005761882 0.002568518 0.002635018 0.009147118
#> Sigma[3,2] -0.331960729 0.126154836 -0.532297891 -0.198072532
#> Sigma[3,3] 0.341229641 0.105480377 0.233590507 0.515953744
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001241653 0.0009139233 2.351392e-05 0.002641360
#> Sigma[4,2] -0.052633934 0.0410632494 -1.149957e-01 -0.002465536
#> Sigma[4,3] 0.133269715 0.0360763773 8.733636e-02 0.186071815
#> Sigma[4,4] 0.106536433 0.0284088582 8.307979e-02 0.151599105
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995626132 0.01510431 0.974409813 1.01508894
#> lag1_var2 0.010783387 0.03638703 -0.041919197 0.05880536
#> lag1_var3 0.012818129 0.05817248 -0.070743993 0.08860158
#> lag1_var4 -0.015862762 0.05389537 -0.085041523 0.06350728
#> const 0.330031381 0.16120345 0.086336550 0.50968574
#> exo1 0.002165457 0.01666067 -0.019120251 0.02621270
#> exo2 -0.072150955 0.01627162 -0.092803739 -0.04899729
#> exo3 0.020551474 0.01796532 0.001679769 0.04800978
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4225338 0.7233108 -2.4522480 -0.4194228
#> lag1_var2 2.4123454 1.4029294 0.2402583 4.2017665
#> lag1_var3 2.5077553 2.3239259 -1.0447744 5.5156653
#> lag1_var4 -2.0474165 2.0822907 -4.7029841 1.1547711
#> const 10.8972956 5.1903212 3.3163404 16.7143435
#> exo1 -0.4325923 0.7241806 -1.3439294 0.4739585
#> exo2 4.1138238 0.6974484 3.2328557 5.1733309
#> exo3 -0.4246341 0.8098819 -1.4434133 0.8183737
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9350980 0.6656001 0.1252247 1.930391
#> lag1_var2 -0.3851804 1.1776359 -2.0747427 1.215798
#> lag1_var3 0.3413112 1.9608449 -2.4668603 2.986627
#> lag1_var4 0.3043210 1.7419681 -2.0720061 2.773610
#> const -2.8980834 5.5411811 -9.2974531 4.526011
#> exo1 0.2303451 0.6037785 -0.4330305 1.120564
#> exo2 -4.4104221 0.6015516 -5.3057419 -3.569153
#> exo3 1.0299308 0.6337766 0.1461617 1.843208
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01769824 0.3126280 -0.4107618 0.3514442
#> lag1_var2 0.90026318 0.4501683 0.2916353 1.3886572
#> lag1_var3 1.55389619 0.7261482 0.5761999 2.3516129
#> lag1_var4 -0.57716658 0.6537511 -1.3251390 0.2854609
#> const 2.99373216 3.6162743 -1.8201786 7.5719198
#> exo1 -0.06487906 0.3412987 -0.6020984 0.3200730
#> exo2 -1.88896759 0.3054796 -2.2302950 -1.3895705
#> exo3 0.83540414 0.2516287 0.4929821 1.1831943
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002977226 6.720281e-05 0.0002113963 0.000389341
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004708784 0.001406395 -0.006777978 -0.003007104
#> Sigma[2,2] 0.192400116 0.048061611 0.125847750 0.260285043
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002910561 0.001196675 0.001485346 0.004723797
#> Sigma[3,2] -0.122573798 0.037436719 -0.182521373 -0.077289947
#> Sigma[3,3] 0.131865005 0.037433071 0.086183697 0.184172971
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000107835 0.0009589424 -0.00138215 0.0009447621
#> Sigma[4,2] -0.009390368 0.0190219104 -0.03152841 0.0152441856
#> Sigma[4,3] 0.062996398 0.0259403987 0.03587856 0.1082114399
#> Sigma[4,4] 0.060967993 0.0207745335 0.04038142 0.0961295190
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96490170 0.01289891 0.94388958 0.9777533773
#> lag1_var2 0.02536582 0.03487746 -0.01804318 0.0795284873
#> lag1_var3 0.03119868 0.05727662 -0.04142095 0.1193430021
#> lag1_var4 -0.02627557 0.05517281 -0.11062956 0.0439681162
#> const 0.46385513 0.14070023 0.28380699 0.6488242352
#> exo1 -0.01612315 0.01276767 -0.03289116 0.0008156956
#> exo2 -0.12274641 0.01088929 -0.13472033 -0.1059177253
#> exo3 0.06878415 0.02250155 0.03978721 0.1024684893
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36928024 0.2423252 -0.6884344 -0.03156900
#> lag1_var2 1.48148829 0.4576962 0.8462906 2.08656930
#> lag1_var3 1.06673946 0.7619557 0.1526066 2.14885763
#> lag1_var4 -0.99584928 0.7453906 -2.0758459 -0.09219705
#> const 4.94226686 4.0705433 -0.9723008 10.67107869
#> exo1 0.11703012 0.4225941 -0.4003385 0.77747513
#> exo2 0.86171033 0.3504528 0.4413284 1.36834806
#> exo3 -0.04921569 0.3543137 -0.5467467 0.32706005
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.055353536 0.3541324 -0.3449633 0.6379708
#> lag1_var2 0.308871627 0.5904866 -0.3696404 1.1350627
#> lag1_var3 1.528232044 0.8769413 0.5868026 2.8232910
#> lag1_var4 -0.600141142 0.8282966 -1.8159746 0.3171199
#> const 3.092068430 2.6278077 -0.4187119 6.9871283
#> exo1 0.008712137 0.3829160 -0.5803198 0.4851052
#> exo2 -1.389531187 0.2999211 -1.8677307 -1.0440092
#> exo3 -0.008284299 0.3313754 -0.4806537 0.4156070
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17481538 0.2826170 -0.5021556 0.2933890
#> lag1_var2 0.90409594 0.5263538 0.1871066 1.6339831
#> lag1_var3 1.69206649 0.7916461 0.6628763 2.8295554
#> lag1_var4 -0.69562746 0.7612087 -1.8061863 0.3078393
#> const 4.74434465 2.9463620 0.4964453 8.9772125
#> exo1 0.08354887 0.2249744 -0.1840739 0.4273234
#> exo2 -0.94216109 0.2744032 -1.3479090 -0.6220505
#> exo3 -0.03551193 0.2697834 -0.4157305 0.3260104
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001647119 4.036035e-05 0.0001011156 0.0002075716
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001845528 0.001311567 -0.004130269 -0.0008530823
#> Sigma[2,2] 0.178014589 0.043117460 0.129643492 0.2389542085
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004155947 0.001172236 -0.001206874 0.001878966
#> Sigma[3,2] -0.0709744062 0.046330984 -0.143010358 -0.014274950
#> Sigma[3,3] 0.4163625016 0.095532191 0.336943980 0.574897623
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008733679 0.001230757 -0.002335754 0.001090672
#> Sigma[4,2] 0.0500204386 0.041809105 -0.013674785 0.105763217
#> Sigma[4,3] 0.3812128785 0.101055689 0.283865904 0.542350166
#> Sigma[4,4] 0.4288260631 0.103186125 0.312253040 0.586395736
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976622209 0.011737326 0.964291973 0.99545781
#> lag1_var2 0.032197439 0.033075601 -0.013719175 0.06980415
#> lag1_var3 0.033260901 0.049148868 -0.039850539 0.08546306
#> lag1_var4 -0.031259505 0.046801665 -0.080910884 0.03844988
#> const 0.477922078 0.146534992 0.256996492 0.63821364
#> exo1 0.005831338 0.006650555 -0.003161472 0.01496375
#> exo2 -0.036146938 0.016231925 -0.056072673 -0.01510497
#> exo3 0.028677955 0.010117764 0.016835694 0.04344723
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2456365 0.3170970 -0.195114570 0.6544044
#> lag1_var2 -0.3612266 0.5888968 -1.331561606 0.1313692
#> lag1_var3 -1.4067631 0.8861701 -2.904195140 -0.6847883
#> lag1_var4 1.4101874 0.8361198 0.700807557 2.8097125
#> const -5.2277630 3.1216383 -9.785485913 -1.1544989
#> exo1 -0.1946096 0.4677473 -0.800564930 0.4103306
#> exo2 0.3147802 0.4125180 -0.240084999 0.8654691
#> exo3 0.4897328 0.3592910 -0.003862728 0.9246382
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2458730 0.4974858 -0.41401426 0.9134209
#> lag1_var2 1.7000882 1.6699468 -0.88656770 3.7243319
#> lag1_var3 3.1348900 2.3264735 -0.48502616 5.9162819
#> lag1_var4 -2.3734523 2.2783996 -5.21163229 1.1424473
#> const 8.3896074 7.7554377 0.16221912 18.0007250
#> exo1 0.7155640 0.4800977 0.07836129 1.2856917
#> exo2 -0.2579399 0.6531063 -1.26231713 0.4112302
#> exo3 -0.6192677 0.6106655 -1.36269151 0.3180977
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42745990 0.4232936 -0.1909432 0.8692293
#> lag1_var2 1.18903165 1.6955450 -1.2242742 3.3694016
#> lag1_var3 1.78735613 2.4087531 -1.6105280 4.8969271
#> lag1_var4 -1.01326144 2.3732740 -4.0278433 2.3635987
#> const 3.73119828 7.1082402 -5.5817720 11.5030197
#> exo1 0.60143569 0.4971172 -0.1221114 1.2284047
#> exo2 -0.05170286 0.6020359 -0.8852329 0.7724506
#> exo3 -0.30912544 0.4597509 -0.9080674 0.3316298
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004774977 0.000117529 0.0004102502 0.0006716328
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01772937 0.004076308 -0.02432338 -0.01381105
#> Sigma[2,2] 1.22025294 0.309994839 0.81465148 1.65180498
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01322974 0.003551204 0.01029341 0.0193314
#> Sigma[3,2] -0.83887385 0.221068015 -1.14651194 -0.5354719
#> Sigma[3,3] 0.82211225 0.201606379 0.56529308 1.0617964
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003349481 0.001503852 0.001617946 0.005932211
#> Sigma[4,2] -0.155084147 0.083439905 -0.260441535 -0.047406526
#> Sigma[4,3] 0.376686338 0.123926245 0.250848047 0.567280127
#> Sigma[4,4] 0.317232070 0.098348646 0.225389059 0.469759241
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981225848 0.02410249 0.946862245 1.012702432
#> lag1_var2 0.031504997 0.02735264 -0.006216441 0.070691298
#> lag1_var3 0.058267866 0.04615255 -0.003633800 0.128180525
#> lag1_var4 -0.058708227 0.03931480 -0.118119837 -0.005579927
#> const 0.565197925 0.20367030 0.274704995 0.847138451
#> exo1 0.008489187 0.01419128 -0.012773311 0.025150309
#> exo2 -0.081699049 0.01941699 -0.102694847 -0.054144386
#> exo3 0.070988706 0.02329000 0.037274173 0.094862722
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7168965 0.9835566 -2.1330085 0.3616511
#> lag1_var2 2.1000518 1.2073150 0.6388637 3.7610277
#> lag1_var3 2.3502880 2.0222248 -0.2521353 5.1269980
#> lag1_var4 -2.1118565 1.7371551 -4.5586441 0.1548633
#> const 6.8552373 7.4906561 -5.3600497 15.5995786
#> exo1 0.1612787 0.3764440 -0.2397884 0.7693304
#> exo2 3.4725302 1.0399468 2.0813591 4.8653384
#> exo3 -0.5686046 0.8239699 -1.7390201 0.5377207
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2079766 0.7146023 1.4818164 3.3812136
#> lag1_var2 -2.9306593 0.8461660 -4.3074966 -1.8911256
#> lag1_var3 -4.2061617 1.4750146 -6.6022209 -2.4938278
#> lag1_var4 4.4577266 1.2657475 2.9781712 6.4292207
#> const -14.2597204 5.5725114 -21.2669114 -6.6801805
#> exo1 0.5164135 0.4204078 -0.1131674 0.9625954
#> exo2 -5.2450969 0.9424301 -6.4931110 -4.0038366
#> exo3 0.4735229 0.6837720 -0.3008388 1.5349927
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9805286 0.4240985 1.4592394 2.5545390
#> lag1_var2 -2.3103419 0.6766225 -3.2949573 -1.5118691
#> lag1_var3 -3.8581388 1.2119901 -5.6190127 -2.4182427
#> lag1_var4 4.2157561 1.0489616 2.9418761 5.7550862
#> const -13.2061995 2.6280216 -16.6869966 -9.5313038
#> exo1 0.6744158 0.5267995 -0.1318333 1.2305823
#> exo2 -3.5577849 0.6451640 -4.4337030 -2.7070380
#> exo3 0.1798418 0.4469560 -0.4221303 0.7602796
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003216406 5.708272e-05 0.0002609789 0.0004099157
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004886629 0.0006416206 -0.001556515 -8.231865e-05
#> Sigma[2,2] 0.0313338560 0.0076433995 0.022520176 4.410145e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000291893 0.0009957933 -0.0009826189 0.001289095
#> Sigma[3,2] -0.025768597 0.0092511680 -0.0416115334 -0.016991661
#> Sigma[3,3] 0.048028110 0.0088336598 0.0403791110 0.062929177
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000671496 0.0005895384 -0.001146244 0.000300882
#> Sigma[4,2] -0.002837918 0.0055650760 -0.009598844 0.006325627
#> Sigma[4,3] 0.030023871 0.0043987241 0.024302845 0.037012242
#> Sigma[4,4] 0.028973078 0.0058409749 0.019840379 0.035591455
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973771072 0.01002984 0.964663479 0.99043823
#> lag1_var2 0.052004507 0.05141859 -0.030163428 0.10586086
#> lag1_var3 0.049099746 0.06656206 -0.059449298 0.12394715
#> lag1_var4 -0.045670008 0.06548697 -0.119742693 0.06088596
#> const 0.537070047 0.20834320 0.247478977 0.81833380
#> exo1 0.007301243 0.01282496 -0.005686668 0.02621308
#> exo2 -0.031060901 0.01277221 -0.048047960 -0.01849506
#> exo3 0.017023262 0.01752245 -0.006078892 0.04035557
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17971876 0.06731557 0.08893507 0.26693903
#> lag1_var2 0.04469943 0.43376579 -0.51587395 0.60070077
#> lag1_var3 -1.06955238 0.57117613 -1.77131785 -0.28227777
#> lag1_var4 1.05430058 0.56044172 0.28331830 1.73900005
#> const -3.35420988 1.75491023 -5.61795146 -1.15660642
#> exo1 0.08705749 0.18930652 -0.13758757 0.32008879
#> exo2 0.43717851 0.15093755 0.26872308 0.63748138
#> exo3 -0.22893337 0.14899539 -0.37990792 0.02407536
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2638754 0.08466847 -0.3750465 -0.1401809
#> lag1_var2 1.1568721 0.46485894 0.4608935 1.6876250
#> lag1_var3 2.6128666 0.64210213 1.6025509 3.2777720
#> lag1_var4 -1.6146563 0.63273981 -2.2646652 -0.6191477
#> const 7.4610873 2.18459826 3.9291253 9.9308686
#> exo1 -0.1696524 0.21312697 -0.4076278 0.1574384
#> exo2 -1.2481224 0.27226376 -1.6074476 -0.8813500
#> exo3 1.2382846 0.13085044 1.0311467 1.3908692
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1391897 0.05843363 -0.2004808 -0.05085159
#> lag1_var2 0.8434702 0.26096725 0.3910219 1.10154812
#> lag1_var3 1.3445935 0.36514370 0.6987341 1.62493369
#> lag1_var4 -0.3368421 0.36116627 -0.6078469 0.30033398
#> const 3.6259133 1.57982236 1.3401492 5.54074132
#> exo1 -0.1093042 0.18605083 -0.3714992 0.12962663
#> exo2 -1.0095912 0.18375086 -1.2323235 -0.74486477
#> exo3 1.1268751 0.14297446 0.9280733 1.31156720
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001491098 0.0004967697 0.0007818417 0.002208665
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01319872 0.004485514 -0.01944934 -0.007051819
#> Sigma[2,2] 0.42711772 0.072755927 0.35908073 0.543052432
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008167289 0.002853406 0.004783006 0.01235355
#> Sigma[3,2] -0.273310249 0.042988576 -0.340343054 -0.22950255
#> Sigma[3,3] 0.180392767 0.026156587 0.147640873 0.21807748
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004579427 0.0005527143 -0.001185533 0.0001982637
#> Sigma[4,2] 0.0038915305 0.0115919515 -0.011257424 0.0213276894
#> Sigma[4,3] 0.0032959361 0.0076851025 -0.008642892 0.0136477789
#> Sigma[4,4] 0.0061496791 0.0011788915 0.004650374 0.0076986931
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008447780 0.01870682 0.98292919 1.03118383
#> lag1_var2 0.058758876 0.09347778 -0.09177150 0.14157798
#> lag1_var3 0.104867670 0.14475939 -0.11986605 0.24307353
#> lag1_var4 -0.117486413 0.15012863 -0.26302459 0.11868206
#> const 0.699840043 0.71421566 -0.28194882 1.71348488
#> exo1 0.023799605 0.03337918 -0.01149332 0.07301798
#> exo2 -0.057302646 0.02891680 -0.09489739 -0.01876695
#> exo3 -0.003877321 0.03691639 -0.05798753 0.04600787
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18489928 0.4004432 -0.7271065 0.3469124
#> lag1_var2 -0.04975067 1.9470734 -3.0136049 2.7142706
#> lag1_var3 -1.39889740 3.0135309 -5.9663022 2.8691376
#> lag1_var4 1.55171603 3.0486081 -2.7598989 6.1848962
#> const -4.95483384 11.0535834 -19.4159179 9.3422910
#> exo1 0.38561869 0.5710460 -0.3008262 1.1657182
#> exo2 0.10053588 0.6895461 -0.9109735 0.8501256
#> exo3 0.10874870 0.7489470 -0.9414012 1.1286604
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15430385 0.2724779 -0.19782718 0.50873382
#> lag1_var2 1.16113195 1.2378218 -0.50090204 3.03491368
#> lag1_var3 2.64755601 1.9100060 0.08730609 5.53405794
#> lag1_var4 -1.82139099 1.9356989 -4.75547163 0.76569594
#> const 7.21944450 7.4305742 -2.41085313 16.71777771
#> exo1 -0.23738859 0.3570550 -0.72309169 0.16452126
#> exo2 -0.68014811 0.4372709 -1.16371285 -0.08424228
#> exo3 -0.02537489 0.4674752 -0.61640755 0.59846023
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03450662 0.04693422 -0.03511011 0.09038586
#> lag1_var2 0.86396925 0.16893144 0.60130404 1.06042308
#> lag1_var3 1.33174997 0.26091880 0.92860774 1.64166241
#> lag1_var4 -0.38901406 0.26161001 -0.70663413 0.01151049
#> const 2.87127678 0.82806359 1.67413183 3.91769213
#> exo1 0.01313048 0.05982798 -0.07701960 0.08185755
#> exo2 -0.63122575 0.04922261 -0.69759273 -0.55982882
#> exo3 0.04829859 0.08247639 -0.08181303 0.15815943
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006377227 0.0001901797 0.0004197888 0.0009296018
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003653363 0.001608142 -0.006023647 -0.001602762
#> Sigma[2,2] 0.093443780 0.028967415 0.074707892 0.138457889
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005670235 0.003692773 0.001316615 0.01097243
#> Sigma[3,2] -0.177288435 0.058459335 -0.269280152 -0.13237116
#> Sigma[3,3] 0.460989551 0.141227131 0.292586368 0.66077113
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002778798 0.002664285 -0.0003430314 0.006648944
#> Sigma[4,2] -0.105101643 0.037136871 -0.1618715699 -0.069015016
#> Sigma[4,3] 0.328972187 0.100859792 0.1917890516 0.470205377
#> Sigma[4,4] 0.253048917 0.077009875 0.1412553306 0.359324579
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962506748 0.02054368 0.93780505 0.988587505
#> lag1_var2 0.079105296 0.07269231 -0.02810151 0.155929627
#> lag1_var3 0.107227016 0.08784008 -0.01743828 0.200494390
#> lag1_var4 -0.104050783 0.08644975 -0.19558953 0.020169593
#> const 0.712609498 0.39618801 0.17288893 1.286173298
#> exo1 -0.018496121 0.03639299 -0.06714257 0.037522646
#> exo2 -0.016937440 0.02235872 -0.05219287 0.009171852
#> exo3 0.004927885 0.01951070 -0.02259118 0.030392945
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28770945 0.2939581 -0.14109708 0.6260000
#> lag1_var2 0.11014083 0.9770736 -0.94779150 1.5827749
#> lag1_var3 -1.14411540 1.1977528 -2.44265960 0.6602733
#> lag1_var4 1.08220384 1.1684382 -0.67376606 2.3415757
#> const -2.29354970 4.6605893 -7.93132775 4.0307100
#> exo1 0.44912060 0.3426258 0.03447450 0.9860144
#> exo2 0.19411992 0.1694223 -0.02072901 0.4115649
#> exo3 -0.05370424 0.3249295 -0.41339215 0.4434802
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31489371 0.5820437 -0.3587733 1.1761901
#> lag1_var2 -0.25179413 1.8749459 -3.1409530 2.0013771
#> lag1_var3 0.40449770 2.2901994 -3.0999161 3.2076496
#> lag1_var4 0.52049963 2.2382874 -2.2074674 3.9302126
#> const -3.03422547 9.6822952 -16.7373952 8.5777251
#> exo1 -0.61868634 0.7672908 -1.6978856 0.4057979
#> exo2 -0.68771629 0.6469146 -1.4386421 0.3172228
#> exo3 0.05339536 0.8082357 -1.2405390 0.8226546
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56396764 0.3987551 0.04340578 1.0950997
#> lag1_var2 -0.57446742 1.2287731 -2.29920068 1.0857645
#> lag1_var3 -1.05341514 1.5078309 -3.13636444 1.0016970
#> lag1_var4 1.94109451 1.4740681 -0.06264017 3.9672322
#> const -6.43007292 6.8713894 -15.27283486 3.4184581
#> exo1 -0.24194731 0.5531426 -0.99435152 0.4693098
#> exo2 -0.57904305 0.5665119 -1.27939536 0.2828396
#> exo3 -0.00871007 0.5977905 -0.94030904 0.6127963
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002330787 0.0009395129 0.001416934 0.003845776
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 4.395276e-05 0.001360477 -0.001754663 0.001703571
#> Sigma[2,2] 2.091259e-02 0.005194181 0.014982834 0.028540007
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008984327 0.004459047 -0.01574939 -0.003830692
#> Sigma[3,2] -0.050615609 0.016979146 -0.07512885 -0.031527670
#> Sigma[3,3] 0.207864131 0.056161384 0.14677768 0.293465965
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009319224 0.004022159 -0.01527748 -0.004591059
#> Sigma[4,2] -0.037645276 0.013956752 -0.05805327 -0.022158123
#> Sigma[4,3] 0.178993039 0.046077635 0.12881628 0.249533604
#> Sigma[4,4] 0.158289020 0.037944422 0.11672501 0.216194996
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97939707 0.03610771 0.93191937 1.02661068
#> lag1_var2 0.19353492 0.14586075 0.01833811 0.42684531
#> lag1_var3 0.35585981 0.24673179 0.06666852 0.74176690
#> lag1_var4 -0.36605099 0.24646319 -0.74936259 -0.07845889
#> const 1.42398094 0.82956509 0.51034212 2.80029766
#> exo1 0.01650632 0.04417681 -0.03927046 0.08540383
#> exo2 -0.03892523 0.07835926 -0.12682599 0.09221384
#> exo3 0.03047562 0.05766368 -0.03995461 0.12219897
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21309977 0.0890145 0.09322374 0.3337427
#> lag1_var2 0.81067530 0.4146879 0.33861922 1.4044371
#> lag1_var3 0.51212106 0.6510334 -0.19905768 1.4236060
#> lag1_var4 -0.57861620 0.6461903 -1.47958417 0.1238671
#> const 1.58598678 2.0010899 -0.86274252 4.4559696
#> exo1 0.01823021 0.1650141 -0.22775910 0.2135255
#> exo2 0.72342029 0.1718123 0.46675563 0.9322146
#> exo3 0.19661978 0.1318779 0.01126278 0.3542369
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2274665 0.3507638 -0.6518903 0.311528853
#> lag1_var2 -0.1141515 1.1093494 -1.9905480 1.012321233
#> lag1_var3 -0.1269448 1.7430782 -3.0509366 1.493655119
#> lag1_var4 1.1894582 1.7500125 -0.4342785 4.111367276
#> const -1.5791396 8.4443241 -14.4026135 7.729193932
#> exo1 -0.3514122 0.4961724 -0.8121218 0.505622860
#> exo2 -0.8536038 0.4812273 -1.2779406 -0.002359946
#> exo3 0.1431675 0.6281898 -0.5768321 1.060735495
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08960405 0.3092527 -0.4688291 0.4001134
#> lag1_var2 0.12846223 0.9415334 -1.5281159 1.1008833
#> lag1_var3 -0.24885545 1.4998533 -2.8050905 1.1602279
#> lag1_var4 1.28671417 1.5093154 -0.1210368 3.8404278
#> const -1.78913035 7.4809234 -13.4406196 6.3879730
#> exo1 -0.34081115 0.4065291 -0.7045836 0.3699126
#> exo2 -0.40366788 0.4300085 -0.8070074 0.3796137
#> exo3 0.28203033 0.5794969 -0.3601048 1.1298475
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002033302 0.0005090021 0.001461827 0.00290641
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00733573 0.001596636 -0.009395914 -0.005332133
#> Sigma[2,2] 0.07400631 0.016249698 0.050614685 0.096455295
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005105174 0.00111916 0.003592539 0.006539742
#> Sigma[3,2] -0.056247195 0.01244838 -0.074108117 -0.039157183
#> Sigma[3,3] 0.047762979 0.01025747 0.031880860 0.061980123
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.301071e-05 0.0004540923 -0.0003937095 0.0008732989
#> Sigma[4,2] -7.424882e-03 0.0036961654 -0.0125000839 -0.0023956724
#> Sigma[4,3] 1.118014e-02 0.0037060946 0.0064039781 0.0168489008
#> Sigma[4,4] 7.001427e-03 0.0017735421 0.0042821590 0.0094361870
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97018348 0.03081046 0.93103482 1.010086958
#> lag1_var2 0.16355640 0.03714510 0.11869178 0.222326356
#> lag1_var3 0.26964041 0.04591306 0.21589316 0.339963065
#> lag1_var4 -0.27139877 0.04720799 -0.34245537 -0.214651087
#> const 1.22307516 0.63548818 0.45586188 2.148482786
#> exo1 0.02022089 0.04265349 -0.04514177 0.056796527
#> exo2 -0.07407793 0.04214527 -0.12711362 -0.025600226
#> exo3 -0.02506394 0.02703561 -0.06435956 0.004964061
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3663289 0.2013415 0.09825098 0.63989329
#> lag1_var2 -0.7331409 0.5079801 -1.28365666 0.06954767
#> lag1_var3 -1.8906994 0.7350099 -2.62376394 -0.61644960
#> lag1_var4 1.9954621 0.7361763 0.73018987 2.74773273
#> const -6.5961446 4.3661478 -13.39109840 -1.42007248
#> exo1 0.1294902 0.1491164 -0.04907115 0.34995214
#> exo2 1.9354337 0.2615145 1.55383185 2.20915259
#> exo3 1.1407225 0.2465532 0.78677051 1.45472172
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20468575 0.1587011 -0.4256117 0.01306001
#> lag1_var2 1.46317140 0.4573673 0.8081323 2.00957906
#> lag1_var3 2.69066017 0.6691405 1.6099999 3.40558244
#> lag1_var4 -1.82907605 0.6719853 -2.5491195 -0.75649408
#> const 7.84875575 3.5782100 3.8978917 13.09202610
#> exo1 -0.09480819 0.1050156 -0.2489347 0.02934094
#> exo2 -1.96732371 0.1691977 -2.1409375 -1.71962274
#> exo3 -0.62895717 0.2129944 -0.8764901 -0.31207287
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03430973 0.03917994 -0.02131114 0.08498067
#> lag1_var2 0.60140831 0.15313481 0.41830214 0.82478333
#> lag1_var3 0.86693559 0.22732136 0.57176506 1.20146420
#> lag1_var4 0.09062069 0.22736560 -0.24558900 0.38331601
#> const 1.85962225 0.89976616 0.82991866 3.06329022
#> exo1 -0.01404063 0.05637615 -0.10378399 0.04834270
#> exo2 -0.84299974 0.05925166 -0.91598789 -0.76144587
#> exo3 0.15499402 0.11764550 -0.01841037 0.28596816
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005093388 0.0001192265 0.000322652 0.0006416517
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02094695 0.006139991 -0.02831571 -0.01168722
#> Sigma[2,2] 2.47878225 0.664913143 1.74294554 3.44963354
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009667211 0.004082796 0.004128848 0.01522134
#> Sigma[3,2] -1.550866744 0.496051032 -2.272315478 -0.98202058
#> Sigma[3,3] 1.382312272 0.408966256 0.969786469 2.07314140
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004956913 0.002023883 -0.007405991 -0.001866391
#> Sigma[4,2] 0.129675255 0.117851510 -0.007688674 0.313320988
#> Sigma[4,3] 0.380933464 0.157658267 0.204917780 0.640808731
#> Sigma[4,4] 0.525598981 0.147422443 0.368366046 0.757254914
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97659878 0.01117273 0.962768188 0.993340392
#> lag1_var2 0.04365747 0.02691916 0.003159819 0.071916357
#> lag1_var3 0.06719439 0.04085309 0.005728459 0.109101330
#> lag1_var4 -0.06477980 0.03790518 -0.104129538 -0.007713705
#> const 0.49701012 0.15407922 0.269152197 0.710335084
#> exo1 -0.01497805 0.01809351 -0.043615647 0.008243196
#> exo2 -0.11744778 0.02232774 -0.144530812 -0.085158441
#> exo3 0.04984693 0.02658903 0.024354928 0.096681567
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3575470 0.8359345 -1.3520563 0.8229887
#> lag1_var2 0.1423996 1.6781432 -2.2488431 2.5452672
#> lag1_var3 -0.9560170 2.5133289 -4.4881146 2.7367942
#> lag1_var4 1.1440013 2.3232983 -2.2014597 4.4131967
#> const -0.8853889 13.2057366 -15.1256984 16.5010148
#> exo1 1.4439067 1.3960609 -0.3547961 3.0757813
#> exo2 6.5518121 2.0936538 3.2244981 9.1721408
#> exo3 0.2614074 1.6398355 -2.0090968 2.3067750
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3175292 0.5805900 -0.87822304 0.6714442
#> lag1_var2 1.7012377 1.0218378 -0.01753009 2.8227499
#> lag1_var3 3.3419266 1.5199563 0.82551424 5.0732097
#> lag1_var4 -2.4052637 1.4083796 -4.05712941 -0.1024837
#> const 10.8989574 10.1170721 -3.73390285 23.7069088
#> exo1 -0.4835093 0.9931107 -1.89671789 0.9658168
#> exo2 -4.5577609 1.5305566 -6.16883512 -1.9919613
#> exo3 0.2935987 1.2228052 -0.85990602 2.3962528
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6272475 0.5139584 -1.3084041 0.005726668
#> lag1_var2 1.5009203 1.0653636 -0.3230322 2.515173496
#> lag1_var3 2.2618850 1.6153892 -0.4970451 3.805838927
#> lag1_var4 -1.1598559 1.4950234 -2.5396609 1.379692626
#> const 9.4900638 6.6172660 0.3515764 17.662836565
#> exo1 0.5229541 0.7436375 -0.4381680 1.520060619
#> exo2 -0.4064003 0.6231175 -1.2241508 0.372735799
#> exo3 0.5396377 0.7389351 -0.4193176 1.691204327
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006112992 0.0001102233 0.0004413964 0.0007409005
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001303936 0.0005828914 -0.002118365 -0.0006293991
#> Sigma[2,2] 0.014042944 0.0041798760 0.010368842 0.0205286414
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001135747 0.000927690 0.0003724323 0.002747749
#> Sigma[3,2] -0.005890987 0.004914776 -0.0145424644 -0.001502335
#> Sigma[3,3] 0.031022980 0.008866447 0.0230081068 0.046080020
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006043140 0.0008444815 -6.154886e-05 0.002103307
#> Sigma[4,2] 0.0001933702 0.0037377673 -6.255407e-03 0.004170423
#> Sigma[4,3] 0.0295957684 0.0068826811 2.284127e-02 0.040821476
#> Sigma[4,4] 0.0309760263 0.0056665517 2.532152e-02 0.039597355
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971046201 0.01184710 0.954934659 0.988292427
#> lag1_var2 0.014786069 0.03615962 -0.028195545 0.059801641
#> lag1_var3 0.011015378 0.06405792 -0.060946718 0.096785008
#> lag1_var4 -0.005745761 0.06511748 -0.093737131 0.061294060
#> const 0.344927833 0.18990204 0.111271875 0.630156149
#> exo1 0.017651544 0.01422674 0.001183526 0.040593696
#> exo2 -0.030862164 0.01857545 -0.051613664 -0.005152895
#> exo3 -0.011491105 0.02244826 -0.051315063 0.008687108
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10211793 0.07995055 -0.015140795 0.200600404
#> lag1_var2 0.58528008 0.18781151 0.292613365 0.788795409
#> lag1_var3 -0.37370218 0.31906769 -0.865244397 0.001961666
#> lag1_var4 0.38594741 0.30886077 0.029834716 0.844969369
#> const -1.38051554 0.81006639 -2.423381835 -0.235775266
#> exo1 -0.03364268 0.07301653 -0.134757616 0.047956534
#> exo2 0.70465943 0.11359851 0.556966482 0.851681285
#> exo3 0.16281894 0.11570623 0.008300452 0.335423575
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22011042 0.1546753 -0.009323076 0.40709527
#> lag1_var2 -0.20627702 0.2136506 -0.545620872 0.02392203
#> lag1_var3 0.12468307 0.4417818 -0.494603005 0.61461499
#> lag1_var4 0.76288979 0.4067784 0.347232248 1.33243037
#> const -0.43259493 1.2474005 -1.958873757 1.55500935
#> exo1 0.14898957 0.1274041 -0.060773866 0.26766406
#> exo2 -0.81011771 0.1415034 -0.940495021 -0.56522231
#> exo3 -0.01958189 0.1656623 -0.262211005 0.20786511
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27422311 0.1691691 0.03537819 0.48401490
#> lag1_var2 -0.14823473 0.2018288 -0.45080305 0.06282773
#> lag1_var3 -0.51482592 0.4010966 -1.00806418 -0.03101439
#> lag1_var4 1.43124968 0.3648631 1.03696824 1.91083915
#> const -2.30351465 1.2374879 -3.55735657 -0.33549846
#> exo1 0.13947521 0.1392348 -0.07314592 0.28269563
#> exo2 -0.52648083 0.1646072 -0.68420806 -0.27419273
#> exo3 0.05557839 0.1651893 -0.16074441 0.28744191
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009880617 0.0002707 0.0007592475 0.00139104
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001272253 0.002283438 -0.005314828 0.001058856
#> Sigma[2,2] 0.281250409 0.087592586 0.179600839 0.413932730
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001428136 0.002722088 -0.002017054 0.005356324
#> Sigma[3,2] -0.169781911 0.076115978 -0.280224571 -0.075724748
#> Sigma[3,3] 0.429419282 0.112681927 0.285151447 0.590301825
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008140212 0.003408788 -0.003484798 0.00594014
#> Sigma[4,2] -0.0051134596 0.039275517 -0.062481423 0.04515016
#> Sigma[4,3] 0.3744569171 0.085017030 0.259297660 0.49282871
#> Sigma[4,4] 0.4220888258 0.080901354 0.302429300 0.52573431
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93237952 0.01130509 0.91506328 0.94554525
#> lag1_var2 0.11107974 0.03043548 0.07804579 0.16092374
#> lag1_var3 0.15897607 0.05746189 0.09553662 0.25207995
#> lag1_var4 -0.15409458 0.05481617 -0.24293622 -0.09535406
#> const 0.97377404 0.33210088 0.55410332 1.41698023
#> exo1 0.01714785 0.02313052 -0.01625674 0.04968761
#> exo2 -0.24422856 0.03827144 -0.29515890 -0.19087828
#> exo3 -0.09214244 0.03012271 -0.11720723 -0.04312127
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02254819 0.1690619 -0.11224477 0.3142381
#> lag1_var2 0.25890937 0.5060016 -0.60432290 0.7536577
#> lag1_var3 -0.68243186 0.9064711 -2.27487605 0.2357875
#> lag1_var4 0.76918039 0.8373852 -0.08378599 2.2386965
#> const -1.39923362 1.7699927 -4.24827629 0.4800718
#> exo1 0.12889555 0.3574065 -0.38532860 0.5595505
#> exo2 2.39302544 0.6357518 1.57988714 3.1669628
#> exo3 0.50722731 0.5203240 -0.23452030 1.1396108
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5432756 0.2960178 -0.9083985 -0.09600865
#> lag1_var2 2.4640844 0.5241646 1.6895089 3.15151439
#> lag1_var3 4.6622354 0.9563890 3.3299902 6.03429328
#> lag1_var4 -3.7358766 0.9250014 -5.0109429 -2.42061873
#> const 12.0057625 7.3595375 3.3944182 24.79204366
#> exo1 -0.1958529 0.6252138 -1.0778953 0.63019612
#> exo2 -3.6134510 0.7962119 -4.8076834 -2.62616191
#> exo3 -1.7883115 0.7396790 -2.5056574 -0.51649249
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6207013 0.2828923 -0.9656866 -0.1901375
#> lag1_var2 2.5437200 0.5452673 1.8931906 3.3157762
#> lag1_var3 4.1137905 0.9536340 2.9732219 5.5049274
#> lag1_var4 -3.0992865 0.9299945 -4.4527409 -1.9465829
#> const 10.7502697 8.1328757 0.5450025 24.4339212
#> exo1 -0.1300148 0.7080125 -1.1701060 0.6934509
#> exo2 -2.6257733 0.8473471 -3.7318489 -1.4462755
#> exo3 -1.7239561 0.7373212 -2.5323898 -0.5862840
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002888651 6.274041e-05 0.0002165018 0.0003859504
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009772942 0.005312674 -0.01855304 -0.003970932
#> Sigma[2,2] 1.171788540 0.430240003 0.68942309 1.831024576
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00486090 0.002392042 0.002054361 0.008619902
#> Sigma[3,2] 0.03733918 0.170244621 -0.226996963 0.243483679
#> Sigma[3,3] 1.58242698 0.153470584 1.424198193 1.847111896
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001185155 0.005370066 -0.009064075 0.005435252
#> Sigma[4,2] 0.823547815 0.364062725 0.414349368 1.400201879
#> Sigma[4,3] 1.743011244 0.197617450 1.552919945 2.054147977
#> Sigma[4,4] 2.444004473 0.368043097 1.998176579 2.981150394
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978905855 0.01086970 0.965399115 0.994686711
#> lag1_var2 0.027417245 0.01767843 0.000630292 0.050290997
#> lag1_var3 0.039596394 0.02737676 -0.002333363 0.073439787
#> lag1_var4 -0.039082765 0.02546096 -0.070763278 -0.001477758
#> const 0.500744059 0.11888830 0.337914651 0.674110890
#> exo1 0.004521855 0.01864858 -0.020884651 0.031352143
#> exo2 -0.071206636 0.01399124 -0.085674125 -0.049349327
#> exo3 0.021414484 0.01489101 0.001983999 0.041347473
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2941259 0.7399611 0.1098285 2.1630601
#> lag1_var2 -1.5281470 1.9861132 -4.7766365 0.2911706
#> lag1_var3 -3.3200297 3.0191770 -8.2373464 -0.5651374
#> lag1_var4 3.1438053 2.8691480 0.5091364 7.7899373
#> const -17.3849261 7.9372979 -29.4605441 -6.7727333
#> exo1 -0.2646349 1.2961283 -1.6119788 1.7096433
#> exo2 6.3078868 1.5066669 4.0726764 7.9909740
#> exo3 2.7702686 1.2054873 0.9486233 4.2214437
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3967215 0.7892637 -0.91685859 1.079611
#> lag1_var2 1.4529543 2.0977568 -1.06600045 4.391707
#> lag1_var3 2.8082837 3.2536659 -1.15797920 7.261901
#> lag1_var4 -2.1751703 3.0777473 -6.44166432 1.625601
#> const 9.7498903 9.0419932 -0.02926029 24.358050
#> exo1 0.8219504 1.2605036 -0.85228167 2.457499
#> exo2 -5.0516080 1.4917461 -6.65102095 -2.455008
#> exo3 -0.7535214 1.7776276 -3.23902964 1.458468
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2569910 1.031130 -0.3939563 2.413658
#> lag1_var2 0.1956539 3.349768 -4.5034569 4.615599
#> lag1_var3 0.2442896 5.151290 -6.9905313 6.911769
#> lag1_var4 0.2768400 4.885366 -6.1482172 7.069259
#> const -2.3702390 11.133174 -18.2182293 12.541563
#> exo1 0.6980333 1.692763 -1.5878759 2.768517
#> exo2 -1.3832737 1.917934 -3.5540323 1.875207
#> exo3 1.0715713 2.643488 -2.8401834 4.318475
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001980612 0.000468056 0.001542104 0.002768224
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007685322 0.003478796 -0.01219038 -0.00294069
#> Sigma[2,2] 0.235591007 0.048367723 0.18031092 0.30402433
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006465932 0.002365909 0.003209447 0.008979586
#> Sigma[3,2] -0.118463784 0.025529578 -0.145854843 -0.077891874
#> Sigma[3,3] 0.225197230 0.026148867 0.187023199 0.258929586
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003042329 0.002306015 0.001113261 0.006778258
#> Sigma[4,2] 0.004283306 0.026568418 -0.026591476 0.042337079
#> Sigma[4,3] 0.166421115 0.024889003 0.137981700 0.204569688
#> Sigma[4,4] 0.172025312 0.030859199 0.135669076 0.221979573
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965951437 0.05190768 0.894641940 1.04270725
#> lag1_var2 0.106714484 0.10272847 -0.012337209 0.27741314
#> lag1_var3 0.233967703 0.20170840 -0.003422468 0.56962084
#> lag1_var4 -0.237836264 0.19207705 -0.561489106 -0.01169172
#> const 1.145808176 0.64896434 0.128005265 1.98753293
#> exo1 -0.002206971 0.03185722 -0.048247188 0.03124052
#> exo2 -0.129504162 0.04456734 -0.203188747 -0.08687578
#> exo3 -0.046375113 0.07810314 -0.149951432 0.06099657
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13169853 0.5734777 -0.8148137 0.7717337
#> lag1_var2 0.89364363 0.7944748 -0.2852277 1.7672316
#> lag1_var3 -0.20729949 1.5332441 -2.4776445 1.5247537
#> lag1_var4 0.31231266 1.4138122 -1.3353357 2.4105144
#> const -2.65388937 6.2373308 -12.9475106 4.4633862
#> exo1 -0.04376115 0.3608683 -0.3812023 0.5133359
#> exo2 0.37856958 0.4352826 -0.0795614 1.0273876
#> exo3 0.32560190 0.5073494 -0.3683389 1.0031498
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8709098 0.4968598 0.3995094 1.62091197
#> lag1_var2 -0.4684759 0.9381186 -1.8689828 0.58673360
#> lag1_var3 0.3419881 1.8565953 -2.4349652 2.42823320
#> lag1_var4 0.3030997 1.7681164 -1.7160056 2.92698105
#> const -1.7018559 7.1417802 -12.4731716 7.58286323
#> exo1 -0.4395654 0.2625094 -0.7975503 -0.08156271
#> exo2 -3.7560039 0.4230573 -4.3008354 -3.25234403
#> exo3 -0.1488307 0.6897516 -0.9981133 0.90508674
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.836701233 0.3359422 0.3585685 1.2651364
#> lag1_var2 -0.227779540 0.8423432 -1.4498094 0.8474839
#> lag1_var3 -0.194861381 1.6637869 -2.6224581 1.9062705
#> lag1_var4 0.901238224 1.5976882 -1.0731055 3.2580862
#> const -4.265200128 5.5839915 -13.7005143 1.2191305
#> exo1 -0.476511833 0.3528989 -0.8063738 0.1024162
#> exo2 -3.615581375 0.2752908 -4.0407351 -3.2864005
#> exo3 0.007746365 0.6537215 -0.8686811 0.8760136
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008962108 0.000137496 0.000731349 0.001095585
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02823302 0.003880779 -0.03344577 -0.02252594
#> Sigma[2,2] 1.65690460 0.274521420 1.32478887 2.04028718
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01908881 0.003533876 0.01371588 0.02318512
#> Sigma[3,2] -1.15734236 0.198687472 -1.40381012 -0.87302457
#> Sigma[3,3] 1.07380555 0.222970244 0.77169703 1.39439237
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00106047 0.002912758 -0.002695771 0.004992858
#> Sigma[4,2] -0.11179282 0.119685707 -0.296791826 0.021633659
#> Sigma[4,3] 0.36344859 0.144770303 0.214709542 0.591042667
#> Sigma[4,4] 0.31544101 0.086117938 0.224612271 0.456287828
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963940324 0.03179386 0.922945656 1.008857935
#> lag1_var2 0.076860502 0.04991532 -0.000456960 0.122447608
#> lag1_var3 0.122070452 0.07921104 -0.001282389 0.192144161
#> lag1_var4 -0.119353429 0.07363029 -0.185012700 -0.003357514
#> const 0.713008469 0.35163169 0.142706355 1.135451186
#> exo1 0.002289925 0.02910676 -0.046142670 0.035464276
#> exo2 -0.061313177 0.02010154 -0.090090402 -0.036295066
#> exo3 0.066297632 0.03779858 0.024340769 0.128013167
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25524760 1.5550993 -1.696403 2.4235825
#> lag1_var2 -1.11849219 2.5721664 -4.853508 2.0531992
#> lag1_var3 -3.17501733 4.0483841 -9.023926 1.8543216
#> lag1_var4 3.25072080 3.7763391 -1.448482 8.6032770
#> const -9.82647293 17.4719239 -29.999402 14.5705171
#> exo1 -0.71933166 1.2066559 -2.404171 0.8628571
#> exo2 0.17162642 0.8370644 -1.136887 1.1417767
#> exo3 0.05396886 1.3015963 -2.175724 1.2104889
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5539826 1.4302661 -1.6638082 2.3523214
#> lag1_var2 0.7065537 2.4376949 -2.3016647 4.4917173
#> lag1_var3 2.0818724 3.8076986 -2.6560477 7.9628596
#> lag1_var4 -1.2867387 3.5354171 -6.6676558 3.1105597
#> const -0.3254765 15.5859723 -21.3659532 20.1722624
#> exo1 0.3050301 1.0462296 -0.8462887 2.0970870
#> exo2 -0.5110584 0.8613646 -1.6422262 0.7296072
#> exo3 0.5231738 1.2229631 -0.6066404 2.4768451
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7633273 0.7689215 -0.1046227 1.9199589
#> lag1_var2 -0.3408241 1.3345652 -2.2550329 1.2060572
#> lag1_var3 -0.4531420 2.0901592 -3.4993141 1.9253815
#> lag1_var4 1.3098785 1.9297662 -0.9450085 4.1362938
#> const -8.4867370 7.9390057 -19.0155423 1.6448327
#> exo1 -0.1846602 0.4704488 -0.7654615 0.5962682
#> exo2 -0.4451499 0.5373817 -1.1246904 0.2876085
#> exo3 0.6133685 0.6656114 -0.3683028 1.3820801
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005360745 0.0002065455 0.0003496954 0.0008810133
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0133709 0.005841233 -0.02267754 -0.007132927
#> Sigma[2,2] 0.7978692 0.212835006 0.51998322 1.064209988
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007687458 0.003584239 0.003854162 0.01347838
#> Sigma[3,2] -0.489497864 0.150312451 -0.681950558 -0.28811154
#> Sigma[3,3] 0.348802220 0.107122409 0.207082777 0.49230658
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003200756 0.0005535884 -0.001090108 0.0003966221
#> Sigma[4,2] -0.0111947626 0.0408213755 -0.064127962 0.0456737105
#> Sigma[4,3] 0.0580796547 0.0258511744 0.030316498 0.0971253290
#> Sigma[4,4] 0.0543801532 0.0118850847 0.036587758 0.0706826360
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993031117 0.01180532 0.97567692 1.00755152
#> lag1_var2 -0.020979382 0.03805441 -0.08212552 0.02107743
#> lag1_var3 -0.043456275 0.06451300 -0.14922935 0.02402546
#> lag1_var4 0.043977255 0.06325862 -0.02133715 0.14869515
#> const 0.145494483 0.28630577 -0.23866174 0.51289426
#> exo1 0.004756553 0.02731358 -0.03925519 0.02690052
#> exo2 -0.065666827 0.01837066 -0.08715250 -0.04096540
#> exo3 0.020740204 0.02938212 -0.02349620 0.05356920
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8943275 0.4743450 -1.4633604 -0.2401782
#> lag1_var2 2.2829857 1.9300889 -0.8100034 4.4376380
#> lag1_var3 2.3382666 3.2758981 -2.8771270 6.0339569
#> lag1_var4 -2.0953163 3.2368325 -5.7090956 3.0294001
#> const 9.0201042 11.9913150 -7.2541266 25.8001446
#> exo1 -0.4722938 0.7735891 -1.3057563 0.7443141
#> exo2 0.8096439 0.8801742 -0.2896235 2.2491023
#> exo3 0.2483094 0.9763998 -0.9190289 1.4809864
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5566698 0.2732882 0.2352522 0.9245056
#> lag1_var2 -0.2101008 0.9099277 -1.3452528 1.0853842
#> lag1_var3 0.6493744 1.5646085 -1.2914384 2.8393993
#> lag1_var4 0.1203400 1.5504923 -2.0466575 2.1119822
#> const -0.4893795 7.0285734 -11.2229920 7.0655258
#> exo1 -0.0352144 0.5842608 -0.9546877 0.6265734
#> exo2 -1.2439335 0.4334812 -1.8294475 -0.6527704
#> exo3 -0.3444118 0.5699998 -1.0360617 0.4004868
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01752602 0.1691506 -0.25362273 0.20597918
#> lag1_var2 0.87886908 0.5590632 0.19997012 1.69421809
#> lag1_var3 1.59115286 0.9545287 0.45000890 3.00259722
#> lag1_var4 -0.65363213 0.9342692 -2.04511625 0.46585895
#> const 3.68261496 3.5118765 0.03957599 9.01751015
#> exo1 -0.31648394 0.1533819 -0.51970846 -0.08480149
#> exo2 -0.78640622 0.2448761 -1.09780612 -0.45374179
#> exo3 -0.20318689 0.1720174 -0.41109540 0.04574563
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003099993 6.87659e-05 0.00020595 0.0003874445
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004416907 0.002912523 -0.008947902 -0.00110806
#> Sigma[2,2] 0.365237795 0.104369363 0.257976846 0.54119840
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003460736 0.002812902 0.0002051765 0.007543788
#> Sigma[3,2] -0.319387436 0.109497245 -0.5047498287 -0.230728605
#> Sigma[3,3] 0.428334823 0.122963915 0.3217448685 0.632460249
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008625313 0.001466163 -0.001450176 0.002635865
#> Sigma[4,2] -0.1119182572 0.056875678 -0.198644161 -0.051575098
#> Sigma[4,3] 0.2573591970 0.067724491 0.179059359 0.358058640
#> Sigma[4,4] 0.2052698971 0.042158805 0.150159608 0.267152773
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964213863 0.01193134 0.950818515 0.98126391
#> lag1_var2 0.007652662 0.03911982 -0.057409742 0.05261816
#> lag1_var3 0.002437489 0.06887365 -0.110358356 0.08499479
#> lag1_var4 0.009237698 0.06762017 -0.075385423 0.11821571
#> const 0.308187165 0.25781855 0.009037165 0.70655641
#> exo1 -0.016985681 0.02054638 -0.041191867 0.01009819
#> exo2 -0.046170106 0.01658760 -0.067453211 -0.02101152
#> exo3 0.032959958 0.01967889 0.008459494 0.06118917
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4842849 0.9573961 -0.8256584 1.5406907
#> lag1_var2 3.0174294 1.5340518 1.2568800 5.3081353
#> lag1_var3 4.0028177 2.5196049 1.0469661 7.8524014
#> lag1_var4 -4.4657283 2.2185126 -7.8913125 -1.8479302
#> const 15.6817512 7.5084893 7.0633060 28.0517754
#> exo1 -0.1426480 0.7706783 -1.2228080 0.8989889
#> exo2 0.9983275 0.8700404 -0.1161926 2.3143777
#> exo3 -0.3224079 0.5039921 -1.1302756 0.2692173
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.301381774 0.8946732 -1.3410058 0.8395838
#> lag1_var2 -1.416589844 1.7809758 -3.8742909 0.7265690
#> lag1_var3 -1.774921697 2.9619736 -5.9340115 1.8523240
#> lag1_var4 3.083275691 2.6689414 -0.2451090 6.8740351
#> const -10.858199066 7.2557529 -21.8887269 -1.6961587
#> exo1 0.047712886 0.7629148 -1.0435031 1.0597256
#> exo2 -2.092153994 0.7436510 -2.9247810 -0.8686614
#> exo3 -0.009539865 0.5386701 -0.6098737 0.7612361
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0357091786 0.5501571 -0.8335815 0.6992380
#> lag1_var2 0.0274488066 1.1422577 -1.5218853 1.5452502
#> lag1_var3 -0.0002690933 1.9131532 -2.6366467 2.4698615
#> lag1_var4 1.0749748968 1.7369368 -1.1494522 3.4664122
#> const -3.4369820209 4.9811765 -10.3223519 3.2975790
#> exo1 -0.0332559217 0.4332355 -0.7665634 0.4405619
#> exo2 -1.5636493580 0.5934541 -2.1833445 -0.6427204
#> exo3 -0.2012976666 0.4485698 -0.6593323 0.4536445
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004465553 0.0001180803 0.0003301276 0.0006345733
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001599181 0.0009360179 -0.002939458 -0.0002036975
#> Sigma[2,2] 0.031988690 0.0084850436 0.023461111 0.0468446257
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004172676 0.001070533 -0.0009649745 0.002110802
#> Sigma[3,2] -0.0192045472 0.005689779 -0.0275449584 -0.012704641
#> Sigma[3,3] 0.0234576212 0.005711934 0.0168414061 0.031708559
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004148155 0.0009702684 -0.001667285 0.001083690
#> Sigma[4,2] -0.0104727681 0.0047318990 -0.016436070 -0.003203997
#> Sigma[4,3] 0.0216879452 0.0060577221 0.015725058 0.032045720
#> Sigma[4,4] 0.0243879419 0.0074749655 0.018019918 0.037626658
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98487466 0.01593815 0.9595720661 0.999809752
#> lag1_var2 0.01035475 0.01273561 0.0002835654 0.031951351
#> lag1_var3 0.06652247 0.02444208 0.0352483296 0.103862452
#> lag1_var4 -0.06362178 0.01966483 -0.0955236282 -0.040278675
#> const 0.58808462 0.16193390 0.4087479636 0.837232399
#> exo1 0.01003105 0.01093703 -0.0015240778 0.022563129
#> exo2 -0.04580759 0.02524252 -0.0751400554 -0.008029083
#> exo3 -0.01244205 0.02672600 -0.0399139876 0.030464255
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28383466 0.2398316 -0.01078475 0.6117836
#> lag1_var2 0.56738545 0.1782040 0.31786858 0.7817017
#> lag1_var3 0.02890866 0.4164097 -0.47250434 0.5724919
#> lag1_var4 0.13368263 0.3389074 -0.28994597 0.5441686
#> const 0.11435862 2.2747969 -3.18860894 2.9156001
#> exo1 -0.07092491 0.1675934 -0.26160506 0.1937788
#> exo2 1.39976321 0.2309338 1.11591546 1.7194691
#> exo3 0.66323752 0.2193920 0.35225227 0.9245336
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03502906 0.2253170 -0.25078641 0.36080642
#> lag1_var2 0.10070892 0.1870276 -0.19833913 0.32409979
#> lag1_var3 0.44253981 0.3584394 -0.04583197 0.86099519
#> lag1_var4 0.32554346 0.3021083 -0.02333566 0.74222118
#> const -0.65781370 2.1367037 -3.17774732 2.26485853
#> exo1 -0.05295749 0.1506649 -0.25746641 0.13767521
#> exo2 -0.84968920 0.1769937 -1.07319001 -0.59403181
#> exo3 -0.34598052 0.2352160 -0.62860709 -0.03355804
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10276050 0.1914576 -0.1151842 0.394831577
#> lag1_var2 0.09521759 0.1727262 -0.1776936 0.301114415
#> lag1_var3 -0.30993205 0.2717593 -0.7013563 0.003838068
#> lag1_var4 1.17160725 0.2385227 0.9148532 1.515908688
#> const -2.95653222 1.8369911 -5.4743763 -0.371537994
#> exo1 -0.11226577 0.1356718 -0.2735726 0.086621836
#> exo2 -0.53054154 0.1225104 -0.6703226 -0.354630209
#> exo3 -0.20717031 0.2205151 -0.5097119 0.084057129
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003060966 6.227746e-05 0.0002289723 0.000394684
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009012605 0.001568373 -0.01077799 -0.006665523
#> Sigma[2,2] 0.606842904 0.108436896 0.46933058 0.761743782
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007936931 0.001653498 0.005781765 0.01032641
#> Sigma[3,2] -0.400280553 0.082495501 -0.543159800 -0.31851765
#> Sigma[3,3] 0.504171598 0.068441340 0.434072122 0.61178831
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0021460805 0.001226658 0.0003723185 0.00383396
#> Sigma[4,2] 0.0006461229 0.053477142 -0.0823611309 0.06836282
#> Sigma[4,3] 0.2618405927 0.059018950 0.1888694247 0.35009119
#> Sigma[4,4] 0.2867091925 0.050617679 0.2072811075 0.33666191
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985793715 0.02111784 0.95442218 1.013050101
#> lag1_var2 0.007808031 0.04842685 -0.06338306 0.070355761
#> lag1_var3 0.006728888 0.07638542 -0.10533516 0.107521550
#> lag1_var4 -0.007915480 0.07221313 -0.10168826 0.099087042
#> const 0.446649348 0.29893877 0.02850572 0.842723602
#> exo1 -0.013514948 0.01874967 -0.04356029 0.004551812
#> exo2 -0.034824168 0.01210180 -0.05098653 -0.017814968
#> exo3 0.044799171 0.01233426 0.02543771 0.058913645
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2269564 0.8804771 -0.9879809 1.472466
#> lag1_var2 0.2571603 2.3824246 -2.8491441 3.711023
#> lag1_var3 -0.7561105 3.7163032 -5.6781248 4.594830
#> lag1_var4 0.8020384 3.4941907 -4.2442002 5.425611
#> const -7.4366344 9.4782914 -21.3321318 4.838828
#> exo1 -0.2798021 0.6735050 -1.3690901 0.473011
#> exo2 0.2762071 0.4683934 -0.1389639 1.133185
#> exo3 -0.5537741 0.7428994 -1.4757265 0.610314
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2396391 0.5904315 -1.16143743 0.4070889
#> lag1_var2 0.8813497 1.4367651 -0.62618385 2.8938105
#> lag1_var3 2.4084176 2.2215000 0.06301272 5.5758946
#> lag1_var4 -1.4675808 2.0860168 -4.42558259 0.7224463
#> const 10.1976698 7.6095813 2.80019165 22.4762608
#> exo1 -0.3509984 0.4069206 -0.87459418 0.1512999
#> exo2 -0.4305881 0.5242267 -1.15030108 0.2122670
#> exo3 0.6499367 0.5608364 -0.08357587 1.4462540
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1115319 0.4555403 -0.7752029 0.46175014
#> lag1_var2 0.7398592 1.2301430 -0.9818022 2.15344496
#> lag1_var3 1.4655325 1.9412478 -1.1706930 3.77941058
#> lag1_var4 -0.4672695 1.8496590 -2.6668130 2.05310199
#> const 4.1629181 7.4633519 -5.0486993 14.97344785
#> exo1 -0.5505993 0.4191897 -1.0499880 0.01395286
#> exo2 -0.2686352 0.4471417 -0.8588677 0.34256395
#> exo3 0.3330752 0.5621652 -0.5546942 0.91891200
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006580818 0.0002058891 0.0004496943 0.0009935129
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006177272 0.003144404 -0.004312251 0.004361591
#> Sigma[2,2] 0.2623620420 0.053867893 0.194946332 0.341109681
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01072474 0.004521659 0.006475383 0.01804278
#> Sigma[3,2] -0.08821185 0.087185705 -0.213684059 0.03237996
#> Sigma[3,3] 0.61173441 0.109996180 0.478357318 0.78360035
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01125834 0.006487053 0.005507286 0.02214542
#> Sigma[4,2] 0.07487843 0.097935697 -0.062778676 0.20780861
#> Sigma[4,3] 0.60044429 0.132962282 0.441145074 0.79695552
#> Sigma[4,4] 0.69406271 0.185049972 0.484925326 0.96540868
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992734242 0.01404741 0.97491066 1.01325555
#> lag1_var2 0.001433332 0.03884867 -0.04744537 0.05751111
#> lag1_var3 -0.007616455 0.06215182 -0.09578156 0.07355152
#> lag1_var4 0.006412402 0.05800900 -0.06828351 0.08725536
#> const 0.265492063 0.10336199 0.14139604 0.41125081
#> exo1 -0.004089194 0.02251064 -0.03829603 0.01730437
#> exo2 -0.102833268 0.03153456 -0.15334301 -0.07154479
#> exo3 0.070192162 0.02823189 0.03063149 0.10810334
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23375927 0.2703211 -0.5808400 0.1511171
#> lag1_var2 1.30049342 0.4303879 0.8323195 1.9599376
#> lag1_var3 1.52762612 0.6652223 0.8133489 2.6645241
#> lag1_var4 -1.43207371 0.6304493 -2.5050346 -0.7241771
#> const 3.87358423 3.0790179 -1.1001851 7.9470485
#> exo1 -0.83892063 0.5309342 -1.6151017 -0.1812849
#> exo2 -0.07693387 0.5850106 -0.7390855 0.7997487
#> exo3 1.20568266 0.3533981 0.7706040 1.7126633
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7413833 0.3730984 0.273306138 1.20960138
#> lag1_var2 -1.2259876 0.7589133 -2.046548513 0.05877246
#> lag1_var3 -1.5501850 1.3201397 -3.159428926 0.47299678
#> lag1_var4 2.3416867 1.2383959 0.449025354 3.85277178
#> const -7.3446082 4.4794136 -13.976350154 -1.96081006
#> exo1 0.2807744 0.7573508 -0.727484841 1.33393541
#> exo2 -4.3491687 1.0918877 -5.560296573 -2.83730590
#> exo3 1.1342356 0.6823908 0.003240092 1.76947837
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6371805 0.4873960 0.1072458 1.3362309
#> lag1_var2 -0.8216805 0.8317182 -1.9635534 0.4015697
#> lag1_var3 -1.2467524 1.4536670 -3.3200349 0.6779462
#> lag1_var4 2.1144545 1.3767644 0.3162658 4.0503095
#> const -6.9738001 6.2190927 -16.4362250 -0.9583985
#> exo1 -0.2113803 0.8292473 -1.1903624 0.9348485
#> exo2 -4.6761570 1.2686832 -6.1656409 -2.9171018
#> exo3 2.0291229 0.8151770 0.7590046 2.7643264
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003322983 8.73361e-05 0.0002423615 0.0004619037
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005181619 0.00772757 -0.01192888 0.008076756
#> Sigma[2,2] 3.838218936 1.05649152 2.43601628 5.214177123
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002036955 0.003629419 -0.005575054 0.003208289
#> Sigma[3,2] -1.3659403977 0.362755355 -1.781824809 -0.893287607
#> Sigma[3,3] 0.6849142312 0.130417484 0.511704444 0.873811131
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00305105 0.001714284 -0.005352185 -0.001012481
#> Sigma[4,2] 0.36059268 0.207350176 0.107633186 0.580391895
#> Sigma[4,3] 0.10211119 0.091046590 -0.008586499 0.207814100
#> Sigma[4,4] 0.30223802 0.029923974 0.255431200 0.330976378
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9939879459 0.01612514 0.97578932 1.01747030
#> lag1_var2 0.0111333557 0.01641978 -0.01041852 0.03305491
#> lag1_var3 0.0222731958 0.03835117 -0.02896913 0.07251766
#> lag1_var4 -0.0271694455 0.03266434 -0.07147707 0.01571909
#> const 0.3631111149 0.24135924 0.01917199 0.62643810
#> exo1 -0.0091478891 0.02089867 -0.03823665 0.01970172
#> exo2 -0.0719254531 0.01711556 -0.09802578 -0.04894724
#> exo3 -0.0007601209 0.01694704 -0.02350716 0.02447669
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9625933 2.013676 -3.6232870 1.79132765
#> lag1_var2 -0.8877087 2.060568 -2.9623732 2.30505483
#> lag1_var3 -3.7577280 4.868556 -8.6388756 3.72131896
#> lag1_var4 4.5638541 4.048261 -1.7604842 8.70077343
#> const -5.4298058 19.822627 -28.5637235 22.16049087
#> exo1 -1.9955575 1.983683 -4.9199013 0.06767641
#> exo2 1.9152126 2.613015 -1.8208640 5.38722490
#> exo3 2.4707526 2.032859 -0.4995411 4.92479928
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3134067 0.7877742 0.3953125 2.466952
#> lag1_var2 0.3564069 0.9112009 -1.1510294 1.383179
#> lag1_var3 1.3908747 2.1312434 -2.1329904 3.771327
#> lag1_var4 -1.2942674 1.8516609 -3.3982400 1.782478
#> const 1.9096119 8.5370472 -9.6710207 12.040859
#> exo1 0.6060147 0.7181565 -0.4952934 1.545310
#> exo2 -2.9096055 0.9765377 -4.5130411 -1.835967
#> exo3 -2.0032966 0.9805376 -3.3901855 -0.661402
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9887962 0.3879893 0.37152215 1.3797727
#> lag1_var2 -0.3737795 0.4741985 -0.96943142 0.2971506
#> lag1_var3 -1.0521901 1.0964878 -2.38572473 0.5189480
#> lag1_var4 1.4919889 0.9889233 0.08929546 2.7616584
#> const -2.6704235 6.5551052 -10.57036554 6.5399561
#> exo1 -0.2856279 0.5189789 -1.06216915 0.3580961
#> exo2 -2.4519637 0.5383661 -3.17803556 -1.7487529
#> exo3 -0.9901589 0.4786937 -1.51013371 -0.3078833
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000495926 0.0001049887 0.0003851426 0.0006508214
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005128657 0.00168847 -0.008018105 -0.003213263
#> Sigma[2,2] 0.210741568 0.04470808 0.162536811 0.284913258
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004591337 0.003844806 -0.00117264 0.009619222
#> Sigma[3,2] -0.115878455 0.121159115 -0.27039928 0.037854679
#> Sigma[3,3] 1.273986970 0.286691585 0.94772177 1.654096172
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001354002 0.004300007 -0.005723483 0.006396081
#> Sigma[4,2] 0.021799162 0.114337008 -0.105625381 0.179231162
#> Sigma[4,3] 1.250692767 0.229988140 0.968888050 1.552328822
#> Sigma[4,4] 1.319729279 0.190375263 1.065581651 1.573542806
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019731207 0.01517019 0.99864609 1.04107663
#> lag1_var2 -0.030733853 0.04250467 -0.08161019 0.03496761
#> lag1_var3 -0.083856213 0.07055641 -0.15821964 0.02188068
#> lag1_var4 0.074426676 0.06905945 -0.02907707 0.14838373
#> const 0.047188286 0.28678121 -0.30397560 0.45825932
#> exo1 0.061865612 0.02612618 0.02357177 0.09302497
#> exo2 -0.105312334 0.01831830 -0.13759125 -0.08764708
#> exo3 -0.004565593 0.02911444 -0.03523771 0.04355512
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5144812 0.1779669 -0.7156447 -0.2371100
#> lag1_var2 1.9604258 0.6331811 1.3351352 2.9891542
#> lag1_var3 2.3967770 1.0269962 1.2628739 4.0356200
#> lag1_var4 -2.2861873 0.9979388 -3.8893887 -1.2418532
#> const 8.0887814 2.9170886 4.1355185 11.9888669
#> exo1 0.1089330 0.4107089 -0.5365717 0.4714499
#> exo2 2.0171775 0.6105940 1.1480462 2.6462315
#> exo3 -0.2907132 0.6934024 -1.1135529 0.8303140
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3124075 0.8052328 0.1111082 2.1969168
#> lag1_var2 -1.2494216 1.3685115 -2.8926404 0.9021123
#> lag1_var3 -2.3493278 2.5951312 -5.2109144 1.8381622
#> lag1_var4 2.9670916 2.4286463 -0.9317035 5.7214136
#> const -11.6053160 12.3401642 -28.2570238 6.9109993
#> exo1 0.1570475 1.3360121 -1.2980736 1.9882548
#> exo2 -6.8567621 0.9090398 -8.4359267 -6.0080482
#> exo3 2.4184768 1.3207839 0.3372186 4.0979978
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0322294 0.8470183 -0.2555639 1.968551
#> lag1_var2 -0.3147164 1.4895618 -2.2159587 1.691357
#> lag1_var3 -1.3567849 2.8353899 -4.8675576 2.760038
#> lag1_var4 2.0504225 2.6437469 -1.7333939 5.319690
#> const -8.0711069 12.0816830 -23.9104127 10.058949
#> exo1 0.2521403 1.2421428 -1.0698846 1.846422
#> exo2 -5.8785529 1.0563130 -7.7819310 -4.892485
#> exo3 2.3469532 1.6990134 -0.3477533 4.548765
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002085897 6.596577e-05 0.0001399929 0.0003093231
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007330363 0.002448147 -0.01142683 -0.004836177
#> Sigma[2,2] 0.759817716 0.251787515 0.53278240 1.218221484
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003352104 0.002790805 0.000634213 0.00792161
#> Sigma[3,2] -0.301244797 0.279856395 -0.749512365 -0.06038417
#> Sigma[3,3] 0.856725955 0.241538994 0.633134685 1.26407553
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.002181e-05 0.003306356 -0.004664558 0.004476546
#> Sigma[4,2] 6.058173e-02 0.266285275 -0.303364421 0.400441544
#> Sigma[4,3] 7.849155e-01 0.189804010 0.601666498 1.080122006
#> Sigma[4,4] 8.930335e-01 0.223655418 0.625908981 1.241066980
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9932396596 0.007251244 0.985534614 1.005265661
#> lag1_var2 -0.0024381896 0.016072967 -0.024889474 0.019939220
#> lag1_var3 -0.0024040003 0.031766600 -0.044313895 0.042547377
#> lag1_var4 0.0001103984 0.029817118 -0.042512813 0.039038215
#> const 0.3419874973 0.089752938 0.193122723 0.436648415
#> exo1 0.0157727591 0.014209669 -0.003121347 0.030593732
#> exo2 -0.0187614234 0.020591095 -0.045453683 0.005668426
#> exo3 -0.0175071086 0.017434701 -0.037236360 0.010873253
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1447509 0.4632570 -0.5239805 0.7364804
#> lag1_var2 0.1897526 0.7810554 -0.8544969 1.3102500
#> lag1_var3 -1.2007473 1.5859963 -3.3719550 1.0051272
#> lag1_var4 1.3250262 1.4700217 -0.6852517 3.3515463
#> const -7.1633620 6.9013294 -16.7464863 -0.2833442
#> exo1 -0.2082631 1.1343951 -1.5237081 1.5161413
#> exo2 0.3586622 1.1431631 -1.1332911 1.5834896
#> exo3 0.1851305 1.0430579 -1.3311130 1.6306129
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1756222 0.5174109 -0.9294795 0.42591061
#> lag1_var2 0.5436765 0.9943909 -0.4786158 1.96620421
#> lag1_var3 2.1221264 1.9638101 0.2405221 4.87234905
#> lag1_var4 -1.1822016 1.8381018 -3.8030518 0.61861493
#> const 7.1330024 7.9042149 -2.3232497 18.84745785
#> exo1 -0.1681618 1.2262317 -2.1736876 1.22739255
#> exo2 -1.0421202 0.6245960 -1.6817209 -0.04129054
#> exo3 0.5538678 0.9711378 -0.6783960 1.92607220
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10136681 0.4883792 -0.7087110 0.578510433
#> lag1_var2 0.34675682 0.9228284 -0.8984633 1.663878039
#> lag1_var3 0.98183227 1.7929514 -1.4761865 3.481293136
#> lag1_var4 0.05151315 1.6928053 -2.3604286 2.287883735
#> const 2.10460989 8.2929720 -8.8043112 12.700995999
#> exo1 -0.31112011 1.2564275 -2.3066505 1.313849366
#> exo2 -0.94936943 0.7246721 -2.0176210 0.007007518
#> exo3 0.71847041 0.9444445 -0.3277057 2.184459786
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00736786 0.001882841 0.00457997 0.009848011
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008688126 0.0009343675 -0.002231826 0.0002896203
#> Sigma[2,2] 0.0069502111 0.0012498809 0.005833052 0.0090646799
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00116496 0.004223504 -0.005830601 0.005940697
#> Sigma[3,2] -0.01244621 0.002642145 -0.016182765 -0.008942582
#> Sigma[3,3] 0.09779463 0.012259034 0.081149817 0.113575684
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004110885 0.003981807 -0.006237868 0.004838189
#> Sigma[4,2] -0.0077746350 0.002834818 -0.011229000 -0.003359706
#> Sigma[4,3] 0.0933710450 0.011592523 0.077208804 0.108265488
#> Sigma[4,4] 0.0923955778 0.011007076 0.077549439 0.107304644
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90151757 0.03361415 0.861903727 0.95230407
#> lag1_var2 0.13701339 0.08978496 -0.005192427 0.23857912
#> lag1_var3 0.09855883 0.18025863 -0.163728387 0.29863216
#> lag1_var4 -0.08577354 0.17471354 -0.282180837 0.16455830
#> const 0.78557573 0.41755288 0.267737588 1.39371577
#> exo1 -0.07406307 0.13063478 -0.280200334 0.05384545
#> exo2 0.00188809 0.05970893 -0.093344934 0.06771244
#> exo3 -0.01239654 0.09399416 -0.131257127 0.10524232
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08862317 0.07926205 -0.01968611 0.19233677
#> lag1_var2 0.62248054 0.16695509 0.41272428 0.85080124
#> lag1_var3 0.13821220 0.17707009 -0.04255548 0.40721706
#> lag1_var4 -0.12984691 0.17083810 -0.39338234 0.05049920
#> const 0.21491041 0.52237915 -0.42328071 1.01163979
#> exo1 -0.06975555 0.07384678 -0.16753935 0.02165322
#> exo2 0.50600539 0.08506795 0.38609834 0.61656662
#> exo3 0.29031307 0.08304578 0.20153132 0.41063315
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2589615 0.2267282 -0.60358624 0.01735883
#> lag1_var2 0.9120831 0.7400175 -0.14240414 1.92027058
#> lag1_var3 1.5513169 1.0354576 0.06235878 2.90931762
#> lag1_var4 -0.5834612 1.0127530 -1.91021505 0.89142696
#> const 5.3012742 2.6724579 2.13865585 9.13386239
#> exo1 0.1484073 0.2771405 -0.18303926 0.61344833
#> exo2 -0.9769677 0.2476755 -1.32985289 -0.65739322
#> exo3 -0.2513533 0.3723092 -0.82830099 0.22354366
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21925731 0.2248840 -0.563389433 0.06279789
#> lag1_var2 1.04057033 0.7643777 -0.002482009 2.11673857
#> lag1_var3 1.19219638 1.1068271 -0.326532516 2.73842341
#> lag1_var4 -0.19470698 1.0812913 -1.699319446 1.30780094
#> const 4.25862874 2.8308218 0.690434872 8.35791832
#> exo1 0.10106085 0.2711969 -0.249228909 0.52368013
#> exo2 -0.62439073 0.2740299 -0.975417039 -0.23762708
#> exo3 -0.02911075 0.3395235 -0.542361693 0.41570270
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003709074 6.960993e-05 0.0002902374 0.0004788405
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002635574 0.001257006 -0.004522407 -0.0009525186
#> Sigma[2,2] 0.067621479 0.016690476 0.043141657 0.0874120284
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002158165 0.001352762 0.0005248451 0.004225793
#> Sigma[3,2] -0.065729941 0.016742179 -0.0881198433 -0.040049568
#> Sigma[3,3] 0.120152115 0.025701444 0.0831466219 0.150593585
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009028737 0.001025554 -0.0001934638 0.002611401
#> Sigma[4,2] -0.0321599795 0.012971574 -0.0508999710 -0.015809527
#> Sigma[4,3] 0.0922361208 0.022070030 0.0614284178 0.122782351
#> Sigma[4,4] 0.0815127759 0.020061429 0.0538777111 0.111536464
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.020072007 0.01226860 1.00435933 1.036684735
#> lag1_var2 -0.020964505 0.01162515 -0.03920922 -0.007683301
#> lag1_var3 -0.014905618 0.02311232 -0.05159998 0.012156591
#> lag1_var4 0.004898190 0.02194614 -0.01957486 0.040881579
#> const 0.288352406 0.13652316 0.11177069 0.490673010
#> exo1 0.005342014 0.01522010 -0.01582689 0.026427421
#> exo2 -0.069685803 0.02093318 -0.09910590 -0.040541662
#> exo3 -0.007394068 0.01712084 -0.02603521 0.016153069
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.572773725 0.1632592 -0.8212311 -0.3609131
#> lag1_var2 1.315607442 0.2379121 1.1162247 1.7396996
#> lag1_var3 0.775057444 0.4441616 0.3615161 1.5542563
#> lag1_var4 -0.584977564 0.3920265 -1.2763462 -0.2333412
#> const 2.098892852 1.8362838 -0.3627215 4.7071053
#> exo1 0.006157423 0.1641472 -0.2084085 0.2005714
#> exo2 0.982336156 0.2171604 0.6968105 1.3131420
#> exo3 0.102323579 0.2248893 -0.1954900 0.4281254
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.48224426 0.4047694 0.8555905 1.9436370
#> lag1_var2 -1.08764318 0.4616902 -1.9045914 -0.6621849
#> lag1_var3 -1.05954138 0.8440150 -2.5601507 -0.2672927
#> lag1_var4 1.61043449 0.7206234 0.9762442 2.9145039
#> const -5.64789077 2.3286654 -8.7647136 -2.4615488
#> exo1 0.01309246 0.2536562 -0.3015703 0.3936875
#> exo2 -3.33281379 0.3581115 -3.9164672 -2.9165187
#> exo3 -0.27230788 0.3979597 -0.8336682 0.2689080
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.27675027 0.3738731 0.6978051 1.7121881
#> lag1_var2 -0.77544926 0.3725239 -1.4181609 -0.3986381
#> lag1_var3 -1.37878463 0.6895735 -2.5522668 -0.6565311
#> lag1_var4 2.03558261 0.5821130 1.4705404 3.0583074
#> const -6.77510986 2.0135140 -9.0761400 -3.7575482
#> exo1 0.01969746 0.2384605 -0.2578381 0.4144092
#> exo2 -3.03611084 0.3336941 -3.5552881 -2.6194989
#> exo3 -0.22834489 0.3546142 -0.7376425 0.2488205
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000500571 9.163353e-05 0.0003677145 0.0006162337
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.041937 0.007324926 -0.0514074 -0.03197483
#> Sigma[2,2] 4.814682 0.741237683 3.8204310 5.86121511
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02391705 0.004477769 0.01788652 0.02967189
#> Sigma[3,2] -2.56579872 0.375557788 -3.09923486 -2.11786718
#> Sigma[3,3] 1.49679947 0.225928460 1.25576456 1.82463000
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003128945 0.001033201 -0.0009588092 0.001720363
#> Sigma[4,2] 0.1384124021 0.160873799 -0.0350313679 0.379894320
#> Sigma[4,3] 0.0705763696 0.065609891 -0.0331435416 0.147662587
#> Sigma[4,4] 0.1749646357 0.048724885 0.1197229618 0.249010383
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990024246 0.009997747 0.975202230 1.000913283
#> lag1_var2 0.001234482 0.007911748 -0.008537915 0.013144879
#> lag1_var3 0.004164712 0.014677576 -0.012951785 0.026938150
#> lag1_var4 -0.004737203 0.011550786 -0.022224000 0.008773881
#> const 0.347206538 0.161243373 0.164141482 0.594467353
#> exo1 -0.013105022 0.026004445 -0.051879672 0.017811102
#> exo2 -0.123969605 0.027625768 -0.167675650 -0.090658833
#> exo3 0.034760578 0.026524475 -0.006662385 0.068002502
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5750096 1.158224 -2.2064864 0.9416538
#> lag1_var2 1.5186405 1.022114 0.2045425 2.9410474
#> lag1_var3 0.9854752 1.852359 -1.3953497 3.5753822
#> lag1_var4 -0.7525990 1.494477 -2.8503643 1.2169716
#> const 3.1689098 15.852030 -18.9013343 24.3305005
#> exo1 1.7429686 2.293383 -0.6680559 5.3687081
#> exo2 0.8717889 2.763875 -3.1886645 4.4259897
#> exo3 -0.2812497 2.238033 -2.8901568 3.0593054
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75895982 0.4561455 0.21218208 1.43664025
#> lag1_var2 -0.63417669 0.4642925 -1.28132874 -0.02781655
#> lag1_var3 -0.07558994 0.8357657 -1.24069328 0.99773989
#> lag1_var4 0.77840103 0.6761900 -0.09713217 1.73838019
#> const -3.51079858 6.4772635 -12.57565032 5.10166563
#> exo1 -0.85460658 1.2662039 -2.81704172 0.50759559
#> exo2 -1.69928721 1.5151322 -3.79283847 0.39549529
#> exo3 0.82392297 1.4103469 -1.27427959 2.51641441
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4569159 0.3146090 0.1244736 0.94820208
#> lag1_var2 -0.2212161 0.2390568 -0.6147988 0.02050569
#> lag1_var3 -0.2917071 0.4211435 -0.9927539 0.13660926
#> lag1_var4 1.1606328 0.3214672 0.8312145 1.69007445
#> const -4.1311800 4.2213917 -10.9021331 0.21673921
#> exo1 0.0961319 0.3859918 -0.5021176 0.56158611
#> exo2 -1.4456608 0.3342973 -1.8100424 -0.94210877
#> exo3 0.7318161 0.4882600 0.1908350 1.54606426
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001797834 0.0005932617 0.001332612 0.002809462
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05758081 0.02302176 -0.09319263 -0.03713756
#> Sigma[2,2] 3.96153991 0.96022631 2.90506976 5.32967224
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0435421 0.0214520 0.02667438 0.07857518
#> Sigma[3,2] -2.7856710 0.8110602 -4.05147389 -2.03521610
#> Sigma[3,3] 2.2880609 0.6973611 1.70089098 3.41323736
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009311955 0.008867821 0.002244396 0.02399843
#> Sigma[4,2] -0.428303982 0.320419156 -0.950151241 -0.12906192
#> Sigma[4,3] 0.655922397 0.256482846 0.440792530 1.06928729
#> Sigma[4,4] 0.429595606 0.081538761 0.334966823 0.55060620
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979837118 0.01805391 0.95478712 1.00209965
#> lag1_var2 0.043089057 0.02942169 0.01107797 0.09016796
#> lag1_var3 0.062212835 0.04839868 0.01089467 0.14086392
#> lag1_var4 -0.064180300 0.04709840 -0.14073029 -0.01518867
#> const 0.581510047 0.34174109 0.17532025 1.08290465
#> exo1 -0.058544300 0.02925596 -0.09605125 -0.01220610
#> exo2 0.004092251 0.04252728 -0.04836491 0.06508660
#> exo3 0.062788406 0.03456000 0.01821517 0.10055754
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.59532049 1.119748 -2.063395 0.9358782
#> lag1_var2 1.84075252 2.165911 -1.739978 3.9804217
#> lag1_var3 1.85276114 3.587856 -4.114933 5.3276558
#> lag1_var4 -1.69836294 3.388475 -4.943689 3.8789915
#> const 7.02867040 24.694176 -26.349906 45.0298012
#> exo1 0.68187104 1.854003 -1.925187 2.7185626
#> exo2 1.00309456 1.854295 -1.717548 3.3668085
#> exo3 0.03755203 1.968812 -2.915130 2.2934166
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6867630 0.8561578 0.4342568 2.8735147
#> lag1_var2 -2.2094604 1.4573224 -3.5650639 0.1630372
#> lag1_var3 -2.8372342 2.4445210 -5.0987438 1.1327709
#> lag1_var4 3.3850861 2.3134703 -0.3841734 5.6271418
#> const -13.1262696 19.3423036 -39.5214607 14.5118740
#> exo1 -0.3903074 1.4794536 -2.2406560 1.6071742
#> exo2 -1.0175715 1.4607348 -2.8197037 1.1605614
#> exo3 -0.4293427 1.3241126 -2.2155134 1.3617899
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.40066583 0.3335882 0.9779705 1.8841569
#> lag1_var2 -1.53924832 0.5289348 -2.3543272 -0.8538838
#> lag1_var3 -2.44120409 0.8793273 -3.7901378 -1.3310613
#> lag1_var4 3.09466602 0.8445686 2.0420847 4.3756019
#> const -11.31514570 6.9352622 -19.8068150 -0.1048639
#> exo1 0.02725198 0.5544459 -0.7522066 0.7535159
#> exo2 -0.39894418 0.5367715 -1.1545750 0.1724763
#> exo3 -0.46754696 0.6926538 -1.1862775 0.7030141
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00169057 0.0003602541 0.001258604 0.002225831
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003031138 0.0007568728 -0.003971451 -0.001917304
#> Sigma[2,2] 0.024081143 0.0041928812 0.019851626 0.031431146
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001816186 0.001376046 0.0005929461 0.003968678
#> Sigma[3,2] -0.013435409 0.004079318 -0.0207392678 -0.010295909
#> Sigma[3,3] 0.033274443 0.006909926 0.0260491536 0.044644768
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006479993 0.001098352 -0.001746262 0.001067777
#> Sigma[4,2] 0.0059403244 0.003526051 0.001062261 0.010549175
#> Sigma[4,3] 0.0234322807 0.005924717 0.017906980 0.033311675
#> Sigma[4,4] 0.0293255456 0.006293477 0.022619873 0.037944985
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.004398393 0.01266453 0.98859842 1.02273883
#> lag1_var2 -0.029751079 0.08812873 -0.13032001 0.08363500
#> lag1_var3 -0.001046900 0.12251729 -0.13585128 0.15996638
#> lag1_var4 0.002019395 0.12620868 -0.16655297 0.13777735
#> const -0.027651573 0.28785386 -0.37789764 0.40704489
#> exo1 0.009727928 0.02748833 -0.03121916 0.04637157
#> exo2 -0.025107607 0.04276186 -0.08679074 0.02357554
#> exo3 0.017415296 0.04522990 -0.03983224 0.07351909
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05089664 0.04503571 -0.007352645 0.1128943
#> lag1_var2 0.93996853 0.28370081 0.521159992 1.2660893
#> lag1_var3 0.16923691 0.41725903 -0.477012629 0.6204037
#> lag1_var4 -0.20592132 0.43063306 -0.678117078 0.4578662
#> const 2.24979420 1.71600498 -0.257812813 4.2135924
#> exo1 -0.06531631 0.17553951 -0.328927128 0.1442574
#> exo2 1.06594462 0.11544316 0.915949121 1.2415706
#> exo3 0.04079232 0.16332960 -0.199501379 0.2044738
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19020827 0.06720808 -0.28720402 -0.1053759
#> lag1_var2 0.07794797 0.23399889 -0.23879341 0.3540050
#> lag1_var3 0.63505940 0.34344315 0.21120466 1.0685044
#> lag1_var4 0.40608033 0.36042391 -0.05948084 0.8525901
#> const 0.33110409 1.93736266 -2.15571225 2.9928973
#> exo1 0.03843687 0.24895770 -0.25901952 0.4317100
#> exo2 -1.46557514 0.18891414 -1.68786765 -1.2133886
#> exo3 0.28781981 0.24951904 0.03074094 0.6610009
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15053879 0.06311016 -0.25285253 -0.08493721
#> lag1_var2 0.47965866 0.20783546 0.23411877 0.76094115
#> lag1_var3 0.32455848 0.28397766 -0.03600481 0.70269397
#> lag1_var4 0.70212845 0.31151921 0.27519893 1.09995723
#> const 0.94667683 1.65999273 -0.25163559 3.96249808
#> exo1 -0.01249194 0.18212992 -0.28589305 0.20299849
#> exo2 -0.63859323 0.17425280 -0.84991176 -0.42683553
#> exo3 0.33322640 0.21778543 0.13088148 0.68847075
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005356893 0.0001048038 0.0003853425 0.0006674141
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01362864 0.004415693 -0.01851518 -0.006890075
#> Sigma[2,2] 1.17206545 0.209919236 0.88712876 1.450953181
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01247085 0.003541272 0.006956028 0.01574929
#> Sigma[3,2] -0.93960668 0.202471362 -1.232456549 -0.71053550
#> Sigma[3,3] 0.86899712 0.237541905 0.660030089 1.24598894
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004627682 0.001731489 0.003011745 0.007255516
#> Sigma[4,2] -0.249437392 0.121369245 -0.449526405 -0.152467808
#> Sigma[4,3] 0.329394693 0.141417043 0.223984557 0.563083954
#> Sigma[4,4] 0.198130338 0.076787649 0.134793361 0.322101776
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0016319326 0.01732296 0.980256646 1.02536468
#> lag1_var2 0.0011290412 0.04121254 -0.065760260 0.04917451
#> lag1_var3 -0.0076018917 0.06951897 -0.120086868 0.07511453
#> lag1_var4 0.0006869607 0.06547822 -0.078546793 0.10733700
#> const 0.3348781141 0.19458052 0.103636319 0.62279208
#> exo1 0.0064849607 0.02146965 -0.020610682 0.04031252
#> exo2 -0.0266560986 0.02399740 -0.054938349 0.01033820
#> exo3 0.0303304443 0.02415790 0.001982969 0.06391312
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.5420174 0.7717919 -3.5505757 -1.5093107
#> lag1_var2 2.3402821 1.4732351 -0.1726330 3.8598803
#> lag1_var3 2.5916902 2.4670094 -1.6189359 5.1736971
#> lag1_var4 -1.6300228 2.2928405 -3.9782831 2.2884897
#> const 10.5200940 8.5062573 0.8665396 22.9344106
#> exo1 -0.9875410 1.3071132 -2.9459623 0.5581692
#> exo2 1.2514137 1.0760512 -0.3684061 2.6451226
#> exo3 0.5243158 0.7723275 -0.5879676 1.3560064
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.02338501 0.6613033 1.0578725 2.8756898
#> lag1_var2 -0.90573921 1.5155274 -2.2906711 1.7666403
#> lag1_var3 -0.75949944 2.5361153 -3.1167733 3.7395172
#> lag1_var4 0.94884193 2.4013109 -3.3008369 3.1252285
#> const -5.49871097 8.3797925 -17.9701125 4.9654561
#> exo1 0.98690532 1.0733223 -0.3318599 2.4738800
#> exo2 -1.08043090 1.0997823 -2.5698220 0.6145821
#> exo3 0.06360795 0.8109654 -0.9146196 1.0948712
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4616178 0.2765753 0.0790267 0.8262819
#> lag1_var2 0.2455956 0.8077859 -0.5671601 1.5549237
#> lag1_var3 0.3804885 1.3525027 -0.9504315 2.5972815
#> lag1_var4 0.4217758 1.2999386 -1.7130303 1.6613281
#> const -0.3482327 4.3404088 -6.5430208 4.9500463
#> exo1 0.4114933 0.4638969 -0.2622803 1.0633204
#> exo2 -0.3484712 0.6022456 -1.1047162 0.4775723
#> exo3 0.4219514 0.4632189 -0.2602711 0.9689248
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00126396 0.0002202404 0.0009343061 0.001510908
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006065381 0.001059457 -0.001814961 0.0006599519
#> Sigma[2,2] 0.0223116054 0.004931198 0.016367439 0.0293627965
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004030561 0.002321573 0.0007540971 0.006921511
#> Sigma[3,2] 0.022348587 0.015239427 0.0024502625 0.042824010
#> Sigma[3,3] 0.432290915 0.082147779 0.3348999426 0.550771632
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003861209 0.002319358 0.0005379686 0.007097744
#> Sigma[4,2] 0.036864993 0.017747280 0.0153903070 0.061059525
#> Sigma[4,3] 0.466154538 0.090279280 0.3633829080 0.596861423
#> Sigma[4,4] 0.510407036 0.100909061 0.4005265160 0.655984955
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002389095 0.01925520 0.98272889 1.03474802
#> lag1_var2 0.001584205 0.06156182 -0.09515098 0.07418990
#> lag1_var3 -0.030174602 0.10384751 -0.18546951 0.09420834
#> lag1_var4 0.021680622 0.10107236 -0.09929388 0.17281962
#> const 0.394929533 0.37786419 -0.15973161 0.82248825
#> exo1 -0.014445654 0.02659220 -0.04017426 0.02506911
#> exo2 -0.226332539 0.02582800 -0.26334093 -0.19211620
#> exo3 -0.082465973 0.02742869 -0.11655351 -0.04633926
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18007409 0.1048571 -0.3291543 -0.06883427
#> lag1_var2 1.09249060 0.2307289 0.8608124 1.44586393
#> lag1_var3 0.78731974 0.3891222 0.3617207 1.36872567
#> lag1_var4 -0.73549656 0.3761730 -1.2948537 -0.31947409
#> const 2.55745085 1.4617783 0.6249232 4.58226516
#> exo1 -0.04734793 0.1016672 -0.1635287 0.07060515
#> exo2 0.29643309 0.1233105 0.1064414 0.45470551
#> exo3 0.10133413 0.2263955 -0.1785964 0.42451961
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4286144 0.4220073 -0.9585672 0.1697350
#> lag1_var2 1.7234125 1.1482904 0.2564416 3.3942480
#> lag1_var3 4.5545395 2.0403808 1.5794230 7.3901476
#> lag1_var4 -3.5982531 1.9944918 -6.3814663 -0.6854862
#> const 13.6451319 7.2547752 4.3123233 23.0151309
#> exo1 0.7875862 0.2898920 0.4785478 1.2540304
#> exo2 -2.3962157 0.6418754 -3.2560460 -1.4881395
#> exo3 -0.5308043 0.8743762 -1.7356967 0.6569328
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5610696 0.4234910 -1.0534540 0.08545952
#> lag1_var2 2.1800454 1.1924381 0.6459437 3.89178607
#> lag1_var3 4.7369014 2.0990175 1.5688423 7.46762386
#> lag1_var4 -3.7273790 2.0568255 -6.4170391 -0.62241764
#> const 14.4882312 7.4740486 4.3840279 24.77078116
#> exo1 0.7948938 0.2963514 0.4275468 1.21628119
#> exo2 -2.3327446 0.7038362 -3.2876974 -1.31521125
#> exo3 -0.4986636 0.9925060 -1.8808182 0.88109062
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002132919 5.055784e-05 0.0001492818 0.0002831356
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005471475 0.002332987 -0.009370389 -0.002647658
#> Sigma[2,2] 0.493261554 0.193548752 0.330404542 0.827415656
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002542871 0.001121324 0.001288765 0.0042736
#> Sigma[3,2] -0.244025746 0.126321435 -0.447890408 -0.1439153
#> Sigma[3,3] 0.164874562 0.084654847 0.105254627 0.2970324
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005679038 0.0008183366 -0.001745934 0.0006104572
#> Sigma[4,2] 0.0339560923 0.0386064280 -0.021318991 0.0783209377
#> Sigma[4,3] 0.0313896791 0.0220515462 0.006384303 0.0640374946
#> Sigma[4,4] 0.0550010531 0.0151291207 0.032026363 0.0738983841
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9926518796 0.012418457 0.97744850 1.01124827
#> lag1_var2 0.0003232009 0.032254865 -0.03407888 0.04468636
#> lag1_var3 -0.0065246679 0.059682481 -0.07111511 0.07394164
#> lag1_var4 0.0040768417 0.057789370 -0.07235958 0.06810724
#> const 0.3215773805 0.168294095 0.08051235 0.52733891
#> exo1 -0.0023133985 0.014104707 -0.02372202 0.01427811
#> exo2 -0.0781255717 0.015906072 -0.09469366 -0.05257690
#> exo3 0.0535006676 0.009929651 0.03908930 0.06596885
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.36654654 0.6591511 -2.3411535 -0.5618647
#> lag1_var2 2.34225934 0.8862904 1.5012567 3.8049148
#> lag1_var3 2.70343907 1.5697918 1.2288307 5.2911362
#> lag1_var4 -2.14362317 1.7528685 -5.0073985 -0.1531551
#> const 9.20238004 5.6189868 1.1807154 16.0750919
#> exo1 -0.54898921 0.6459261 -1.2430209 0.4412232
#> exo2 -0.07467138 0.6175032 -0.9998642 0.6510086
#> exo3 -0.33296935 0.7632227 -1.1597436 0.8640904
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77017725 0.4314244 0.1438996 1.3443063
#> lag1_var2 -0.01821602 0.6356004 -0.7086839 1.0336127
#> lag1_var3 0.88074773 1.1011010 -0.3316321 2.6923813
#> lag1_var4 -0.29213054 1.0532158 -2.0010574 0.8456054
#> const 0.64219214 3.2952841 -4.4486519 4.1514349
#> exo1 0.35382579 0.3384428 -0.1037540 0.8014845
#> exo2 -0.83734819 0.3043567 -1.3135274 -0.4875832
#> exo3 0.87898367 0.3683859 0.3005563 1.2501461
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003338363 0.3252501 -0.4002244 0.4494082
#> lag1_var2 1.048754420 0.6119164 0.3407384 1.8799376
#> lag1_var3 1.968328403 1.0842221 0.7174650 3.4598672
#> lag1_var4 -1.042265878 1.0492275 -2.4567845 0.2277686
#> const 4.553989121 2.8033975 0.5796723 8.6498853
#> exo1 0.052407612 0.1941396 -0.2943051 0.2156160
#> exo2 -0.958049394 0.2191188 -1.2233685 -0.6088016
#> exo3 0.748790512 0.2736485 0.3150685 1.0945132
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009995547 0.0003233365 0.0006835536 0.001508329
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003875802 0.001978855 -0.006589729 -0.001368712
#> Sigma[2,2] 0.109189752 0.014329297 0.091014087 0.128560708
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001153716 0.001698899 -0.001742733 0.002902634
#> Sigma[3,2] -0.094386671 0.017621026 -0.119363861 -0.073242940
#> Sigma[3,3] 0.144503463 0.038174470 0.095657651 0.198185282
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009955871 0.001402884 -0.003113344 0.0008635345
#> Sigma[4,2] -0.0505009248 0.015970076 -0.073010737 -0.0273216106
#> Sigma[4,3] 0.1221385783 0.039047083 0.073368002 0.1738988153
#> Sigma[4,4] 0.1214929864 0.040492207 0.073135558 0.1776001369
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92221111 0.03995849 0.869750953 0.973688825
#> lag1_var2 0.06521885 0.05584269 -0.006454883 0.144371152
#> lag1_var3 0.09306824 0.11359291 -0.049860431 0.251310100
#> lag1_var4 -0.07342187 0.10032292 -0.213872105 0.053673017
#> const 0.48950211 0.31953529 -0.008567071 0.834386847
#> exo1 -0.03868022 0.02065824 -0.068610190 -0.016834297
#> exo2 -0.05970623 0.04112775 -0.104677068 -0.000519818
#> exo3 -0.02773852 0.04304494 -0.092908032 0.023389435
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08218473 0.3649849 -0.6580099 0.3102308
#> lag1_var2 0.96523059 0.3886321 0.4036049 1.5291103
#> lag1_var3 0.01259911 0.7104806 -1.0066937 1.0235124
#> lag1_var4 -0.01145903 0.6029000 -0.8409363 0.8580708
#> const 2.65146550 3.3814074 -0.6883314 7.8987465
#> exo1 0.71092123 0.1577761 0.5145201 0.9180026
#> exo2 0.84812844 0.3322146 0.4179806 1.3577516
#> exo3 -0.02438094 0.3590275 -0.4816677 0.4723571
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1470399 0.4188088 -0.30024203 0.7471217
#> lag1_var2 0.4913290 0.3841011 -0.04325698 0.9195116
#> lag1_var3 2.1479321 0.6340061 1.28431135 2.8169658
#> lag1_var4 -1.2475146 0.5013348 -1.78389548 -0.5661355
#> const 2.8976350 3.6517100 -2.99195141 7.1476344
#> exo1 -0.5078188 0.3582563 -1.06108528 -0.1030559
#> exo2 -2.6627219 0.3510592 -3.21182686 -2.2077607
#> exo3 -0.3863365 0.4253656 -0.89461344 0.2197636
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09618707 0.4412948 -0.33466466 0.86222654
#> lag1_var2 0.78720315 0.4131965 0.07320366 1.10490075
#> lag1_var3 1.84815980 0.7257123 0.63502398 2.45096190
#> lag1_var4 -0.90934098 0.6045772 -1.47888734 0.07539083
#> const 3.12411253 4.1985253 -4.45138824 7.10798278
#> exo1 -0.19824888 0.3814353 -0.82990229 0.20301176
#> exo2 -2.83621475 0.2836653 -3.31462407 -2.51966839
#> exo3 -0.54344402 0.3921701 -0.90023315 0.07399769
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002878412 4.39318e-05 0.0002359799 0.0003470181
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008233783 0.001438695 -0.01026143 -0.006365143
#> Sigma[2,2] 0.442411433 0.060077521 0.36904910 0.513284332
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005230234 0.001154733 0.003734864 0.006793469
#> Sigma[3,2] -0.276500432 0.042784076 -0.343810781 -0.229236060
#> Sigma[3,3] 0.202964105 0.035134804 0.163131226 0.262989854
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.358711e-05 0.0004412299 -0.0005286496 0.0007353485
#> Sigma[4,2] -3.192313e-04 0.0263728998 -0.0410256360 0.0282741738
#> Sigma[4,3] 3.218538e-02 0.0148516348 0.0153771183 0.0540344484
#> Sigma[4,4] 3.399153e-02 0.0131229414 0.0241770013 0.0558285058
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99688359 0.01621922 0.97486701 1.017418391
#> lag1_var2 0.05338871 0.02480133 0.01119046 0.076203809
#> lag1_var3 0.08510054 0.04191275 0.01486332 0.123655750
#> lag1_var4 -0.09179562 0.03897538 -0.12543647 -0.024066523
#> const 0.52477547 0.19301335 0.22672422 0.722716578
#> exo1 -0.01867664 0.01236454 -0.02879755 0.004083113
#> exo2 -0.11405456 0.01793920 -0.13802126 -0.091710713
#> exo3 0.05745636 0.01741678 0.03132370 0.074720509
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7178151 0.3259210 -1.0829772 -0.2767804
#> lag1_var2 -0.1772507 0.8290469 -1.4064175 0.6749680
#> lag1_var3 -1.8376383 1.3189071 -3.8173631 -0.3567910
#> lag1_var4 2.1769498 1.4316764 0.5426652 4.1857591
#> const -0.6340349 4.6955840 -6.1466933 7.0059472
#> exo1 0.4931204 0.6131702 -0.3056298 1.4099842
#> exo2 0.4306825 0.5783405 -0.1492057 1.2310107
#> exo3 0.4037277 0.7087488 -0.5509461 1.2837431
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8991014 0.2476115 0.6016755 1.2473349
#> lag1_var2 0.8781360 0.5927688 0.1189033 1.5906483
#> lag1_var3 2.4310473 0.9344137 1.2044833 3.5998395
#> lag1_var4 -1.8851428 0.9994632 -3.1318136 -0.6556514
#> const 2.8468832 2.8766458 -0.4711711 6.9594681
#> exo1 -0.2305418 0.3580231 -0.7651387 0.2312145
#> exo2 -0.5903051 0.3222837 -1.1551285 -0.3424618
#> exo3 -0.7680422 0.3879799 -1.2464744 -0.2595065
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47445491 0.1341564 0.27257423 0.63576252
#> lag1_var2 0.47214118 0.3054020 0.04960526 0.84665335
#> lag1_var3 0.81658733 0.5126840 0.09840941 1.43514283
#> lag1_var4 -0.04801245 0.5362283 -0.66592401 0.70813816
#> const 1.12350574 1.9415753 -1.79879315 3.83561532
#> exo1 0.08508094 0.1324879 -0.03711854 0.31905437
#> exo2 -0.33264418 0.1720583 -0.51999858 -0.06690437
#> exo3 -0.53895295 0.1465362 -0.77685391 -0.36999999
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01209566 0.002857 0.009322214 0.01618313
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02636236 0.04434181 -0.1033068 0.01723021
#> Sigma[2,2] 1.88085408 0.63628596 1.2226060 2.99719239
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03559826 0.03783915 -0.09906024 0.007376153
#> Sigma[3,2] -0.98539663 0.32623105 -1.47435190 -0.624649564
#> Sigma[3,3] 1.30075148 0.41446875 0.85940989 1.944080860
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05981173 0.0316161 -0.1120428 -0.02499421
#> Sigma[4,2] 0.29250988 0.3088646 -0.0657752 0.78795890
#> Sigma[4,3] 0.74547176 0.3883538 0.4292874 1.42672693
#> Sigma[4,4] 1.07657197 0.3567893 0.6892425 1.58690072
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90807317 0.05079296 0.83209907 0.96799360
#> lag1_var2 0.14168272 0.06753235 0.04741410 0.21447544
#> lag1_var3 0.17839587 0.09932287 0.04065831 0.28612686
#> lag1_var4 -0.16723463 0.08968898 -0.25786702 -0.04194856
#> const 1.06653595 0.74506583 0.07682058 2.06780169
#> exo1 -0.03379143 0.10430845 -0.16535282 0.12346235
#> exo2 -0.01505323 0.09578032 -0.09650890 0.15822183
#> exo3 0.15635430 0.17129969 -0.04997936 0.39686925
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8606578 0.5360804 -1.5471926 -0.1786719
#> lag1_var2 2.5017233 0.7835753 1.3529642 3.3924423
#> lag1_var3 2.4483923 1.1633769 0.7268392 3.7711176
#> lag1_var4 -2.2696584 1.1181200 -3.6042191 -0.7017438
#> const 9.5977235 9.6337126 -3.4150709 23.8657743
#> exo1 3.7528504 1.3940192 1.8031969 5.5499205
#> exo2 -0.3165416 1.5159490 -2.2568553 1.7344393
#> exo3 -0.3582099 1.3469022 -2.3280481 1.2885748
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11639906 0.3916961 -0.2424282 0.7832711
#> lag1_var2 0.05513776 0.5551229 -0.6605263 0.8467053
#> lag1_var3 0.90026920 0.8374745 -0.2021064 2.1100359
#> lag1_var4 0.01512728 0.7889904 -1.0433089 1.0545643
#> const 1.07646952 3.9425363 -3.7771978 6.5725180
#> exo1 -1.98712422 0.4938874 -2.7497601 -1.4298144
#> exo2 0.50880320 1.3171210 -1.1796889 2.3251214
#> exo3 0.36050328 1.2194176 -1.3858615 1.6106931
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5290983 0.3884801 -1.1034672 0.02223035
#> lag1_var2 1.4067121 0.6615174 0.4957862 2.28788876
#> lag1_var3 2.0436932 1.0055056 0.6533643 3.38713107
#> lag1_var4 -0.9678675 0.9314986 -2.2145487 0.29674138
#> const 6.2043817 5.3348572 -0.2531355 14.04781555
#> exo1 0.4531783 0.6678965 -0.3871721 1.49086973
#> exo2 0.3251918 0.6660630 -0.6497056 1.00766620
#> exo3 0.1426589 1.3679016 -1.4522695 2.50312389
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005108891 0.0001158399 0.0003507401 0.0006537967
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007778912 0.004032829 -0.01361302 -0.003470722
#> Sigma[2,2] 0.697131790 0.171758926 0.47558329 0.935779863
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004293307 0.003872952 -0.0002038384 0.009840314
#> Sigma[3,2] -0.527652381 0.136000816 -0.7137018458 -0.341747774
#> Sigma[3,3] 0.429835673 0.106249054 0.2825504515 0.567857363
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001318143 0.001146595 -0.002827289 0.0002326999
#> Sigma[4,2] -0.031084345 0.026924135 -0.062939670 0.0099260469
#> Sigma[4,3] 0.056860476 0.018667553 0.029101934 0.0826857764
#> Sigma[4,4] 0.038654943 0.008548621 0.028423074 0.0509741350
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97023021 0.009919007 0.95531518 0.981798082
#> lag1_var2 0.09601489 0.034668203 0.05989490 0.148403835
#> lag1_var3 0.13213808 0.047275187 0.08369546 0.203107568
#> lag1_var4 -0.13237089 0.046508023 -0.20296447 -0.085837155
#> const 0.78658475 0.195114402 0.55498987 1.089754291
#> exo1 0.02360884 0.026537607 -0.01928044 0.051761789
#> exo2 -0.03172082 0.021313474 -0.05779249 -0.001511311
#> exo3 -0.01462835 0.023128189 -0.04497799 0.018127077
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2928931 0.4727449 -0.2333379 1.0048457
#> lag1_var2 -2.1925918 1.1558932 -3.5581455 -0.5418371
#> lag1_var3 -4.0529346 1.6123097 -6.0089272 -1.7504616
#> lag1_var4 4.1139511 1.5822209 1.8684361 6.0254887
#> const -10.2141101 10.6928242 -27.6592545 -0.6525213
#> exo1 0.2267542 0.7598234 -0.8028771 1.2375935
#> exo2 -0.0785338 0.8832310 -1.4908083 0.8868239
#> exo3 0.1616476 0.8955059 -0.9166935 1.4824407
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08279215 0.3953790 -0.6775995 0.4138018
#> lag1_var2 1.93612649 1.0819835 0.2769275 3.1789247
#> lag1_var3 3.40810200 1.5136567 1.0991802 5.1786809
#> lag1_var4 -2.49879891 1.4750470 -4.2206520 -0.2399336
#> const 7.36499747 9.1172168 -0.7979595 21.5518016
#> exo1 -0.26040318 0.5535671 -1.0064516 0.4551591
#> exo2 -0.50355556 0.6938419 -1.0285835 0.6667802
#> exo3 -0.08676829 0.6046558 -1.0454298 0.5997825
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14800271 0.1057911 0.03799932 0.3004367
#> lag1_var2 -0.10380339 0.4796822 -0.74647292 0.5313277
#> lag1_var3 -0.15314150 0.6589015 -1.04417484 0.7203390
#> lag1_var4 1.12756664 0.6427245 0.28825144 2.0020076
#> const -2.00273970 2.4555204 -5.34502952 1.6494930
#> exo1 -0.11434805 0.1752249 -0.30664947 0.1446963
#> exo2 -0.57158511 0.2416873 -0.98265288 -0.3310999
#> exo3 0.03974901 0.1645532 -0.18468985 0.2679306
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004802878 0.0001699415 0.0002895746 0.0007354228
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001346428 0.0005066842 -0.00203659 -0.0006586567
#> Sigma[2,2] 0.016666053 0.0041495727 0.01237196 0.0234169908
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003663461 0.001208113 -0.00153129 0.001669659
#> Sigma[3,2] -0.0250655387 0.007624260 -0.03611074 -0.015045641
#> Sigma[3,3] 0.1118355042 0.031547417 0.07043028 0.151717379
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004625162 0.001186633 -0.002431581 0.0009193317
#> Sigma[4,2] -0.0159868277 0.007293629 -0.026693709 -0.0065420681
#> Sigma[4,3] 0.1010771337 0.029534214 0.062419561 0.1377985551
#> Sigma[4,4] 0.0954278070 0.027250664 0.060989740 0.1316752031
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972231166 0.02034713 0.94305261 0.996637651
#> lag1_var2 0.061456621 0.05776635 -0.02216848 0.138630564
#> lag1_var3 0.104483047 0.08328330 -0.02070956 0.208602570
#> lag1_var4 -0.104094896 0.08030134 -0.20480737 0.016474749
#> const 0.654682756 0.25838299 0.39096287 1.035816143
#> exo1 -0.006792051 0.01954626 -0.03635868 0.018749521
#> exo2 -0.025137535 0.02453521 -0.05987933 0.003620464
#> exo3 -0.002039063 0.02188381 -0.03526903 0.023662271
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26674752 0.10643523 0.11558627 0.40409887
#> lag1_var2 0.19723554 0.28011539 -0.16617614 0.59955650
#> lag1_var3 -0.62291907 0.41615937 -1.13792908 -0.03584302
#> lag1_var4 0.59725923 0.40319879 0.02758602 1.09434781
#> const -2.43038031 1.60038765 -4.77238622 -0.30677199
#> exo1 -0.02209166 0.06602956 -0.09113433 0.08196550
#> exo2 0.88351385 0.15595522 0.66269239 1.06984913
#> exo3 0.14022061 0.08922473 0.03097313 0.24473440
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7974936 0.3985001 -1.3335198 -0.17666616
#> lag1_var2 1.7277866 1.0884809 0.1352289 3.26452144
#> lag1_var3 3.5688325 1.7762842 0.9655870 6.00363843
#> lag1_var4 -2.4734047 1.7194941 -4.8313163 0.04923690
#> const 11.0968072 5.7005956 2.0732684 18.44848507
#> exo1 -0.1951409 0.2954101 -0.5719037 0.21761601
#> exo2 -0.4384200 0.3125288 -0.8180502 -0.01471284
#> exo3 0.3370559 0.2833144 -0.1191761 0.62567420
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.67570840 0.3509802 -1.14942815 -0.1400123
#> lag1_var2 1.62641841 0.9699923 0.21978156 2.9999533
#> lag1_var3 2.82244326 1.6119038 0.48113947 5.0561807
#> lag1_var4 -1.71322234 1.5606008 -3.87586982 0.5575958
#> const 8.71277989 5.0877997 0.85050004 15.1659621
#> exo1 -0.21412748 0.2821289 -0.53982971 0.1966138
#> exo2 0.02356714 0.2762030 -0.31962865 0.4061135
#> exo3 0.42217517 0.2652211 0.01637632 0.7139497
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001109449 0.0002586262 0.0009089781 0.001551684
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001496846 0.003063476 -0.005187575 0.002560495
#> Sigma[2,2] 0.192919433 0.041783282 0.142780330 0.245445717
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000721133 0.002290819 -0.002484591 0.003603814
#> Sigma[3,2] -0.141110945 0.029434152 -0.176270089 -0.102491740
#> Sigma[3,3] 0.109133663 0.020957129 0.079844371 0.133794160
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001419779 0.0006331859 -0.0009963424 0.0007529999
#> Sigma[4,2] -0.0276437780 0.0062136749 -0.0353608890 -0.0186238183
#> Sigma[4,3] 0.0266713025 0.0044490237 0.0202754713 0.0328270233
#> Sigma[4,4] 0.0111046759 0.0016728363 0.0094805590 0.0137537299
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9969889340 0.03395183 0.95358530 1.04344017
#> lag1_var2 -0.0017178584 0.03831099 -0.05449614 0.05552859
#> lag1_var3 0.0088592058 0.06994317 -0.08926219 0.11067819
#> lag1_var4 -0.0128644128 0.06668622 -0.10463234 0.07952182
#> const 0.3929791776 0.21983969 0.05056520 0.67751659
#> exo1 0.0467680993 0.02800354 0.01946688 0.09258051
#> exo2 -0.0574738738 0.02475618 -0.08347062 -0.02330327
#> exo3 0.0001314639 0.03341779 -0.03702614 0.04997669
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5338452 0.6473194 -0.36933288 1.3638608
#> lag1_var2 1.6350702 0.5104991 0.97136703 2.2914356
#> lag1_var3 1.1809445 0.9023871 0.05955573 2.3155136
#> lag1_var4 -1.4301826 0.7802757 -2.34847822 -0.3360426
#> const 3.9548612 4.6970175 -4.00316931 9.2686372
#> exo1 -0.2019130 0.5158898 -0.83492646 0.5231318
#> exo2 1.6939361 0.4579562 1.03248089 2.2850668
#> exo3 0.5246521 0.4751566 -0.09650371 1.1961367
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13894200 0.4886732 -0.7745319 0.4340635
#> lag1_var2 -0.55258570 0.3501328 -1.0201002 -0.1012123
#> lag1_var3 0.01462779 0.6261032 -0.7917197 0.8100772
#> lag1_var4 1.06130694 0.5501819 0.2483038 1.7236316
#> const -1.60430002 3.4427749 -5.6580947 3.9279289
#> exo1 0.14617956 0.3637093 -0.3467240 0.6251263
#> exo2 -1.69935083 0.3350753 -2.1228496 -1.2097868
#> exo3 -0.18033067 0.3794190 -0.7121326 0.3023661
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20731745 0.15929607 0.004457745 0.416878486
#> lag1_var2 0.03471440 0.07045592 -0.064212311 0.126316819
#> lag1_var3 0.06547208 0.13971311 -0.125942995 0.254663171
#> lag1_var4 0.88392736 0.14033691 0.664071075 1.027375655
#> const -1.16172417 1.00528427 -2.738569462 -0.009162643
#> exo1 0.03243413 0.07512850 -0.069078428 0.152438651
#> exo2 -0.72139610 0.08488019 -0.825884896 -0.617609568
#> exo3 0.15193823 0.12285191 -0.021476839 0.329437848
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004648183 0.0009984145 0.00367155 0.006180516
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003845437 0.001508669 -0.005951997 -0.002247429
#> Sigma[2,2] 0.012168421 0.003008770 0.008206326 0.015942627
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001895279 0.001366346 5.953336e-05 0.003884398
#> Sigma[3,2] -0.007151675 0.001716431 -9.310459e-03 -0.004752489
#> Sigma[3,3] 0.012012039 0.001443043 1.000024e-02 0.013953560
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.451217e-04 0.0009591071 -0.001530120 0.0009157046
#> Sigma[4,2] -3.155123e-05 0.0014329864 -0.002112733 0.0018914691
#> Sigma[4,3] 8.181733e-03 0.0015804879 0.005802758 0.0100726915
#> Sigma[4,4] 8.566436e-03 0.0019264373 0.005781978 0.0112246411
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972307264 0.04053346 0.92631018 1.0383538
#> lag1_var2 0.182947227 0.17460115 -0.10551639 0.3639097
#> lag1_var3 0.183630193 0.27984294 -0.26130882 0.5128403
#> lag1_var4 -0.194036216 0.27972883 -0.52916125 0.2484749
#> const 0.924084642 0.69521647 -0.18117241 1.7127716
#> exo1 0.030824212 0.06514439 -0.05763629 0.1171028
#> exo2 0.004683275 0.09902768 -0.11816089 0.1338545
#> exo3 0.007854219 0.07659458 -0.10892891 0.1043768
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006401293 0.08453366 -0.14589785 0.08735684
#> lag1_var2 0.449292705 0.30673655 0.07340159 0.84881016
#> lag1_var3 -0.069864420 0.52888804 -0.76039618 0.61603229
#> lag1_var4 0.106461852 0.53491140 -0.57895164 0.80241391
#> const -0.295152654 1.82372014 -2.96939697 2.02332525
#> exo1 -0.038733065 0.12165376 -0.21289094 0.10526207
#> exo2 0.397467295 0.09462885 0.30236985 0.54574677
#> exo3 0.245535735 0.14931908 0.04474902 0.43467698
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002802070 0.08901932 -0.14114148 0.1013172
#> lag1_var2 0.533239873 0.35517857 0.07070660 1.0916223
#> lag1_var3 1.342506964 0.52685506 0.63323370 2.0971741
#> lag1_var4 -0.408424355 0.53851127 -1.17363162 0.3151720
#> const 2.650402551 2.10078245 0.03518587 5.7192337
#> exo1 0.006269246 0.12105834 -0.17456611 0.1630560
#> exo2 -0.642880863 0.10429155 -0.77874866 -0.4928837
#> exo3 0.241426552 0.11892805 0.07752715 0.4141203
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004124132 0.06393867 -0.1136580 0.06066804
#> lag1_var2 0.556373228 0.26521126 0.2403511 0.96663840
#> lag1_var3 0.878411229 0.36890186 0.5065844 1.45341274
#> lag1_var4 0.096103479 0.38155679 -0.4948461 0.48182786
#> const 1.289381591 1.79602413 -0.8286290 3.85165828
#> exo1 -0.015701742 0.07487216 -0.1236571 0.09257022
#> exo2 -0.434052865 0.08714942 -0.5537050 -0.31943672
#> exo3 0.395657849 0.08876745 0.2711864 0.50197438
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02199928 0.007147717 0.01517997 0.03496349
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002873791 0.002233151 -0.006808575 -0.0007043175
#> Sigma[2,2] 0.008210456 0.002733934 0.004465945 0.0112304955
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001802388 0.003977192 -0.004773737 0.005398358
#> Sigma[3,2] -0.0096439422 0.003785398 -0.014469537 -0.004862162
#> Sigma[3,3] 0.0485643999 0.012283447 0.033029911 0.064860612
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001790029 0.003901891 -0.006445513 0.004166152
#> Sigma[4,2] -0.005568054 0.002779237 -0.009156632 -0.002269621
#> Sigma[4,3] 0.047030972 0.011911071 0.033042892 0.063477282
#> Sigma[4,4] 0.047856095 0.012130028 0.033430501 0.065152537
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.927366670 0.03022874 0.8793471 0.95686981
#> lag1_var2 -0.212206628 0.15823727 -0.3863312 0.04135624
#> lag1_var3 -0.576871951 0.33721005 -0.9832451 -0.13898655
#> lag1_var4 0.613677581 0.34799716 0.1415146 1.02732498
#> const -1.258363505 1.61999548 -2.7629855 1.62517344
#> exo1 0.005345245 0.08097691 -0.1164829 0.08344159
#> exo2 -0.086442822 0.06607111 -0.1532778 0.01213634
#> exo3 0.051521975 0.24468220 -0.3228803 0.30996995
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03375130 0.01878421 0.004492539 0.05584507
#> lag1_var2 0.75280739 0.14171733 0.532929332 0.91695950
#> lag1_var3 0.22270761 0.33033042 -0.329470319 0.58707359
#> lag1_var4 -0.19763965 0.33821278 -0.570342561 0.36457382
#> const 0.87775971 1.36677295 -1.188610652 2.32933872
#> exo1 -0.09000424 0.07121645 -0.189945604 0.01747986
#> exo2 0.71829367 0.06667387 0.638660056 0.80730755
#> exo3 0.42254413 0.13850508 0.204255767 0.59307602
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2101385 0.04876409 -0.26100258 -0.1349256
#> lag1_var2 1.8286967 0.44848906 1.20342462 2.4388138
#> lag1_var3 3.3592207 0.93004471 2.13675900 4.6259524
#> lag1_var4 -2.5271178 0.93911242 -3.80638733 -1.3185542
#> const 10.0900130 3.55367080 5.31406378 14.5185133
#> exo1 0.1661503 0.19652834 -0.09136188 0.4126104
#> exo2 -2.8010607 0.15733170 -3.05853961 -2.6505602
#> exo3 -1.0164339 0.41195174 -1.38089056 -0.3332819
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2104604 0.04525896 -0.2619954 -0.1406380
#> lag1_var2 2.0946154 0.42600023 1.4502441 2.6335104
#> lag1_var3 3.1606592 0.84656726 2.0050960 4.2286765
#> lag1_var4 -2.2969524 0.85503497 -3.3767770 -1.1520779
#> const 9.8345980 3.34708554 5.5105556 14.3140794
#> exo1 0.1298630 0.21561824 -0.1593579 0.3969539
#> exo2 -2.6419031 0.15920651 -2.8910517 -2.4863642
#> exo3 -0.8738699 0.38646176 -1.2288269 -0.2316872
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001341277 0.0003978355 0.0008969265 0.001915239
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05191002 0.0114962 -0.06927884 -0.03920496
#> Sigma[2,2] 3.29937593 0.4023378 2.78617089 3.88030646
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03023888 0.006750177 0.02235297 0.04018959
#> Sigma[3,2] -1.78693993 0.257344640 -2.19906145 -1.45687754
#> Sigma[3,3] 1.07842635 0.182833044 0.85290687 1.33841923
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003690139 0.002370069 0.001092781 0.00755488
#> Sigma[4,2] -0.084886937 0.101735066 -0.248634946 0.02511769
#> Sigma[4,3] 0.171556616 0.090723216 0.091051352 0.32880870
#> Sigma[4,4] 0.144970600 0.060809875 0.098738112 0.24069273
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90705345 0.05060873 0.841899942 0.96587649
#> lag1_var2 0.12797547 0.07247036 0.042584993 0.23213861
#> lag1_var3 0.25085593 0.14149886 0.085113741 0.45506660
#> lag1_var4 -0.22464924 0.12342896 -0.404444434 -0.07846260
#> const 1.09762601 0.37621596 0.586056859 1.59260843
#> exo1 0.02311115 0.02557875 -0.010563473 0.06016376
#> exo2 -0.10411776 0.03039608 -0.159359149 -0.07914398
#> exo3 0.04957671 0.03437042 0.008273255 0.09848813
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.08335737 2.909445 -0.3800132 7.1589560
#> lag1_var2 -4.93740936 3.950422 -11.3170047 -0.3914686
#> lag1_var3 -11.39598264 7.727272 -23.8690545 -2.5358390
#> lag1_var4 10.49019940 6.743539 2.5337065 21.3393412
#> const -32.49087629 24.897936 -64.0588639 0.7024288
#> exo1 -3.03246987 1.569818 -5.1399465 -0.6418864
#> exo2 -1.10535585 1.992507 -3.2759433 2.3111042
#> exo3 0.03885986 1.907501 -2.4588890 2.9537057
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2920506 1.6222274 -3.6477215 0.5435268
#> lag1_var2 3.4802054 2.2658957 0.8733602 7.2400570
#> lag1_var3 7.7236826 4.4152337 2.6658687 15.0596246
#> lag1_var4 -6.4565556 3.8658299 -12.8711286 -1.9536489
#> const 19.6935658 12.8760760 1.7053047 35.6402774
#> exo1 1.5895816 0.9303335 0.3119161 2.9361787
#> exo2 -0.3792127 1.2089976 -2.4722553 0.8692224
#> exo3 -0.1521200 0.8856332 -1.3315505 1.1050630
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32381949 0.2761537 -0.06824377 0.6264165
#> lag1_var2 0.66817894 0.4542342 0.06030348 1.2648052
#> lag1_var3 1.33797918 0.8711639 0.16720401 2.4666090
#> lag1_var4 -0.51821960 0.7840388 -1.52526854 0.5589006
#> const 1.30919763 1.6100833 -1.21112847 3.2800049
#> exo1 0.01440138 0.4047395 -0.38481598 0.6469642
#> exo2 -1.10743359 0.2712257 -1.48577441 -0.7869322
#> exo3 -0.14537001 0.3131827 -0.53291066 0.2296202
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001522089 4.103298e-05 0.0001000851 0.0002188147
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007998433 0.0004836005 -0.00144905 -0.0001433613
#> Sigma[2,2] 0.0541576135 0.0241689348 0.03172476 0.0936375618
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001534862 0.003089754 -0.00652681 0.001848814
#> Sigma[3,2] -0.057774997 0.057266187 -0.13974802 0.022586481
#> Sigma[3,3] 1.055220410 0.126875808 0.86373626 1.202047050
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002078494 0.003275547 -0.007275021 0.001373976
#> Sigma[4,2] -0.025745233 0.052996559 -0.085316298 0.057755460
#> Sigma[4,3] 1.048983543 0.140421492 0.835094702 1.204380752
#> Sigma[4,4] 1.062511795 0.159729044 0.826298184 1.237412986
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987301971 0.006288844 0.97859873 0.994793446
#> lag1_var2 0.021137823 0.033125942 -0.01913148 0.064492550
#> lag1_var3 0.027194218 0.049945374 -0.02357844 0.101779125
#> lag1_var4 -0.028315915 0.049868114 -0.10227558 0.022983537
#> const 0.404762972 0.139746748 0.25575983 0.601493519
#> exo1 -0.005398227 0.007509189 -0.01689565 0.002471188
#> exo2 -0.049414131 0.015301219 -0.06968096 -0.026955155
#> exo3 0.033171990 0.015288341 0.01691170 0.058804760
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02173239 0.1781406 -0.23827350 0.2500001
#> lag1_var2 0.66864399 0.3768891 0.32543846 1.2766380
#> lag1_var3 0.15546910 0.6303069 -0.48146279 1.1324874
#> lag1_var4 -0.14854453 0.6302195 -1.12546284 0.4807738
#> const 0.21762276 3.9220919 -3.99253331 6.5162722
#> exo1 0.03961989 0.1366507 -0.16066916 0.1862826
#> exo2 0.49572512 0.3773282 0.04498426 1.0107331
#> exo3 -0.60935339 0.2026411 -0.88983622 -0.3873949
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.91786539 0.4578390 -1.416577 -0.22301336
#> lag1_var2 6.50129462 2.4577084 3.004590 10.00652090
#> lag1_var3 9.87287830 3.9110538 3.896063 15.17334712
#> lag1_var4 -9.07474777 3.9785682 -14.438825 -2.99634736
#> const 32.17348213 15.5545947 8.763545 50.82262413
#> exo1 -0.57419171 0.7721047 -1.733156 0.36455864
#> exo2 -1.58278934 1.1993145 -3.128228 -0.01223824
#> exo3 -0.09164979 1.1428667 -1.359956 1.80765847
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9245476 0.4598112 -1.405588 -0.17958754
#> lag1_var2 6.8326208 2.4870407 3.277795 10.47110243
#> lag1_var3 9.7981953 3.9678306 3.704614 15.29883683
#> lag1_var4 -8.9842931 4.0337713 -14.550995 -2.79480359
#> const 32.0251055 15.7622371 7.210486 52.02742797
#> exo1 -0.5664110 0.7611996 -1.696102 0.32391180
#> exo2 -1.3256235 1.0393822 -2.648908 0.08064947
#> exo3 -0.4623910 1.0969511 -1.670997 1.34746045
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003235094 7.655875e-05 0.0002398252 0.0004404374
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006326074 0.006965665 -0.0102727 0.007785869
#> Sigma[2,2] 3.0965802376 0.942845701 2.1277879 4.650636703
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007341777 0.007165663 -0.008217641 0.01224754
#> Sigma[3,2] -1.7658160384 0.762399226 -2.921964173 -1.10156423
#> Sigma[3,3] 1.9288605414 0.668129601 1.356262410 2.94553995
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008365558 0.004269536 -0.004241312 0.006557179
#> Sigma[4,2] 0.2955750121 0.322319218 -0.198133573 0.756529091
#> Sigma[4,3] 0.8405053363 0.205762987 0.628516935 1.175127600
#> Sigma[4,4] 1.1367143272 0.132541783 0.980722069 1.324272096
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972639438 0.007383431 0.96314193 0.98258875
#> lag1_var2 0.007835922 0.017190669 -0.01330866 0.03450255
#> lag1_var3 0.008879895 0.026505354 -0.02291080 0.05051621
#> lag1_var4 -0.006194878 0.024827455 -0.04466243 0.02429507
#> const 0.437339612 0.115966412 0.30969539 0.62077015
#> exo1 0.007963162 0.020057275 -0.02375978 0.03172954
#> exo2 -0.107042112 0.031304498 -0.15737751 -0.07525931
#> exo3 0.012744218 0.025340705 -0.02404985 0.04677184
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1969559 1.088738 -1.7375636 1.103072
#> lag1_var2 0.4189051 1.193490 -1.2944657 1.872256
#> lag1_var3 -0.4169101 1.831569 -3.0393608 1.792066
#> lag1_var4 0.4847051 1.695661 -1.5941211 2.852952
#> const 2.6524323 19.178835 -21.9920210 31.511176
#> exo1 1.4079569 1.668629 -0.6929843 3.421151
#> exo2 0.5340197 1.546148 -1.4097007 2.914856
#> exo3 -0.1105001 1.694662 -2.8285303 1.521621
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06567299 0.6760481 -0.71614419 1.0796140
#> lag1_var2 1.17039233 1.0452030 -0.09208496 2.6513305
#> lag1_var3 2.60039393 1.6297602 0.77500993 5.0715675
#> lag1_var4 -1.66862270 1.5944283 -4.07215967 0.1462851
#> const 4.40538314 14.9888660 -18.99150274 22.0465363
#> exo1 -0.02840517 1.6308393 -2.39016152 2.2420953
#> exo2 -0.81762490 1.1808205 -2.08027472 1.0892939
#> exo3 0.61033274 1.0320209 -0.56846270 2.2669927
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1852953 0.5618289 -1.0802528 0.315748
#> lag1_var2 1.0179938 0.9657654 -0.2113933 2.257242
#> lag1_var3 1.6998613 1.4548743 -0.1812625 3.500077
#> lag1_var4 -0.7021615 1.3988433 -2.4303224 1.071654
#> const 4.6321423 9.8346728 -7.0095489 20.367671
#> exo1 0.9595643 1.1850593 -0.6494293 2.421059
#> exo2 -0.4969857 1.3180683 -2.2756343 1.587723
#> exo3 0.5832240 1.0586397 -0.5455556 2.249948
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004984033 0.001151724 0.003682035 0.006722408
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01892282 0.006024752 -0.02737407 -0.01213106
#> Sigma[2,2] 0.17936308 0.037854357 0.13218306 0.23334423
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02421674 0.007599118 0.01400933 0.03388207
#> Sigma[3,2] -0.12435221 0.060824864 -0.19939654 -0.04359199
#> Sigma[3,3] 0.39590394 0.083366693 0.27326550 0.50553777
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01638764 0.006908585 0.00678474 0.02520588
#> Sigma[4,2] -0.03401317 0.055220069 -0.09471606 0.03639657
#> Sigma[4,3] 0.38196583 0.094089651 0.26650029 0.52120573
#> Sigma[4,4] 0.42144733 0.115334133 0.32090559 0.59952889
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95204797 0.08887891 0.81469321 1.0701543845
#> lag1_var2 0.16068729 0.14182859 -0.02538754 0.3723507797
#> lag1_var3 0.28409006 0.27435781 -0.08130756 0.6775063768
#> lag1_var4 -0.28345094 0.25700469 -0.65077758 0.0580245975
#> const 1.05657139 1.13754324 -0.44499286 2.7044680777
#> exo1 -0.06012137 0.04402050 -0.11841775 0.0006841604
#> exo2 0.12571208 0.10615733 -0.03809025 0.2454909144
#> exo3 -0.08826656 0.09167595 -0.20379232 0.0561246122
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6300014 0.3360287 0.22826659 1.1750017
#> lag1_var2 -0.2391768 0.6260718 -1.19513060 0.4566032
#> lag1_var3 -1.9647233 1.1700714 -3.65200677 -0.6616345
#> lag1_var4 1.8629028 1.0935726 0.64267607 3.4310375
#> const -6.4453904 3.8055000 -11.63279962 -1.1233374
#> exo1 0.3008883 0.2556823 -0.01759514 0.6384656
#> exo2 2.8291415 0.5223972 2.18999985 3.5840668
#> exo3 0.3828214 0.6781002 -0.60401744 1.2485026
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45498497 0.7301791 -1.6045818 0.2423787
#> lag1_var2 1.00631263 1.0412721 -0.1065141 2.6266574
#> lag1_var3 3.22504042 2.1803173 0.8157793 6.6505626
#> lag1_var4 -2.14356350 2.0735080 -5.4062187 0.1472248
#> const 8.13246136 12.1644053 -4.3289525 27.8433606
#> exo1 -0.60551086 0.6687006 -1.3981480 0.4666034
#> exo2 -1.94560236 0.9317918 -3.2402101 -0.7920191
#> exo3 0.05352307 0.9784153 -1.0854064 1.4902004
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1620594 0.6764500 -1.2208404 0.5503792
#> lag1_var2 0.6311994 0.9006910 -0.4337173 2.0886337
#> lag1_var3 1.7883732 1.9554862 -0.5796975 4.8459430
#> lag1_var4 -0.7112314 1.8640004 -3.6157929 1.5415642
#> const 3.4959398 12.1598526 -9.0931503 22.8800463
#> exo1 -0.5165826 0.8563121 -1.5282169 0.7699720
#> exo2 -0.6391977 0.9133174 -1.8973315 0.6426959
#> exo3 0.2413902 0.9730393 -0.9098359 1.6122962
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000926011 0.0001937383 0.0006968397 0.001240042
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01922752 0.00342023 -0.02419093 -0.01541094
#> Sigma[2,2] 0.75667056 0.13450751 0.62211281 0.96500647
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01255032 0.001625876 0.009821317 0.01410011
#> Sigma[3,2] -0.42077110 0.093308111 -0.535922082 -0.29992015
#> Sigma[3,3] 0.46316640 0.097237810 0.357747943 0.62504938
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007639694 0.002171913 -0.002441876 0.003596204
#> Sigma[4,2] 0.0465574354 0.097402869 -0.068822536 0.189389317
#> Sigma[4,3] 0.2129597523 0.059028741 0.149244622 0.307441383
#> Sigma[4,4] 0.2518536896 0.047725105 0.183290478 0.301565659
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970918473 0.01232034 0.95289790 0.98526481
#> lag1_var2 0.010260890 0.05949994 -0.05787147 0.09435372
#> lag1_var3 0.005209080 0.09577717 -0.10263808 0.13820004
#> lag1_var4 0.001567417 0.09882809 -0.13606727 0.11780797
#> const 0.348030550 0.33563838 -0.07512723 0.81711717
#> exo1 -0.002871714 0.01047828 -0.01594499 0.01261612
#> exo2 -0.064805544 0.02984798 -0.10939214 -0.02759868
#> exo3 0.053137186 0.02269750 0.01711438 0.07753953
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1149342 0.1630196 -0.2861320 0.1396184
#> lag1_var2 0.9412648 1.5013242 -1.1914665 3.0779757
#> lag1_var3 0.1895650 2.4279350 -3.2261823 3.5198758
#> lag1_var4 -0.1122322 2.4820013 -3.6443863 3.3567643
#> const -0.9908390 10.1795836 -14.8018780 12.6753952
#> exo1 -0.4050811 0.4414518 -1.0787542 0.1732660
#> exo2 2.4790759 1.1500875 0.6453649 3.9386701
#> exo3 -0.3671077 0.9800432 -1.3829162 1.1127688
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13933658 0.2379922 -0.1585257 0.4823497
#> lag1_var2 -0.07714968 1.0323915 -1.6996349 0.8686324
#> lag1_var3 0.74145313 1.7887636 -2.1204235 2.4612752
#> lag1_var4 0.16497883 1.7377010 -1.5387144 2.9168459
#> const 1.60929284 2.7057521 -1.9291738 5.4843313
#> exo1 -0.07435668 0.5400465 -0.9671640 0.5676087
#> exo2 -2.26763192 0.5665585 -2.9400734 -1.4856600
#> exo3 0.14818000 0.5935475 -0.6586783 0.8601103
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07153252 0.2981334 -0.2880790 0.5025234
#> lag1_var2 0.23527190 1.1635381 -1.4717466 1.5759956
#> lag1_var3 0.42764789 1.9152837 -2.4286984 2.5816158
#> lag1_var4 0.54523528 1.8924374 -1.5482080 3.3745940
#> const -0.23730784 6.1898941 -9.5327757 6.2493699
#> exo1 -0.33428924 0.4635116 -1.0855569 0.1545791
#> exo2 -0.81203003 0.4433723 -1.2961983 -0.2152936
#> exo3 -0.09091995 0.4342041 -0.5767698 0.5307158
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003685726 4.964145e-05 0.0003059484 0.0004353635
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001673445 0.002570669 -0.004746004 0.002487241
#> Sigma[2,2] 0.513556722 0.136185200 0.338977036 0.721238891
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00260578 0.00174906 -0.004864086 -0.0002696809
#> Sigma[3,2] -0.03128115 0.08652930 -0.153065095 0.0856378706
#> Sigma[3,3] 1.15188860 0.23342978 0.834895058 1.4578006795
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003791429 0.003123202 -0.007599466 0.0009755757
#> Sigma[4,2] 0.305598103 0.091974139 0.143727765 0.3859100873
#> Sigma[4,3] 1.181666590 0.266261762 0.794287237 1.5142894879
#> Sigma[4,4] 1.434979906 0.311805348 0.951879155 1.8140139598
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96922747 0.009887882 0.9574030650 0.98309827
#> lag1_var2 0.05434179 0.038994046 -0.0067104676 0.09967538
#> lag1_var3 0.07349497 0.060936129 -0.0229186039 0.14454384
#> lag1_var4 -0.07165632 0.059107101 -0.1403901226 0.02220103
#> const 0.60614061 0.151765198 0.3964224076 0.82267400
#> exo1 0.01715815 0.012521928 0.0007582744 0.03487073
#> exo2 -0.11335077 0.026633726 -0.1418669318 -0.07617016
#> exo3 0.02063833 0.020066307 -0.0100022833 0.03899174
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84700032 0.4541460 0.07992535 1.3322498
#> lag1_var2 -0.99210739 1.3603681 -2.46096673 1.1828046
#> lag1_var3 -2.46699786 2.0732370 -4.58675091 0.8303719
#> lag1_var4 2.35555242 2.0224974 -0.87375078 4.3975209
#> const -10.75653289 8.3079480 -20.51224184 2.8933338
#> exo1 -0.77170089 0.4421536 -1.26147566 -0.1251269
#> exo2 4.35993120 1.0840463 3.16007012 5.9868809
#> exo3 -0.02082796 0.6628298 -0.99032793 0.7995759
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04084819 0.7622957 -1.1631793 0.996919
#> lag1_var2 0.99836904 2.6562269 -2.7819124 4.452302
#> lag1_var3 2.34981540 4.0358733 -3.4096912 7.368644
#> lag1_var4 -1.41047682 3.9615058 -6.3839952 4.195394
#> const 2.25914726 14.8570500 -16.1038530 25.994132
#> exo1 0.40907069 0.7805849 -0.5850958 1.579787
#> exo2 -6.48485394 0.9537606 -7.7619637 -5.261514
#> exo3 1.63557410 1.7299086 -0.3401316 4.219101
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60971088 0.8178884 -0.6832961 1.486035
#> lag1_var2 0.05950772 2.6105165 -3.2125753 3.564963
#> lag1_var3 0.30284998 3.8867428 -4.6576613 5.350388
#> lag1_var4 0.58012572 3.8047953 -4.4106761 5.403803
#> const -6.19358124 16.3705665 -24.4624857 19.082111
#> exo1 -0.07276568 0.8698790 -1.2802780 1.046768
#> exo2 -4.09523368 0.9844496 -5.5508770 -2.790561
#> exo3 1.72599054 1.6514517 -0.2768915 3.968570
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001208177 0.0001852406 0.0009693664 0.001472929
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02291417 0.00641889 -0.03241781 -0.01538623
#> Sigma[2,2] 1.97152944 0.43283988 1.39630830 2.57585407
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009145038 0.006275455 0.0003706515 0.01790821
#> Sigma[3,2] -1.009482924 0.306681063 -1.4041589919 -0.59581597
#> Sigma[3,3] 1.027777479 0.298781380 0.7230089461 1.48957641
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003296298 0.006130686 -0.0103599 0.006138084
#> Sigma[4,2] 0.016709129 0.200396397 -0.3028201 0.230844768
#> Sigma[4,3] 0.569397550 0.223714418 0.3548122 0.923378679
#> Sigma[4,4] 0.654720684 0.189212956 0.4708803 0.938482095
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954154956 0.03193184 0.917869289 1.00067094
#> lag1_var2 0.071761154 0.04993626 0.003155535 0.11930651
#> lag1_var3 0.141278284 0.09739704 0.010715356 0.23394505
#> lag1_var4 -0.135400589 0.08965975 -0.220476998 -0.01460322
#> const 0.867332560 0.46363463 0.196108401 1.48862001
#> exo1 0.001773293 0.03241177 -0.050319911 0.03523962
#> exo2 -0.106294509 0.03935217 -0.161710729 -0.06519742
#> exo3 0.064428903 0.02627994 0.026824777 0.09900099
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6006744 1.057753 -1.6568165 0.8326815
#> lag1_var2 1.5682826 1.957668 -0.6149327 4.2302696
#> lag1_var3 1.0975241 3.758409 -3.2436878 6.1285897
#> lag1_var4 -0.8742664 3.416578 -5.4661444 3.1013522
#> const 2.9303495 9.785169 -10.4540813 15.5895234
#> exo1 -0.8576692 1.138804 -2.2276999 0.8958869
#> exo2 1.4241347 1.734078 -0.8546524 3.9109027
#> exo3 1.4400996 1.458992 -0.5271305 3.4872854
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2136715 0.6382910 -0.4679586 1.1089001
#> lag1_var2 0.3371709 1.1269285 -1.3498084 1.6909338
#> lag1_var3 1.8030082 2.1927315 -1.5121709 4.3981012
#> lag1_var4 -0.9928270 1.9642043 -3.2847880 2.0271955
#> const 5.5816278 6.6505245 -5.4684278 13.0498624
#> exo1 0.7003188 0.7947666 -0.3824679 1.6722824
#> exo2 -1.2587746 1.1052241 -2.7527522 -0.2067508
#> exo3 -0.4369508 1.1997180 -2.2160071 0.8231833
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1283252 0.3548635 -0.5597455 0.4209141
#> lag1_var2 0.9437980 0.7591059 -0.2767198 1.8429152
#> lag1_var3 1.9964593 1.4633522 -0.3281553 3.6599089
#> lag1_var4 -1.0348734 1.3681628 -2.6140731 1.1255571
#> const 6.1297052 5.0552116 -0.1174476 13.4014337
#> exo1 0.2607614 0.4848441 -0.2975810 0.9996473
#> exo2 -0.5820428 1.0771526 -2.4019536 0.5887541
#> exo3 0.3289266 1.0495619 -0.7373845 1.9615403
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001444859 0.0002704016 0.001058046 0.001804247
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007535882 0.003924992 -0.01373507 -0.002719994
#> Sigma[2,2] 0.192877634 0.060736132 0.13489345 0.295497484
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003547492 0.002039209 0.00142740 0.006762992
#> Sigma[3,2] -0.106170078 0.035808898 -0.16195748 -0.072010726
#> Sigma[3,3] 0.074021140 0.019736469 0.05455194 0.103606301
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001348795 0.001201396 -0.003253456 6.941507e-05
#> Sigma[4,2] 0.017658602 0.012865133 0.002537391 3.866192e-02
#> Sigma[4,3] 0.007075381 0.008352975 -0.003142883 1.911227e-02
#> Sigma[4,4] 0.019905730 0.007571089 0.011184985 2.969884e-02
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98733469 0.02601890 0.949074977 1.023858913
#> lag1_var2 0.05162268 0.04847711 -0.006587682 0.106671550
#> lag1_var3 0.07224182 0.07296586 -0.013794207 0.156773153
#> lag1_var4 -0.07702625 0.06848164 -0.154784439 0.009668868
#> const 0.55773456 0.34430123 0.116390832 0.982759073
#> exo1 -0.01435651 0.02437092 -0.043665108 0.025476900
#> exo2 -0.02927708 0.02912212 -0.066094005 0.010003126
#> exo3 -0.02634878 0.03256757 -0.078553718 0.005055847
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4937079 0.3656030 -0.04790743 0.92174587
#> lag1_var2 1.9989321 0.6312592 1.18249168 2.89383065
#> lag1_var3 1.5762988 0.9572174 0.35739054 2.94984708
#> lag1_var4 -1.8274083 0.8601535 -3.05870599 -0.67672295
#> const 5.3689137 2.9973464 1.51761758 10.05632526
#> exo1 -0.7059174 0.3186983 -1.15191916 -0.30470602
#> exo2 1.5079488 0.3684930 1.05410273 2.01129599
#> exo3 -0.3730236 0.3253261 -0.75449990 0.06561556
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2667687 0.2887635 -0.5569816 0.20890767
#> lag1_var2 -0.3274392 0.4064820 -0.9648876 0.09046483
#> lag1_var3 0.3680636 0.6149146 -0.5960885 0.99514898
#> lag1_var4 0.7188109 0.5388822 0.1397105 1.55860664
#> const -0.6020106 2.6061424 -3.8135606 3.46305589
#> exo1 0.3830312 0.1745832 0.1526521 0.64470606
#> exo2 -1.6061178 0.2319627 -1.9321283 -1.33790595
#> exo3 0.3874287 0.1344515 0.1641944 0.52972627
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04996496 0.1739246 -0.202221235 0.29199145
#> lag1_var2 0.55455737 0.2102751 0.326792036 0.83437225
#> lag1_var3 0.73949249 0.3136806 0.399563517 1.15225953
#> lag1_var4 0.21319084 0.2812702 -0.160675809 0.51223672
#> const 1.01363102 1.5752346 -0.957852657 3.27665192
#> exo1 -0.06813723 0.1488504 -0.314461227 0.07491841
#> exo2 -0.72090297 0.1042712 -0.833005224 -0.54963314
#> exo3 0.17878368 0.1363195 0.001022197 0.33502046
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005789035 9.550829e-05 0.0004325391 0.0006891087
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01382118 0.00297008 -0.01732915 -0.009435596
#> Sigma[2,2] 0.98416567 0.22074122 0.70300928 1.268423847
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01031567 0.002440266 0.006670537 0.01363761
#> Sigma[3,2] -0.83893845 0.235699075 -1.172969172 -0.51548119
#> Sigma[3,3] 1.04797206 0.223109977 0.790775797 1.35996141
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003294977 0.002305639 0.0002777816 0.006573223
#> Sigma[4,2] -0.356032107 0.155318932 -0.5674280511 -0.130498745
#> Sigma[4,3] 0.663671759 0.129930508 0.5055569919 0.843596712
#> Sigma[4,4] 0.519690651 0.086297832 0.3927556221 0.624719429
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994343824 0.01400136 0.977307325 1.01486946
#> lag1_var2 0.008158602 0.02486952 -0.026553307 0.03837140
#> lag1_var3 0.028400425 0.04653959 -0.036977051 0.08459023
#> lag1_var4 -0.029840509 0.04260134 -0.080133175 0.02948474
#> const 0.288802826 0.18775320 0.006646517 0.52599725
#> exo1 -0.008472134 0.01816780 -0.031145468 0.01819657
#> exo2 -0.080586821 0.03134987 -0.120811408 -0.03445202
#> exo3 0.051741700 0.01737078 0.025480104 0.07310315
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1098719 0.7694694 -0.6747134 1.3571578
#> lag1_var2 0.3472565 1.4137652 -1.9684047 1.7112903
#> lag1_var3 -1.1414080 2.6877952 -5.5046077 1.4905436
#> lag1_var4 1.0693448 2.4516712 -1.3839423 5.0361801
#> const 1.3328387 9.3201135 -13.0560382 12.1941022
#> exo1 0.4866119 0.9680961 -1.0008463 1.7038655
#> exo2 1.0460457 0.8714432 -0.1199792 2.1664006
#> exo3 -0.6062771 0.6052691 -1.3328430 0.2335207
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6285194 0.7783486 -0.4585789 1.634836
#> lag1_var2 -0.6580171 1.1537468 -1.9675513 1.044341
#> lag1_var3 -0.1072583 2.1253083 -2.5154546 3.071173
#> lag1_var4 1.0035051 1.8980889 -1.8597223 3.162938
#> const -9.6186007 10.0635419 -25.1021162 3.295039
#> exo1 -1.0174854 1.3741177 -2.4343063 1.252262
#> exo2 -1.5564970 1.1689201 -3.2140595 -0.222970
#> exo3 2.3846444 0.5338140 1.7736787 3.197800
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7865134 0.4733457 0.1356417 1.5001570
#> lag1_var2 -0.8952147 0.7170471 -1.6809325 0.2258014
#> lag1_var3 -1.4930506 1.3470584 -2.9651599 0.6154064
#> lag1_var4 2.3549146 1.2425499 0.4424386 3.7307291
#> const -11.6099446 6.5891920 -23.0911071 -5.2395544
#> exo1 -0.8289091 1.0399246 -2.1542216 0.7899183
#> exo2 -1.0584878 0.8292663 -2.2544553 -0.1499255
#> exo3 2.1725812 0.4481687 1.5973174 2.8105285
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00133105 0.0004083952 0.0009238349 0.001982397
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006675469 0.002972138 -0.01085819 -0.002766965
#> Sigma[2,2] 0.224063570 0.056716658 0.16536700 0.316266994
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002868353 0.00200973 0.0001133088 0.005079076
#> Sigma[3,2] -0.128819561 0.04136541 -0.1885541864 -0.065546492
#> Sigma[3,3] 0.352999954 0.05424793 0.2949214956 0.422884028
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00165993 0.001984542 -0.004040122 0.001040784
#> Sigma[4,2] 0.02021876 0.025585532 -0.013389515 0.052934777
#> Sigma[4,3] 0.28460405 0.072871707 0.192209554 0.379835937
#> Sigma[4,4] 0.31655153 0.083288553 0.218767897 0.436090501
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007631156 0.01737192 0.98986675 1.03523533
#> lag1_var2 0.021890017 0.06008190 -0.06506827 0.09722279
#> lag1_var3 0.037129995 0.08972583 -0.09297441 0.15544230
#> lag1_var4 -0.044843576 0.08915052 -0.16323444 0.08226854
#> const 0.371721953 0.35584351 -0.05195529 0.90811523
#> exo1 0.012161171 0.03684061 -0.02182543 0.07630273
#> exo2 -0.070559733 0.03532896 -0.11872652 -0.01806477
#> exo3 -0.007465372 0.02655825 -0.05028747 0.02613947
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5938595 0.1986600 -0.8907454 -0.36711640
#> lag1_var2 2.6584931 0.6746225 1.6899528 3.59456384
#> lag1_var3 2.7011063 1.0140954 1.2391612 4.10719184
#> lag1_var4 -2.6041810 0.9959709 -3.9817208 -1.16621452
#> const 10.3396411 3.7153399 5.8110092 16.09033334
#> exo1 -0.3276686 0.3812376 -0.9154157 0.04598239
#> exo2 0.7646877 0.4350293 0.1267196 1.28220770
#> exo3 -0.1737907 0.3541401 -0.7601623 0.11673783
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7345990 0.2448139 0.4361952 1.0657459
#> lag1_var2 -0.1771634 0.7309646 -1.2842751 0.8643528
#> lag1_var3 0.8026401 1.2133661 -1.0349076 2.4763596
#> lag1_var4 -0.1141874 1.1652945 -1.7760419 1.6116361
#> const 1.1723221 5.8804775 -5.2921381 10.7851956
#> exo1 0.2741303 0.6462580 -0.8282872 0.9346380
#> exo2 -1.3134564 0.5153390 -2.1356767 -0.6398168
#> exo3 -1.2354037 0.6447702 -1.9871891 -0.2399873
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34749107 0.2272267 0.04031915 0.63631987
#> lag1_var2 1.32073201 0.7031132 0.47478919 2.43636847
#> lag1_var3 2.20704331 1.1394828 0.80618550 4.01298681
#> lag1_var4 -1.44096604 1.1180889 -3.23477041 -0.08700269
#> const 7.01106560 6.0226121 0.53177614 16.89632128
#> exo1 0.05964125 0.6289587 -0.85297698 0.85148594
#> exo2 -0.84224651 0.4803102 -1.50120356 -0.24212063
#> exo3 -1.40086073 0.5796286 -2.09273202 -0.53116454
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002444544 6.348067e-05 0.0001574347 0.0003366466
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002608886 0.0008191393 -0.0004604211 0.00164387
#> Sigma[2,2] 0.0717388888 0.0131569688 0.0581274278 0.09148566
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002450567 0.0008908072 0.001563368 0.003793101
#> Sigma[3,2] -0.057769093 0.0148545234 -0.078084559 -0.034815808
#> Sigma[3,3] 0.171819361 0.0369611943 0.118643249 0.217515710
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002736713 0.001088302 0.001562349 0.004489421
#> Sigma[4,2] -0.022597919 0.018371417 -0.044076015 0.003846193
#> Sigma[4,3] 0.151956476 0.034965572 0.102647661 0.200309439
#> Sigma[4,4] 0.150058099 0.034142482 0.102866447 0.200365273
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00152485 0.007076607 0.989069163 1.00889078
#> lag1_var2 -0.01377942 0.027673626 -0.047825429 0.03161390
#> lag1_var3 -0.02943618 0.047302304 -0.085840613 0.04733746
#> lag1_var4 0.02647117 0.045442519 -0.047239003 0.08094378
#> const 0.16496778 0.119463344 0.014885522 0.33164897
#> exo1 -0.02662589 0.018575163 -0.056608991 -0.00476874
#> exo2 -0.12211956 0.010288268 -0.134490299 -0.10537133
#> exo3 0.02941739 0.015397731 0.007578648 0.04983316
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3560129 0.1061167 -0.4775584 -0.2034608
#> lag1_var2 1.4540138 0.4437787 0.8309003 2.0162870
#> lag1_var3 0.6181646 0.7775433 -0.4676390 1.6205099
#> lag1_var4 -0.4791186 0.7569072 -1.4615874 0.5582493
#> const 1.3391564 1.8024363 -1.5523146 3.3032336
#> exo1 -0.1489485 0.2621155 -0.4882271 0.1900230
#> exo2 2.1069245 0.3157792 1.6254528 2.4828294
#> exo3 -0.6623885 0.3249933 -1.0375397 -0.1709070
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6155537 0.1035254 0.4697096 0.75116759
#> lag1_var2 -2.0177257 0.4235774 -2.6417713 -1.42953208
#> lag1_var3 -1.3170298 0.8270040 -2.4115095 -0.08683354
#> lag1_var4 2.2280582 0.8101620 1.0324246 3.31032448
#> const -6.3334378 2.8160241 -10.1256744 -2.46936652
#> exo1 0.5067894 0.2638668 0.1775766 0.85583837
#> exo2 -2.8394877 0.5926826 -3.5572110 -1.97003669
#> exo3 1.1930310 0.5470905 0.3452519 1.73182252
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4434814 0.1071140 0.3084657 0.5981552
#> lag1_var2 -1.6287403 0.3686948 -2.1466213 -1.1850935
#> lag1_var3 -1.6355899 0.6860934 -2.5587545 -0.7219213
#> lag1_var4 2.6529552 0.6660129 1.7798557 3.5772088
#> const -7.5166634 2.9774031 -11.3532840 -3.6662943
#> exo1 0.4566139 0.2910316 0.1061509 0.8911113
#> exo2 -1.8524518 0.5259988 -2.4570392 -1.0875147
#> exo3 0.9246444 0.5156386 0.1791772 1.5681459
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001689306 0.0004070342 0.001161253 0.002160576
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02566975 0.01053194 -0.0406401 -0.01251441
#> Sigma[2,2] 1.36089641 0.26768026 1.0187087 1.74104219
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02459032 0.01117502 0.01065597 0.04189981
#> Sigma[3,2] -1.27402657 0.24386276 -1.61798936 -0.99397864
#> Sigma[3,3] 1.48403093 0.29181810 1.09979574 1.90349006
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00974146 0.005370416 0.003457067 0.01837519
#> Sigma[4,2] -0.46012336 0.121633515 -0.609202928 -0.29289667
#> Sigma[4,3] 0.74662722 0.189383471 0.501285997 0.98313284
#> Sigma[4,4] 0.50147193 0.135836142 0.317355216 0.68327241
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03260266 0.01830562 1.013054181 1.061223032
#> lag1_var2 -0.03192725 0.01962836 -0.059854516 -0.007457052
#> lag1_var3 -0.04692783 0.03315899 -0.094260043 -0.007328055
#> lag1_var4 0.02906830 0.02885682 -0.005581311 0.068276177
#> const 0.33966426 0.24991529 0.007643471 0.692588500
#> exo1 -0.04569208 0.05315955 -0.118157806 0.023492682
#> exo2 -0.01455701 0.03314042 -0.068191124 0.021210494
#> exo3 0.04324703 0.02567024 0.017386034 0.081104591
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3113967 0.6547307 -3.373727 -1.8094542
#> lag1_var2 2.6634237 0.7533007 1.717518 3.6815464
#> lag1_var3 2.6558403 1.2861043 1.095037 4.4103307
#> lag1_var4 -1.7908000 1.1384072 -3.313235 -0.4487502
#> const 5.7644657 9.2196949 -3.544618 20.4979458
#> exo1 -0.1907898 2.1005378 -2.653371 2.9551121
#> exo2 2.2703863 0.8872828 1.180726 3.5989109
#> exo3 2.7889892 1.0544799 1.262950 4.1236087
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.2638780 0.7593946 1.5922845 3.57594467
#> lag1_var2 -1.6522775 0.8746036 -2.7771949 -0.45529263
#> lag1_var3 -1.4431064 1.4251324 -3.2847077 0.48547043
#> lag1_var4 1.5536510 1.2075043 -0.1012584 3.02644292
#> const -1.8877480 8.4600339 -14.0485793 8.01748291
#> exo1 -0.2571012 2.0365885 -3.1526676 2.25150097
#> exo2 -3.7144192 1.0662854 -5.3651819 -2.51216774
#> exo3 -0.9687784 0.9732010 -2.5517483 0.02392835
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8878284 0.4815546 0.41732141 1.6443014
#> lag1_var2 -0.4816200 0.6117323 -1.37452619 0.2669335
#> lag1_var3 -0.5549676 0.9872378 -1.97126789 0.6527196
#> lag1_var4 1.2037098 0.8245088 0.18093241 2.3636948
#> const 0.1830866 4.1586572 -6.35805710 5.1277036
#> exo1 -0.3762246 0.9497437 -1.62480146 1.0270419
#> exo2 -2.4713976 0.7508903 -3.56919229 -1.5684512
#> exo3 0.8266822 0.5572820 -0.02850767 1.3272652
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001091829 0.0002092565 0.000740967 0.001321946
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004932988 0.00457498 -0.0002815769 0.01202965
#> Sigma[2,2] 0.721687417 0.14419915 0.5569024824 0.93354270
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002457112 0.003998975 -0.005788873 0.004896988
#> Sigma[3,2] -0.1596342295 0.074599787 -0.239255873 -0.038164627
#> Sigma[3,3] 0.3101622176 0.040791379 0.266005735 0.369255754
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002076953 0.004380231 -0.003949482 0.006671983
#> Sigma[4,2] 0.169841373 0.120556613 0.044452176 0.354110463
#> Sigma[4,3] 0.273507943 0.072280162 0.217005551 0.388263918
#> Sigma[4,4] 0.392404677 0.133000199 0.295519956 0.611001906
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.993355613 0.02253442 0.95941439 1.021761478
#> lag1_var2 -0.020066974 0.03667908 -0.07149874 0.023027247
#> lag1_var3 -0.046452060 0.07982943 -0.15372777 0.049242521
#> lag1_var4 0.045650600 0.07260072 -0.04028938 0.142678738
#> const 0.239372310 0.30474157 -0.11033537 0.727524936
#> exo1 -0.038663266 0.02851101 -0.07006245 0.009371996
#> exo2 0.005268012 0.03470787 -0.04231723 0.057881824
#> exo3 0.040431384 0.01733123 0.01800574 0.065409719
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04872533 0.5322204 -0.8557884 0.4787838
#> lag1_var2 0.92145801 0.8725741 0.1186229 2.3571835
#> lag1_var3 0.46177079 1.9064117 -1.5613590 3.5421479
#> lag1_var4 -0.48223168 1.7697751 -3.3760452 1.3999511
#> const 2.69381917 9.0077021 -5.8705567 17.4357347
#> exo1 -0.74274584 0.8958861 -2.1248498 0.2876982
#> exo2 -0.79421307 0.9098490 -2.0847105 0.3449917
#> exo3 -0.72295013 0.8220717 -1.9518914 0.2391962
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7649890 0.3853548 0.3207815 1.32774167
#> lag1_var2 -1.0135933 0.5093935 -1.8384719 -0.39956844
#> lag1_var3 -1.2282307 1.2606990 -3.3506673 0.13913505
#> lag1_var4 1.9042714 1.1479542 0.6393675 3.82192114
#> const -5.6796527 7.5687008 -15.6314651 4.56052581
#> exo1 -1.2617216 0.7792386 -2.0287884 0.06207631
#> exo2 -2.1903362 0.4247299 -2.6944743 -1.58504621
#> exo3 -0.6196747 0.2506805 -0.9779749 -0.27148591
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8622171 0.4027377 0.4368518 1.4947995
#> lag1_var2 -0.9720583 0.6668444 -2.0340790 -0.2675871
#> lag1_var3 -1.8027365 1.4933212 -4.3223968 -0.3819616
#> lag1_var4 2.4793930 1.3653582 1.1535727 4.7711817
#> const -6.6957372 6.3341482 -15.3176374 1.7997077
#> exo1 -1.7625596 0.7492483 -2.5511272 -0.6908497
#> exo2 -2.8079634 0.6214218 -3.8185694 -2.1090860
#> exo3 -1.0188901 0.4694457 -1.6008350 -0.3170343
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0170931 0.004208875 0.01277439 0.02365214
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01636394 0.01153263 -0.03438924 -0.002111863
#> Sigma[2,2] 0.20537620 0.04948985 0.14835666 0.283328467
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005610896 0.007653983 -0.00364004 0.01720234
#> Sigma[3,2] -0.097356274 0.025992922 -0.13558554 -0.06009720
#> Sigma[3,3] 0.145042002 0.036341301 0.09564764 0.19741542
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00136516 0.01006558 -0.01627713 0.009091992
#> Sigma[4,2] -0.01353096 0.03103006 -0.04275068 0.042946964
#> Sigma[4,3] 0.11793025 0.03161232 0.07353187 0.161746353
#> Sigma[4,4] 0.12691237 0.03354435 0.08788405 0.181248924
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86442229 0.03667310 0.827174287 0.92469699
#> lag1_var2 0.13633044 0.09047706 -0.004185149 0.23525912
#> lag1_var3 0.29689331 0.20523497 -0.015203072 0.53605791
#> lag1_var4 -0.25716800 0.20217185 -0.489678140 0.05653169
#> const 1.71091039 0.81883128 0.561917949 2.82235386
#> exo1 -0.02096682 0.10417445 -0.152443044 0.09775647
#> exo2 -0.06695089 0.16978123 -0.266717984 0.16994825
#> exo3 -0.06780689 0.17679112 -0.228144560 0.23507845
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4744013 0.1042868 0.3104901 0.5698701
#> lag1_var2 -0.0567710 0.3754978 -0.5540883 0.4615173
#> lag1_var3 -2.4966780 0.8890547 -3.6269904 -1.1823168
#> lag1_var4 2.4140423 0.9374587 1.0768446 3.6381029
#> const -8.2087353 4.3478901 -14.8074013 -3.2015308
#> exo1 -0.1910144 0.4746650 -0.7422074 0.5805538
#> exo2 0.9850772 0.5529837 0.1699849 1.7293494
#> exo3 0.9148116 0.8540487 -0.1386284 2.2313160
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07487476 0.1080268 -0.2338222 0.05225047
#> lag1_var2 0.84225831 0.1740452 0.6134609 1.09312070
#> lag1_var3 3.04082811 0.4224788 2.4606359 3.60511229
#> lag1_var4 -2.17493399 0.4444161 -2.7518043 -1.53984852
#> const 7.56127861 3.3200213 3.5470265 12.00648491
#> exo1 0.01528437 0.2231247 -0.2748953 0.31469566
#> exo2 -2.26162070 0.3679502 -2.6377076 -1.71374296
#> exo3 -0.76109040 0.7491635 -1.4829512 0.54936640
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14088977 0.09650541 -0.004584326 0.2594622
#> lag1_var2 0.63815640 0.14956005 0.445834813 0.8483064
#> lag1_var3 1.57141106 0.36699819 1.043371553 2.0594242
#> lag1_var4 -0.71978527 0.36840672 -1.225101778 -0.2329498
#> const 2.86949967 2.25788837 -0.385609664 5.5748287
#> exo1 -0.07735472 0.24508371 -0.396479260 0.3000669
#> exo2 -2.19028623 0.43275247 -2.831177698 -1.6932368
#> exo3 -0.49185515 0.59273282 -0.976278919 0.5181862
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001217693 0.0001868582 0.0009452699 0.001459826
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02843889 0.004512649 -0.03467769 -0.0220738
#> Sigma[2,2] 0.97179493 0.214579368 0.72225033 1.3158575
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02640093 0.00532708 0.01961955 0.03199019
#> Sigma[3,2] -1.01844631 0.24209174 -1.40383526 -0.73738038
#> Sigma[3,3] 1.61847292 0.39199283 1.14369954 2.18888087
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005181541 0.003934875 4.836173e-05 0.01089045
#> Sigma[4,2] -0.296813081 0.117173635 -4.693914e-01 -0.15659501
#> Sigma[4,3] 0.881688851 0.232517087 6.108672e-01 1.22841336
#> Sigma[4,4] 0.681752411 0.194974382 4.482146e-01 0.97652972
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.997945365 0.02205355 0.96700086 1.02311481
#> lag1_var2 -0.027442096 0.05983361 -0.10333661 0.04065047
#> lag1_var3 -0.034499895 0.07672260 -0.13501671 0.05166243
#> lag1_var4 0.032670834 0.07455173 -0.05072015 0.13133788
#> const 0.222225811 0.30215121 -0.10900211 0.72409350
#> exo1 0.003066145 0.02646722 -0.03624096 0.03670225
#> exo2 -0.101053791 0.04065008 -0.15574698 -0.04336373
#> exo3 0.032767856 0.04369371 -0.01976831 0.10141282
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01471394 0.7184802 -0.9508899 1.010909
#> lag1_var2 1.08681274 2.1426246 -1.2806484 3.434666
#> lag1_var3 0.57883075 2.7621753 -2.5338915 3.747867
#> lag1_var4 -0.59881410 2.7163242 -3.8604392 2.552198
#> const 3.30861117 8.5411082 -9.5684289 14.081484
#> exo1 -0.14578989 1.0203545 -1.5825493 1.270512
#> exo2 1.91023113 1.2296329 0.1837797 3.376007
#> exo3 0.60950555 0.9712903 -0.7204176 1.770068
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04425368 0.8158631 -1.2645057 1.07169546
#> lag1_var2 2.96125612 2.6840043 -0.7627963 6.23580316
#> lag1_var3 4.72871055 3.5646294 -0.2836213 9.22978901
#> lag1_var4 -3.88398886 3.5323689 -8.4650285 0.98599332
#> const 12.33952448 11.3669377 -5.0155210 26.00677546
#> exo1 -0.55794059 1.2965539 -2.2405109 1.37394753
#> exo2 -3.52800684 1.3247423 -5.3548911 -1.49852263
#> exo3 -1.41216015 1.1105366 -2.8225442 0.09506265
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05589295 0.4020904 -0.5888686 0.5371551
#> lag1_var2 3.57659760 1.3098074 1.4829038 5.2907556
#> lag1_var3 4.90272611 1.8062815 2.1024997 7.3031516
#> lag1_var4 -4.06359632 1.8058405 -6.5339696 -1.3400870
#> const 14.16346750 7.1570690 1.6084494 21.0230573
#> exo1 -0.69002175 0.6099302 -1.3826571 0.1984598
#> exo2 -2.19109519 0.7032844 -3.0581614 -1.2946106
#> exo3 -1.02534390 0.6038733 -1.7493422 -0.1068807
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004665188 0.0001092486 0.0003037863 0.0006046082
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0112421 0.00360968 -0.01605101 -0.006355435
#> Sigma[2,2] 0.8667950 0.21900403 0.66285038 1.229429086
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01064598 0.004491544 0.004961982 0.01639956
#> Sigma[3,2] -0.82797902 0.210323832 -1.161389729 -0.62771649
#> Sigma[3,3] 0.99262160 0.223281330 0.762370864 1.35847608
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004072745 0.00297472 0.0007469113 0.007884996
#> Sigma[4,2] -0.322004229 0.11153273 -0.4903819923 -0.187451735
#> Sigma[4,3] 0.526520802 0.12664493 0.3485262016 0.704838443
#> Sigma[4,4] 0.357775471 0.07903779 0.2487017365 0.460904461
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973366453 0.01339378 0.952680516 0.98897970
#> lag1_var2 0.024515882 0.03715687 -0.019835555 0.08200086
#> lag1_var3 0.039974964 0.06229843 -0.034196798 0.13546578
#> lag1_var4 -0.035154178 0.05895846 -0.124986646 0.03587202
#> const 0.437350437 0.13423513 0.281845347 0.64709825
#> exo1 -0.002088767 0.02636889 -0.033612183 0.03755946
#> exo2 -0.059563731 0.03113060 -0.092831970 -0.01094581
#> exo3 0.042649528 0.02453669 0.003674058 0.07527288
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15417447 0.7769542 -0.6321293 1.3987567
#> lag1_var2 2.46725784 1.7820131 -0.4151055 4.4762909
#> lag1_var3 2.77180863 2.9795751 -1.9968669 6.2158681
#> lag1_var4 -2.97508734 2.7984682 -6.3023657 1.4325799
#> const 10.61763704 10.1307208 -3.4684889 24.0535092
#> exo1 -0.67781980 1.2033587 -2.3426098 0.7086485
#> exo2 0.68024100 1.2173345 -0.9954864 2.2927028
#> exo3 -0.09738453 1.0018422 -1.6244070 1.0540903
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4160619 0.9174677 -1.109642 1.2369558
#> lag1_var2 -1.0820139 2.1354425 -3.226924 2.5654352
#> lag1_var3 -1.0043031 3.5848000 -4.696838 5.0283022
#> lag1_var4 1.9314942 3.3721869 -3.683228 5.5034532
#> const -7.2580751 12.2857787 -22.500018 10.4765375
#> exo1 0.2401932 1.2280802 -1.136710 2.0877981
#> exo2 -1.9635491 1.3124783 -3.643935 -0.1489605
#> exo3 -0.4312633 1.1051651 -1.584692 1.2580953
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53841463 0.5257351 -0.3152846 0.9959201
#> lag1_var2 0.04916451 1.2171749 -1.0624517 2.1328965
#> lag1_var3 0.05468722 2.0536698 -1.8662589 3.5016239
#> lag1_var4 0.76554188 1.9364644 -2.4610837 2.5946662
#> const -2.63910643 7.0209407 -10.3525629 8.0914948
#> exo1 -0.18457570 0.6085763 -0.8825636 0.7475563
#> exo2 -1.59682239 0.7032414 -2.4527115 -0.5136624
#> exo3 -0.46033096 0.7195548 -1.4204449 0.4329753
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003263263 0.0001017225 0.0002338141 0.0004975925
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008382796 0.002834072 -0.01222465 -0.004682898
#> Sigma[2,2] 0.587137668 0.116451064 0.45354161 0.754692393
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004675891 0.001632231 0.002557945 0.006882651
#> Sigma[3,2] -0.328934732 0.071683473 -0.420346790 -0.245606735
#> Sigma[3,3] 0.346033187 0.054816524 0.279277920 0.430728881
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006290288 0.001622625 -0.001771279 0.002592337
#> Sigma[4,2] -0.0474004519 0.063014507 -0.141593210 0.039405751
#> Sigma[4,3] 0.2063983702 0.041424347 0.149306615 0.252485737
#> Sigma[4,4] 0.2039384130 0.045693654 0.136416430 0.266466364
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983455966 0.03264349 0.94333834 1.03326756
#> lag1_var2 0.021723112 0.05467791 -0.06369608 0.07891878
#> lag1_var3 0.037963784 0.11448783 -0.13895063 0.16149809
#> lag1_var4 -0.037784397 0.10240086 -0.15054133 0.12111625
#> const 0.437032416 0.33435383 -0.10143738 0.82607662
#> exo1 -0.001531659 0.01544090 -0.02199878 0.02064143
#> exo2 -0.094857091 0.02037393 -0.11748233 -0.06069043
#> exo3 0.066943583 0.01377107 0.05067091 0.08679308
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2257830 0.9915826 -1.91928059 0.6240899
#> lag1_var2 1.8032023 1.7281525 0.02446275 4.8179321
#> lag1_var3 1.8046238 3.6002319 -1.92206836 8.0246516
#> lag1_var4 -1.8175891 3.2414469 -7.44276062 1.5595001
#> const 7.5987657 12.0289814 -3.53141596 27.9632845
#> exo1 0.0991432 0.8582237 -1.24276942 1.0761332
#> exo2 -0.1889944 0.7153118 -1.28905009 0.5069809
#> exo3 0.2619594 0.8526877 -0.79895074 1.3756965
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90227210 0.6180616 0.2418091 1.93595327
#> lag1_var2 -0.91131268 0.8109655 -2.3115456 -0.08018327
#> lag1_var3 -0.96822444 1.6345607 -3.7736065 0.72270119
#> lag1_var4 1.55903534 1.4020298 0.1050220 3.95770585
#> const -5.91128113 6.4091246 -15.1242624 1.75982415
#> exo1 0.19154808 0.6014943 -0.4769453 0.96397247
#> exo2 -1.01686176 0.6351268 -1.7322818 -0.04812630
#> exo3 -0.08087253 0.4764571 -0.6420285 0.58842983
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85907493 0.4425310 0.1729370 1.3742341
#> lag1_var2 -0.35471652 0.6990248 -1.2678852 0.5153287
#> lag1_var3 -0.75089216 1.4084857 -2.5885219 1.0853672
#> lag1_var4 1.33683588 1.2365575 -0.3098691 2.9898168
#> const -4.17034066 3.9649950 -8.7012618 1.7888027
#> exo1 0.26350141 0.3983376 -0.3099180 0.7104731
#> exo2 -1.22388711 0.3809922 -1.7218391 -0.6885549
#> exo3 0.05511568 0.3695779 -0.3575856 0.6134319
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004467661 0.0001159685 0.0002895702 0.0005891405
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003876519 0.002342566 -0.006735839 -0.0007514779
#> Sigma[2,2] 0.276882360 0.079696113 0.179830494 0.3788040029
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006539013 0.004842102 0.000917932 0.01396988
#> Sigma[3,2] -0.293491399 0.109084714 -0.467140530 -0.19592342
#> Sigma[3,3] 0.873733641 0.218869672 0.665863071 1.25898916
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004253031 0.004480101 -0.001255784 0.011154842
#> Sigma[4,2] -0.122929311 0.097960764 -0.283408760 -0.006096448
#> Sigma[4,3] 0.735729685 0.179273869 0.567333247 1.047819197
#> Sigma[4,4] 0.706408748 0.143560269 0.553732227 0.937828892
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96509993 0.03078462 0.9225843918 1.006228626
#> lag1_var2 0.03097943 0.06325534 -0.0516345271 0.117651615
#> lag1_var3 0.05338673 0.09997586 -0.0775737038 0.191744280
#> lag1_var4 -0.04872867 0.09386146 -0.1787299489 0.073799094
#> const 0.54737156 0.35274133 0.0926264427 1.026357698
#> exo1 -0.01736100 0.02031453 -0.0517777182 0.006343283
#> exo2 -0.11804925 0.02303698 -0.1508719857 -0.085985728
#> exo3 0.02542465 0.02063916 -0.0002836417 0.058555823
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.60132900 0.8075210 -1.6823230 0.5480140
#> lag1_var2 2.37258614 1.3938770 0.4389158 4.1580425
#> lag1_var3 2.32081772 2.1725873 -0.6396159 5.1755684
#> lag1_var4 -2.22381781 2.0362158 -4.9203461 0.5427412
#> const 8.63709611 10.3566535 -6.2187729 22.0824363
#> exo1 -0.03390879 0.4943004 -0.7314492 0.5617435
#> exo2 1.51191349 0.4561722 0.8642229 2.0753638
#> exo3 -0.90158862 0.5004623 -1.7234596 -0.3373396
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2528696 0.9320786 -1.5666140 1.1129097
#> lag1_var2 0.2438240 2.1164269 -3.1278396 2.5239919
#> lag1_var3 0.7795546 3.3483405 -4.4483438 4.3132263
#> lag1_var4 0.2146075 3.1565235 -3.0733478 5.1677893
#> const 3.4200405 10.1496982 -8.6980124 18.2680247
#> exo1 -0.0537264 0.4947523 -0.8427079 0.4806323
#> exo2 -2.1695450 1.1310464 -3.6239044 -0.5585870
#> exo3 2.1898249 0.7733500 0.9406513 3.0780560
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70959901 0.7729358 -1.7379269 0.4000788
#> lag1_var2 1.51065522 1.7813731 -1.2651904 3.4788190
#> lag1_var3 1.82516989 2.8204237 -2.6043399 4.8448089
#> lag1_var4 -0.73078190 2.6430466 -3.5053555 3.4016872
#> const 7.95215946 6.7179991 0.7790061 17.0256413
#> exo1 -0.06733898 0.3584009 -0.5731292 0.3398975
#> exo2 -1.24371029 1.0614665 -2.5866589 0.3240272
#> exo3 1.70363203 0.8416641 0.4327770 2.7430148
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004368327 7.335264e-05 0.0003443744 0.0005235541
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 7.365983e-05 0.004663434 -0.006609732 0.005525466
#> Sigma[2,2] 9.097989e-01 0.231081721 0.591905510 1.207078528
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005419321 0.00127757 -0.0006982948 0.002672434
#> Sigma[3,2] -0.2021043422 0.08519571 -0.3265042934 -0.101889543
#> Sigma[3,3] 0.3712000830 0.06147341 0.2618633779 0.425081740
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005834791 0.002478651 -0.003315991 0.003341678
#> Sigma[4,2] 0.1800362063 0.057592242 0.091094585 0.248267612
#> Sigma[4,3] 0.3368828936 0.082011880 0.195015177 0.391881418
#> Sigma[4,4] 0.4713906200 0.100288536 0.303707350 0.567007660
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96719941 0.008810963 0.958670730 0.980987505
#> lag1_var2 0.03800741 0.010902468 0.025942592 0.051797235
#> lag1_var3 0.09058974 0.028714148 0.055141349 0.123801939
#> lag1_var4 -0.08741866 0.025596499 -0.120743671 -0.057985903
#> const 0.66094254 0.198723866 0.410360797 0.943543126
#> exo1 0.02672696 0.016502256 0.009114299 0.051354441
#> exo2 -0.02861616 0.019485560 -0.060324095 -0.008306829
#> exo3 0.01282516 0.021027813 -0.011754325 0.044696169
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.413659125 0.4815977 -0.1201501 1.1139577
#> lag1_var2 0.741446770 0.6373339 -0.1670056 1.6054693
#> lag1_var3 -0.117410105 1.6485860 -2.3493488 2.1731311
#> lag1_var4 -0.001238349 1.4609574 -2.0328796 1.9518181
#> const -2.240885018 9.7155041 -13.9625872 12.4039649
#> exo1 -0.524887239 0.6156393 -1.2541432 0.4488119
#> exo2 2.862925957 0.6769627 1.9517622 3.8626472
#> exo3 1.373776492 0.7807588 0.5847315 2.6954707
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08216831 0.2640896 -0.4746454 0.2847794
#> lag1_var2 0.60793823 0.3798238 0.2556232 1.2180798
#> lag1_var3 2.23716457 0.9829259 1.4225573 3.8671484
#> lag1_var4 -1.37437654 0.9056916 -2.8807991 -0.5195943
#> const 5.48989131 6.0894185 -3.4572623 12.9716929
#> exo1 0.32682429 0.5152860 -0.5621251 0.8547167
#> exo2 -0.42275797 0.5223163 -1.1834998 0.2037306
#> exo3 -1.06952862 0.5970459 -1.8538862 -0.2957230
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0840620 0.2163994 -0.23775859 0.320306129
#> lag1_var2 0.7627879 0.4558757 0.28481201 1.528665856
#> lag1_var3 1.8284139 1.0928355 0.72688923 3.701976666
#> lag1_var4 -0.9874921 1.0372442 -2.68232766 0.214390751
#> const 3.4408843 4.0175222 -3.04157964 7.449484566
#> exo1 0.1410400 0.6317165 -0.79283974 0.855793834
#> exo2 0.8571404 0.5702340 -0.02048664 1.546760447
#> exo3 -0.6705942 0.4900205 -1.39674142 -0.002204049
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002893997 4.843783e-05 0.0002253702 0.0003551754
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003021278 0.000581694 -0.003783347 -0.002345032
#> Sigma[2,2] 0.097388114 0.024491471 0.068196204 0.135034347
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003456552 0.0009375905 0.002282226 0.004560718
#> Sigma[3,2] -0.098373622 0.0310424741 -0.149824455 -0.067621940
#> Sigma[3,3] 0.132983778 0.0396458968 0.095192552 0.196199102
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001678148 0.0006523278 0.0008256496 0.002483083
#> Sigma[4,2] -0.040282903 0.0186529137 -0.0697206603 -0.022353935
#> Sigma[4,3] 0.075827211 0.0222355541 0.0531236213 0.111695468
#> Sigma[4,4] 0.053470820 0.0126644194 0.0394561110 0.073248723
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97524746 0.01112543 9.630516e-01 0.9916104556
#> lag1_var2 0.03849424 0.02930202 -9.412903e-03 0.0689152119
#> lag1_var3 0.05798196 0.04781069 -1.733801e-02 0.1098391657
#> lag1_var4 -0.05471665 0.04672375 -1.056434e-01 0.0188855218
#> const 0.51667037 0.20981119 1.811167e-01 0.7513792456
#> exo1 -0.01853001 0.01264165 -3.589632e-02 -0.0008914639
#> exo2 -0.05732892 0.01485745 -7.753322e-02 -0.0374517490
#> exo3 0.01750740 0.01443679 5.999831e-05 0.0420099651
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24286311 0.1870006 -0.50048535 -0.01456689
#> lag1_var2 0.82554422 0.6827069 -0.03044507 1.65496194
#> lag1_var3 -0.28328937 1.1424814 -1.72900947 1.16937448
#> lag1_var4 0.38274316 1.1211205 -1.08165305 1.79194329
#> const 0.96453936 3.9444674 -3.08052113 6.27349914
#> exo1 0.06523332 0.2588491 -0.18576306 0.48097352
#> exo2 0.63588928 0.2701161 0.37369951 1.09579333
#> exo3 -0.05111455 0.3175097 -0.40702108 0.44548870
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.464786855 0.2371796 0.1514293 0.7765028
#> lag1_var2 -0.441194094 0.7218559 -1.3852952 0.6059445
#> lag1_var3 0.790649103 1.1882344 -0.7722376 2.4573984
#> lag1_var4 0.012157829 1.1474659 -1.6087966 1.5076676
#> const -0.242886223 4.0458213 -4.9565677 5.8267203
#> exo1 -0.152820177 0.3028280 -0.5964721 0.2102066
#> exo2 -0.905995898 0.3595834 -1.4634158 -0.4855972
#> exo3 -0.005440087 0.4284030 -0.5527092 0.5318406
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33158043 0.1732957 0.10341095 0.5979882
#> lag1_var2 -0.23400682 0.4659917 -0.98058511 0.2817336
#> lag1_var3 0.14638079 0.7386400 -1.01230369 0.9829867
#> lag1_var4 0.73250716 0.7056209 -0.07785275 1.8407443
#> const -0.99782677 2.9197271 -5.51075678 3.1465032
#> exo1 -0.11495760 0.2007796 -0.38987919 0.1739866
#> exo2 -0.53424198 0.2273142 -0.87456012 -0.2611504
#> exo3 -0.04080277 0.2720969 -0.34398945 0.3676861
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001426248 0.0003020147 0.001044206 0.001810879
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02663723 0.009040813 -0.0416550 -0.01741405
#> Sigma[2,2] 1.35780766 0.521344371 0.9299443 2.24280158
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01728795 0.006145764 0.01060223 0.02674958
#> Sigma[3,2] -0.92005513 0.357267344 -1.50446271 -0.63703915
#> Sigma[3,3] 0.67628543 0.246204116 0.46441252 1.09045375
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001912991 0.001433628 -0.003903516 -0.0001123587
#> Sigma[4,2] 0.049428263 0.040280824 -0.000214773 0.1060464745
#> Sigma[4,3] 0.022734707 0.034306134 -0.030188550 0.0626650341
#> Sigma[4,4] 0.061761148 0.011790855 0.048366670 0.0792975548
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.065287824 0.02161531 1.03543973 1.093907934
#> lag1_var2 0.051929484 0.07437391 -0.04074239 0.152780303
#> lag1_var3 0.050688735 0.10677298 -0.08326129 0.197274035
#> lag1_var4 -0.080986426 0.10776997 -0.22934725 0.054465249
#> const 0.391414473 0.47022614 -0.08274609 1.129477884
#> exo1 0.008963508 0.02272988 -0.02855550 0.035446094
#> exo2 -0.068487719 0.04228254 -0.12728972 -0.013569848
#> exo3 -0.040618047 0.02307996 -0.07213232 -0.009335805
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8995258 0.4417460 -2.492645432 -1.3386532
#> lag1_var2 1.5500972 1.4716334 -0.274489364 3.8408161
#> lag1_var3 1.2247111 2.1319878 -1.450436628 4.5352097
#> lag1_var4 -0.6396503 2.1204864 -3.899702011 2.0804168
#> const 9.4892829 8.4537646 -0.759916040 20.2449633
#> exo1 -1.0930741 1.0867244 -2.605193047 0.3387193
#> exo2 1.1469795 1.3197213 -0.529256693 2.8859995
#> exo3 1.5385517 0.9274556 -0.004340916 2.4702904
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0283719 0.4182811 0.5027821 1.6492367
#> lag1_var2 0.1797796 1.3153167 -1.8827667 1.8735692
#> lag1_var3 1.0110551 1.9026730 -1.9739047 3.4734520
#> lag1_var4 -0.3947519 1.8879483 -2.8693063 2.5289226
#> const -0.5127491 6.3956135 -9.5231711 6.9730021
#> exo1 1.2691804 0.7888567 0.1286880 2.3442618
#> exo2 -1.6625664 1.0075215 -3.0802567 -0.4554411
#> exo3 -0.7622700 0.6563727 -1.3416479 0.3591505
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3398826 0.1266127 -0.4973853710 -0.1333688
#> lag1_var2 0.9271387 0.4384562 0.1799629331 1.3685061
#> lag1_var3 1.3895881 0.6112836 0.3532282708 2.0229389
#> lag1_var4 -0.3324378 0.6145162 -0.9730035133 0.7103428
#> const 4.9427449 1.8596089 2.0897447158 7.0225652
#> exo1 0.5271988 0.1740288 0.2523953955 0.7317716
#> exo2 -0.8937694 0.3079261 -1.3372710384 -0.5218310
#> exo3 0.3445217 0.2527967 0.0002572294 0.6582575
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004098518 0.0001015439 0.0002833309 0.0005561422
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004039324 0.0005764017 -0.001125469 0.0004929047
#> Sigma[2,2] 0.0467860904 0.0117051347 0.030899176 0.0616456720
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005812631 0.0005671915 -0.0001788568 0.001382918
#> Sigma[3,2] -0.0470789321 0.0126320519 -0.0622241285 -0.029768266
#> Sigma[3,3] 0.0568193887 0.0146450825 0.0384203549 0.073499231
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003082466 0.0002726121 -3.713376e-05 0.0006883928
#> Sigma[4,2] -0.0128333690 0.0045230305 -1.909865e-02 -0.0072234775
#> Sigma[4,3] 0.0226683909 0.0058863847 1.525296e-02 0.0290855136
#> Sigma[4,4] 0.0136429490 0.0032764619 9.256770e-03 0.0175402869
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02167619 0.01661179 0.999209800 1.044333181
#> lag1_var2 -0.06276830 0.04226938 -0.123832445 -0.004540430
#> lag1_var3 -0.08559060 0.05790477 -0.173040697 -0.009766527
#> lag1_var4 0.07987505 0.06280138 -0.001001414 0.174880870
#> const -0.07647967 0.24806929 -0.427364638 0.243806752
#> exo1 -0.02539192 0.02000397 -0.048182329 0.004036270
#> exo2 -0.04887296 0.02128665 -0.074793608 -0.019787054
#> exo3 0.01937602 0.02392608 -0.013082941 0.056123929
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31282121 0.2330695 0.04897273 0.6762334
#> lag1_var2 -0.21348025 0.3508966 -0.72052141 0.2397968
#> lag1_var3 -1.63183264 0.4663334 -2.27364669 -1.0139633
#> lag1_var4 1.58538258 0.5007944 0.87256894 2.2220703
#> const -4.15076603 1.7581785 -5.99783319 -1.3460269
#> exo1 -0.01216475 0.2238121 -0.34890969 0.2699458
#> exo2 0.22848183 0.2587572 -0.06521892 0.6340291
#> exo3 0.02379937 0.1903038 -0.28604403 0.2335888
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13849059 0.2336208 -0.2253624 0.4525545
#> lag1_var2 0.91939620 0.4963506 0.2942481 1.6154906
#> lag1_var3 2.38179439 0.6639490 1.5340716 3.2967349
#> lag1_var4 -1.49429617 0.7012099 -2.4507286 -0.6066541
#> const 5.09191806 2.6814884 1.1783387 8.4664279
#> exo1 0.05339233 0.2663000 -0.3338643 0.3720520
#> exo2 -0.69840584 0.2747256 -1.1075636 -0.3502711
#> exo3 0.40131779 0.1821669 0.2030172 0.6947630
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38021124 0.09349360 0.27835737 0.5055124
#> lag1_var2 0.44605909 0.29876598 0.09504839 0.8682288
#> lag1_var3 0.75433226 0.40378791 0.26067381 1.3108512
#> lag1_var4 0.11154012 0.41741690 -0.44724268 0.6202318
#> const 0.83756282 1.74255997 -1.46380707 3.4600299
#> exo1 0.04716429 0.12686559 -0.14479668 0.1761342
#> exo2 -0.56605703 0.09975279 -0.67456168 -0.4120196
#> exo3 0.43884886 0.06401583 0.34650123 0.5163934
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002779836 0.0005136711 0.002206364 0.003531705
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002583903 0.001105839 0.001092353 0.003843957
#> Sigma[2,2] 0.018740591 0.003835988 0.012367387 0.022566224
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01982095 0.005311561 -0.02752388 -0.012208800
#> Sigma[3,2] -0.02610476 0.016683754 -0.04572834 -0.000175152
#> Sigma[3,3] 0.50247200 0.139685075 0.34482925 0.729150622
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01833418 0.005308725 -0.02592489 -0.01026937
#> Sigma[4,2] -0.01387493 0.017034365 -0.03300790 0.01464657
#> Sigma[4,3] 0.49686938 0.142710516 0.33442916 0.72530048
#> Sigma[4,4] 0.49966402 0.146137695 0.33184479 0.72853066
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92688125 0.03874796 0.87101401 0.98380746
#> lag1_var2 0.08822642 0.14715058 -0.09488045 0.31860068
#> lag1_var3 -0.02352351 0.19887405 -0.25349307 0.28993789
#> lag1_var4 0.03730490 0.19432613 -0.26802930 0.26031907
#> const 0.42705076 0.48662843 -0.27312412 1.06199315
#> exo1 0.02997554 0.04061681 -0.01794805 0.08500938
#> exo2 -0.18011673 0.04015301 -0.23185726 -0.12707367
#> exo3 -0.08176061 0.04395913 -0.16040119 -0.04184405
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14936263 0.1198665 0.01741644 0.33666837
#> lag1_var2 0.58955669 0.4142938 0.05244728 1.20039063
#> lag1_var3 -0.44004845 0.5741273 -1.21074448 0.43905068
#> lag1_var4 0.41738733 0.5657329 -0.44912429 1.17813206
#> const -1.34916643 2.0066497 -4.56318595 0.93823652
#> exo1 -0.03125183 0.1130961 -0.20815337 0.09495883
#> exo2 0.25368400 0.1123482 0.12914937 0.41129864
#> exo3 -0.48509764 0.1299473 -0.68237353 -0.33254886
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2438145 0.7230541 -1.34221690 0.4462733
#> lag1_var2 2.0170608 2.0515166 -0.24762631 4.8321934
#> lag1_var3 5.0642575 2.8480606 1.82106474 8.8982133
#> lag1_var4 -4.1506686 2.8110809 -7.95040893 -0.9409759
#> const 13.1440263 12.9715022 -0.43832033 32.6522388
#> exo1 -0.1060483 0.5200776 -0.97483483 0.5073350
#> exo2 0.6347297 0.6776666 -0.27393887 1.5645283
#> exo3 0.9664142 0.8861116 -0.07186742 2.3313029
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1264835 0.7426533 -1.23439397 0.6966349
#> lag1_var2 2.1050429 2.0458745 -0.11652637 4.8668772
#> lag1_var3 4.3153637 2.8206180 1.14704210 8.0998546
#> lag1_var4 -3.4030742 2.7836036 -7.15125701 -0.2800466
#> const 10.9115143 13.3511330 -5.05096306 30.4422546
#> exo1 -0.1253584 0.5206795 -0.95919471 0.5155751
#> exo2 0.8004178 0.6706544 -0.06488279 1.7030358
#> exo3 0.6510349 0.8631833 -0.41981671 1.9315442
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008058411 0.002017167 0.00537613 0.01063446
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001940859 0.002739681 -0.006683203 0.0007606997
#> Sigma[2,2] 0.031367250 0.005781797 0.025441322 0.0411042111
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03370212 0.01389171 -0.05149563 -0.015343446
#> Sigma[3,2] -0.02893825 0.01917782 -0.05938748 -0.005861928
#> Sigma[3,3] 0.57429919 0.07895394 0.46123791 0.664014072
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.035699401 0.01410287 -0.05433211 -0.01695294
#> Sigma[4,2] -0.005809364 0.01828068 -0.03244354 0.01569705
#> Sigma[4,3] 0.556716446 0.08019108 0.44465331 0.65793015
#> Sigma[4,4] 0.556410093 0.08381123 0.44485449 0.67399884
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012420674 0.03736401 0.9673136 1.06994095
#> lag1_var2 -0.010175542 0.19338516 -0.2121013 0.28240880
#> lag1_var3 -0.071034744 0.30259242 -0.4612590 0.36734859
#> lag1_var4 0.069151320 0.30189438 -0.3686202 0.45649262
#> const -0.121903472 0.95019819 -1.5820253 0.91164698
#> exo1 -0.036429503 0.08660350 -0.1703530 0.07086000
#> exo2 -0.008482403 0.08389260 -0.1357364 0.08301381
#> exo3 0.020806735 0.10628452 -0.1195547 0.16648525
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10900297 0.1041544 -0.21641588 0.05988235
#> lag1_var2 1.08212678 0.5620229 0.07424318 1.59435367
#> lag1_var3 0.54127447 0.9346849 -1.03353471 1.51697562
#> lag1_var4 -0.53656127 0.9355422 -1.50372950 1.04295316
#> const 2.35683050 2.6346351 -2.06559883 4.70277090
#> exo1 -0.16806672 0.1513420 -0.37319186 0.04591423
#> exo2 0.08103998 0.1231327 -0.06229604 0.25603057
#> exo3 0.14398003 0.1858913 -0.13986411 0.35082273
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14721166 0.2932083 -0.2592907 0.5915017
#> lag1_var2 -0.84762199 1.3197166 -2.7773117 0.6355180
#> lag1_var3 1.01685603 2.2679215 -2.4392796 3.1521483
#> lag1_var4 -0.05708153 2.2494319 -2.1877630 3.3698587
#> const 0.18264016 5.8155898 -8.5258260 7.6244543
#> exo1 -0.09206039 1.0392289 -1.4641143 1.4443010
#> exo2 -1.96250570 0.7039653 -3.0038658 -1.1545243
#> exo3 -0.03762445 0.7315862 -1.0061012 0.9400818
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07237744 0.3023705 -0.3034943 0.5308944
#> lag1_var2 -0.27744478 1.4928246 -2.4208794 1.4347842
#> lag1_var3 1.11783557 2.3852721 -2.5955231 3.4848317
#> lag1_var4 -0.14883611 2.3640402 -2.4891134 3.5349999
#> const 1.37460791 5.8445787 -7.6373728 8.8557753
#> exo1 -0.20982785 0.9645389 -1.4780198 1.2261197
#> exo2 -1.92940128 0.6746390 -2.9164400 -1.0825160
#> exo3 0.05615209 0.7170758 -0.9457040 1.0745235
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005902992 0.0001647326 0.0004554211 0.0008621362
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01361799 0.003492992 -0.01921788 -0.009974945
#> Sigma[2,2] 0.54935413 0.087305499 0.44705713 0.653809121
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01558975 0.004799387 0.01088859 0.02379784
#> Sigma[3,2] -0.59092006 0.104602154 -0.74627846 -0.46853380
#> Sigma[3,3] 0.75083231 0.146543330 0.60639690 0.99233238
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007521574 0.002858684 0.004910591 0.01247335
#> Sigma[4,2] -0.264343043 0.059901572 -0.358455244 -0.20225981
#> Sigma[4,3] 0.403080941 0.091672187 0.309645257 0.55423273
#> Sigma[4,4] 0.249646891 0.060236657 0.187217430 0.34639504
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98125102 0.008459419 0.97102157 0.99366736
#> lag1_var2 0.08458951 0.030823602 0.04394599 0.12478284
#> lag1_var3 0.12130117 0.051425946 0.05610905 0.19130917
#> lag1_var4 -0.12524736 0.050637241 -0.19440498 -0.05935007
#> const 0.77393205 0.134914633 0.60638117 0.94440478
#> exo1 -0.01162207 0.027041488 -0.05072850 0.01932866
#> exo2 -0.02262217 0.024882876 -0.05702500 0.01256503
#> exo3 0.01332499 0.024662973 -0.01756645 0.04475405
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.76316376 0.2836627 -1.1702070 -0.4646309
#> lag1_var2 0.64296788 1.0963969 -0.3766906 2.3600891
#> lag1_var3 -0.03355189 1.6301958 -1.4045987 2.5971805
#> lag1_var4 0.39499508 1.5976586 -2.1166846 1.7529218
#> const -0.17951649 5.2397257 -8.4579237 6.4877856
#> exo1 -0.08569436 0.6306695 -0.8407837 0.9433441
#> exo2 0.09468415 0.5493290 -0.6502400 0.7955934
#> exo3 0.02907396 0.8164354 -1.2164752 0.8511356
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03223041 0.3759624 0.4301541 1.4146179
#> lag1_var2 0.05629548 1.2112983 -1.7786894 1.3282079
#> lag1_var3 0.71511580 1.9066677 -2.2174559 2.7686021
#> lag1_var4 -0.19300890 1.8332507 -2.1487278 2.5889255
#> const 0.46770653 5.0155711 -4.4096542 9.2563558
#> exo1 -0.42510106 0.7740372 -1.4812208 0.6750998
#> exo2 -0.80940555 0.6297822 -1.4773727 0.2184711
#> exo3 -0.25273249 0.9211803 -1.3411202 1.0344581
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5869966 0.2790560 0.1146225 0.8861405
#> lag1_var2 0.1957804 0.6650317 -0.6046410 1.0707911
#> lag1_var3 0.2753286 1.1061498 -1.0734702 1.7655914
#> lag1_var4 0.4771656 1.0647638 -0.9673820 1.7434898
#> const -0.8048018 2.3716241 -3.0778386 3.3358797
#> exo1 -0.4973446 0.4624146 -0.9736914 0.1805719
#> exo2 -0.7711401 0.3482084 -1.1448213 -0.1793911
#> exo3 -0.2367006 0.5490490 -0.9762187 0.4538341
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00624793 0.002258764 0.003868175 0.009506908
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001035351 0.002786864 -0.003334104 0.004515505
#> Sigma[2,2] 0.055103394 0.014605427 0.037177903 0.075346798
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002624958 0.004685493 -0.00618577 0.00738255
#> Sigma[3,2] -0.0422425568 0.020626417 -0.06448072 -0.01049998
#> Sigma[3,3] 0.2483343103 0.052540023 0.17380176 0.32606069
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001265022 0.006288626 -0.007017995 0.01101024
#> Sigma[4,2] -0.004690679 0.019715428 -0.023691891 0.02854289
#> Sigma[4,3] 0.223339294 0.048350968 0.159798111 0.29899459
#> Sigma[4,4] 0.224111476 0.047752830 0.163198634 0.29310380
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78973295 0.10500199 0.66698666 0.94609895
#> lag1_var2 0.63886956 0.19740384 0.36534829 0.90469802
#> lag1_var3 0.87099961 0.28361293 0.47929369 1.23014597
#> lag1_var4 -0.85636510 0.26795590 -1.20769633 -0.49152031
#> const 4.27922166 1.34531201 2.21913189 5.84524201
#> exo1 0.01568687 0.06040440 -0.07848081 0.07966351
#> exo2 -0.03804624 0.05273000 -0.10075457 0.04566471
#> exo3 -0.04653803 0.07958772 -0.12416929 0.08437778
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02944668 0.1310328 -0.142389124 0.2157685
#> lag1_var2 0.24092565 0.5048555 -0.524836468 0.8169166
#> lag1_var3 -0.68439198 0.7796707 -1.922310693 0.1035602
#> lag1_var4 0.71451132 0.7499998 -0.064263921 1.9076160
#> const -2.35282054 2.2748918 -5.146132692 1.0975516
#> exo1 0.20396503 0.1640199 -0.003330661 0.4384215
#> exo2 1.33745003 0.1753616 1.118920403 1.5990342
#> exo3 -0.03181928 0.3917379 -0.584036429 0.4558878
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87872296 0.3542856 0.4530878 1.3948083
#> lag1_var2 -0.51521402 1.5758284 -2.5775880 1.7302866
#> lag1_var3 -0.71668991 2.0493271 -3.2748587 2.3394729
#> lag1_var4 1.43248683 2.0310959 -1.5880609 4.0031817
#> const -3.34420906 5.8846828 -10.6636372 4.6466662
#> exo1 -0.61482356 0.5739725 -1.3528253 0.1503536
#> exo2 -4.32164601 0.5469751 -5.1360025 -3.6588222
#> exo3 0.06048804 0.7321830 -1.0247962 0.9619718
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90224719 0.3188311 0.53548365 1.3716561
#> lag1_var2 -0.56985283 1.4242947 -2.54554411 1.2186351
#> lag1_var3 -1.51490366 1.7830061 -3.89730663 0.7794156
#> lag1_var4 2.26134261 1.7770363 -0.02848605 4.6704395
#> const -5.71938102 5.7948878 -13.00424835 2.8417828
#> exo1 -0.48798774 0.5500952 -1.16869958 0.2637577
#> exo2 -3.47587696 0.4722840 -4.19724291 -2.8533432
#> exo3 0.05537549 0.6294710 -0.93448906 0.8575096
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002153596 4.212995e-05 0.000169601 0.0002859956
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00145802 0.0007023727 0.0006727089 0.002628961
#> Sigma[2,2] 0.07129261 0.0182124668 0.0541621174 0.101643881
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00226413 0.0006929301 -0.003224755 -0.001403084
#> Sigma[3,2] -0.06407658 0.0140704136 -0.085098908 -0.048044580
#> Sigma[3,3] 0.07918966 0.0150492007 0.061331301 0.099176339
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001429284 0.0003454969 -0.001889401 -0.0009472789
#> Sigma[4,2] -0.021182404 0.0069593457 -0.031209683 -0.0130827564
#> Sigma[4,3] 0.041726736 0.0094951998 0.029845409 0.0550544256
#> Sigma[4,4] 0.030170662 0.0061278577 0.022117059 0.0388529613
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983909224 0.010354363 0.967343417 0.99490546
#> lag1_var2 0.040368720 0.060654553 -0.022969905 0.13157426
#> lag1_var3 0.076606917 0.096448261 -0.019312597 0.22179694
#> lag1_var4 -0.077967356 0.097048661 -0.223905838 0.01841139
#> const 0.528785556 0.280460485 0.269931368 0.96708537
#> exo1 0.005046024 0.008842916 -0.003913437 0.02003966
#> exo2 -0.060297337 0.023061104 -0.096763476 -0.03558310
#> exo3 -0.025119458 0.013103836 -0.045296290 -0.01172379
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07219957 0.1406078 -0.1123028 0.27781035
#> lag1_var2 0.49042791 0.4706562 -0.2502322 1.06656442
#> lag1_var3 -0.72025799 0.8139871 -1.9677904 0.32902467
#> lag1_var4 0.73593426 0.8208878 -0.3219015 1.99690466
#> const -2.51734114 3.9451016 -8.1070277 2.77708669
#> exo1 -0.12236570 0.1684087 -0.3500783 0.08726434
#> exo2 -0.11275701 0.2873277 -0.5030210 0.28194834
#> exo3 -0.16720101 0.3641693 -0.6585202 0.32714291
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11135541 0.1532280 -0.3076290 0.09136271
#> lag1_var2 0.73927681 0.5597062 -0.1438411 1.44494170
#> lag1_var3 2.03717838 0.9705810 0.5033656 3.15242779
#> lag1_var4 -1.10212532 0.9797046 -2.2394932 0.43135937
#> const 6.24552436 4.5289142 -0.2061020 12.22109042
#> exo1 0.02666299 0.2308078 -0.3227136 0.35342706
#> exo2 -0.44308709 0.3743040 -0.9386633 0.08673880
#> exo3 -0.13932844 0.3307579 -0.6191289 0.29628333
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05812631 0.07162144 -0.1367372 0.05023166
#> lag1_var2 0.78231922 0.31766053 0.2902153 1.21139994
#> lag1_var3 1.17101424 0.53434308 0.3260975 1.86391364
#> lag1_var4 -0.21152076 0.53685522 -0.9159840 0.63402221
#> const 3.57823592 2.26804305 -0.1807101 6.17994569
#> exo1 -0.04723670 0.16926233 -0.2860363 0.17250288
#> exo2 -0.52495874 0.24671261 -0.8632756 -0.20846257
#> exo3 -0.23810025 0.14806877 -0.4543238 -0.07158242
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001402726 0.0003534834 0.001013423 0.001907438
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008154464 0.002882545 -0.01281272 -0.005038899
#> Sigma[2,2] 0.136888940 0.022204483 0.11118247 0.171138045
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003760338 0.001906485 0.00176698 0.006781351
#> Sigma[3,2] -0.077903560 0.016155873 -0.10716142 -0.064295987
#> Sigma[3,3] 0.096114071 0.018209518 0.07634717 0.123193003
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.049079e-05 0.001985994 -0.00234574 0.002967013
#> Sigma[4,2] -1.771035e-02 0.015906755 -0.03991110 0.005327034
#> Sigma[4,3] 6.801538e-02 0.014792611 0.04933024 0.089992934
#> Sigma[4,4] 6.731331e-02 0.011698526 0.05099681 0.083965458
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92582265 0.03477386 0.87937444 0.97513276
#> lag1_var2 0.05622329 0.04708573 -0.01196345 0.11489958
#> lag1_var3 0.17766260 0.10470993 0.03896649 0.32351237
#> lag1_var4 -0.15662973 0.09209803 -0.28014934 -0.03413777
#> const 1.08802796 0.22032695 0.75048208 1.30827844
#> exo1 0.05887266 0.02845785 0.02143035 0.09926003
#> exo2 -0.23949205 0.02924298 -0.27687317 -0.19762604
#> exo3 -0.02256862 0.05568076 -0.07760042 0.06970249
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1255487 0.2108901 -0.43814925 0.1205409
#> lag1_var2 0.4231376 0.4267307 -0.07388357 1.0758922
#> lag1_var3 -0.8343576 0.8464192 -1.87769846 0.4528257
#> lag1_var4 1.0071366 0.7847665 -0.16197323 1.9646977
#> const -2.8420612 2.3659268 -6.36349740 0.2920305
#> exo1 -0.7878673 0.3594286 -1.26834428 -0.3616904
#> exo2 1.3364779 0.2152585 1.08348818 1.6682331
#> exo3 0.3772809 0.4156609 -0.20807822 0.9107306
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4618262 0.2559746 0.09015538 0.76917361
#> lag1_var2 -0.4418971 0.3686389 -0.96319869 0.05782068
#> lag1_var3 -0.1123132 0.7613802 -1.11413254 1.00668491
#> lag1_var4 0.9138589 0.6713188 -0.03655184 1.83023547
#> const -2.7175372 1.7819562 -5.28808696 -0.47407535
#> exo1 0.5682657 0.2225843 0.20265142 0.79130815
#> exo2 -4.7410958 0.3207265 -5.16433359 -4.36136601
#> exo3 0.8851856 0.3725255 0.24882281 1.25816842
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4352180 0.2705842 0.01667413 0.7310840
#> lag1_var2 -0.5807430 0.2619071 -0.85722951 -0.1775260
#> lag1_var3 -1.2142038 0.5867499 -1.76171880 -0.2835770
#> lag1_var4 2.1270087 0.4969315 1.36834700 2.5985677
#> const -6.1895520 2.0080394 -9.06146363 -3.4058144
#> exo1 0.2571344 0.1317040 0.05395096 0.3810746
#> exo2 -4.6658771 0.3030592 -5.03702973 -4.3020253
#> exo3 1.1890120 0.3047662 0.72782465 1.5861831
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00612951 0.002438873 0.003040058 0.009464685
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005193468 0.002603518 -0.008431437 -0.00131190
#> Sigma[2,2] 0.034508368 0.007068852 0.027119591 0.04577587
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004505697 0.00308863 -0.0001798419 0.008335987
#> Sigma[3,2] -0.035283798 0.01066466 -0.0532752942 -0.025647174
#> Sigma[3,3] 0.046599091 0.01657129 0.0309828363 0.074846705
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005499243 0.002061757 -0.002584419 0.002726665
#> Sigma[4,2] -0.0093316397 0.006119002 -0.019120243 -0.002958196
#> Sigma[4,3] 0.0202865347 0.009188120 0.010652247 0.035346414
#> Sigma[4,4] 0.0135639582 0.004928623 0.008419177 0.021422002
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97192307 0.05931834 0.89710357 1.05453942
#> lag1_var2 0.06383566 0.18749180 -0.18409745 0.31654534
#> lag1_var3 0.09214245 0.23761261 -0.20964952 0.40387897
#> lag1_var4 -0.09112170 0.24025107 -0.40972562 0.21483565
#> const 0.56674600 1.11109584 -0.90433886 2.02128602
#> exo1 0.03868723 0.06931365 -0.04010794 0.12872042
#> exo2 -0.06185872 0.08010204 -0.16818795 0.05920303
#> exo3 0.01773053 0.06828071 -0.07754096 0.10740908
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1360878 0.07733379 0.01810574 0.235512592
#> lag1_var2 0.1181352 0.50514066 -0.68594984 0.729616228
#> lag1_var3 -0.8233043 0.68686133 -1.87583393 0.037630089
#> lag1_var4 0.8356902 0.70539019 -0.04877446 1.915869104
#> const -3.3010689 2.38039013 -6.09906284 0.007141411
#> exo1 -0.0512126 0.12578186 -0.18922803 0.141073636
#> exo2 1.1389389 0.23643932 0.85803973 1.483412008
#> exo3 0.1934985 0.20955030 -0.10697306 0.461503319
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03507941 0.09770424 -0.14917920 0.1035554
#> lag1_var2 1.06657670 0.38671723 0.45770805 1.5064640
#> lag1_var3 2.11444994 0.54911320 1.24415560 2.7469309
#> lag1_var4 -1.19946020 0.57448509 -1.87439258 -0.2951668
#> const 6.80896509 2.38497911 4.01349832 10.8174778
#> exo1 0.08573802 0.13880338 -0.05999851 0.2832045
#> exo2 -1.64883292 0.27568298 -1.98223100 -1.3138838
#> exo3 0.07421325 0.20858657 -0.19480961 0.3654695
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07377056 0.05276053 -0.005261974 0.1365140
#> lag1_var2 0.82977307 0.22333446 0.508239203 1.0740422
#> lag1_var3 1.05283281 0.30888232 0.621075899 1.3942436
#> lag1_var4 -0.11417145 0.32679306 -0.461634995 0.3449936
#> const 3.08670385 1.60212052 0.987321584 5.1546734
#> exo1 0.04839985 0.12055242 -0.097100868 0.2120710
#> exo2 -0.80835053 0.13992263 -1.009207580 -0.6213864
#> exo3 0.22741055 0.09416651 0.118293302 0.3755636
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0249935 0.004453745 0.01908689 0.03141853
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01344703 0.005324298 -0.02175399 -0.007716911
#> Sigma[2,2] 0.04182970 0.012423619 0.02743109 0.058236002
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006499557 0.004726279 0.001094137 0.01331822
#> Sigma[3,2] -0.036394495 0.008739876 -0.050507494 -0.02695573
#> Sigma[3,3] 0.058874551 0.013620641 0.043637008 0.08006057
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000113871 0.003720195 -0.00518201 0.005033463
#> Sigma[4,2] -0.019979022 0.008229437 -0.03116705 -0.008274157
#> Sigma[4,3] 0.050437284 0.011590147 0.03621468 0.067266244
#> Sigma[4,4] 0.049930199 0.009964588 0.03784160 0.065068015
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.58054327 0.12099829 0.41636717 0.75655481
#> lag1_var2 0.23623786 0.08464188 0.13717535 0.36732024
#> lag1_var3 0.64166817 0.21617012 0.41441830 0.94994051
#> lag1_var4 -0.46093560 0.19295555 -0.76161778 -0.27599843
#> const 3.14984565 1.23711487 1.92650396 5.07248860
#> exo1 -0.02377588 0.14733073 -0.20996375 0.20767014
#> exo2 -0.34786192 0.18116114 -0.52676457 -0.05923521
#> exo3 0.17865078 0.17057263 -0.09938279 0.33035296
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24501759 0.1325704 0.05081692 0.40245023
#> lag1_var2 0.84558544 0.1642041 0.57856919 1.03933518
#> lag1_var3 0.34045495 0.2945268 -0.05139841 0.72718755
#> lag1_var4 -0.34065868 0.2796836 -0.70382413 0.05234486
#> const -0.03803812 1.9253743 -2.88112163 2.52961672
#> exo1 0.02393789 0.1985256 -0.25039063 0.26966499
#> exo2 0.55675112 0.2178551 0.31224084 0.88557297
#> exo3 0.22718048 0.2007396 0.07881464 0.58166959
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0135092 0.2463641 -0.337767514 0.34209030
#> lag1_var2 0.3136441 0.2320280 0.005445568 0.67583758
#> lag1_var3 0.9887222 0.4932465 0.332770471 1.71173828
#> lag1_var4 -0.1612650 0.4023623 -0.746396377 0.36197048
#> const 2.4783990 1.7012569 -0.319003673 4.24330587
#> exo1 0.1395986 0.1915142 -0.138427330 0.35034786
#> exo2 -1.5600324 0.1398989 -1.765378391 -1.38632421
#> exo3 -0.2018974 0.2345168 -0.551531090 0.02257351
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1030148 0.2273311 -0.191666198 0.41569187
#> lag1_var2 0.4617665 0.2025221 0.168108423 0.77003489
#> lag1_var3 0.5670592 0.4605924 -0.006324176 1.29510665
#> lag1_var4 0.2852079 0.3850982 -0.317481552 0.74920363
#> const 0.8335724 1.6036173 -1.678083184 2.63742293
#> exo1 0.1984939 0.2023998 -0.072865282 0.48383833
#> exo2 -1.6190278 0.1527871 -1.830696416 -1.38325078
#> exo3 -0.1333778 0.2013979 -0.423605995 0.08041187
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001100349 0.000226514 0.0008178223 0.001440741
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02436772 0.009821915 -0.03742881 -0.01167459
#> Sigma[2,2] 3.61026434 0.847292887 2.94627783 5.09618715
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01970336 0.007331432 0.009333896 0.02908409
#> Sigma[3,2] -2.18678787 0.588738770 -3.214917666 -1.76453557
#> Sigma[3,3] 1.49934049 0.408029989 1.141625346 2.16996618
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003887687 0.001981178 0.0009717958 0.006194554
#> Sigma[4,2] 0.262201644 0.126907247 0.1150375878 0.433356744
#> Sigma[4,3] 0.053573581 0.082282548 -0.0533353140 0.183657132
#> Sigma[4,4] 0.280351217 0.053279144 0.2035453492 0.354807273
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95622194 0.02721518 0.922036524 0.99923667
#> lag1_var2 0.02428552 0.02473028 -0.010643677 0.06013516
#> lag1_var3 0.02796358 0.03793106 -0.026435899 0.08158420
#> lag1_var4 -0.02260298 0.03045623 -0.066937434 0.02075536
#> const 0.49479526 0.12552869 0.298391650 0.61422386
#> exo1 0.02920854 0.02653849 -0.007047948 0.06456496
#> exo2 -0.26973955 0.04369647 -0.343370461 -0.22588693
#> exo3 0.01933192 0.03472755 -0.030645425 0.06353900
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8208596 1.872645 -1.665341 3.287048
#> lag1_var2 1.0107901 1.470150 -0.703496 3.026931
#> lag1_var3 0.3970417 2.271776 -2.332103 3.349626
#> lag1_var4 -0.5408579 1.790446 -2.975683 1.484528
#> const -3.6686738 13.062288 -24.032277 9.542481
#> exo1 -1.1106728 1.917962 -3.832484 1.342500
#> exo2 9.6862586 1.374786 8.278247 12.076006
#> exo3 -2.5330146 2.102622 -5.000236 0.420694
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3356842 1.3148100 -1.3259544 2.0501408
#> lag1_var2 -0.4820624 1.0552504 -2.0302244 0.7381661
#> lag1_var3 -0.1038404 1.6158175 -2.3804133 1.8399761
#> lag1_var4 0.9522034 1.2628963 -0.4890946 2.7957793
#> const -1.1705582 7.9299169 -12.0041928 10.7323463
#> exo1 0.9949594 1.1978005 -0.5582351 2.6215969
#> exo2 -8.7059954 0.7981635 -9.8254139 -7.8288857
#> exo3 2.2352621 1.3241415 0.3808007 3.8361110
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0988296 0.4007616 0.5972347 1.73806112
#> lag1_var2 -0.4304228 0.2669653 -0.7445280 -0.04217614
#> lag1_var3 -0.8078067 0.4063794 -1.2644114 -0.22308301
#> lag1_var4 1.5392407 0.3181886 1.0856627 1.92143701
#> const -7.2024150 5.5510373 -13.4236105 1.97375033
#> exo1 0.3321929 0.4849327 -0.3366633 1.00004949
#> exo2 -2.6563819 0.4611102 -3.2182009 -2.08082285
#> exo3 0.7192794 0.6193071 -0.1665893 1.42608085
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008591243 0.0001737783 0.0006329501 0.00109492
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007896369 0.00265413 -0.01189697 -0.004256628
#> Sigma[2,2] 0.262891254 0.08068831 0.18860772 0.404749396
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006562668 0.00359439 0.002204357 0.01172569
#> Sigma[3,2] -0.196748349 0.11649992 -0.378043240 -0.08329075
#> Sigma[3,3] 0.809683136 0.31784390 0.587049306 1.35641884
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002513051 0.003928937 -0.002989895 0.008035984
#> Sigma[4,2] -0.057787500 0.102240739 -0.221338021 0.047561294
#> Sigma[4,3] 0.759703338 0.275858698 0.565105768 1.239015646
#> Sigma[4,4] 0.788541866 0.245761279 0.588558481 1.202067154
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94535730 0.01461356 0.922294525 0.96108553
#> lag1_var2 0.03224794 0.03368730 -0.021036667 0.07393738
#> lag1_var3 0.07487287 0.06118809 -0.020355702 0.15477951
#> lag1_var4 -0.06021338 0.06025021 -0.135571727 0.03417998
#> const 0.66187085 0.29791895 0.347627357 1.12378270
#> exo1 0.00615859 0.02445754 -0.025281846 0.03501382
#> exo2 -0.07344259 0.02712278 -0.112607905 -0.04344123
#> exo3 0.03505349 0.02597769 -0.009171571 0.05970304
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4508306 0.1996899 0.14027206 0.6579901
#> lag1_var2 0.1869404 0.4296038 -0.38401476 0.7679922
#> lag1_var3 -1.4102828 0.7563577 -2.38646838 -0.4099923
#> lag1_var4 1.2903875 0.7346899 0.28112663 2.2462775
#> const -4.6379397 4.4537553 -10.86454824 1.0465989
#> exo1 -0.4086238 0.6918422 -1.11603693 0.6596713
#> exo2 0.7272305 0.5293989 0.06016863 1.5296648
#> exo3 -0.2923594 0.4894772 -0.93949283 0.4061089
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5606352 0.5520745 -1.4648927 -0.01860414
#> lag1_var2 2.9120409 1.4135675 1.2662080 5.21330996
#> lag1_var3 5.9244158 2.4854124 3.1468109 10.09564739
#> lag1_var4 -5.0360631 2.4793097 -9.1815740 -2.27710562
#> const 18.4376232 13.6718689 4.1110736 39.37785856
#> exo1 0.2468736 0.8040649 -0.8773585 1.25125712
#> exo2 -1.8889760 1.0438870 -3.4517706 -0.65001769
#> exo3 -0.4662346 0.8166656 -1.5561799 0.70076990
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.348684263 0.5555352 -1.22887319 0.2145062
#> lag1_var2 2.944441469 1.3853502 1.49066124 5.1989487
#> lag1_var3 4.996393578 2.4479107 2.54656270 9.0965735
#> lag1_var4 -4.157037358 2.4372186 -8.22368428 -1.7370873
#> const 15.741608154 13.8592581 -0.08833884 35.7131645
#> exo1 0.007161565 0.8316822 -1.33447988 1.0014448
#> exo2 -1.576620815 0.9949277 -2.91746585 -0.1712108
#> exo3 -0.675564130 1.0009388 -2.04101729 0.6784261
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000519848 0.0001223408 0.0003562449 0.0007078041
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003209608 0.0008582761 -0.00458140 -0.002291694
#> Sigma[2,2] 0.044449391 0.0077138584 0.03374276 0.054830512
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001237336 0.001197779 -0.0005632975 0.002619691
#> Sigma[3,2] -0.039929915 0.008319707 -0.0512508867 -0.027410899
#> Sigma[3,3] 0.092322218 0.018441067 0.0664025754 0.116988351
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001049113 0.001451443 -0.003022878 0.0008362559
#> Sigma[4,2] -0.013152753 0.008527435 -0.021699737 0.0005008346
#> Sigma[4,3] 0.078496274 0.019016110 0.053895014 0.1049499350
#> Sigma[4,4] 0.082900339 0.020734638 0.056730385 0.1088926135
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95665541 0.01927228 0.9282409871 0.981969430
#> lag1_var2 0.03008790 0.02648851 0.0005803414 0.073614071
#> lag1_var3 0.05892937 0.04982361 0.0004884727 0.140670160
#> lag1_var4 -0.05054267 0.04364561 -0.1218673761 0.001394805
#> const 0.53990330 0.24679711 0.1307541491 0.759843477
#> exo1 0.01055645 0.01771914 -0.0118830596 0.030335976
#> exo2 -0.05258039 0.02064093 -0.0770242635 -0.022712575
#> exo3 0.02421450 0.02518486 -0.0079011791 0.062720741
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.26579912 0.2201810 -0.07073507 0.5250396
#> lag1_var2 0.63960651 0.2516259 0.32398401 0.9871715
#> lag1_var3 0.20877546 0.4244368 -0.37954008 0.8131972
#> lag1_var4 -0.17837125 0.3771417 -0.71960030 0.3395205
#> const 0.35361132 2.7026037 -3.29936515 4.2899703
#> exo1 -0.01790161 0.1390932 -0.17033088 0.2075136
#> exo2 1.57360477 0.1896289 1.34635216 1.8330149
#> exo3 0.65181389 0.2870054 0.35748239 1.0399031
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53196400 0.4064182 -1.1783023 -0.08616018
#> lag1_var2 0.58670578 0.4886200 0.1283771 1.41360077
#> lag1_var3 1.04583081 0.7348755 0.1808547 2.16672760
#> lag1_var4 -0.06611717 0.6555827 -1.0653089 0.70283131
#> const 3.55902409 4.3855470 -2.2396380 10.01490679
#> exo1 -0.13271734 0.2838584 -0.5533695 0.20276911
#> exo2 -1.55525787 0.2914997 -1.9324894 -1.18598197
#> exo3 -0.54446919 0.4240735 -1.0724725 0.03969852
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4575580 0.4256240 -1.1191350 -0.03830971
#> lag1_var2 0.6162987 0.5325005 0.1132579 1.48532307
#> lag1_var3 0.5107932 0.7915757 -0.3073764 1.73095983
#> lag1_var4 0.5331923 0.6989463 -0.5449715 1.24913380
#> const 2.1756831 3.8743142 -3.0259970 7.78587564
#> exo1 -0.1737895 0.2994760 -0.5840300 0.25878747
#> exo2 -0.6535757 0.2945590 -0.9907599 -0.20746613
#> exo3 -0.1716332 0.3657806 -0.6020662 0.38593624
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001849184 0.0005162676 0.001223209 0.002647114
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07426684 0.03014407 -0.1075666 -0.02950135
#> Sigma[2,2] 7.51671133 2.72481766 4.4857163 11.52242236
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03754575 0.01845762 0.01168227 0.06155029
#> Sigma[3,2] -4.38015201 1.92128256 -7.31273983 -2.42370276
#> Sigma[3,3] 3.07671934 1.44575715 1.74216883 5.34751068
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006040493 0.005874117 -0.01446368 0.001558228
#> Sigma[4,2] 0.178762654 0.395465159 -0.43996480 0.626502330
#> Sigma[4,3] 0.462748906 0.340820754 0.16513472 1.054724090
#> Sigma[4,4] 0.632464633 0.174571619 0.44715383 0.922631881
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9698489773 0.01049753 0.95538412 0.98328291
#> lag1_var2 0.0463211073 0.01836984 0.02241057 0.07136918
#> lag1_var3 0.0695047701 0.03147962 0.02727460 0.11183249
#> lag1_var4 -0.0669000141 0.02865024 -0.10341024 -0.02802531
#> const 0.5523294139 0.23711496 0.24031980 0.88739052
#> exo1 0.0006238834 0.04620662 -0.06081352 0.06797424
#> exo2 0.0354190266 0.04242144 -0.02172907 0.09045259
#> exo3 0.0644754340 0.04008188 0.01218824 0.11548197
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8284197 0.8280863 -2.1969158 0.1424963
#> lag1_var2 1.0733266 1.0949553 -0.4462577 2.5452097
#> lag1_var3 0.6575329 1.8180286 -1.8175873 3.1218897
#> lag1_var4 -0.4461911 1.6239899 -2.6659687 1.7412808
#> const 10.8829404 20.9552224 -15.2081935 38.5717088
#> exo1 1.5480223 2.9018460 -2.4352176 5.5015932
#> exo2 -0.8004185 1.9829815 -3.0240735 2.3108623
#> exo3 -2.6602584 3.1608236 -7.2460490 1.1057330
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05050414 0.5663661 0.3027016 1.7600891
#> lag1_var2 -0.41945258 0.8197297 -1.2509865 0.8483141
#> lag1_var3 0.06584514 1.3714240 -1.3385231 2.2289368
#> lag1_var4 0.68724561 1.2593500 -1.3612760 1.9552122
#> const -12.22914791 15.7728905 -31.5276146 10.1967393
#> exo1 -1.26474724 1.5455765 -2.8632772 1.0609728
#> exo2 0.44126102 1.3296400 -1.5290979 1.9991213
#> exo3 1.22787049 1.8508817 -1.2728477 3.7327008
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50811575 0.3479126 -0.01091691 0.9209810
#> lag1_var2 -0.08282487 0.5492898 -0.59846046 0.8621198
#> lag1_var3 -0.03573052 0.8813487 -0.84924952 1.4653450
#> lag1_var4 0.95622368 0.8183645 -0.44363875 1.7012051
#> const -6.94012941 5.1255390 -12.84149104 0.7245626
#> exo1 -0.38914772 0.8029362 -1.15891046 0.8374405
#> exo2 -0.05141414 0.6178291 -0.98050914 0.6454998
#> exo3 -0.43904804 0.6312246 -1.34218612 0.3187529
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004480754 0.0001056704 0.0003346662 0.000608382
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001437921 0.00229967 -0.00445719 0.00216428
#> Sigma[2,2] 0.298534104 0.09295022 0.19827124 0.44480556
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002926514 0.002499335 -0.006903506 -0.0001972719
#> Sigma[3,2] -0.047554145 0.062901879 -0.129668574 0.0225158097
#> Sigma[3,3] 0.523318018 0.134579356 0.362360023 0.7116005017
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00394461 0.001898547 -0.00709974 -0.00203833
#> Sigma[4,2] 0.12381455 0.107604726 -0.01878651 0.27538391
#> Sigma[4,3] 0.51912366 0.153155551 0.33135833 0.73572570
#> Sigma[4,4] 0.61484702 0.201155385 0.38834342 0.93118669
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00569228 0.02407873 0.97077128 1.035030981
#> lag1_var2 -0.01111240 0.05442823 -0.09430252 0.045924607
#> lag1_var3 -0.03013383 0.09551432 -0.17432089 0.076686636
#> lag1_var4 0.02393595 0.09033123 -0.07415771 0.161155442
#> const 0.21208151 0.29373028 -0.20436118 0.603782377
#> exo1 -0.03220011 0.01680722 -0.05176443 -0.007395611
#> exo2 -0.02732149 0.01622298 -0.05187195 -0.008208339
#> exo3 0.05086175 0.01645674 0.02896201 0.074993294
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3682182 0.5533523 -1.04073769 0.3180344
#> lag1_var2 1.3023242 0.9706281 0.03595188 2.6425033
#> lag1_var3 1.1291402 1.7355142 -1.07219055 3.5210090
#> lag1_var4 -0.9567007 1.6108773 -3.18612796 1.1193463
#> const 0.9418124 6.7407126 -7.79927873 8.5784573
#> exo1 0.7519150 0.4713089 0.24933178 1.5083209
#> exo2 1.1184898 0.5129071 0.59491217 1.9515358
#> exo3 -1.1127739 0.4737863 -1.60034351 -0.3263702
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3511195 0.6376955 0.4960615 2.2051606
#> lag1_var2 -2.7045088 1.3648790 -4.9421979 -1.1916767
#> lag1_var3 -3.9359323 2.5343176 -8.1274466 -1.2834161
#> lag1_var4 4.5921879 2.3684196 2.0650426 8.5124523
#> const -14.1827697 7.4218781 -22.4892553 -3.6661261
#> exo1 -0.2473484 0.4141356 -0.6351995 0.3943251
#> exo2 -0.5276781 0.5486676 -1.3039890 0.1701452
#> exo3 1.6289010 0.7911421 0.6367766 2.6834760
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1838303 0.8025584 -0.004456994 2.2265836
#> lag1_var2 -2.3216720 1.6208811 -4.971808606 -0.4641471
#> lag1_var3 -3.9129235 2.9496673 -8.816443762 -0.7662671
#> lag1_var4 4.6812711 2.7617465 1.675281902 9.2723791
#> const -15.4321297 9.9569266 -26.950855201 -0.2211010
#> exo1 0.1749579 0.4442622 -0.464148486 0.7448607
#> exo2 0.1640361 0.7107581 -0.730014906 1.2157835
#> exo3 1.0210628 0.8719677 -0.231049751 2.0467320
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002214248 0.0006029449 0.001676193 0.003053896
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1051106 0.03042315 -0.1531802 -0.0750564
#> Sigma[2,2] 6.3786063 1.68372262 4.5119112 9.0843859
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.070499 0.01688471 0.05409925 0.09652539
#> Sigma[3,2] -4.176453 0.96090894 -5.61917058 -3.05520878
#> Sigma[3,3] 3.128621 0.62054222 2.38461283 3.92591303
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00813736 0.009055499 -0.007266234 0.01733591
#> Sigma[4,2] -0.37927279 0.371560999 -0.840854341 0.17797426
#> Sigma[4,3] 0.69378672 0.200437519 0.489046334 0.99940138
#> Sigma[4,4] 0.52723466 0.106764224 0.393132108 0.68939291
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.048089358 0.02470631 1.01183263 1.073738066
#> lag1_var2 0.020729410 0.02983364 -0.01426745 0.065347355
#> lag1_var3 0.030827175 0.05244653 -0.02933625 0.111189895
#> lag1_var4 -0.054262642 0.05072479 -0.12894720 0.004991025
#> const 0.244747411 0.33449338 -0.11963401 0.736052317
#> exo1 -0.009247615 0.03609938 -0.06172653 0.037885279
#> exo2 -0.013540826 0.05490907 -0.10284830 0.049509148
#> exo3 0.046806183 0.05091240 -0.01382370 0.117314082
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -5.1348026 1.764551 -7.583841 -2.9001864
#> lag1_var2 4.0945771 1.724613 1.755833 6.3655980
#> lag1_var3 5.8371333 2.979407 1.617745 9.7031046
#> lag1_var4 -4.3289600 2.692611 -7.887711 -0.4738192
#> const 37.0229538 17.574519 13.924775 59.2992517
#> exo1 -0.5529453 1.818908 -2.698555 2.3022318
#> exo2 -1.5115819 3.293926 -6.080992 3.0963886
#> exo3 -0.2161100 2.982429 -4.624432 3.2771265
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.7608118 1.0963216 2.128858 4.901963
#> lag1_var2 -2.3754362 0.6607623 -3.332704 -1.621280
#> lag1_var3 -3.2873217 1.1484437 -4.887920 -1.876681
#> lag1_var4 3.1196528 1.0066041 1.891196 4.451645
#> const -22.0412275 11.4725798 -35.423477 -6.881114
#> exo1 1.1729245 1.6355377 -1.181173 3.260598
#> exo2 0.9372423 2.1730905 -1.864861 3.905879
#> exo3 -1.3974466 2.1461379 -3.783718 1.396864
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.77546567 0.6089692 -0.01552657 1.7075450
#> lag1_var2 -0.36239387 0.6569722 -1.32713888 0.4602131
#> lag1_var3 -0.51631700 1.1403296 -2.19829077 0.8958290
#> lag1_var4 1.25345499 0.9846282 0.03232967 2.6847206
#> const -2.05594790 5.9594929 -10.79954824 5.5586153
#> exo1 0.93549780 0.6531865 0.21848764 1.9213750
#> exo2 0.06139082 0.7916464 -1.14313334 0.7533946
#> exo3 -1.65016551 0.7489913 -2.70284775 -0.7388554
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.018718 0.002758438 0.01496157 0.02199157
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02935817 0.01631566 -0.05182861 -0.004233927
#> Sigma[2,2] 0.33542996 0.06629102 0.24046617 0.405108679
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04360886 0.01906363 0.01350873 0.06482435
#> Sigma[3,2] -0.29097465 0.09881201 -0.42699645 -0.17647058
#> Sigma[3,3] 0.82620522 0.15518284 0.63376612 1.06501495
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02524900 0.01121677 0.008073397 0.03778953
#> Sigma[4,2] -0.07426479 0.08704733 -0.185084031 0.04596054
#> Sigma[4,3] 0.66235363 0.13100087 0.536579376 0.87780525
#> Sigma[4,4] 0.63998974 0.12087139 0.514428192 0.85033803
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03820871 0.06828533 0.95893148 1.1385421
#> lag1_var2 -0.06132631 0.21831449 -0.36180553 0.2186315
#> lag1_var3 -0.12612899 0.33427023 -0.58564337 0.2863744
#> lag1_var4 0.11159089 0.32535808 -0.29267735 0.5621272
#> const 0.03658281 0.99945653 -1.39098642 1.1850520
#> exo1 -0.06520766 0.14288339 -0.24357158 0.1448266
#> exo2 -0.73195097 0.09195017 -0.85760688 -0.6075373
#> exo3 0.18588121 0.14998702 -0.03014519 0.3486793
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.16967614 0.3822886 -1.7065791 -0.6420295
#> lag1_var2 2.84303632 0.8294077 1.5283566 3.8187159
#> lag1_var3 3.13056538 1.2641020 1.1132546 4.6128139
#> lag1_var4 -2.89667883 1.1789932 -4.2407131 -1.0019779
#> const 13.19768386 3.2305160 8.4709864 16.9644200
#> exo1 0.06020184 0.6323096 -0.6517673 1.0073294
#> exo2 0.41556868 0.7748708 -0.8053483 1.1736869
#> exo3 -0.56755156 0.4814814 -1.3833259 -0.0737902
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8052752 0.7551760 0.9130304 2.9724424
#> lag1_var2 -2.7375180 1.7176786 -4.9537484 -0.1900250
#> lag1_var3 -3.2188978 2.7249054 -6.7491115 0.8224519
#> lag1_var4 3.7244183 2.5979899 -0.1926719 7.0315372
#> const -10.2378058 9.2234052 -24.3511268 0.1805627
#> exo1 0.7862578 0.7129395 -0.4727619 1.4651597
#> exo2 -1.9405806 1.2167666 -3.7017346 -0.3969107
#> exo3 1.0031082 1.0478318 -0.3783810 2.1528870
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0680906 0.7164714 0.20961915 2.1355553
#> lag1_var2 -1.1687101 1.6203461 -3.45800955 1.2089043
#> lag1_var3 -1.6006468 2.5848803 -5.21848001 2.1624155
#> lag1_var4 2.2636290 2.4632659 -1.38309974 5.6553022
#> const -2.5274161 8.4826445 -14.42107956 7.2137974
#> exo1 0.8653707 0.5386349 0.02155677 1.4149255
#> exo2 -1.6906808 0.9388481 -3.18403786 -0.6033134
#> exo3 0.6526686 0.9103682 -0.52094798 1.7920558
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001158735 0.0003693241 0.0008215861 0.001764107
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007700308 0.003086918 -0.01311013 -0.004622356
#> Sigma[2,2] 0.220604765 0.044810274 0.16341884 0.280293352
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007717991 0.00159136 -0.001239863 0.0030327266
#> Sigma[3,2] -0.0429798748 0.02891972 -0.080033488 -0.0005574846
#> Sigma[3,3] 0.0993538818 0.02025511 0.068837660 0.1211775256
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003678092 0.00103817 -0.004914252 -0.002141951
#> Sigma[4,2] 0.076801591 0.02620058 0.043073436 0.117930002
#> Sigma[4,3] 0.085623527 0.03391752 0.049459766 0.134546627
#> Sigma[4,4] 0.138142977 0.04938591 0.095833900 0.216117246
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019940718 0.03380236 0.970251401 1.06522108
#> lag1_var2 -0.058717628 0.05619982 -0.139374637 0.01528164
#> lag1_var3 -0.116974806 0.11532526 -0.282417368 0.03440635
#> lag1_var4 0.109409836 0.10704658 -0.030830891 0.26331578
#> const -0.086849819 0.50283202 -0.699447591 0.64063006
#> exo1 -0.002206026 0.04240217 -0.041983620 0.06224550
#> exo2 -0.112792064 0.04419370 -0.165567444 -0.04755192
#> exo3 0.054539620 0.03381121 0.005220127 0.09600926
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68859281 0.4780916 -1.1868923 0.03388571
#> lag1_var2 1.99435258 0.9682665 0.5107341 3.05942380
#> lag1_var3 2.19872003 1.9937195 -0.8544658 4.28690748
#> lag1_var4 -1.99849068 1.8473973 -3.9337974 0.83393893
#> const 8.26627428 6.4651204 0.2604327 16.98804884
#> exo1 0.07627825 0.4585074 -0.5472022 0.69278406
#> exo2 2.54892573 0.7640409 1.3482269 3.33120699
#> exo3 -0.51983570 0.5335031 -1.4866660 -0.04427170
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03122544 0.3186253 -0.34453846 0.5182308
#> lag1_var2 -0.22783351 0.5531840 -0.99358641 0.5149213
#> lag1_var3 0.35864620 1.1097568 -1.19598692 1.7873567
#> lag1_var4 0.57354451 1.0401554 -0.78893053 2.0265403
#> const 1.46375583 4.9141776 -5.36015477 7.2978714
#> exo1 0.26687831 0.2528378 -0.01270759 0.6682769
#> exo2 -2.03175921 0.3728448 -2.49074410 -1.4420099
#> exo3 0.98490149 0.3794142 0.44064176 1.4787158
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37504766 0.4441282 -0.91837486 0.2728513
#> lag1_var2 0.56764856 0.7427885 -0.39041098 1.5575088
#> lag1_var3 1.03720227 1.4936476 -0.89977366 3.0054230
#> lag1_var4 0.04292231 1.3969678 -1.83005894 1.8548143
#> const 4.65380397 6.7030086 -5.40156651 13.4273984
#> exo1 0.33940038 0.2224986 0.01719372 0.5661389
#> exo2 -0.94326612 0.4965321 -1.42220101 -0.1320529
#> exo3 0.77478668 0.4181793 0.09325029 1.2465390
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005731419 0.001447455 0.003929317 0.007839142
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04276772 0.01443474 -0.0660993 -0.02782558
#> Sigma[2,2] 1.04354341 0.27582117 0.7449742 1.48065564
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03355163 0.008601463 0.02301571 0.04638887
#> Sigma[3,2] -0.86639778 0.256383985 -1.24613054 -0.52559499
#> Sigma[3,3] 1.92536241 0.370586582 1.50767794 2.46934963
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007440701 0.005890007 0.002145324 0.017554656
#> Sigma[4,2] -0.241290158 0.193927018 -0.512316862 0.004251712
#> Sigma[4,3] 1.447964934 0.286575671 1.111118660 1.871642946
#> Sigma[4,4] 1.347813152 0.220023632 1.065133933 1.643158160
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93434916 0.04014606 0.88731406 0.98856256
#> lag1_var2 0.11475560 0.09474115 -0.03503968 0.21836567
#> lag1_var3 0.19456700 0.16112295 -0.06653638 0.36485323
#> lag1_var4 -0.18797595 0.15785844 -0.35327889 0.06820118
#> const 1.08198902 0.75498733 0.08797089 1.97797447
#> exo1 0.05554721 0.05897272 -0.02333073 0.13329069
#> exo2 -0.10964680 0.07967553 -0.23857377 -0.02025847
#> exo3 0.08662019 0.07001770 0.02703577 0.20327045
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31991904 0.5801500 -0.5874049 1.0155509
#> lag1_var2 0.01602439 1.4567981 -1.4801181 2.3790331
#> lag1_var3 -1.52180888 2.5137487 -4.0987450 2.5149990
#> lag1_var4 1.46897650 2.4827163 -2.5156914 4.0153517
#> const -3.47771615 11.2901963 -14.3866754 13.9750570
#> exo1 -1.18192767 0.7348022 -2.2880744 -0.4626163
#> exo2 -0.58438164 1.0376770 -2.1694900 0.6086922
#> exo3 0.37589197 1.6344506 -2.1525472 2.4739100
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8408974 0.5839052 0.24638229 1.7890545
#> lag1_var2 -2.0000057 1.2464414 -3.31260291 -0.2654961
#> lag1_var3 -2.0934539 2.1909399 -4.27933705 0.9076674
#> lag1_var4 2.9127635 2.1641992 -0.09873967 5.0755530
#> const -6.9711240 12.2499565 -27.66269243 5.8828045
#> exo1 0.7926010 1.2116471 -1.15355071 2.1718440
#> exo2 0.7887681 0.9772041 -0.46575688 2.0186062
#> exo3 1.9953152 1.8723551 -0.67657086 3.7650416
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1300600 0.5268958 0.42301894 1.8988396
#> lag1_var2 -2.4438102 1.3169520 -4.30264825 -0.8160553
#> lag1_var3 -3.7553464 2.3047250 -7.04746296 -0.8545338
#> lag1_var4 4.5434541 2.2536977 1.68160134 7.7530515
#> const -11.2547964 9.1987009 -24.26966743 0.5416871
#> exo1 0.1062951 1.1339811 -1.60971948 1.5101699
#> exo2 0.3895607 0.7336695 -0.65955914 1.3971044
#> exo3 2.1672709 1.5659948 -0.07713879 3.7906850
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001251777 0.0002631526 0.0009039859 0.001645279
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005988701 0.005921562 -0.01458836 0.001118895
#> Sigma[2,2] 0.347234296 0.120266021 0.22188582 0.541671537
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005291935 0.00536066 -0.001273136 0.01285314
#> Sigma[3,2] -0.306522276 0.10896790 -0.478958948 -0.19252079
#> Sigma[3,3] 0.281044540 0.09938580 0.177712400 0.43461813
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.537091e-05 0.0006756964 -0.0007787296 0.000993151
#> Sigma[4,2] -7.319382e-03 0.0118774101 -0.0280647254 0.005384456
#> Sigma[4,3] 1.709419e-02 0.0116966023 0.0055387884 0.037714430
#> Sigma[4,4] 1.111125e-02 0.0024167931 0.0082872389 0.014555815
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96211684 0.03522833 0.90419813 0.99726181
#> lag1_var2 0.07973340 0.06821298 0.01479717 0.19212180
#> lag1_var3 0.10140800 0.08287108 0.02229455 0.23766281
#> lag1_var4 -0.09962825 0.08243749 -0.23534756 -0.01903135
#> const 0.77049751 0.56991811 0.11508392 1.71464898
#> exo1 0.02992489 0.03492166 -0.02416094 0.06557420
#> exo2 -0.08706859 0.03255414 -0.13174500 -0.04590939
#> exo3 0.01044353 0.03119706 -0.02386257 0.06309144
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14304870 0.5342793 -0.50099816 0.9784134
#> lag1_var2 0.85560403 1.7334623 -1.66805817 3.0878585
#> lag1_var3 -0.11621714 2.0241900 -3.01349006 2.4599507
#> lag1_var4 0.06141163 2.0075125 -2.49398119 2.9489402
#> const 1.54979708 9.0195387 -11.53666882 13.0284597
#> exo1 0.31758910 0.4823872 -0.36085596 0.9142719
#> exo2 0.63842898 0.4597994 0.03899247 1.3144747
#> exo3 0.38435715 0.5998300 -0.48590057 1.1660537
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02967056 0.4575598 -0.6932930 0.5038787
#> lag1_var2 0.12687576 1.5152710 -1.7979682 2.3743618
#> lag1_var3 1.05477008 1.7722991 -1.1559258 3.7218862
#> lag1_var4 -0.06106102 1.7586696 -2.6910078 2.1304251
#> const 0.95038544 8.1941088 -9.9669667 12.8230601
#> exo1 -0.26491504 0.4647572 -0.7979443 0.4310027
#> exo2 -1.33684085 0.3928813 -1.9468706 -0.8357998
#> exo3 -0.13534909 0.5344155 -0.8659903 0.6149772
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09627833 0.07324471 -0.01377815 0.1914242
#> lag1_var2 0.47294670 0.13834900 0.30496164 0.6805907
#> lag1_var3 0.49855585 0.17309667 0.29211255 0.7665751
#> lag1_var4 0.46169973 0.16785850 0.20983155 0.6676336
#> const 1.03251820 1.12086617 -0.47989857 2.5917525
#> exo1 0.01040503 0.09607491 -0.11475521 0.1328571
#> exo2 -0.83219104 0.04867184 -0.89976770 -0.7722772
#> exo3 0.19858974 0.09069980 0.08656340 0.3092538
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003484767 0.0008359852 0.002332815 0.004538689
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007320239 0.004093152 -0.01318159 -0.001231122
#> Sigma[2,2] 0.280345495 0.049696572 0.24045263 0.366828775
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01378984 0.007130163 0.003657595 0.02396109
#> Sigma[3,2] -0.32202084 0.046022545 -0.401521732 -0.28383220
#> Sigma[3,3] 0.49423965 0.042891991 0.436547694 0.55452166
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01052071 0.005367491 0.003205405 0.01802492
#> Sigma[4,2] -0.18889725 0.023901238 -0.228241140 -0.16468165
#> Sigma[4,3] 0.34443084 0.027894322 0.304973952 0.38132344
#> Sigma[4,4] 0.25832588 0.024853196 0.229424081 0.29785632
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99996550 0.04433766 0.95846809 1.07063219
#> lag1_var2 -0.05913516 0.07576187 -0.17425638 0.01947305
#> lag1_var3 -0.10680460 0.13892230 -0.31529366 0.04212052
#> lag1_var4 0.10456070 0.12613585 -0.03208264 0.29285150
#> const 0.18513012 0.36848056 -0.31231311 0.72823851
#> exo1 0.06323725 0.05441155 0.01274595 0.14547508
#> exo2 -0.46291639 0.06504082 -0.52840023 -0.36750532
#> exo3 0.22159308 0.06368154 0.16205124 0.32033385
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3798124 0.5600503 -2.27019491 -0.7048172
#> lag1_var2 3.5600188 0.8433359 2.64480445 4.9836186
#> lag1_var3 4.7297688 1.5257886 3.07304888 7.2987995
#> lag1_var4 -4.4439106 1.4097430 -6.83058332 -2.9491196
#> const 14.5804324 5.9292101 6.65571806 23.7081864
#> exo1 0.2065163 0.5827132 -0.53653068 1.0105637
#> exo2 1.0218367 0.6351997 0.08723749 1.9067407
#> exo3 -0.3311125 0.5176717 -0.98287207 0.2598546
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8801117 0.6960815 1.0786912 3.0202514
#> lag1_var2 -3.6352901 1.0871278 -5.3913619 -2.3292387
#> lag1_var3 -5.6498953 1.9690071 -8.8147511 -3.2704938
#> lag1_var4 6.2854940 1.8336455 4.0978248 9.2378977
#> const -20.4783625 8.0739143 -33.1253596 -10.7148027
#> exo1 -0.2393586 0.7470229 -1.2953539 0.8318791
#> exo2 -5.2177718 0.5263789 -5.8224176 -4.3927412
#> exo3 1.2064354 0.8183883 0.3034392 2.3956298
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2605975 0.4504577 0.7423586 1.9749475
#> lag1_var2 -2.1862082 0.7209515 -3.2623227 -1.2633152
#> lag1_var3 -3.9581696 1.3087898 -5.8969768 -2.2748042
#> lag1_var4 4.7442080 1.2242928 3.1839331 6.5576793
#> const -15.0453119 5.4245349 -23.3476746 -8.7261538
#> exo1 -0.1589676 0.4972017 -0.8172937 0.5821255
#> exo2 -4.8159520 0.4197568 -5.3575951 -4.3160243
#> exo3 1.1091860 0.5929237 0.4774080 2.0209716
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008798182 0.0003553254 0.0005246229 0.001457177
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532605 0.007059714 -0.02636629 -0.007243073
#> Sigma[2,2] 0.50206303 0.116415026 0.34845875 0.656099010
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01332152 0.00654821 0.006648754 0.02364868
#> Sigma[3,2] -0.33907983 0.13783681 -0.541001822 -0.19082344
#> Sigma[3,3] 0.42270032 0.14235411 0.256488719 0.64057727
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004303228 0.003001783 -2.260787e-05 0.008205674
#> Sigma[4,2] -0.040760267 0.084978944 -1.594224e-01 0.066233088
#> Sigma[4,3] 0.228781785 0.071158846 1.357993e-01 0.330221472
#> Sigma[4,4] 0.212466834 0.039318139 1.556963e-01 0.265035012
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99214907 0.03315777 0.95495190 1.03223733
#> lag1_var2 0.02710446 0.07433389 -0.07151448 0.13967668
#> lag1_var3 0.03474314 0.12720683 -0.12494756 0.23195970
#> lag1_var4 -0.03505037 0.12331998 -0.22598745 0.12218172
#> const 0.23158638 0.47223595 -0.45949610 0.80786475
#> exo1 -0.02594916 0.02820817 -0.05590769 0.01538408
#> exo2 -0.09701584 0.01711291 -0.11985758 -0.07617123
#> exo3 0.01924451 0.04291542 -0.03770491 0.07453864
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32516264 0.9115859 -1.5193843 0.8268803
#> lag1_var2 1.03719566 2.1167064 -1.0700689 4.0796171
#> lag1_var3 0.47743935 3.5311759 -2.9889798 5.5433576
#> lag1_var4 -0.44429231 3.4006853 -5.2151267 2.9337066
#> const 7.99541041 11.3207557 -7.6673184 23.1722032
#> exo1 0.53994657 0.7102231 -0.5714113 1.1637928
#> exo2 0.66267146 0.4965579 0.1431907 1.5166890
#> exo3 0.01254546 0.9831434 -1.6437829 1.0891128
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.179868112 0.7772196 0.1209748 2.2871532
#> lag1_var2 -0.238898198 1.6402654 -2.7514947 1.5445169
#> lag1_var3 -0.003818975 2.8507097 -4.2858431 3.1365668
#> lag1_var4 0.532823916 2.7308709 -2.5528132 4.5607628
#> const -5.669249282 8.8426976 -18.3176825 4.2729539
#> exo1 -0.462340940 0.8007855 -1.3941160 0.7033346
#> exo2 -4.462909162 0.3209205 -4.8513488 -4.0430177
#> exo3 1.314731399 1.1254370 -0.2400296 2.8546093
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0229282 0.5323473 0.4202058 1.7759674
#> lag1_var2 0.1057619 1.2158951 -1.6470005 1.3174798
#> lag1_var3 -0.1944691 2.1054308 -3.2640079 1.8905829
#> lag1_var4 0.7478160 1.9717753 -1.2866371 3.6292288
#> const -2.2224607 6.1356420 -12.1071480 3.7581863
#> exo1 -0.1468510 0.4823404 -0.8749225 0.4420777
#> exo2 -4.2460931 0.2844877 -4.6466168 -3.8654337
#> exo3 1.3880155 0.6677698 0.3205734 2.2371114
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006330203 6.98145e-05 0.0005535596 0.0007370809
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008963215 0.005332866 -0.01485171 -0.001717397
#> Sigma[2,2] 2.854371015 0.545201672 2.11967555 3.612543504
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004527142 0.003701251 0.0006858731 0.009150632
#> Sigma[3,2] -1.519116264 0.339121729 -2.0145899301 -1.058805884
#> Sigma[3,3] 0.989544230 0.226521409 0.7025287094 1.314451175
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008121213 0.002312682 -0.00409427 0.002086895
#> Sigma[4,2] 0.0858014962 0.110795733 -0.10581522 0.204436416
#> Sigma[4,3] 0.2065407149 0.086472759 0.12016129 0.352510879
#> Sigma[4,4] 0.3581022941 0.053040217 0.28232388 0.432255867
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04966406 0.013437141 1.031212908 1.06885423
#> lag1_var2 -0.02261126 0.006917805 -0.030598301 -0.01132753
#> lag1_var3 -0.04619316 0.012824982 -0.062344033 -0.02592192
#> lag1_var4 0.02185725 0.011229565 0.004260804 0.03572266
#> const 0.13520101 0.180096282 -0.109985870 0.37412945
#> exo1 0.01043278 0.024073397 -0.028007132 0.04209273
#> exo2 -0.04056480 0.022662338 -0.066924129 -0.00269944
#> exo3 0.04324544 0.018617788 0.019569750 0.06980746
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.74953189 1.200975 -5.131483 -1.98654585
#> lag1_var2 2.92468582 1.189989 1.372084 4.40425714
#> lag1_var3 3.64081830 2.186391 0.787057 6.43550840
#> lag1_var4 -2.26018081 1.697672 -4.313534 -0.06861299
#> const 11.69642083 12.293276 -3.427654 29.49350726
#> exo1 0.05144084 1.636078 -1.890655 2.16646099
#> exo2 0.11441350 1.778619 -2.301890 2.59528211
#> exo3 -0.01839726 1.601129 -2.510390 1.76914596
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1749511 0.6820635 1.1670071 2.9308121
#> lag1_var2 -1.0340493 0.6577641 -1.9090831 -0.1288630
#> lag1_var3 -0.9651312 1.1995338 -2.5107042 0.7031238
#> lag1_var4 1.1285165 0.9485931 -0.1896966 2.2951483
#> const -5.0195884 7.0343570 -14.8181857 4.7475128
#> exo1 0.1884600 0.9384671 -1.1951474 1.2637602
#> exo2 -0.4744042 0.9750083 -1.9700323 0.7021055
#> exo3 -0.1721124 0.7983935 -1.4343596 0.7456155
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1443405 0.4421844 -0.5693278 0.68443361
#> lag1_var2 0.1984516 0.4356215 -0.4766862 0.74805629
#> lag1_var3 0.3701187 0.8072838 -0.8711808 1.39149766
#> lag1_var4 0.5887938 0.6614089 -0.2274742 1.65529772
#> const -1.0779367 4.5448447 -7.8554152 3.52583088
#> exo1 0.3801206 0.5306627 -0.5421083 0.89709989
#> exo2 -0.5882588 0.4226435 -1.1549242 -0.06919289
#> exo3 -0.3295658 0.6175623 -1.2133724 0.32036132
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001134647 0.0004848849 0.0007163694 0.001928661
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001463471 0.001208264 -0.003321162 -0.0006094262
#> Sigma[2,2] 0.026912929 0.004468651 0.021946728 0.0336285818
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001581391 0.001029598 0.0007032651 0.003261338
#> Sigma[3,2] -0.020489738 0.011748474 -0.0391607066 -0.007990680
#> Sigma[3,3] 0.092405234 0.034636210 0.0540014745 0.146708739
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005480545 0.001236947 -0.001067897 0.002342584
#> Sigma[4,2] -0.0020606142 0.010787407 -0.017032664 0.011205460
#> Sigma[4,3] 0.0793465380 0.028334192 0.047498251 0.124119169
#> Sigma[4,4] 0.0789607382 0.022607977 0.053609567 0.114321500
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00337878 0.01382581 0.98470418 1.02411783
#> lag1_var2 -0.03145907 0.08695745 -0.12395130 0.10546992
#> lag1_var3 -0.05415082 0.15151572 -0.24016856 0.16118585
#> lag1_var4 0.05195507 0.15560100 -0.16887297 0.24350218
#> const 0.11070308 0.56270299 -0.64693041 0.87408038
#> exo1 0.00231675 0.03442426 -0.04168300 0.05412377
#> exo2 -0.05300808 0.02330015 -0.08040471 -0.01880852
#> exo3 -0.02373312 0.05706052 -0.11121441 0.05114565
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24417253 0.07209686 0.1502631 0.3306872
#> lag1_var2 1.43293687 0.27656922 1.1148999 1.8728476
#> lag1_var3 1.35528438 0.42987817 0.8893810 2.0183365
#> lag1_var4 -1.49353507 0.43913809 -2.1774752 -1.0247433
#> const 4.90721197 1.56871798 2.7520418 6.8232385
#> exo1 0.01775506 0.15112822 -0.2251489 0.1950974
#> exo2 0.86978585 0.19244170 0.5553333 1.0621359
#> exo3 -0.96629064 0.24098976 -1.3164724 -0.6513588
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39701615 0.1737667 -0.63278522 -0.2018442
#> lag1_var2 0.58827720 0.7394542 -0.24184651 1.7640925
#> lag1_var3 1.10458354 1.1495138 -0.16975987 2.9285565
#> lag1_var4 -0.03587361 1.1706172 -1.89110165 1.2695488
#> const 3.37429486 4.1877234 -0.28222662 9.7424939
#> exo1 0.10011268 0.2058979 -0.13019473 0.4164231
#> exo2 -1.99884999 0.2405017 -2.30138446 -1.6320002
#> exo3 0.33742725 0.3253152 -0.06120006 0.8549626
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2313645 0.1600864 -0.44696512 -0.02477182
#> lag1_var2 1.3169611 0.7282878 0.51515134 2.40053749
#> lag1_var3 1.6508476 1.0931555 0.45238638 3.23745047
#> lag1_var4 -0.6621450 1.1084442 -2.27618796 0.53184228
#> const 5.7410714 4.1389120 1.79016323 11.65866354
#> exo1 0.1137669 0.1849823 -0.06922537 0.42418380
#> exo2 -1.4655972 0.1730715 -1.65428540 -1.18115695
#> exo3 -0.3140595 0.2683135 -0.60740950 0.07675323
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009043865 0.0001627106 0.0007368065 0.00117198
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001921268 0.001427567 -0.003924744 -0.0003865412
#> Sigma[2,2] 0.078998392 0.015430737 0.062883435 0.1016712569
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0006229791 0.002233985 -0.003416069 0.002675034
#> Sigma[3,2] -0.0844929187 0.019648396 -0.115833687 -0.067437685
#> Sigma[3,3] 0.2662567989 0.053284756 0.197919940 0.344934675
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001550791 0.001774207 -0.003830408 0.001100883
#> Sigma[4,2] -0.046639199 0.019121285 -0.075384875 -0.022853578
#> Sigma[4,3] 0.239763126 0.048363294 0.174945414 0.307315379
#> Sigma[4,4] 0.233091101 0.042527611 0.175754576 0.290416692
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97524479 0.02397806 0.941395013 1.00649840
#> lag1_var2 -0.01683482 0.03935848 -0.063004285 0.04297592
#> lag1_var3 -0.04978703 0.07730635 -0.155895564 0.06298935
#> lag1_var4 0.05477648 0.07323203 -0.050368369 0.15767489
#> const 0.30228046 0.24870441 0.006936808 0.68238996
#> exo1 0.01546489 0.02765384 -0.024090674 0.05219184
#> exo2 -0.16996390 0.03525639 -0.226680167 -0.13239872
#> exo3 0.01858107 0.02287404 -0.009518521 0.04910706
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.000644473 0.1105069 -0.1497288 0.1645220
#> lag1_var2 1.494010927 0.3067047 1.0325779 1.8560551
#> lag1_var3 1.693125054 0.6240853 0.7910769 2.4895725
#> lag1_var4 -1.743605613 0.6113651 -2.5162531 -0.8624782
#> const 4.748418869 2.6209502 1.2762502 7.9280491
#> exo1 -0.487482287 0.1331372 -0.6604546 -0.2906491
#> exo2 1.015685004 0.2911304 0.6259904 1.4113625
#> exo3 -0.087275201 0.2602675 -0.4349660 0.2476014
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85192561 0.3278498 0.3543456 1.2413909
#> lag1_var2 -2.07688476 0.5703332 -2.8270334 -1.2866057
#> lag1_var3 -2.65482620 1.1818363 -4.2448641 -0.9734228
#> lag1_var4 3.50965143 1.1348909 1.8581225 5.0116690
#> const -10.06557577 4.5589243 -15.5699696 -4.1423925
#> exo1 -0.04668595 0.4715095 -0.6630394 0.5278599
#> exo2 -1.19736136 0.7387632 -2.5061038 -0.6683256
#> exo3 0.01501001 0.4736597 -0.5570322 0.6958038
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91062514 0.3157061 0.4408533 1.31234873
#> lag1_var2 -1.68125879 0.4879294 -2.4348414 -1.10515993
#> lag1_var3 -2.50530815 1.0229061 -3.9572401 -1.10779286
#> lag1_var4 3.34341897 0.9808363 1.9765090 4.68817339
#> const -9.40725222 4.0833322 -14.1010769 -4.02432434
#> exo1 -0.29832666 0.4934525 -0.9522526 0.30479116
#> exo2 -0.61040405 0.7135023 -1.8385494 0.04653999
#> exo3 -0.08126403 0.4849592 -0.7028888 0.64368303
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008304658 0.0001625803 0.0006546079 0.0010957
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003433581 0.001777312 -0.00595873 -0.001283853
#> Sigma[2,2] 0.081035390 0.016619378 0.05994192 0.104994540
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004800454 0.003427031 0.0008115596 0.01006350
#> Sigma[3,2] -0.102738400 0.038169980 -0.1650930663 -0.05880906
#> Sigma[3,3] 0.303946020 0.072730088 0.2273728987 0.42455607
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002863426 0.002526773 -1.999778e-05 0.00678268
#> Sigma[4,2] -0.057004460 0.032643559 -1.100088e-01 -0.01454738
#> Sigma[4,3] 0.248479264 0.054316433 1.853696e-01 0.33549363
#> Sigma[4,4] 0.218981704 0.041638677 1.664770e-01 0.27829832
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986065579 0.01102871 0.96901670 0.99948873
#> lag1_var2 0.007897408 0.06574253 -0.08111509 0.10929502
#> lag1_var3 0.073745500 0.12071302 -0.08569950 0.26243133
#> lag1_var4 -0.074347588 0.12090810 -0.26390343 0.08485595
#> const 0.491980419 0.29521729 0.16721044 0.95279173
#> exo1 0.013151810 0.02279638 -0.01903634 0.04375979
#> exo2 -0.112373056 0.01643359 -0.13325489 -0.08944948
#> exo3 -0.131827404 0.03187288 -0.18076966 -0.10724431
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00689918 0.1224615 -0.15474548 0.1564334
#> lag1_var2 0.85801589 0.6402252 -0.05260113 1.6448152
#> lag1_var3 0.33436479 1.1355061 -1.30604895 1.7364950
#> lag1_var4 -0.33909588 1.1417860 -1.75698464 1.3147327
#> const 0.77030955 3.8683557 -4.38299207 5.8478649
#> exo1 -0.03471973 0.2239770 -0.23742976 0.3268689
#> exo2 0.82488127 0.2594462 0.43947772 1.1348063
#> exo3 2.57326403 0.3020642 2.16405363 2.9715996
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081257 0.2328268 -0.6512397 -0.004554868
#> lag1_var2 1.5754397 1.0667157 0.2640070 3.308609849
#> lag1_var3 3.0620068 1.8132412 0.9253328 6.084958840
#> lag1_var4 -2.0688286 1.8280618 -5.1084667 0.079119821
#> const 7.1064463 7.6612086 -3.0935310 17.119942680
#> exo1 0.2232573 0.6034613 -0.7693978 0.893956652
#> exo2 0.2482560 0.4725549 -0.1918534 1.083596646
#> exo3 -4.7408562 0.3722502 -5.1407678 -4.161005483
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2891599 0.1927723 -0.5632341 -0.01244819
#> lag1_var2 1.8525265 0.7731248 0.9997679 3.15521565
#> lag1_var3 2.8558417 1.3035541 1.5078542 5.08447735
#> lag1_var4 -1.8561128 1.3167808 -4.0978790 -0.49162010
#> const 6.3974847 6.2547595 -2.5965993 14.38327432
#> exo1 0.2061272 0.5018718 -0.5837093 0.77367109
#> exo2 0.7681879 0.4773425 0.2657903 1.55940982
#> exo3 -3.3544898 0.3793891 -3.8489122 -2.93616700
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001038959 0.0001911781 0.0008395563 0.001349529
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0240954 0.006311838 -0.03339351 -0.0164277
#> Sigma[2,2] 1.8824848 0.571891707 1.34898852 2.8085113
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01124533 0.005109733 0.004782455 0.0187913
#> Sigma[3,2] -0.95945962 0.288750673 -1.382036585 -0.6376956
#> Sigma[3,3] 0.74712933 0.191417062 0.503110596 1.0148903
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001008958 0.003896856 -0.005567771 0.004201502
#> Sigma[4,2] -0.029175962 0.123861425 -0.199942105 0.138300956
#> Sigma[4,3] 0.325122008 0.107430300 0.193566709 0.499072565
#> Sigma[4,4] 0.374082735 0.082563140 0.292635362 0.487949028
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99912638 0.02834099 0.95454688 1.02933132
#> lag1_var2 -0.02303897 0.02552825 -0.05482072 0.01831360
#> lag1_var3 -0.04763543 0.05429457 -0.11666404 0.03971299
#> lag1_var4 0.04547244 0.04532979 -0.02716555 0.10357563
#> const 0.12785492 0.28437528 -0.29689902 0.49166311
#> exo1 0.04871033 0.02240175 0.01641657 0.07511618
#> exo2 -0.21004114 0.03010305 -0.25536399 -0.17529221
#> exo3 0.09042334 0.03437036 0.04023126 0.12214335
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9906126 1.602858 -2.5385881 1.5632674
#> lag1_var2 1.4539407 1.419062 -0.9106713 2.8080909
#> lag1_var3 0.9732231 2.980956 -3.9907430 3.8225690
#> lag1_var4 -0.7616229 2.457969 -3.1724953 3.2860482
#> const 11.3881590 12.304020 -7.1869205 24.4770818
#> exo1 -1.3860615 1.657179 -4.0851692 0.5778645
#> exo2 3.1459739 2.125446 0.5131221 6.4045996
#> exo3 -1.0774831 1.122133 -2.3902835 0.4869204
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5014444 1.0517994 -0.9205003 1.8634621
#> lag1_var2 -0.4070866 0.9631367 -1.7937599 0.7863379
#> lag1_var3 0.2400183 2.0378301 -2.7089812 2.7802426
#> lag1_var4 0.6577132 1.6924577 -1.4282303 3.1144817
#> const -4.6732711 7.9516099 -11.7685264 8.0489282
#> exo1 0.1349155 0.7924882 -0.8711003 1.2826492
#> exo2 -5.9077117 1.3781188 -7.5951055 -3.8003075
#> exo3 1.1974076 1.0140822 -0.4611628 2.3692390
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02215853 0.7367319 -0.9618536 1.0277663
#> lag1_var2 -0.02182526 0.6910490 -1.0629863 0.8224577
#> lag1_var3 0.06622353 1.4562677 -2.1454607 1.8386654
#> lag1_var4 0.99475343 1.2188770 -0.5125398 2.8516185
#> const -0.91439207 6.2762711 -9.2834878 6.5475920
#> exo1 -0.65510311 0.3939931 -1.2299988 -0.1450810
#> exo2 -5.00648181 0.8294082 -5.7234719 -3.6703251
#> exo3 0.77955053 0.7351728 -0.4040892 1.6595765
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001713001 0.0003340594 0.001353619 0.002251635
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008161182 0.006140493 -0.01725133 -0.0001542476
#> Sigma[2,2] 0.754521872 0.142321479 0.55435369 0.9286672702
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003789591 0.003819886 -0.001140402 0.009783729
#> Sigma[3,2] -0.291702745 0.107768949 -0.455087343 -0.160840330
#> Sigma[3,3] 0.465719853 0.099781290 0.343414809 0.622767758
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001168803 0.002227927 -0.004410508 0.001590768
#> Sigma[4,2] 0.179121324 0.097694110 0.033988002 0.311045844
#> Sigma[4,3] 0.312530034 0.049614861 0.248403033 0.384123415
#> Sigma[4,4] 0.455613631 0.061968618 0.398447706 0.555385679
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02524123 0.01107586 1.007978960 1.037050652
#> lag1_var2 -0.06311525 0.05676578 -0.145596335 0.006124983
#> lag1_var3 -0.12059841 0.09569134 -0.251503472 0.004040688
#> lag1_var4 0.10766747 0.09913432 -0.017690069 0.244986509
#> const 0.20286486 0.48283697 -0.488579962 0.744843180
#> exo1 0.01930815 0.02425143 -0.005867034 0.056816862
#> exo2 -0.15858934 0.05565442 -0.238165530 -0.086472723
#> exo3 -0.04806251 0.04969891 -0.112848922 0.026664045
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1881413 0.2514581 -0.14527705 0.5483913
#> lag1_var2 0.3644512 1.3831332 -1.43040867 2.4412002
#> lag1_var3 -0.2630646 2.3056979 -3.31139619 3.2318411
#> lag1_var4 0.1997910 2.3155090 -3.32322742 3.2077888
#> const 2.4999292 7.1761250 -8.26490316 11.8141409
#> exo1 -0.4137017 1.0137975 -1.44550188 1.3341860
#> exo2 -1.3590219 1.5705878 -3.32043678 1.0709154
#> exo3 1.1507121 0.7216412 0.08289947 2.0993635
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07580179 0.2425855 -0.4488025 0.1804307
#> lag1_var2 2.94498012 1.2219427 1.2998805 4.7245576
#> lag1_var3 5.33219090 2.0889929 2.6711022 8.5031707
#> lag1_var4 -4.51514880 2.0774846 -7.6689262 -1.8640628
#> const 10.76493728 5.7916778 4.3264721 19.3033569
#> exo1 -1.09444148 0.4678511 -1.7822821 -0.5316120
#> exo2 0.17802504 0.9258443 -0.7551674 1.7495285
#> exo3 -2.40814930 0.4916859 -2.9887615 -1.6889575
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04412686 0.2328572 -0.30022500 0.3226931
#> lag1_var2 3.02473655 1.1258527 1.65167129 4.8928863
#> lag1_var3 4.93782514 2.0078316 2.47561460 8.2590514
#> lag1_var4 -4.14884773 2.0097743 -7.44552958 -1.6583699
#> const 11.51036721 7.9481713 -0.05113261 20.1771976
#> exo1 -1.41696940 0.3710980 -1.88917211 -0.9406712
#> exo2 -0.71938801 0.9007341 -1.84197400 0.5332350
#> exo3 -1.85030047 0.5947066 -2.53053962 -0.9265496
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001492672 0.0004273113 0.0009726841 0.002140332
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001520557 0.0004978895 -0.002298835 -0.0008636183
#> Sigma[2,2] 0.006479268 0.0013541778 0.004984174 0.0082545224
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.117274e-05 0.002049592 -0.002656572 0.003027926
#> Sigma[3,2] -9.232690e-03 0.002711153 -0.013933269 -0.006741783
#> Sigma[3,3] 5.156394e-02 0.009115566 0.039272623 0.065842944
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001374789 0.001834402 -0.003627251 0.001346866
#> Sigma[4,2] -0.004435942 0.002257351 -0.007865682 -0.001686507
#> Sigma[4,3] 0.045704471 0.007947912 0.035026647 0.057536383
#> Sigma[4,4] 0.043504610 0.007589141 0.033654534 0.053705477
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991811307 0.01719365 0.97149145 1.01577065
#> lag1_var2 0.034399100 0.09843974 -0.07042828 0.18384035
#> lag1_var3 0.078314293 0.15086855 -0.06162372 0.31611827
#> lag1_var4 -0.079483714 0.15323537 -0.32229515 0.06233524
#> const 0.435837144 0.62758607 -0.30748116 1.44294065
#> exo1 0.006511037 0.04241087 -0.04764807 0.06506906
#> exo2 -0.076174393 0.02522536 -0.10319041 -0.03625894
#> exo3 -0.006039705 0.03627775 -0.05300504 0.04230411
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14216203 0.02681850 0.096142576 0.16607858
#> lag1_var2 0.41965095 0.11242509 0.299569196 0.59674545
#> lag1_var3 -0.24712499 0.16282950 -0.456809571 -0.02165644
#> lag1_var4 0.23293281 0.16367436 0.008439972 0.44854783
#> const -0.89141179 0.76429806 -1.776828335 0.25668868
#> exo1 -0.04394763 0.04855141 -0.106553756 0.02078444
#> exo2 0.26839295 0.05920197 0.185965485 0.34749013
#> exo3 0.18022040 0.03937863 0.128631257 0.23301040
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21129717 0.05026482 -0.28636270 -0.1463941
#> lag1_var2 0.61169186 0.41308953 0.05941151 1.1210109
#> lag1_var3 0.98427636 0.66821616 0.08191866 1.9114799
#> lag1_var4 0.00399942 0.67599026 -0.93028700 0.9337314
#> const 3.66343912 2.70941298 -0.96644249 6.8256502
#> exo1 0.03726995 0.10931031 -0.14050122 0.1586043
#> exo2 -0.77382336 0.23284855 -1.11167571 -0.4824352
#> exo3 -0.03822925 0.28874249 -0.44125304 0.3329689
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.100740553 0.04941389 -0.16034816 -0.02745848
#> lag1_var2 0.616641537 0.45204762 0.05731411 1.22873555
#> lag1_var3 0.377591447 0.68125474 -0.46932804 1.37984958
#> lag1_var4 0.613775941 0.69099695 -0.39881753 1.48343782
#> const 1.876388918 2.77833728 -2.43601722 5.27226406
#> exo1 0.005343085 0.11581646 -0.19356571 0.11856037
#> exo2 -0.591586548 0.21661278 -0.88704674 -0.32912623
#> exo3 0.103352198 0.27676011 -0.28952492 0.46276675
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001557867 0.0004102739 0.001039431 0.002122667
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003779257 0.0009158965 -0.004982404 -0.002575865
#> Sigma[2,2] 0.022823912 0.0039968339 0.015986509 0.027036486
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001797833 0.001497273 -0.000280803 0.003807509
#> Sigma[3,2] -0.020448561 0.007661657 -0.032007158 -0.011063757
#> Sigma[3,3] 0.050654073 0.016161291 0.032881758 0.075651387
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.517513e-05 0.001429408 -0.001887055 0.001851807
#> Sigma[4,2] -1.109498e-02 0.007382697 -0.022829872 -0.002924864
#> Sigma[4,3] 4.590522e-02 0.014403012 0.029938020 0.067860522
#> Sigma[4,4] 4.551428e-02 0.012636234 0.030459620 0.064172209
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97216767 0.03543924 0.93610326 1.031572690
#> lag1_var2 0.04141465 0.05607860 -0.05171752 0.101221676
#> lag1_var3 0.08142286 0.10960171 -0.04965425 0.239319957
#> lag1_var4 -0.08052540 0.10134989 -0.22497242 0.042590344
#> const 0.56181801 0.40295100 -0.07232085 0.977064489
#> exo1 -0.03939269 0.04079936 -0.10114084 0.007611536
#> exo2 -0.04767229 0.03274133 -0.09308824 -0.004762080
#> exo3 -0.04188111 0.04680469 -0.11825824 0.004600401
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06450028 0.1402423 -0.11810317 0.2640644
#> lag1_var2 0.82795017 0.2438827 0.48174659 1.1530189
#> lag1_var3 0.41564561 0.6072877 -0.38683069 1.2906612
#> lag1_var4 -0.40344236 0.5707565 -1.22477301 0.3483294
#> const 1.57577629 1.7053422 -0.69870185 3.8755954
#> exo1 0.07171741 0.1298074 -0.11730277 0.2214242
#> exo2 0.63055386 0.1235553 0.44204596 0.7475368
#> exo3 0.25063950 0.1515377 0.02959237 0.4500088
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34957253 0.1805894 -0.58228656 -0.08383905
#> lag1_var2 0.54290523 0.3127665 0.08640819 0.90295274
#> lag1_var3 1.26621014 0.7946765 0.07029913 2.17671014
#> lag1_var4 -0.24677812 0.7437786 -1.10360735 0.87593532
#> const 2.51837368 2.1270863 -0.68280049 5.18811867
#> exo1 0.08460762 0.1911061 -0.14499365 0.36367014
#> exo2 -0.59016841 0.2176931 -0.81875446 -0.24947352
#> exo3 -0.37402998 0.3442032 -0.89238230 -0.01452495
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3767760 0.1597889 -0.596364449 -0.14745586
#> lag1_var2 0.7313780 0.2648252 0.331897538 1.06739449
#> lag1_var3 0.9893657 0.6478871 -0.003444985 1.62505717
#> lag1_var4 0.0848230 0.6050824 -0.512775318 1.00565078
#> const 1.9923242 1.9008248 -0.922170034 4.39635798
#> exo1 0.1335179 0.1755548 -0.058771399 0.40454348
#> exo2 -0.3696346 0.2438141 -0.603875174 0.01042891
#> exo3 -0.3084709 0.3288274 -0.795878547 0.04557908
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002962999 6.845489e-05 0.000231382 0.0004062465
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001520867 0.0005689097 -0.002367323 -0.000839968
#> Sigma[2,2] 0.123260731 0.0241072369 0.090569199 0.155577637
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001963636 0.002176367 -0.001191805 0.004954127
#> Sigma[3,2] -0.046118717 0.036433370 -0.086839820 0.012685367
#> Sigma[3,3] 0.446680751 0.106824496 0.304117137 0.588650807
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001196886 0.002451885 -0.002037437 0.004756223
#> Sigma[4,2] 0.027462593 0.044599893 -0.018567258 0.106282387
#> Sigma[4,3] 0.456779193 0.127901353 0.293479187 0.630350723
#> Sigma[4,4] 0.514175325 0.152734994 0.323422751 0.721995049
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001663542 0.01076038 0.98445305 1.015686910
#> lag1_var2 -0.004869580 0.02397321 -0.04042104 0.029443227
#> lag1_var3 -0.017226527 0.04476805 -0.07708639 0.051847703
#> lag1_var4 0.010998517 0.04266500 -0.05396331 0.069972494
#> const 0.326238810 0.20648073 0.04286854 0.629265323
#> exo1 -0.001415868 0.01095772 -0.01584216 0.013900792
#> exo2 -0.178076257 0.01411765 -0.19438846 -0.156163402
#> exo3 -0.019262742 0.01981521 -0.04256653 0.008337218
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7241687 0.3569669 -1.2579439 -0.2559179
#> lag1_var2 1.2835664 0.5957045 0.5651398 2.1753587
#> lag1_var3 0.9721097 1.1888910 -0.5190382 2.7683440
#> lag1_var4 -0.7386889 1.1170482 -2.4281276 0.6467531
#> const 5.1226417 4.8723387 -0.7076017 12.3509257
#> exo1 -0.7844502 0.2280070 -1.0719117 -0.4684307
#> exo2 1.9304498 0.3370480 1.4633037 2.4229365
#> exo3 0.2125566 0.4075732 -0.2387191 0.8060896
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07980337 0.7438778 -1.1446969 0.7747164
#> lag1_var2 1.21737729 1.4797494 -0.2542034 3.4122429
#> lag1_var3 2.96194107 2.9602402 0.1189340 7.3897826
#> lag1_var4 -2.20580174 2.7802927 -6.3946469 0.4078034
#> const 12.03060237 10.1233690 0.7097171 26.1503943
#> exo1 0.43296718 0.5466396 -0.4431884 0.9624617
#> exo2 -4.70150803 0.6741723 -5.7650561 -3.8761158
#> exo3 -3.43441235 0.3849587 -3.8654945 -3.0150536
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.38697838 0.8144701 -1.7859568 0.3376567
#> lag1_var2 1.79339715 1.5509979 0.1516319 4.0787279
#> lag1_var3 3.24873900 3.0996817 0.1447882 7.9973673
#> lag1_var4 -2.33349108 2.9100568 -6.7325885 0.6084763
#> const 14.78487560 11.2424326 0.2123655 30.6648039
#> exo1 -0.02830812 0.5953425 -0.9673805 0.5691343
#> exo2 -3.89700393 0.7750210 -5.1162235 -3.1475156
#> exo3 -3.59381454 0.5681313 -4.3549438 -2.7923321
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00210151 0.0002822697 0.00167049 0.002407139
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003994067 0.001216111 -0.00594048 -0.002690423
#> Sigma[2,2] 0.018154692 0.006241168 0.01372694 0.028520669
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -8.034359e-05 0.003828236 -0.005095931 0.0054399033
#> Sigma[3,2] -1.259490e-02 0.013343552 -0.035870351 -0.0008111603
#> Sigma[3,3] 2.307256e-01 0.033043739 0.184482152 0.2743511361
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003429655 0.003739645 -0.00847544 0.001841051
#> Sigma[4,2] 0.001187929 0.010573706 -0.01509592 0.012122060
#> Sigma[4,3] 0.232824199 0.032572216 0.18328989 0.272403872
#> Sigma[4,4] 0.246113654 0.035405540 0.19109988 0.284019436
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992092064 0.04425282 0.92647059 1.04276784
#> lag1_var2 -0.015664111 0.12407737 -0.17778810 0.16052337
#> lag1_var3 -0.015788586 0.16809621 -0.21881652 0.23838472
#> lag1_var4 0.014105013 0.16297587 -0.23316974 0.21098356
#> const 0.366278490 0.73059245 -0.39410851 1.40937945
#> exo1 0.024554795 0.03477910 -0.01567942 0.07885821
#> exo2 -0.019457576 0.03901044 -0.06500123 0.04727726
#> exo3 -0.001236855 0.04098005 -0.05411661 0.04648514
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0531510 0.12805705 -0.11153720 0.25260811
#> lag1_var2 0.5838292 0.36232759 0.02342606 1.06528672
#> lag1_var3 0.1869441 0.59549447 -0.67781222 1.02744432
#> lag1_var4 -0.1710324 0.57423767 -0.97808403 0.66920826
#> const 0.3629911 1.90522452 -2.74725344 2.35067282
#> exo1 -0.1485664 0.09413443 -0.28208843 -0.02513588
#> exo2 0.6963033 0.09756341 0.57780949 0.84629600
#> exo3 0.3081965 0.12078805 0.15569411 0.49445621
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5369673 0.4634181 -1.0896988 0.05716031
#> lag1_var2 1.4824792 1.2945953 -0.2757806 3.10657829
#> lag1_var3 1.2468603 2.0043615 -1.1698530 3.77842402
#> lag1_var4 -0.2523608 1.9316040 -2.6910622 2.07644443
#> const 5.7428554 6.6590310 -3.7706950 13.70746878
#> exo1 -0.3022044 0.2908965 -0.7157679 0.06019885
#> exo2 -0.1443580 0.6870156 -1.0558000 0.66790696
#> exo3 -0.1979705 0.6024269 -0.9604306 0.63901100
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.53563582 0.4932584 -1.1791700 0.09316940
#> lag1_var2 1.61175751 1.3922127 -0.2335797 3.38190859
#> lag1_var3 0.91620580 2.1108270 -1.5753469 3.82081085
#> lag1_var4 0.11480459 2.0322271 -2.6715181 2.51359007
#> const 4.80374685 6.8133757 -4.4001989 13.31832125
#> exo1 -0.43419945 0.3005601 -0.8792846 -0.08844876
#> exo2 0.34700029 0.7044663 -0.6369027 1.17784582
#> exo3 0.02286446 0.6643437 -0.7697421 0.94446125
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009543944 0.0002863957 0.0005647846 0.001373451
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005688826 0.002265626 -0.009010514 -0.002852652
#> Sigma[2,2] 0.080965398 0.019248873 0.053366940 0.104260391
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005495186 0.002568588 0.002765266 0.009092191
#> Sigma[3,2] -0.063950360 0.028546936 -0.104927754 -0.031346029
#> Sigma[3,3] 0.172655830 0.042310315 0.110489168 0.228928742
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002049314 0.002000139 -0.0004461396 0.004893181
#> Sigma[4,2] -0.014477201 0.023139570 -0.0453147660 0.011424980
#> Sigma[4,3] 0.137584475 0.032737952 0.0895467040 0.180830902
#> Sigma[4,4] 0.132921680 0.027416390 0.0987850394 0.176970882
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96172594 0.008392408 0.94903406 0.972862027
#> lag1_var2 0.06036888 0.047708688 -0.01178272 0.114412285
#> lag1_var3 0.04112732 0.080622069 -0.07226379 0.135177554
#> lag1_var4 -0.03448536 0.078852731 -0.12345576 0.077531471
#> const 0.51602496 0.184000165 0.28255278 0.753710250
#> exo1 -0.01455768 0.016661510 -0.03719277 0.008421777
#> exo2 -0.09307408 0.016384355 -0.11294310 -0.070127372
#> exo3 -0.03588210 0.044601662 -0.10108072 0.021615537
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01697763 0.1075760 -0.1547720 0.1366057
#> lag1_var2 0.76092872 0.4043030 0.1804460 1.1529087
#> lag1_var3 0.29874957 0.6450659 -0.6721966 0.9995570
#> lag1_var4 -0.26845210 0.6314646 -0.9478610 0.6720329
#> const -0.04644777 1.5824170 -2.0885859 2.4016344
#> exo1 0.14040224 0.1775200 -0.1066439 0.3332216
#> exo2 1.21852735 0.2412943 0.9513823 1.5920471
#> exo3 0.49003455 0.4058990 -0.1643059 0.9568652
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4120693 0.2220472 0.1572134 0.75255092
#> lag1_var2 -0.7258184 0.6332012 -1.6169801 0.16591561
#> lag1_var3 -0.2065257 0.9552152 -1.5134841 1.10831982
#> lag1_var4 1.0837732 0.9355155 -0.2253402 2.35880154
#> const -2.9867787 2.2514489 -6.4339996 -0.05251343
#> exo1 -0.7937400 0.4167695 -1.4195323 -0.22743288
#> exo2 -1.3256376 0.4068433 -1.8569967 -0.74645496
#> exo3 0.2630071 0.2861978 -0.1688769 0.61048830
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4154855 0.1852602 0.1764882 0.69916870
#> lag1_var2 -0.5381040 0.5269592 -1.3330221 0.06435806
#> lag1_var3 -0.4711492 0.8669615 -1.7618711 0.51963768
#> lag1_var4 1.3828975 0.8578208 0.3942882 2.65693693
#> const -4.3300910 2.2639837 -7.7191193 -1.25287644
#> exo1 -0.7303300 0.3757694 -1.2800413 -0.29208524
#> exo2 -0.5481694 0.3494465 -1.0716136 -0.11666020
#> exo3 0.6100960 0.1639435 0.3479440 0.79652779
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006496491 0.0001357999 0.0004761645 0.0008527849
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002567395 0.005861523 -0.008761113 0.006952494
#> Sigma[2,2] 1.474609408 0.281405612 1.161150002 1.946121832
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003779922 0.003986202 -0.001464275 0.009827974
#> Sigma[3,2] -0.781486138 0.148455740 -0.978321962 -0.571078630
#> Sigma[3,3] 0.629577377 0.119049016 0.478976205 0.804219148
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002845717 0.003292953 -0.0003252881 0.007974962
#> Sigma[4,2] 0.075216670 0.106548295 -0.0842017048 0.197508295
#> Sigma[4,3] 0.229346534 0.090563687 0.1307204339 0.368296941
#> Sigma[4,4] 0.342245990 0.046202090 0.2781273638 0.408691804
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001834679 0.02815314 0.96431464 1.03806317
#> lag1_var2 -0.005131905 0.01917422 -0.03476209 0.01575629
#> lag1_var3 -0.006006363 0.03369853 -0.05594100 0.02659826
#> lag1_var4 0.001338539 0.02436444 -0.02433372 0.03712869
#> const 0.293360827 0.11057807 0.12879743 0.43796231
#> exo1 -0.006370309 0.01724670 -0.02681782 0.01805321
#> exo2 -0.112782664 0.02500872 -0.14581932 -0.08014914
#> exo3 -0.009173381 0.03039078 -0.03657476 0.04098235
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8805048 1.2695470 -2.593223665 0.6351723
#> lag1_var2 1.5454325 0.7729338 0.549705261 2.6022247
#> lag1_var3 1.5947596 1.2810631 -0.036085049 3.4668821
#> lag1_var4 -1.2432208 0.9459397 -2.645897450 -0.0731740
#> const 7.3872943 9.9251761 -7.283333049 21.1292120
#> exo1 0.3114914 0.8473740 -1.035700900 1.2108785
#> exo2 1.3102181 1.3562206 -0.004905062 3.5160347
#> exo3 0.7125370 1.8732870 -1.865270780 3.5269720
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4512486 0.6968004 1.5405330 3.4546329
#> lag1_var2 -1.2722497 0.3503635 -1.7466092 -0.8169167
#> lag1_var3 -1.1802992 0.5576572 -1.9761603 -0.4011659
#> lag1_var4 1.3584474 0.4026638 0.7890901 1.9367476
#> const -8.0670688 6.3391125 -18.0002960 0.1482396
#> exo1 -0.1166581 0.5560783 -0.7880189 0.6364554
#> exo2 -2.1969406 0.5218899 -3.0317789 -1.6479939
#> exo3 -0.4494941 1.1713560 -2.0945548 1.3212762
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.40340574 0.4087267 1.8832877 2.9702043
#> lag1_var2 -1.05335265 0.2501264 -1.4759786 -0.8280314
#> lag1_var3 -1.32829144 0.4999308 -2.1793224 -0.7963997
#> lag1_var4 1.61051084 0.3999219 1.1945869 2.2927553
#> const -7.42832093 4.5642601 -12.8580848 -0.3572054
#> exo1 0.08394351 0.3934980 -0.4148633 0.5737415
#> exo2 -1.78879654 0.7205599 -2.7613736 -0.7912900
#> exo3 -0.06950428 0.4358260 -0.7271933 0.4497049
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003487436 6.298918e-05 0.0002624492 0.0004349893
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006743133 0.0009768664 -0.002196385 0.0006904104
#> Sigma[2,2] 0.1638919599 0.0326093048 0.119658397 0.2054125554
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002001731 0.00040170 0.001353973 0.002512299
#> Sigma[3,2] -0.045210831 0.02601590 -0.081708707 -0.011614017
#> Sigma[3,3] 0.095197586 0.02542839 0.073712842 0.139844479
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001697211 0.0005987385 0.000959138 0.002568376
#> Sigma[4,2] 0.067277444 0.0305257682 0.038424499 0.120367327
#> Sigma[4,3] 0.074974085 0.0180100829 0.053329051 0.101660830
#> Sigma[4,4] 0.133685764 0.0344947916 0.089022213 0.181908178
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960804727 0.02653697 0.92971455 1.000970744
#> lag1_var2 0.020712251 0.03710937 -0.02906599 0.073313995
#> lag1_var3 0.039596362 0.05821144 -0.03961433 0.120733213
#> lag1_var4 -0.032627409 0.05151859 -0.10596228 0.036109326
#> const 0.536168361 0.19479409 0.21689142 0.759087135
#> exo1 -0.005519972 0.01806110 -0.02138275 0.027019969
#> exo2 -0.027626128 0.01614076 -0.05285326 -0.007730467
#> exo3 -0.018991385 0.03034732 -0.06360658 0.020339172
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01620759 0.4153561 -0.41952852 0.66012057
#> lag1_var2 0.38971281 0.6219195 -0.59579897 1.04006524
#> lag1_var3 -0.89164665 0.9963120 -2.49341455 0.09943432
#> lag1_var4 0.88615640 0.8790094 0.01327199 2.28353098
#> const 0.27550859 4.6396870 -6.70594657 5.77038902
#> exo1 -0.47488386 0.3073195 -0.93590124 -0.13008879
#> exo2 3.33287666 0.4216616 2.82518923 3.95617260
#> exo3 0.01918975 0.4001196 -0.46748253 0.61487774
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1169119 0.4566433 -0.5835662 0.6278779
#> lag1_var2 0.4309354 0.5381315 -0.3952638 0.9347159
#> lag1_var3 1.4453858 0.8767764 0.1149697 2.2895414
#> lag1_var4 -0.4812038 0.7584288 -1.2036395 0.6723500
#> const 2.6194562 3.6536922 -3.2844304 6.0044282
#> exo1 0.4035505 0.2194015 0.1381585 0.7338371
#> exo2 -1.4623324 0.2828169 -1.8086604 -1.0228280
#> exo3 -0.1902535 0.3556677 -0.6691893 0.3166538
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1468981 0.4890921 -0.8169215 0.5605618
#> lag1_var2 0.3233709 0.6291424 -0.5720904 1.1939073
#> lag1_var3 0.2730946 1.0197259 -1.1263259 1.7046757
#> lag1_var4 0.7191945 0.9022250 -0.5316239 2.0084425
#> const 1.2360386 5.0783575 -6.0453468 6.2824155
#> exo1 0.1266579 0.2885877 -0.2356733 0.5444520
#> exo2 0.5707784 0.3193934 0.3031581 1.0866099
#> exo3 -0.2502398 0.4979789 -0.7440416 0.5746674
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009386497 0.000283268 0.0005593641 0.001335531
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001299906 0.00244293 -0.001578889 0.004568776
#> Sigma[2,2] 0.160241161 0.03161582 0.117047955 0.204429391
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005168594 0.004549652 -0.01203758 0.0003148402
#> Sigma[3,2] -0.147842995 0.053943048 -0.23131061 -0.0925647507
#> Sigma[3,3] 0.487143719 0.121756770 0.36479838 0.6678384563
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004198036 0.003407234 -0.009080556 -0.0005039219
#> Sigma[4,2] -0.022882661 0.041908786 -0.088724940 0.0205354433
#> Sigma[4,3] 0.375934392 0.098036790 0.257680725 0.5122745546
#> Sigma[4,4] 0.362372569 0.081673375 0.249804089 0.4674677090
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00944344 0.01529710 0.991239775 1.029101561
#> lag1_var2 0.01771151 0.08669959 -0.099061187 0.123324013
#> lag1_var3 0.01263412 0.11301017 -0.134114216 0.150146473
#> lag1_var4 -0.01682504 0.11405015 -0.156703721 0.131799600
#> const 0.14310683 0.43598204 -0.476725708 0.715925456
#> exo1 0.02847739 0.02553909 -0.008051438 0.062231063
#> exo2 -0.02466582 0.03856372 -0.069341768 0.037040980
#> exo3 -0.03783419 0.02618568 -0.069096617 0.001927527
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1460759 0.1447799 -0.36027121 0.03135886
#> lag1_var2 0.1259388 0.8955543 -1.07984657 1.41985114
#> lag1_var3 -0.6582356 1.0607304 -2.07466773 0.81256655
#> lag1_var4 0.7304458 1.0831202 -0.77784958 2.18270190
#> const -1.8642293 4.7813344 -7.48456113 5.03480325
#> exo1 -0.2831391 0.3129661 -0.68578326 0.12107238
#> exo2 0.3967966 0.6805258 -0.55458266 1.28440744
#> exo3 0.6631500 0.4834042 0.07275623 1.28736557
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0246361 0.3413322 -0.4400752 0.4195972
#> lag1_var2 0.7567703 2.1889625 -2.4343104 3.5756620
#> lag1_var3 1.6395825 2.9442388 -2.6611645 5.3096209
#> lag1_var4 -0.7140521 2.9505056 -4.4070257 3.5941104
#> const 5.8248619 8.6643864 -6.5579759 16.0690125
#> exo1 0.4879633 0.6178106 -0.3986718 1.1697656
#> exo2 -0.7963792 0.8537721 -2.0663770 0.2516164
#> exo3 -0.2437110 1.0334853 -1.6998051 1.0079532
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1192441 0.2923755 -0.4547645 0.2800711
#> lag1_var2 0.5573002 2.1871742 -2.8147902 3.1708351
#> lag1_var3 0.7417306 2.8896648 -3.7034371 4.1013468
#> lag1_var4 0.2472888 2.8961929 -3.1418194 4.7082780
#> const 3.3769992 7.0916566 -6.4917797 11.4710482
#> exo1 0.2646866 0.4206228 -0.3407343 0.7693827
#> exo2 -0.4927964 0.6281832 -1.3622020 0.3251181
#> exo3 0.2680257 0.7444421 -0.7438243 1.1756479
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001204429 0.000252221 0.0009408219 0.001572876
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003942939 0.0007673009 -0.005134417 -0.003166534
#> Sigma[2,2] 0.094978763 0.0219033834 0.061008442 0.118622922
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003776439 0.0008988592 0.003113274 0.005212288
#> Sigma[3,2] -0.081452315 0.0179227253 -0.100396156 -0.054631876
#> Sigma[3,3] 0.080536739 0.0170894050 0.056381292 0.098566579
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001492884 0.0005654822 0.001007809 0.002435788
#> Sigma[4,2] -0.026479273 0.0068353857 -0.035287928 -0.017303949
#> Sigma[4,3] 0.033912827 0.0073212709 0.023157204 0.042012655
#> Sigma[4,4] 0.019162547 0.0048770711 0.012483559 0.025968467
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99967516 0.01268548 0.979240474 1.0138317
#> lag1_var2 0.01272469 0.09244835 -0.095556688 0.1540197
#> lag1_var3 0.07370901 0.16482193 -0.122825019 0.3266610
#> lag1_var4 -0.07847504 0.16838383 -0.334576133 0.1229288
#> const 0.45964551 0.49367874 -0.153263168 1.2092865
#> exo1 0.02440604 0.02692161 -0.009131295 0.0592022
#> exo2 -0.01146776 0.04366693 -0.077771565 0.0393728
#> exo3 0.02701784 0.04836217 -0.022991263 0.0950308
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14401490 0.1408894 -0.008069561 0.36842892
#> lag1_var2 -0.36954000 1.1325334 -2.263902467 0.67771190
#> lag1_var3 -1.90913025 2.0508001 -5.258647444 0.08140584
#> lag1_var4 1.95064508 2.0890422 -0.082885108 5.38230483
#> const -5.40011112 6.6566473 -16.751869593 1.19166538
#> exo1 -0.02379383 0.2772959 -0.448840842 0.28533806
#> exo2 0.65480812 0.3067506 0.206521414 1.06573836
#> exo3 0.23225834 0.4039681 -0.205639356 0.84227348
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2120615092 0.1479762 -0.4623042 -0.07496503
#> lag1_var2 1.6479367142 1.0928480 0.7854465 3.58954456
#> lag1_var3 3.5046720155 1.9762290 1.9840269 6.94697384
#> lag1_var4 -2.5794707723 2.0047970 -6.0901652 -1.04038115
#> const 9.4494261429 6.2147707 4.3230117 20.69167828
#> exo1 0.1092682492 0.2645574 -0.1469218 0.52940636
#> exo2 -0.8631681952 0.2804103 -1.1623278 -0.41740104
#> exo3 0.0007896785 0.3572564 -0.5401621 0.36297825
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1332160 0.07260753 -0.25646882 -0.06521195
#> lag1_var2 1.2027059 0.48972700 0.72622101 2.05350584
#> lag1_var3 1.9855932 0.88237148 1.17985357 3.49647943
#> lag1_var4 -1.0152974 0.89281970 -2.54650595 -0.20092707
#> const 5.1911827 2.69831522 2.86177775 9.90246458
#> exo1 0.1011384 0.12057513 -0.03486100 0.27368671
#> exo2 -0.5115094 0.14433493 -0.73021433 -0.32719293
#> exo3 0.1382218 0.13899469 -0.08805027 0.29004195
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006734852 0.0001403942 0.0005169033 0.0008903032
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01290413 0.003536162 -0.01759417 -0.008559831
#> Sigma[2,2] 0.49236186 0.137488052 0.33694188 0.700626603
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01018234 0.003120261 0.006220153 0.01446636
#> Sigma[3,2] -0.35001371 0.112700925 -0.514059120 -0.23362158
#> Sigma[3,3] 0.28499190 0.099541342 0.180559976 0.43142425
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002115073 0.001092871 0.0008677337 0.0037752706
#> Sigma[4,2] -0.037303304 0.035730393 -0.0897140940 0.0008708168
#> Sigma[4,3] 0.065880235 0.033529748 0.0331264846 0.1130414146
#> Sigma[4,4] 0.045916182 0.012642024 0.0313644117 0.0648383346
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994048648 0.03323616 0.94445142 1.03892054
#> lag1_var2 -0.018472653 0.04067222 -0.06272420 0.04251843
#> lag1_var3 -0.039943333 0.06370025 -0.10176464 0.05584208
#> lag1_var4 0.039752739 0.05644145 -0.04525876 0.09168324
#> const 0.143216180 0.29389649 -0.27762771 0.52287905
#> exo1 0.002268797 0.02425987 -0.03737525 0.02744237
#> exo2 -0.055655852 0.02165427 -0.08373116 -0.02726082
#> exo3 0.059408532 0.03175256 0.01823571 0.10387889
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3217664 0.8866632 -1.6101567 0.9632504
#> lag1_var2 1.5991177 1.4478225 -0.2330610 3.6079400
#> lag1_var3 1.4230305 2.3221209 -1.5730511 4.6151626
#> lag1_var4 -1.4070505 2.0723271 -4.2509041 1.2465860
#> const 7.9914050 6.1856740 -0.6965880 15.9725163
#> exo1 0.8151677 0.6435203 0.1659090 1.8703685
#> exo2 1.0670070 0.5870118 0.2508298 1.8318328
#> exo3 0.2170418 0.6697939 -0.6737205 1.0840971
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6949900 0.5432089 0.07583508 1.44159600
#> lag1_var2 -1.1141050 0.9733152 -2.57569881 -0.06961161
#> lag1_var3 -1.1370094 1.5404416 -3.42131321 0.46564710
#> lag1_var4 1.9940079 1.3786036 0.55571661 4.02688166
#> const -7.9782397 4.3877750 -13.70206779 -4.10992844
#> exo1 -0.4634039 0.4507278 -1.16960735 0.03651592
#> exo2 -1.5132397 0.4475129 -2.18543607 -0.98966672
#> exo3 -0.3342166 0.6086351 -1.19531629 0.39150237
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51774648 0.2445418 0.27841612 0.88899628
#> lag1_var2 -0.51192616 0.3192026 -0.97403695 -0.05663018
#> lag1_var3 -0.89244285 0.5478808 -1.67573162 -0.11498002
#> lag1_var4 1.77984872 0.4998917 1.06051053 2.48139045
#> const -4.83489096 3.0205282 -8.51158507 -0.16426973
#> exo1 0.05905898 0.1055866 -0.09789839 0.19570300
#> exo2 -0.87290413 0.1908189 -1.17949581 -0.67294965
#> exo3 -0.20917264 0.2799053 -0.59400419 0.11145253
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002833034 7.56998e-05 0.0002104678 0.0004118495
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005174324 0.002329709 -0.008787065 -0.002820937
#> Sigma[2,2] 0.443360603 0.106285151 0.349162818 0.621958579
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003629219 0.002385256 0.0007743605 0.006999201
#> Sigma[3,2] -0.375358780 0.113169739 -0.5718596057 -0.271400506
#> Sigma[3,3] 0.725029148 0.205498063 0.4778800574 1.040666188
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003562079 0.002097874 -0.0021090 0.003703931
#> Sigma[4,2] -0.1013253328 0.071551766 -0.2215432 -0.026290344
#> Sigma[4,3] 0.5097567782 0.168588979 0.3192590 0.756759649
#> Sigma[4,4] 0.4648886349 0.151313924 0.3020409 0.672405358
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00467874 0.01592347 0.978936272 1.02146567
#> lag1_var2 -0.02611667 0.02965788 -0.060797765 0.01863935
#> lag1_var3 -0.04486216 0.04588945 -0.097175940 0.02482097
#> lag1_var4 0.03944924 0.04227747 -0.024097090 0.08837434
#> const 0.22274089 0.20752992 -0.010524439 0.52058471
#> exo1 0.00295332 0.01103651 -0.009608178 0.01918060
#> exo2 -0.04567852 0.01167613 -0.062975882 -0.03224504
#> exo3 0.04332792 0.01503216 0.019798313 0.06250641
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0027844 0.8670350 -2.1063547 0.1581715
#> lag1_var2 2.6340763 1.7969729 0.2506632 5.0440241
#> lag1_var3 2.7767909 2.7666352 -0.9806864 6.5947389
#> lag1_var4 -2.4635621 2.5366226 -5.9658798 0.9853325
#> const 7.9222546 8.9567132 -4.0958812 20.9952848
#> exo1 -0.3255860 0.4473635 -0.9581302 0.1238609
#> exo2 0.3388740 0.5826556 -0.5753588 0.8829876
#> exo3 0.3771673 0.3833138 -0.1204820 0.9393218
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5287054 1.1745050 0.19789545 3.37995490
#> lag1_var2 -2.1069420 2.4018781 -5.83034082 0.68436103
#> lag1_var3 -2.0825585 3.8018412 -7.95891878 2.38021768
#> lag1_var4 2.6004152 3.4993631 -1.54824008 7.96739760
#> const -9.8899214 13.3368492 -27.99867607 7.46472829
#> exo1 0.8990973 0.6021724 0.05698504 1.60965142
#> exo2 -0.9535314 0.6786484 -1.77351347 0.05783529
#> exo3 -0.5840625 0.5721137 -1.44074902 0.12165982
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8940137 0.9329241 -0.14087480 2.45114933
#> lag1_var2 -0.7483695 1.7408528 -3.61535127 0.82251570
#> lag1_var3 -0.8079182 2.7579411 -5.34789190 1.69583520
#> lag1_var4 1.5465593 2.5368907 -0.74262510 5.68901937
#> const -6.2775715 11.2647701 -23.51535760 8.20475331
#> exo1 0.7252243 0.5442706 -0.06983437 1.30356502
#> exo2 -0.7572065 0.4420194 -1.35737062 -0.08597025
#> exo3 -0.3553638 0.4503629 -1.04991976 0.17944025
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001564384 3.879316e-05 9.715394e-05 0.000203675
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001293386 0.001077831 -0.002727957 0.0001133634
#> Sigma[2,2] 0.236963226 0.056204056 0.181554869 0.3279731253
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003540806 0.002166292 0.0004947703 0.006358268
#> Sigma[3,2] -0.258314001 0.076986176 -0.3626695285 -0.151971983
#> Sigma[3,3] 0.563680646 0.136854312 0.3786236944 0.756676401
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002823183 0.001847222 0.0005282165 0.005047725
#> Sigma[4,2] -0.110256199 0.053127499 -0.1664777712 -0.031256282
#> Sigma[4,3] 0.414494153 0.116349243 0.2896513320 0.586886413
#> Sigma[4,4] 0.358504580 0.103176560 0.2524307780 0.519827252
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97877755 0.007587894 0.969902596 0.99080162
#> lag1_var2 0.02922399 0.022825754 -0.008578197 0.05532812
#> lag1_var3 0.03144217 0.037705195 -0.030726728 0.07420135
#> lag1_var4 -0.02973877 0.036423061 -0.070296587 0.03015263
#> const 0.43794260 0.152782369 0.187795580 0.55587474
#> exo1 -0.00361080 0.011417614 -0.018556863 0.01217513
#> exo2 -0.02734704 0.008627947 -0.039111839 -0.01668700
#> exo3 0.02325875 0.008945374 0.011503144 0.03459450
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48799936 0.3978819 -1.06735952 -0.01192787
#> lag1_var2 2.94773310 1.0432289 1.59212982 4.26309456
#> lag1_var3 3.72447552 1.7446129 1.38531303 5.79523598
#> lag1_var4 -3.69385300 1.6833757 -5.71716095 -1.44358682
#> const 12.77361977 7.5166663 3.76996967 24.75513767
#> exo1 -0.52447457 0.6464264 -1.44555394 0.37892102
#> exo2 0.45317107 0.2705282 0.07100888 0.83280140
#> exo3 0.06776732 0.5053119 -0.64874634 0.67887066
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1033506 0.4136389 -0.3887501 0.6521313
#> lag1_var2 -0.5005856 1.3207042 -2.0698840 1.3828180
#> lag1_var3 -0.4652557 2.2714536 -3.2865099 2.6942209
#> lag1_var4 1.4378225 2.2370391 -1.6943937 4.2553958
#> const -2.7094056 8.1836352 -16.2021095 5.4210050
#> exo1 1.4765321 0.8133851 0.3913868 2.5686871
#> exo2 -0.4222147 0.7215463 -1.5435992 0.4244250
#> exo3 1.9253137 0.7599338 0.8160185 2.9349479
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2153015 0.3486695 -0.5675075 0.3303047
#> lag1_var2 1.1097001 1.0214670 -0.1816987 2.4956600
#> lag1_var3 1.4783002 1.6851202 -0.7676078 3.7975322
#> lag1_var4 -0.4654591 1.6434825 -2.7714466 1.7708976
#> const 4.2852075 5.7916687 -4.1690686 10.6956427
#> exo1 1.1683993 0.5432759 0.4920715 1.9951448
#> exo2 -0.1378932 0.6441365 -1.0555661 0.6751144
#> exo3 2.0589991 0.5259870 1.3040738 2.7228204
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004087473 4.874608e-05 0.0003382857 0.0004818906
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000451965 0.0007239202 -0.001500682 0.000438346
#> Sigma[2,2] 0.022589072 0.0063829023 0.017351979 0.033426720
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0004859243 0.0006828656 -0.0004340286 0.00139628
#> Sigma[3,2] -0.0121571070 0.0056141329 -0.0219784160 -0.00620370
#> Sigma[3,3] 0.0199210634 0.0046264760 0.0153182639 0.02706259
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000326667 0.0005405946 -0.0004864009 0.0009374512
#> Sigma[4,2] -0.003299797 0.0043282402 -0.0096074732 0.0027425677
#> Sigma[4,3] 0.016453643 0.0033985628 0.0121499565 0.0214353558
#> Sigma[4,4] 0.016713858 0.0032363041 0.0119763047 0.0204297179
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992079501 0.01333354 0.975375842 1.00755344
#> lag1_var2 0.015629607 0.03224515 -0.021617604 0.06061581
#> lag1_var3 0.037281620 0.06668521 -0.033568017 0.14153924
#> lag1_var4 -0.042014803 0.06599170 -0.147618997 0.02550342
#> const 0.414222999 0.20214188 0.201537037 0.72009581
#> exo1 0.020174266 0.01686538 -0.001557333 0.04414960
#> exo2 -0.066080875 0.02036327 -0.096362856 -0.03696695
#> exo3 0.003378748 0.02145866 -0.029080058 0.02456580
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18612927 0.1247754 0.06985289 0.3908297
#> lag1_var2 0.21588182 0.2624249 -0.19723761 0.5348601
#> lag1_var3 -0.26479488 0.4935111 -0.96902137 0.4066495
#> lag1_var4 0.36750502 0.4873152 -0.29859601 1.0617624
#> const -1.34560817 1.9279565 -4.20702283 0.6232988
#> exo1 -0.04935101 0.1245724 -0.23940663 0.1100939
#> exo2 2.30323093 0.2053243 2.01541971 2.6024996
#> exo3 0.82187705 0.1944265 0.55192881 1.1014865
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05644373 0.09593508 -0.18566625 0.07278298
#> lag1_var2 0.31109898 0.18343937 0.02558765 0.48291070
#> lag1_var3 0.93405653 0.33456901 0.38002708 1.25931310
#> lag1_var4 -0.04014445 0.32349982 -0.34258956 0.50333620
#> const 2.03020926 1.37269690 0.01257287 3.64959647
#> exo1 -0.01650138 0.13095415 -0.18571865 0.16124123
#> exo2 -1.29960474 0.14972848 -1.47044375 -1.06596881
#> exo3 -0.36598426 0.22183609 -0.72082070 -0.14599364
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01270862 0.08847232 -0.11317739 0.11468546
#> lag1_var2 0.19482083 0.17788943 -0.05189647 0.45585551
#> lag1_var3 0.29523371 0.30060392 -0.20153566 0.61301219
#> lag1_var4 0.67899150 0.30023589 0.35923401 1.17325419
#> const -0.05876422 1.51053613 -1.88708231 1.72153818
#> exo1 -0.04584138 0.10629728 -0.19788447 0.06611842
#> exo2 -0.42567672 0.11955433 -0.57188682 -0.25725467
#> exo3 -0.04412766 0.19351404 -0.34549275 0.13892426
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002045126 5.810904e-05 0.0001381862 0.0002932707
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005464147 0.001398467 -0.007072228 -0.003201349
#> Sigma[2,2] 0.401349140 0.117194043 0.271022272 0.582493440
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00534858 0.001505395 0.003560725 0.007565134
#> Sigma[3,2] -0.37659864 0.116309735 -0.562308668 -0.258252032
#> Sigma[3,3] 0.50635127 0.129166755 0.398047682 0.730152683
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001874053 0.0009676637 0.000461332 0.003127059
#> Sigma[4,2] -0.116136056 0.0593140904 -0.223374776 -0.069419890
#> Sigma[4,3] 0.270719372 0.0743640990 0.188972632 0.384339591
#> Sigma[4,4] 0.205152113 0.0469218705 0.150129005 0.275722415
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9899135088 0.01385012 0.971819615 1.011185459
#> lag1_var2 0.0012268700 0.02579632 -0.030368267 0.040973455
#> lag1_var3 -0.0001694195 0.03912424 -0.045486053 0.061114743
#> lag1_var4 -0.0005248845 0.03614272 -0.057480362 0.040556214
#> const 0.3276378555 0.18440338 0.103534776 0.619224840
#> exo1 -0.0243233900 0.01162666 -0.037937543 -0.006340937
#> exo2 -0.0387159885 0.01104073 -0.054356053 -0.023041330
#> exo3 0.0241413415 0.01217001 0.005849413 0.039272826
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.54983236 0.6648196 -1.52544552 0.3983467
#> lag1_var2 1.51566963 0.7975917 0.27116569 2.3793230
#> lag1_var3 1.05943628 1.2308003 -0.81655431 2.3545416
#> lag1_var4 -0.94516613 1.0960667 -2.16207350 0.6983397
#> const 7.30659985 8.6984303 -7.36950962 16.9845152
#> exo1 0.01596481 0.4988659 -0.56231912 0.7491467
#> exo2 0.54756696 0.4719351 0.07819369 1.2739979
#> exo3 -0.41314933 0.4501600 -1.03722124 0.1925174
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9078646 0.8022614 -0.21873078 2.07487218
#> lag1_var2 -0.7721686 1.1016609 -1.97364950 0.88348763
#> lag1_var3 -0.1983923 1.7016175 -1.98347539 2.27791757
#> lag1_var4 0.9683273 1.5297853 -1.24203539 2.53502875
#> const -7.5183960 9.6026616 -18.16245382 8.12816577
#> exo1 -0.2312153 0.5526568 -0.98965312 0.50981590
#> exo2 -0.8338410 0.5919061 -1.74872785 -0.03109552
#> exo3 0.5052080 0.4364567 -0.02070851 1.12599908
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6085566 0.4271365 0.03016182 1.17292879
#> lag1_var2 -0.1919584 0.7971846 -1.26263638 0.85949389
#> lag1_var3 -0.1242947 1.2484781 -1.74130734 1.57226388
#> lag1_var4 0.9756072 1.1769181 -0.61698719 2.51890278
#> const -4.6484762 5.1319523 -10.05782128 2.60936652
#> exo1 -0.2301591 0.4014497 -0.79644956 0.32114003
#> exo2 -0.4872551 0.4378121 -1.08377629 0.07084569
#> exo3 0.2125591 0.3844379 -0.35047157 0.67765964
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006849288 0.0002114983 0.0003692422 0.0009570619
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007668962 0.001239246 -0.00221422 0.001209855
#> Sigma[2,2] 0.0446074196 0.009553787 0.03494400 0.058673694
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008498766 0.003710568 0.003765233 0.01418203
#> Sigma[3,2] -0.025627844 0.030735448 -0.067111796 0.01507465
#> Sigma[3,3] 0.516698308 0.174651601 0.341354503 0.77484257
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008574771 0.004592249 0.003141811 0.01529351
#> Sigma[4,2] 0.004769504 0.031967699 -0.035499025 0.04620036
#> Sigma[4,3] 0.526303882 0.196791788 0.337567552 0.81203633
#> Sigma[4,4] 0.558292040 0.224030772 0.355184332 0.88760502
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977502878 0.01640384 0.957594973 0.99989182
#> lag1_var2 0.003664760 0.04193446 -0.055964588 0.05942475
#> lag1_var3 -0.008535283 0.06473703 -0.095190562 0.07493740
#> lag1_var4 0.009676808 0.06212411 -0.070363351 0.09123034
#> const 0.486991366 0.26374842 0.158593317 0.88780585
#> exo1 0.032890925 0.02969741 -0.005798143 0.06988611
#> exo2 -0.065969494 0.02682718 -0.111952431 -0.04355564
#> exo3 0.004499779 0.02687864 -0.031475252 0.03506306
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01087952 0.1537004 -0.2343487 0.1590783
#> lag1_var2 1.10816489 0.3616252 0.5704951 1.5461403
#> lag1_var3 0.29633579 0.5210378 -0.4204348 1.0141970
#> lag1_var4 -0.31478230 0.4909057 -0.9946813 0.3530809
#> const 1.57841387 2.2399325 -1.3855589 4.7124836
#> exo1 -0.04139080 0.1656084 -0.2813639 0.1652135
#> exo2 1.10213093 0.2093897 0.7805071 1.3256891
#> exo3 -0.84272055 0.1253385 -1.0210218 -0.6912959
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.60298970 0.4450187 1.026997 2.127643
#> lag1_var2 -4.71125975 1.0961002 -5.962920 -3.276686
#> lag1_var3 -6.62896739 1.6201714 -8.379556 -4.353586
#> lag1_var4 7.32199285 1.5572062 5.111847 9.006586
#> const -19.86354056 6.8616695 -28.695596 -10.616472
#> exo1 -0.03324405 0.8858079 -1.044362 1.308542
#> exo2 -4.22198277 1.0153206 -5.646749 -2.846367
#> exo3 0.13344293 0.8456763 -1.144063 1.171447
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.67031430 0.4822143 1.075223 2.2464213
#> lag1_var2 -4.50157130 1.0966922 -5.832716 -3.2636918
#> lag1_var3 -7.25431917 1.6652718 -9.203601 -5.2869557
#> lag1_var4 7.94072518 1.6013551 6.009128 9.8160692
#> const -21.10466333 7.9059485 -32.042560 -10.9798433
#> exo1 -0.05154836 0.8933763 -1.110731 1.2272832
#> exo2 -3.57386772 1.1444814 -5.160170 -1.9932366
#> exo3 -0.42064745 0.8760652 -1.760253 0.6970398
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003653058 7.32636e-05 0.0002800067 0.00048543
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001261653 0.001854205 -0.003684855 0.001227628
#> Sigma[2,2] 0.453643017 0.127311118 0.276905710 0.632634742
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000663027 0.001212849 -0.00240706 0.0008637575
#> Sigma[3,2] -0.172874709 0.079294911 -0.28803020 -0.0706737589
#> Sigma[3,3] 0.189625059 0.044932575 0.14717422 0.2618539822
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001368805 0.0009593588 -0.002877902 -0.0001543152
#> Sigma[4,2] 0.058738829 0.0412785430 -0.001788109 0.1136137009
#> Sigma[4,3] 0.103834049 0.0318073524 0.075304155 0.1610907299
#> Sigma[4,4] 0.136580884 0.0374812276 0.096516419 0.1982459625
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97451294 0.01260315 0.956173246 0.990611139
#> lag1_var2 0.01448974 0.04017985 -0.047434534 0.062487577
#> lag1_var3 0.02865718 0.07385143 -0.085660521 0.117656441
#> lag1_var4 -0.02216162 0.07569899 -0.115594615 0.093372812
#> const 0.37546047 0.25273793 0.017275163 0.722352512
#> exo1 -0.01541216 0.01281505 -0.031581092 0.003096136
#> exo2 -0.04045491 0.01849096 -0.063430769 -0.012648667
#> exo3 0.02601333 0.01702710 0.004221117 0.045998991
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0971478 0.3687010 0.4853120 1.4408455
#> lag1_var2 -0.9896300 1.4522826 -2.8808923 1.0934995
#> lag1_var3 -3.4419606 2.6489171 -6.9439285 0.3641907
#> lag1_var4 3.1776670 2.8293818 -0.8068193 6.9217912
#> const -14.8365578 5.0402774 -21.8344840 -7.7409751
#> exo1 -0.3727184 0.4295627 -1.0253866 0.1294313
#> exo2 1.7193555 0.5732108 0.9963964 2.5629295
#> exo3 1.0198912 0.8657041 -0.1556714 2.2014536
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1750516 0.4347369 -0.27606475 0.8337359
#> lag1_var2 0.6360145 0.7418024 -0.44408507 1.5579802
#> lag1_var3 1.9371465 1.3888121 -0.03056472 3.7021819
#> lag1_var4 -1.1746536 1.4508115 -3.00100250 1.0227318
#> const 7.2397003 3.6331048 3.22065342 13.0015610
#> exo1 0.1949569 0.4318542 -0.40901428 0.7012627
#> exo2 -0.9969957 0.3463752 -1.54455652 -0.5910327
#> exo3 0.2051339 0.3760634 -0.23846511 0.7638254
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.746116850 0.3323938 0.3428863 1.2554709
#> lag1_var2 -0.052747217 0.5936949 -0.8026355 0.7188711
#> lag1_var3 -0.181368095 1.0877368 -1.6148471 1.2339443
#> lag1_var4 0.820098132 1.0401153 -0.5822235 2.1479745
#> const -1.180816149 3.9258992 -6.9477150 3.7818307
#> exo1 0.006912109 0.5663870 -0.9359375 0.6269938
#> exo2 -0.111263076 0.3556470 -0.6396255 0.2982067
#> exo3 0.779735406 0.3588389 0.2644070 1.2425504
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007652702 0.0002251108 0.000595647 0.00116445
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009690172 0.005256998 -0.01880571 -0.004075174
#> Sigma[2,2] 0.330255499 0.109944246 0.21992703 0.515519851
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001045836 0.003841177 -0.004459919 0.005485122
#> Sigma[3,2] -0.139194697 0.078234402 -0.259117835 -0.041275087
#> Sigma[3,3] 0.419831640 0.127920914 0.248938314 0.557509695
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005227577 0.004647747 -0.01267135 0.0001179907
#> Sigma[4,2] 0.069867819 0.101690508 -0.04387268 0.2183274557
#> Sigma[4,3] 0.354561270 0.101320447 0.21379615 0.4825184340
#> Sigma[4,4] 0.423227537 0.095176593 0.31128528 0.5747348328
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02559685 0.01126495 1.007402590 1.03765298
#> lag1_var2 -0.04106185 0.02603889 -0.080985734 -0.01112469
#> lag1_var3 -0.07064765 0.04304810 -0.133753528 -0.01614133
#> lag1_var4 0.06164281 0.04173221 0.010972686 0.12306009
#> const -0.02092904 0.18203641 -0.250256343 0.20553042
#> exo1 0.04290806 0.02331668 0.021300504 0.07736505
#> exo2 -0.23440004 0.03458121 -0.285063019 -0.19043201
#> exo3 0.05780676 0.03741481 0.004540579 0.10417390
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6710495 0.2555013 -1.00923030 -0.33267577
#> lag1_var2 1.4180302 0.5449208 0.75816284 2.28999106
#> lag1_var3 1.2702553 0.9426107 0.07509466 2.77313229
#> lag1_var4 -1.0773721 0.8705805 -2.45128810 0.04883683
#> const 6.3165844 3.9852729 1.44219778 12.42768922
#> exo1 -0.3258509 0.4794065 -1.02566661 0.33241307
#> exo2 7.6371847 0.6470408 6.73833209 8.51972960
#> exo3 -0.2560717 0.8941545 -1.57579559 0.92982438
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0748935 0.4213258 0.4058082 1.5985443
#> lag1_var2 0.1221697 0.9003071 -0.8119793 1.4943250
#> lag1_var3 0.9631599 1.4893129 -0.5404387 3.2307965
#> lag1_var4 -0.4145533 1.3333935 -2.4150426 0.9084765
#> const 1.6450470 3.3156915 -3.1282668 6.2711748
#> exo1 0.9065079 0.4200585 0.4377596 1.5269151
#> exo2 -8.4270536 0.8153962 -9.4782142 -7.3185717
#> exo3 0.3400488 0.9856557 -0.9576402 1.4654484
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6939007 0.3537969 0.14166143 1.079147
#> lag1_var2 0.6864566 0.8767533 -0.37793670 1.941050
#> lag1_var3 1.2447144 1.4276958 -0.52263761 3.189018
#> lag1_var4 -0.5682171 1.2924803 -2.36128034 1.031805
#> const 4.2297409 4.0546866 -2.28967084 8.104272
#> exo1 0.7488781 0.4887378 0.07756542 1.412845
#> exo2 -4.0010724 0.6854587 -4.91535765 -3.147565
#> exo3 0.2164353 1.1915083 -1.22123243 1.675197
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008642946 0.0002692035 0.0005981917 0.001251207
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003961634 0.0009833276 -0.005287444 -0.002558738
#> Sigma[2,2] 0.128198842 0.0367242951 0.087907249 0.189521077
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01262417 0.006467322 0.006554781 0.02287603
#> Sigma[3,2] -0.14385163 0.072132155 -0.228792716 -0.03903300
#> Sigma[3,3] 1.23199375 0.312885792 0.891391484 1.71265901
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01038874 0.007069819 0.003421954 0.02137361
#> Sigma[4,2] -0.05301517 0.091704864 -0.153251836 0.08696890
#> Sigma[4,3] 1.18080163 0.290719413 0.860003089 1.62026151
#> Sigma[4,4] 1.19671870 0.272248618 0.900523344 1.61289256
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96641699 0.01462313 0.94418913 0.98158452
#> lag1_var2 0.05403640 0.04158468 0.01618141 0.12905494
#> lag1_var3 0.07397935 0.05233137 0.02180710 0.16501831
#> lag1_var4 -0.06921982 0.04956419 -0.15437850 -0.01832429
#> const 0.55050971 0.20747718 0.31454306 0.88613656
#> exo1 0.03494376 0.01765217 0.01117013 0.06055448
#> exo2 -0.15225297 0.03485464 -0.20216332 -0.11264641
#> exo3 0.09571524 0.02866522 0.05787938 0.12921613
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0649155 0.2212723 -0.2103850 0.3986955
#> lag1_var2 0.8855476 0.5236656 0.2173986 1.6329568
#> lag1_var3 0.5695712 0.7480102 -0.3449398 1.6620397
#> lag1_var4 -0.5917148 0.7096584 -1.6289307 0.2639954
#> const 2.0862825 3.2649138 -2.9432584 6.0887909
#> exo1 0.3218721 0.4006028 -0.1550392 0.8768176
#> exo2 3.5898689 0.3559896 3.2064219 4.1351373
#> exo3 -0.8090520 0.4636338 -1.3824282 -0.1439696
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4855065 0.6383589 -0.2793889 1.373477
#> lag1_var2 -0.5193418 1.9038161 -2.9690401 2.320466
#> lag1_var3 -1.2976684 2.4658853 -4.4873490 2.106899
#> lag1_var4 2.2072936 2.3243573 -0.9760566 5.201831
#> const -9.9851766 8.6434419 -19.3556729 4.364214
#> exo1 -0.3909517 1.0247411 -1.8448702 1.010988
#> exo2 -10.7723592 0.5427587 -11.5568546 -10.092657
#> exo3 0.2856230 1.6938903 -1.8145101 2.516200
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5591545 0.7311432 -0.2700135 1.5370445
#> lag1_var2 -0.2820552 1.9808599 -2.8526615 2.6326249
#> lag1_var3 -1.5065743 2.4547027 -4.9070557 1.8257044
#> lag1_var4 2.4159568 2.2984741 -0.6790081 5.6178394
#> const -10.4771063 9.8041513 -21.5750771 5.5927653
#> exo1 -0.1627973 0.9065958 -1.6363700 0.9754717
#> exo2 -8.5880024 0.5340851 -9.4492030 -8.0640745
#> exo3 -0.2788618 1.6992212 -2.4020968 1.8874800
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003807507 7.728953e-05 0.0003147372 0.0005121329
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001873488 0.0006807347 -0.00293655 -0.001063119
#> Sigma[2,2] 0.048338594 0.0129651477 0.03264307 0.068099813
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009011516 0.002098348 -0.004532201 0.001058088
#> Sigma[3,2] 0.0112397351 0.019190653 -0.015046941 0.036825512
#> Sigma[3,3] 0.2594578238 0.097426698 0.161435218 0.426388013
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00210675 0.002290472 -0.00606195 8.659579e-05
#> Sigma[4,2] 0.04174707 0.021324467 0.01375169 7.012882e-02
#> Sigma[4,3] 0.27433785 0.109482223 0.16371471 4.592625e-01
#> Sigma[4,4] 0.30875558 0.122463678 0.18001263 5.100565e-01
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0241968387 0.01046178 1.01205926 1.04009417
#> lag1_var2 -0.1024323993 0.03421868 -0.15455381 -0.05872659
#> lag1_var3 -0.1699399252 0.06615971 -0.27976899 -0.09496236
#> lag1_var4 0.1642394966 0.06549692 0.08870532 0.27220402
#> const -0.2382339975 0.23940302 -0.58681684 0.04418682
#> exo1 0.0003622923 0.01612610 -0.02451671 0.01962502
#> exo2 -0.1683260552 0.02160757 -0.20124995 -0.14026166
#> exo3 -0.0106604764 0.02611290 -0.04981367 0.01406450
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3566498 0.1088741 -0.5128383 -0.2345474
#> lag1_var2 1.3485411 0.3896525 0.8309891 1.9192366
#> lag1_var3 0.9897927 0.5946105 0.1148488 1.7544480
#> lag1_var4 -0.9021777 0.5855233 -1.6628791 -0.0408471
#> const 4.7057308 2.3052771 2.0811737 7.7341180
#> exo1 0.2492222 0.2783338 -0.1295521 0.6461036
#> exo2 0.4737897 0.1724349 0.2727964 0.7584921
#> exo3 1.1618891 0.2958861 0.8234512 1.6472248
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3238054 0.2260233 0.01240484 0.59610922
#> lag1_var2 3.2503034 1.3480271 1.47609395 5.17115427
#> lag1_var3 4.6535363 2.0495620 1.78042025 7.39610399
#> lag1_var4 -4.1007832 2.0824212 -6.95113094 -1.21992250
#> const 15.4752021 6.4025224 8.00095452 25.34647077
#> exo1 -0.3256132 0.4309548 -1.08177159 0.05390239
#> exo2 -4.5779567 0.4309675 -5.24924033 -4.16472530
#> exo3 -1.3083503 0.6473192 -2.13580136 -0.32686983
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1120155 0.2207786 -0.1974385 0.3664804
#> lag1_var2 3.9436807 1.5462895 1.9648305 6.1167463
#> lag1_var3 4.9973087 2.2695808 1.9923579 8.0710087
#> lag1_var4 -4.3855994 2.3103359 -7.5719640 -1.3652845
#> const 17.7633035 6.6320867 9.2875511 28.3014214
#> exo1 -0.1808131 0.4118849 -0.8684437 0.2243171
#> exo2 -4.3996512 0.4720126 -5.1148884 -3.8467147
#> exo3 -0.6499742 0.6205274 -1.3632994 0.3648495
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001837254 0.0005306845 0.001123461 0.00260319
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003146581 0.001446456 -0.005388577 -0.00187831
#> Sigma[2,2] 0.018632062 0.006998786 0.013270750 0.02999051
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00656293 0.00863416 -0.01860800 0.004926336
#> Sigma[3,2] 0.07274023 0.03434684 0.04491725 0.126661491
#> Sigma[3,3] 0.83148576 0.18028817 0.62144498 1.097409834
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008720862 0.009418266 -0.02218447 0.00318839
#> Sigma[4,2] 0.085512739 0.039381056 0.05435879 0.14804053
#> Sigma[4,3] 0.894892939 0.201256395 0.67015820 1.19832137
#> Sigma[4,4] 0.967674357 0.226115235 0.72613881 1.31358555
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92964092 0.03226980 0.88224526 0.967896555
#> lag1_var2 0.17318470 0.11769370 0.01799810 0.333035430
#> lag1_var3 0.28945421 0.17569144 0.07422459 0.537029061
#> lag1_var4 -0.28437592 0.17201897 -0.52728354 -0.073659987
#> const 1.38354089 0.54132537 0.76174950 2.191833097
#> exo1 -0.04475694 0.02077916 -0.06214695 -0.007696245
#> exo2 -0.07568427 0.02781952 -0.10981024 -0.034822345
#> exo3 -0.05643484 0.04202877 -0.11466143 0.003823444
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20597686 0.12916442 0.04528521 0.398033578
#> lag1_var2 0.09797009 0.46061189 -0.57855195 0.670462029
#> lag1_var3 -0.84138325 0.75705729 -1.99421350 0.093736462
#> lag1_var4 0.82631685 0.73961071 -0.08735564 1.951768330
#> const -2.90247852 2.05226377 -5.86965327 -0.438066669
#> exo1 -0.10547100 0.08166502 -0.21330140 -0.005489976
#> exo2 0.29363032 0.17521788 0.05376547 0.543919922
#> exo3 0.23443047 0.10658047 0.09908411 0.388834239
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6759204 0.6216551 -0.21879282 1.4518400
#> lag1_var2 -0.5996930 2.3650990 -3.28089034 2.1312414
#> lag1_var3 -1.9525900 3.6925417 -6.23575867 2.3703044
#> lag1_var4 2.8691516 3.6131156 -1.36025641 7.0479039
#> const -14.6802961 10.0621006 -26.35137846 0.7313694
#> exo1 -1.0138989 0.8249750 -2.41538949 -0.2185617
#> exo2 0.1976821 1.1647223 -1.38086202 1.6773833
#> exo3 0.7762294 0.6790791 0.05952782 1.9170694
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8314465 0.7012821 -0.19266543 1.6678640
#> lag1_var2 -0.8189796 2.6386324 -3.66110053 2.3293144
#> lag1_var3 -2.9666723 4.1522500 -7.75317464 2.0468328
#> lag1_var4 3.8873632 4.0620727 -1.01710242 8.5571893
#> const -18.0483246 11.2931001 -30.73131709 -0.5177611
#> exo1 -1.0938460 0.8781928 -2.58453701 -0.2612737
#> exo2 0.3512179 1.2907678 -1.38077025 2.0159573
#> exo3 0.9098155 0.7151758 0.08606619 2.0834787
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003022639 5.149735e-05 0.0002392509 0.0003862572
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532351 0.005378141 -0.02327533 -0.009010526
#> Sigma[2,2] 2.40116784 0.510170946 1.66268013 3.123554258
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007984621 0.002722625 0.004175026 0.01171417
#> Sigma[3,2] -1.193665491 0.203426088 -1.470291146 -0.89437878
#> Sigma[3,3] 0.720079537 0.113996440 0.563436590 0.87990105
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008005673 0.001731923 -0.003144126 0.001440892
#> Sigma[4,2] 0.1726903507 0.151538421 0.004849439 0.392348073
#> Sigma[4,3] 0.0603064527 0.073689612 -0.034504594 0.166569023
#> Sigma[4,4] 0.1826768630 0.064494983 0.138593636 0.302431991
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974319409 0.01651520 0.953592628 0.995558478
#> lag1_var2 0.026675135 0.02626749 0.002165476 0.062872247
#> lag1_var3 0.048939335 0.04753484 0.003559672 0.114342976
#> lag1_var4 -0.044986130 0.04208583 -0.103005110 -0.003719907
#> const 0.509122119 0.21446468 0.149754306 0.747303698
#> exo1 -0.003407039 0.01459493 -0.025500056 0.016016227
#> exo2 -0.056931347 0.01240194 -0.073459010 -0.038674514
#> exo3 0.016874810 0.01378005 -0.001357402 0.032550033
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32902003 1.605876 -1.70527078 2.9230419
#> lag1_var2 0.05926126 3.092016 -4.74848589 4.0575195
#> lag1_var3 -1.69727227 5.645609 -10.43459394 5.6446040
#> lag1_var4 1.66052024 5.067562 -4.90995598 9.4746504
#> const -7.25043451 11.504064 -25.36165655 5.1302568
#> exo1 -1.48825934 1.037965 -2.95898417 -0.1661859
#> exo2 0.74465841 1.144153 -0.77167873 2.2884349
#> exo3 1.63970737 1.355249 -0.05138318 3.3327352
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06294175 0.9547991 -1.2560802 1.30158397
#> lag1_var2 0.29699198 1.7196582 -2.0276506 2.82473250
#> lag1_var3 1.59871203 3.1345068 -2.6482851 6.19885777
#> lag1_var4 -0.70784771 2.8018244 -4.8291302 3.08345201
#> const 5.09523824 7.6001929 -3.4762733 14.83831754
#> exo1 0.84982835 0.5646639 0.2125206 1.53714146
#> exo2 -0.84111239 0.7196995 -1.8956991 0.03363998
#> exo3 -0.03456078 0.9526031 -1.1912299 1.38280804
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.223956840 0.5326964 -0.6474151 0.82344340
#> lag1_var2 -0.005527111 0.8344938 -0.8957670 1.35182827
#> lag1_var3 0.056286952 1.5091813 -1.5802326 2.49600451
#> lag1_var4 0.849370400 1.3463401 -1.3329358 2.33121370
#> const -0.297908844 5.5120991 -6.4296082 8.47473280
#> exo1 0.076253719 0.4559334 -0.4014596 0.81448784
#> exo2 -0.468324820 0.3135663 -0.8686595 -0.03823577
#> exo3 0.919994697 0.4648507 0.4693997 1.65403575
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006784547 0.0001734457 0.0004705938 0.0009145363
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008330494 0.004210972 -0.01581495 -0.003977432
#> Sigma[2,2] 1.033181339 0.185485577 0.86248562 1.353995938
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009611415 0.004883789 0.003579642 0.01718983
#> Sigma[3,2] -0.595077491 0.159475924 -0.779496300 -0.37487411
#> Sigma[3,3] 0.723221519 0.211119406 0.394068629 0.96065410
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006891327 0.004133956 0.0007433754 0.011790928
#> Sigma[4,2] -0.165227297 0.150568184 -0.3685318216 0.007855126
#> Sigma[4,3] 0.543560607 0.175521247 0.2679492978 0.759664506
#> Sigma[4,4] 0.556074921 0.145512233 0.3214156681 0.726454102
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98554238 0.01803467 0.964509477 1.012474702
#> lag1_var2 -0.01291053 0.02424341 -0.048833982 0.009663136
#> lag1_var3 -0.03384470 0.05657830 -0.118227170 0.019469830
#> lag1_var4 0.03572098 0.05003800 -0.011037486 0.110752609
#> const 0.27054679 0.20802737 0.004761222 0.568648141
#> exo1 -0.02761054 0.03056320 -0.067662034 0.009590768
#> exo2 -0.02524043 0.03274006 -0.066223934 0.020214268
#> exo3 0.01341449 0.02033845 -0.015316437 0.036450081
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0256162 1.3552105 -2.8147157 0.9892054
#> lag1_var2 2.2680662 1.5482570 -0.1233363 4.2466286
#> lag1_var3 3.1541853 3.6761657 -2.5638793 7.8244708
#> lag1_var4 -2.7200946 3.2355772 -6.8347657 2.3205591
#> const 7.9525233 17.0642568 -15.0199529 30.6851833
#> exo1 0.2991685 1.2157837 -1.5196725 1.6599899
#> exo2 0.9131318 0.9860506 -0.5124589 2.2917422
#> exo3 -0.6276669 0.7961814 -1.6490531 0.4245769
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68593766 1.3803944 -1.4161530 2.0227809
#> lag1_var2 -1.03716175 1.5804506 -2.5816141 1.4144075
#> lag1_var3 -1.42717910 3.7151891 -5.0611390 4.2442111
#> lag1_var4 2.09804938 3.2827956 -2.9236116 5.2884019
#> const -3.17677653 17.0443387 -18.7340086 22.4644568
#> exo1 -0.93496189 0.8329180 -2.0765241 0.1823097
#> exo2 -0.79490938 0.9904661 -2.0178704 0.6488389
#> exo3 0.05587639 0.4485689 -0.3958033 0.7659630
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2453477 1.1258236 -1.3980772 1.48600403
#> lag1_var2 -0.3587973 1.3643695 -1.8843707 1.78144762
#> lag1_var3 -0.7503748 3.2133866 -4.3993418 4.21042077
#> lag1_var4 1.6428185 2.8411646 -2.7360688 4.86640420
#> const -1.2191149 13.3567609 -15.4366486 19.79163653
#> exo1 -0.9070905 0.6748363 -1.6388534 0.06819868
#> exo2 -0.4524332 0.7926897 -1.2269614 0.87612826
#> exo3 -0.1967195 0.4282844 -0.8962124 0.18240955
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005712766 0.0002013499 0.0003497859 0.0008946267
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006297615 0.0003928970 0.0002959914 0.001306844
#> Sigma[2,2] 0.0051931707 0.0009280331 0.0038102145 0.006288845
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003393974 0.001391082 -0.00550146 -0.001830664
#> Sigma[3,2] -0.006533436 0.002160574 -0.01024673 -0.003982055
#> Sigma[3,3] 0.055013504 0.015736526 0.03711083 0.080303379
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002999924 0.001238902 -0.004762682 -1.592169e-03
#> Sigma[4,2] -0.002969081 0.002229369 -0.006333444 1.220186e-05
#> Sigma[4,3] 0.051769123 0.015072959 0.033796796 7.516059e-02
#> Sigma[4,4] 0.051039863 0.014575658 0.033152138 7.276465e-02
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95818233 0.02436555 0.922304413 0.99115613
#> lag1_var2 -0.02408294 0.06505182 -0.094374187 0.06501795
#> lag1_var3 -0.09856768 0.09416229 -0.210414618 0.02500400
#> lag1_var4 0.11009484 0.09266311 -0.010548557 0.21910383
#> const -0.02029870 0.36653658 -0.466259147 0.54316409
#> exo1 0.01730017 0.01304561 0.001069084 0.03555945
#> exo2 -0.04024940 0.01903233 -0.067577622 -0.01703616
#> exo3 0.01830602 0.03749639 -0.022069948 0.07684810
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19083700 0.04661984 -0.25717990 -0.13619861
#> lag1_var2 0.55984894 0.23741800 0.22982193 0.86825365
#> lag1_var3 -0.09099036 0.29500355 -0.54672720 0.22147819
#> lag1_var4 0.16913720 0.30229559 -0.16065916 0.62904404
#> const -0.22711791 0.78664567 -1.55211678 0.66239323
#> exo1 -0.06793818 0.05844970 -0.14214295 0.00597693
#> exo2 0.12183231 0.10348643 -0.01272414 0.25272069
#> exo3 0.27822658 0.04832265 0.19395041 0.32293484
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54508770 0.1769276 0.3355734 0.8011976
#> lag1_var2 0.50215758 0.6260443 -0.4078899 1.3175025
#> lag1_var3 1.41801690 0.9107751 0.0474959 2.5798776
#> lag1_var4 -0.65968031 0.9158132 -1.8483795 0.6998508
#> const 4.66651944 3.7102573 -0.7750771 8.8555830
#> exo1 -0.02019584 0.1671440 -0.2645328 0.2033394
#> exo2 -1.47857725 0.2786177 -1.8281769 -1.1008591
#> exo3 -0.18751266 0.3273140 -0.7049296 0.1932682
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41610126 0.1925765 0.2040247 0.6962202
#> lag1_var2 0.60370398 0.6308464 -0.3122498 1.4080834
#> lag1_var3 0.93520671 0.9502363 -0.5286732 2.0874535
#> lag1_var4 -0.10760185 0.9513307 -1.2819858 1.3395799
#> const 3.38400707 3.8470640 -2.3664196 7.8329471
#> exo1 -0.07171581 0.1526256 -0.2896578 0.1217496
#> exo2 -1.43259885 0.2628563 -1.7763813 -1.1093879
#> exo3 0.01678589 0.3288949 -0.4865524 0.4108330
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003840634 0.0001253588 0.0002333111 0.0005766037
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01019842 0.003362323 -0.01406399 -0.004922753
#> Sigma[2,2] 0.85307920 0.149423700 0.64636104 1.044400351
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009758458 0.00402225 0.004397744 0.01468804
#> Sigma[3,2] -0.731072396 0.17099686 -0.947955892 -0.48512225
#> Sigma[3,3] 0.885071500 0.18627044 0.623435804 1.14781566
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003922585 0.002384461 0.0007166257 0.006808265
#> Sigma[4,2] -0.234253601 0.107500561 -0.3748773227 -0.069615651
#> Sigma[4,3] 0.477046753 0.103428841 0.3227859119 0.620556533
#> Sigma[4,4] 0.360014746 0.060840176 0.2652904551 0.431723136
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001367538 0.01648040 0.977791989 1.02301130
#> lag1_var2 0.032143052 0.03339786 0.004614362 0.08964773
#> lag1_var3 0.057116691 0.05581404 0.013669802 0.15375817
#> lag1_var4 -0.063462060 0.05082338 -0.151428363 -0.02517991
#> const 0.378030138 0.16113568 0.121846052 0.57989832
#> exo1 0.003458217 0.01229628 -0.014052135 0.01705954
#> exo2 -0.109978049 0.01555536 -0.128982989 -0.08934683
#> exo3 0.008260589 0.01901579 -0.013559716 0.03724290
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2663355 0.5489404 -0.44516628 0.9782066
#> lag1_var2 -2.4418971 1.1069022 -3.62053583 -0.5571401
#> lag1_var3 -5.6269711 1.8429562 -7.57049631 -2.5105832
#> lag1_var4 5.7374025 1.7153478 2.79649947 7.4712025
#> const -12.9167850 10.9535293 -26.83908245 1.7208877
#> exo1 -1.2591209 0.6439522 -2.11073314 -0.3447678
#> exo2 0.3058620 0.6558454 -0.50594851 1.2225508
#> exo3 0.8011670 0.5799596 -0.03813656 1.6350042
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0720135 0.6597375 0.1244593 1.8791723
#> lag1_var2 0.7684608 1.5452718 -1.3846400 2.8410076
#> lag1_var3 2.3258789 2.5932085 -1.3489623 5.7627110
#> lag1_var4 -1.7487277 2.3999432 -4.8621391 1.7786586
#> const -2.2971746 10.0619865 -17.9749080 9.3858472
#> exo1 0.8062785 0.6282995 -0.1885187 1.5107994
#> exo2 -1.8982983 0.7303312 -2.7198975 -0.8934547
#> exo3 -1.4562386 0.6971756 -2.3978177 -0.5455661
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3156680 0.5671858 0.65290980 2.0994057
#> lag1_var2 -1.1400773 1.2902535 -2.95749961 0.5025663
#> lag1_var3 -1.7775900 2.1570870 -4.81821073 0.9804166
#> lag1_var4 2.4267576 2.0023925 -0.08714735 5.2955759
#> const -12.5156528 6.4107373 -22.57598795 -5.9293273
#> exo1 0.0475583 0.3589372 -0.44602377 0.5472447
#> exo2 -1.8420434 0.5049594 -2.45704289 -1.1698299
#> exo3 -1.0416581 0.5229281 -1.80810055 -0.2926573
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00081005 0.0002285228 0.0005644333 0.001194994
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01209107 0.006326891 -0.02088575 -0.003584973
#> Sigma[2,2] 1.29249833 0.403327555 0.77278583 1.921210640
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001682865 0.009633927 -0.01434282 0.01148203
#> Sigma[3,2] -0.8742926547 0.255423161 -1.17219830 -0.51265966
#> Sigma[3,3] 1.8156463715 0.483614754 1.29243424 2.59861429
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008962429 0.01002772 -0.02330643 0.003872691
#> Sigma[4,2] 0.026213386 0.20838305 -0.16561691 0.366031867
#> Sigma[4,3] 1.278250963 0.50205148 0.75868334 2.072001887
#> Sigma[4,4] 1.372713078 0.52603458 0.75203595 2.139233409
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00120709 0.01053363 0.989404674 1.01714086
#> lag1_var2 -0.01695360 0.05296253 -0.087491076 0.06015936
#> lag1_var3 -0.02026259 0.07411854 -0.116916821 0.08423883
#> lag1_var4 0.01696781 0.07471530 -0.087014441 0.11691927
#> const 0.24565878 0.27017038 -0.088126745 0.55293851
#> exo1 0.02603797 0.03322676 -0.014345102 0.06984747
#> exo2 -0.02325724 0.03026880 -0.061703928 0.01629720
#> exo3 0.03454096 0.01894529 0.008884585 0.05976241
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2560734 0.4132452 -0.2661000 0.8375304
#> lag1_var2 -0.5075410 1.5100924 -2.4613896 1.1921786
#> lag1_var3 -1.1754015 2.1612632 -3.8211017 1.2159198
#> lag1_var4 1.2139747 2.1822768 -1.3523871 3.9674136
#> const -5.1275344 8.8511380 -17.7706386 6.4036473
#> exo1 -0.6432863 1.2463348 -2.0520129 1.3004370
#> exo2 1.4690834 1.4786284 -0.1491047 3.4404310
#> exo3 0.6378425 1.1491072 -1.3140866 1.8442891
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1543982 0.6933339 0.1900663 1.81831335
#> lag1_var2 2.4580127 1.9107499 -0.4515886 4.54824564
#> lag1_var3 3.7025325 2.7514044 -0.5166071 6.83846287
#> lag1_var4 -3.3199069 2.7265338 -6.3135911 0.97604851
#> const 12.1666799 11.1453893 -3.5753252 27.51674439
#> exo1 0.6492831 0.7609742 -0.5954093 1.50348425
#> exo2 -1.8776060 1.4306520 -3.8992292 0.02175797
#> exo3 0.2648965 1.6082594 -1.8035225 2.59342008
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4056899 0.6118877 0.4948348 2.1866328
#> lag1_var2 1.8039430 1.7211898 -0.8901832 3.8516723
#> lag1_var3 2.4452383 2.3557892 -1.2684350 5.0318094
#> lag1_var4 -2.0447467 2.3729302 -4.7397940 1.6879974
#> const 7.4447894 11.6543626 -7.2263989 22.9927595
#> exo1 0.2199378 0.7942721 -0.8844507 1.4041938
#> exo2 -0.9158825 1.1511958 -1.9727471 0.8392909
#> exo3 0.7893257 1.0627942 -0.5114551 2.2881164
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003586619 0.0009565429 0.002362228 0.005080766
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09292082 0.0358402 -0.1558623 -0.05587219
#> Sigma[2,2] 7.69786635 2.2367071 5.7435841 11.22469426
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04715458 0.01790503 0.03183405 0.07790271
#> Sigma[3,2] -4.45371542 1.25015157 -6.56334316 -3.23923490
#> Sigma[3,3] 2.85011674 0.71474098 2.11670524 4.06742769
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01402098 0.007742248 0.004467836 0.02557334
#> Sigma[4,2] -1.75272156 0.522071664 -2.627815271 -1.21641623
#> Sigma[4,3] 1.36453528 0.294959033 1.052602763 1.84063981
#> Sigma[4,4] 0.85420835 0.131747755 0.708284833 1.06779651
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92143062 0.03873270 0.86873461 0.97539290
#> lag1_var2 0.05670700 0.03156616 0.01985932 0.11004312
#> lag1_var3 0.12547050 0.07490992 0.03652973 0.25257888
#> lag1_var4 -0.09483380 0.05302846 -0.18606859 -0.03310133
#> const 0.48744829 0.31074542 0.10522401 0.91919227
#> exo1 0.04470293 0.04965238 -0.01611405 0.11482628
#> exo2 -0.11372638 0.03825362 -0.17730263 -0.07927194
#> exo3 0.01027061 0.04040169 -0.03029269 0.07112330
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5948418 2.647952 -2.6044307 4.7735584
#> lag1_var2 -0.6636015 1.140210 -1.8546964 1.3137949
#> lag1_var3 -3.6308266 2.511110 -6.3563333 0.6903038
#> lag1_var4 3.1300286 1.604698 0.3763432 4.9438352
#> const -12.1798583 23.757634 -44.2195508 16.9720654
#> exo1 3.2792988 1.943021 0.4324046 5.1511223
#> exo2 -1.1017876 1.721755 -3.4201701 0.8943258
#> exo3 0.6148897 1.771484 -2.3090224 2.6088792
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7681731 1.5151786 -2.31303129 1.6934365
#> lag1_var2 0.8272844 0.6662130 -0.37934629 1.3700522
#> lag1_var3 2.6683772 1.4568600 0.03732784 3.9027673
#> lag1_var4 -1.5197903 0.9576462 -2.32571924 0.1731879
#> const 8.7342727 14.8102491 -10.31593883 27.2321451
#> exo1 -1.8204401 1.1666234 -2.98767025 -0.1526126
#> exo2 -2.2482387 1.3820553 -3.75489318 -0.3518913
#> exo3 0.7616665 1.0899505 -0.10929279 2.6845051
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2628636 0.8442023 -1.3296811 0.98269006
#> lag1_var2 0.3836137 0.4430970 -0.2208599 0.97769992
#> lag1_var3 0.6981428 1.0081854 -0.6272823 2.07156909
#> lag1_var4 0.3486961 0.6707401 -0.5615714 1.28212190
#> const 2.4830182 8.1226753 -9.7309259 10.38537869
#> exo1 -0.6555262 0.5546605 -1.4437783 0.01516569
#> exo2 -3.5797110 1.0746730 -4.8197058 -2.04368141
#> exo3 1.4051620 0.8476470 0.4404451 2.73026542
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004031845 9.489647e-05 0.0002699443 0.0005241642
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002036822 0.0006266866 -0.002935985 -0.001230696
#> Sigma[2,2] 0.018401977 0.0040038347 0.013379174 0.024155509
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006176961 0.0005961972 -0.0001392396 0.001491709
#> Sigma[3,2] -0.0088550410 0.0027886656 -0.0129946007 -0.005305455
#> Sigma[3,3] 0.0272425839 0.0046589893 0.0200997458 0.032748610
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006095736 0.0004827479 -0.001343622 -3.118555e-06
#> Sigma[4,2] 0.0017456028 0.0030127931 -0.001898973 6.300021e-03
#> Sigma[4,3] 0.0253415686 0.0044246266 0.018926992 3.112994e-02
#> Sigma[4,4] 0.0300635954 0.0048472406 0.023264911 3.732992e-02
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.883351e-01 0.03086254 0.9482003305 1.03147094
#> lag1_var2 -8.754599e-05 0.03795567 -0.0526049118 0.04773644
#> lag1_var3 1.564534e-02 0.07077775 -0.0753712387 0.11527883
#> lag1_var4 -1.577108e-02 0.06393827 -0.1072920049 0.06510396
#> const 3.818430e-01 0.32606280 0.0007460505 0.86314201
#> exo1 -1.107087e-02 0.01752675 -0.0320870166 0.01416161
#> exo2 -8.763941e-02 0.01793767 -0.1152092493 -0.07229534
#> exo3 3.144891e-02 0.02008815 0.0121655723 0.06225419
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0682475433 0.15823491 -0.3099656 0.0977224
#> lag1_var2 0.9186792329 0.14560689 0.7391274 1.1393635
#> lag1_var3 0.5419068902 0.29531332 0.2151191 0.9972989
#> lag1_var4 -0.4591398906 0.26106175 -0.8565784 -0.1615389
#> const 1.4047128490 1.64037045 -0.6656386 3.8735676
#> exo1 -0.0052620210 0.09469433 -0.1364984 0.1082277
#> exo2 1.2383872692 0.07188882 1.1674593 1.3460348
#> exo3 0.0008294078 0.17398923 -0.2309695 0.2599215
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03457486 0.1717419 -0.2637864 0.17143879
#> lag1_var2 0.21162940 0.2873960 -0.1843074 0.53902422
#> lag1_var3 0.51868824 0.6057626 -0.3979342 1.22002188
#> lag1_var4 0.37185514 0.5518592 -0.2578556 1.21204413
#> const 1.19958336 1.6126448 -0.7278033 3.61748348
#> exo1 0.11733095 0.1868014 -0.1530018 0.34827382
#> exo2 -0.97730573 0.1928720 -1.2238958 -0.69071967
#> exo3 -0.08810640 0.1239820 -0.2665818 0.07893677
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11068809 0.1920528 -0.37109014 0.121013089
#> lag1_var2 0.40518510 0.3145616 -0.03356154 0.800536017
#> lag1_var3 0.19375963 0.6605432 -0.72865611 0.990433539
#> lag1_var4 0.78069233 0.6016684 0.05286070 1.626846593
#> const 0.36214681 1.7693235 -1.61206116 3.091169243
#> exo1 0.13114690 0.2030934 -0.13201987 0.420055663
#> exo2 -0.32468778 0.2225886 -0.60927757 0.003141748
#> exo3 -0.09426068 0.1246408 -0.23152670 0.088338012
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003884589 0.0009440287 0.003011557 0.005253388
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006919049 0.001250447 -0.001097942 0.001942582
#> Sigma[2,2] 0.0099527086 0.003920501 0.006502959 0.016765556
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002304648 0.005236239 -0.005915579 0.007942671
#> Sigma[3,2] -0.021479679 0.013523897 -0.041582047 -0.008828518
#> Sigma[3,3] 0.226587990 0.058947896 0.145444000 0.304664788
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003137096 0.004937904 -0.00414263 0.009466216
#> Sigma[4,2] -0.012922780 0.010768433 -0.02959018 -0.001990259
#> Sigma[4,3] 0.210082609 0.051507697 0.13510494 0.274129223
#> Sigma[4,4] 0.201265335 0.046532743 0.13089303 0.261466273
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.03008921 0.02660106 1.00237731 1.07386794
#> lag1_var2 -0.13512393 0.19240395 -0.40410728 0.10698023
#> lag1_var3 -0.30220693 0.32132319 -0.77077308 0.11443622
#> lag1_var4 0.30056440 0.33265009 -0.12489460 0.78991386
#> const -0.60678214 0.91959372 -1.93645193 0.66736677
#> exo1 0.07877777 0.04668943 0.02358485 0.15113665
#> exo2 -0.06840675 0.06250471 -0.13071952 0.02075728
#> exo3 -0.05605420 0.06242024 -0.14291106 0.03101480
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.075739226 0.03729524 -0.11456951 -0.01455814
#> lag1_var2 0.821211461 0.12921418 0.64402701 0.98407085
#> lag1_var3 0.060806704 0.23687900 -0.20798155 0.41456672
#> lag1_var4 -0.055700688 0.24849157 -0.42221884 0.22549982
#> const 1.563597915 1.11556157 0.30775025 3.42431141
#> exo1 -0.142371398 0.07720944 -0.25909334 -0.05592774
#> exo2 0.058834974 0.13299522 -0.13764817 0.24580562
#> exo3 0.008128085 0.04467126 -0.04579074 0.07416782
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8432701 0.2659686 0.41694181 1.11731460
#> lag1_var2 -0.3255706 1.2518397 -2.31243890 0.80504792
#> lag1_var3 0.3621809 1.8836203 -2.78484924 2.02396461
#> lag1_var4 0.4238718 1.9268420 -1.26800997 3.66807692
#> const -2.8384739 6.0971716 -12.64036313 2.96003018
#> exo1 0.5669221 0.4623046 0.05175044 1.35070064
#> exo2 -0.1933902 0.7305018 -0.94432450 1.01722901
#> exo3 -0.3665822 0.3008104 -0.82377825 -0.03234747
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.78044933 0.2494763 0.3935566 1.05627987
#> lag1_var2 0.08581555 1.2466635 -1.9219768 1.33988038
#> lag1_var3 0.06097720 1.8660850 -3.0677771 1.83944359
#> lag1_var4 0.73667577 1.9107773 -1.0581065 3.96712262
#> const -2.17631745 6.0566647 -11.6465583 4.58197623
#> exo1 0.44958116 0.4481475 -0.0389735 1.22429554
#> exo2 -0.15197147 0.6580134 -0.8215950 0.93500540
#> exo3 -0.36630085 0.2953795 -0.8193383 -0.01405983
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001328158 0.0003781927 0.001044394 0.001947653
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002634033 0.002925485 -0.006340431 0.001011067
#> Sigma[2,2] 0.320515123 0.066409905 0.239332448 0.414153240
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008020205 0.009220609 -0.02246273 0.0005130636
#> Sigma[3,2] -0.347409946 0.167610794 -0.56728048 -0.1673108122
#> Sigma[3,3] 1.446413667 0.329792746 0.96663079 1.8989770852
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01001853 0.009930074 -0.02467186 0.0003569779
#> Sigma[4,2] -0.17030337 0.150400970 -0.38264894 0.0122012336
#> Sigma[4,3] 1.33402559 0.285381953 0.93365703 1.6885435400
#> Sigma[4,4] 1.32666370 0.255564110 1.00544195 1.6613730447
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97749214 0.01538681 0.955802987 0.996740294
#> lag1_var2 0.03730084 0.03749587 -0.007838330 0.093695071
#> lag1_var3 0.05616461 0.06793599 -0.025932046 0.157921123
#> lag1_var4 -0.05620623 0.06430835 -0.153309154 0.021636447
#> const 0.57984523 0.33740928 0.206758785 1.073453965
#> exo1 0.04111801 0.03162800 0.007478574 0.091425697
#> exo2 -0.05433424 0.03344161 -0.105500396 -0.007572414
#> exo3 0.03707262 0.03996733 -0.014461218 0.088897193
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4848542 0.2666874 -0.8096195 -0.1165801
#> lag1_var2 1.7138259 0.5468095 1.0712835 2.4343412
#> lag1_var3 1.5426275 0.9079562 0.5000017 2.8994493
#> lag1_var4 -1.4294840 0.8526647 -2.6886301 -0.4367753
#> const 7.0012751 4.5613255 -0.2732348 12.6737026
#> exo1 -0.2425575 0.5186763 -0.9888300 0.3818548
#> exo2 1.1241128 0.5880708 0.4014884 2.0680353
#> exo3 0.5060882 0.5428408 -0.1189833 1.3624863
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9631681 0.5940211 0.06642667 1.6156663
#> lag1_var2 -2.3354046 0.8787561 -3.69178490 -1.2640335
#> lag1_var3 -2.9977804 1.2325173 -4.56459196 -1.1746932
#> lag1_var4 3.7097463 1.1854479 2.00094701 5.2298957
#> const -8.2950704 12.8305702 -22.26317747 11.1727567
#> exo1 0.0189661 0.7889185 -1.17673895 0.9707849
#> exo2 -1.0598618 1.4282114 -3.28905530 0.6728062
#> exo3 -3.8978515 1.1967475 -5.54644485 -2.2992855
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7582504 0.5092048 0.04283478 1.3355536
#> lag1_var2 -1.8587698 0.8361404 -3.06120025 -0.6599726
#> lag1_var3 -2.9796600 1.2039521 -4.36910014 -1.1436629
#> lag1_var4 3.7644927 1.1559004 1.98216046 5.1123454
#> const -6.5786717 11.3404742 -19.51671986 9.6669998
#> exo1 -0.1284179 0.7677197 -1.08245334 0.9233732
#> exo2 -0.4438343 1.4444589 -2.90392970 1.2294666
#> exo3 -3.8324553 1.0493849 -5.27046793 -2.3894814
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001808339 0.0005141151 0.001462132 0.002636266
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03057943 0.01018407 -0.04580966 -0.01915576
#> Sigma[2,2] 0.93786186 0.30537418 0.60330633 1.42758637
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02653821 0.008363511 0.01858041 0.03974604
#> Sigma[3,2] -0.79213872 0.208437877 -1.07388679 -0.52039354
#> Sigma[3,3] 0.98987252 0.167727784 0.81270477 1.25804586
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009002296 0.003961078 0.003466152 0.01449243
#> Sigma[4,2] -0.248140912 0.085052946 -0.364416419 -0.13745174
#> Sigma[4,3] 0.566332617 0.092320265 0.467420485 0.71060128
#> Sigma[4,4] 0.463350007 0.091562474 0.361105185 0.60099195
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.11085687 0.04364119 1.05690978 1.17439237
#> lag1_var2 -0.15663167 0.08966446 -0.26839710 -0.06063630
#> lag1_var3 -0.26872304 0.15315530 -0.45952745 -0.10598259
#> lag1_var4 0.22654943 0.14324434 0.07171793 0.40291319
#> const -0.50986373 0.57968771 -1.38645329 0.18780493
#> exo1 0.02224954 0.03486618 -0.01569026 0.07065671
#> exo2 -0.04583391 0.03195233 -0.07944100 0.00363477
#> exo3 0.01853343 0.03094257 -0.02502587 0.05971389
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8587696 1.0146343 -3.4068649 -0.8260111
#> lag1_var2 5.2865913 1.9985871 2.9858405 7.9516066
#> lag1_var3 7.4669562 3.4397043 3.5226131 12.1250285
#> lag1_var4 -6.9774721 3.2304536 -11.3649934 -3.3268234
#> const 23.2699383 15.2003760 7.8158589 44.7398723
#> exo1 0.2232980 0.7206859 -0.7938745 1.2000148
#> exo2 0.8088957 0.9474422 -0.6381696 1.9671322
#> exo3 -0.6619083 0.5562787 -1.4138090 0.1560841
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0487860 0.8488607 1.07140627 3.34077537
#> lag1_var2 -3.0207562 1.8924072 -5.40745581 -0.52511151
#> lag1_var3 -4.2753236 3.2356179 -8.31865742 -0.04042706
#> lag1_var4 4.5997704 3.0405038 0.67829895 8.32036443
#> const -16.6710706 12.0143028 -35.14621120 -3.10261879
#> exo1 0.2713497 1.0015468 -1.13938671 1.52323087
#> exo2 -0.8925300 1.1237729 -2.20378015 0.53455504
#> exo3 0.9806821 0.7774773 -0.09357364 1.98720148
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94742502 0.4813364 0.2977957 1.4950067
#> lag1_var2 -0.08635418 1.0400299 -1.4329021 1.2566424
#> lag1_var3 -0.19430705 1.7564902 -2.4476433 2.0428458
#> lag1_var4 0.82760212 1.6361640 -1.2859120 2.8941863
#> const -3.99877532 7.1601252 -12.2787723 7.0784781
#> exo1 0.43234258 0.8105525 -0.8959612 1.3438590
#> exo2 -0.41501373 0.8970453 -1.7187567 0.6583235
#> exo3 0.62133514 0.6038784 -0.1242516 1.4530420
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01957138 0.003875499 0.01420361 0.02384565
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00610432 0.01331328 -0.02397656 0.01176828
#> Sigma[2,2] 0.12990377 0.03143434 0.09220664 0.17603492
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005220582 0.01454778 -0.01396193 0.02512141
#> Sigma[3,2] -0.134735143 0.04450921 -0.20366456 -0.08291661
#> Sigma[3,3] 0.284161121 0.09250942 0.16485566 0.42581474
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001352696 0.00947164 -0.01082208 0.01535297
#> Sigma[4,2] -0.064446401 0.03380792 -0.11355247 -0.02447317
#> Sigma[4,3] 0.230415937 0.07701272 0.12973801 0.34428949
#> Sigma[4,4] 0.217378762 0.06644195 0.12774522 0.31355148
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93597951 0.05863308 0.85380193 1.00975913
#> lag1_var2 0.30632702 0.11546867 0.14134695 0.45057873
#> lag1_var3 0.54506438 0.18905731 0.25866233 0.74264129
#> lag1_var4 -0.54298478 0.17897945 -0.72505165 -0.27977212
#> const 1.66537854 0.88754466 0.23711212 2.57907402
#> exo1 0.09861586 0.11189287 -0.03311086 0.27784626
#> exo2 -0.20535090 0.17591679 -0.45768810 0.03759388
#> exo3 0.19374644 0.11936903 0.08246502 0.39728793
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21035712 0.1457736 0.01756175 0.4268741
#> lag1_var2 0.09364933 0.6545943 -0.59379268 1.1499081
#> lag1_var3 -1.25568425 1.0947660 -2.36403762 0.5647773
#> lag1_var4 1.27388470 1.0641287 -0.47149152 2.3652185
#> const -4.18723120 3.6596361 -8.06028974 1.1253806
#> exo1 -0.12410247 0.3823473 -0.60947891 0.4243949
#> exo2 0.78414391 0.4412276 0.33187991 1.4713036
#> exo3 3.01319555 0.3540996 2.50543464 3.4705026
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5496336 0.1959144 -0.8801776 -0.3764173
#> lag1_var2 2.3301692 0.8882315 1.2268260 3.6594369
#> lag1_var3 4.3746345 1.4603328 2.3945493 6.3936418
#> lag1_var4 -3.4518146 1.3966054 -5.4007250 -1.5912515
#> const 13.6913281 3.6634289 9.8453515 17.9536337
#> exo1 0.2544963 0.5925016 -0.5912165 1.0235592
#> exo2 2.5031418 0.6601943 1.4598676 3.1372786
#> exo3 -4.1212528 0.7391256 -5.1297990 -3.1449310
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4870637 0.1631096 -0.7459363 -0.3090333
#> lag1_var2 2.2631808 0.6582909 1.5446132 3.3507003
#> lag1_var3 3.3595370 1.0710511 2.1157107 5.0362213
#> lag1_var4 -2.4001520 1.0250063 -4.0150375 -1.1892511
#> const 10.7123547 3.0923996 6.3714262 14.4261953
#> exo1 0.2013373 0.4325834 -0.3917912 0.7469409
#> exo2 3.3499972 0.5231150 2.5267429 3.9660651
#> exo3 -2.6790994 0.7073928 -3.6871794 -1.8357494
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001354741 0.0004757237 0.0008239743 0.002167616
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002544078 0.002847357 -0.000021668 0.006999751
#> Sigma[2,2] 0.107428549 0.033586787 0.080798450 0.159647912
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01339082 0.009621982 0.005473977 0.028814911
#> Sigma[3,2] -0.04223547 0.034799571 -0.081503159 0.007195609
#> Sigma[3,3] 0.54615654 0.251241254 0.301572518 0.976239159
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01574982 0.01045479 0.007830819 0.03268009
#> Sigma[4,2] 0.01869376 0.03724909 -0.026501643 0.06607452
#> Sigma[4,3] 0.55232898 0.26155379 0.322545817 1.01131444
#> Sigma[4,4] 0.59507403 0.28203187 0.379851350 1.10028109
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003760476 0.02919762 0.95799086 1.03895879
#> lag1_var2 -0.032289076 0.06701709 -0.11475978 0.07129234
#> lag1_var3 -0.068167923 0.13050253 -0.21663248 0.13701653
#> lag1_var4 0.065676261 0.12078603 -0.12230243 0.20530511
#> const 0.034426353 0.34127411 -0.45686645 0.45493306
#> exo1 0.020339776 0.04524721 -0.03722521 0.07248313
#> exo2 -0.058683284 0.03505105 -0.11420545 -0.01946837
#> exo3 -0.002640874 0.04192931 -0.05679824 0.05749121
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13485238 0.2166222 -0.41336767 0.12064619
#> lag1_var2 1.24082671 0.3492398 0.75611711 1.72100573
#> lag1_var3 0.96714769 0.6937066 0.06656121 1.96501368
#> lag1_var4 -0.91007747 0.6446605 -1.85096393 -0.08216161
#> const 2.03848392 3.4125297 -2.59915225 6.24088468
#> exo1 -0.55424853 0.4484226 -1.01160486 0.15193900
#> exo2 1.91367603 0.3700723 1.34594283 2.25160581
#> exo3 0.01358417 0.3048652 -0.43826750 0.45024132
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95425655 0.7367671 -0.2308873 1.79770838
#> lag1_var2 -1.89096969 1.2923860 -3.5173772 -0.03474535
#> lag1_var3 -2.54914207 2.5226974 -5.2527732 1.28129316
#> lag1_var4 3.28924717 2.3159888 -0.2071979 5.83978606
#> const -11.47671335 9.5051382 -24.3813785 1.88261693
#> exo1 0.11205598 1.0079198 -1.2419172 1.54180280
#> exo2 -0.01556295 0.5908118 -0.9107694 0.65198745
#> exo3 1.10710231 0.8701255 0.2708023 2.55169849
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9675736 0.7275586 -0.1464927 1.8407876
#> lag1_var2 -1.6295127 1.2658577 -3.2082299 0.1779175
#> lag1_var3 -2.7726269 2.4553798 -5.3209700 0.9248007
#> lag1_var4 3.5458972 2.2492198 0.1663606 5.9544301
#> const -12.7762596 9.5616659 -26.6293662 -1.2928205
#> exo1 -0.2082824 1.0502699 -1.6774782 1.2818452
#> exo2 1.2222067 0.7158225 0.1943577 2.1114269
#> exo3 1.2349882 0.8178591 0.5216739 2.6508534
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002963057 0.001113892 0.00195256 0.004771929
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007443 0.01140253 -0.0262522 0.005112366
#> Sigma[2,2] 1.10854799 0.28252204 0.9001349 1.581454723
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005801311 0.006411072 -0.002010296 0.01503417
#> Sigma[3,2] -0.595931680 0.145214951 -0.846148060 -0.50199589
#> Sigma[3,3] 0.344869841 0.075405489 0.302970184 0.47124920
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009887892 0.001738901 -0.00116220 0.0036150200
#> Sigma[4,2] -0.0593840631 0.036327460 -0.10047496 0.0001760533
#> Sigma[4,3] 0.0599908304 0.016353147 0.03370385 0.0772424987
#> Sigma[4,4] 0.0354354640 0.005515973 0.02800572 0.0427469507
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.947017333 0.03470270 0.889680552 0.97501235
#> lag1_var2 -0.010798202 0.05855176 -0.063689310 0.09376896
#> lag1_var3 -0.045334611 0.11121874 -0.145399088 0.15405017
#> lag1_var4 0.063578589 0.10424378 -0.123523845 0.15613747
#> const 0.268615375 0.57584270 -0.551763219 1.07042077
#> exo1 0.003327492 0.02961493 -0.038928013 0.04469362
#> exo2 -0.006738328 0.06302327 -0.080213808 0.09709677
#> exo3 0.059182438 0.05623431 -0.006807344 0.14588512
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9102746 0.8085950 -0.07358556 2.06852269
#> lag1_var2 -1.4435537 1.9086580 -3.89435109 0.71495674
#> lag1_var3 -4.3462318 3.9221989 -9.44787676 0.07186063
#> lag1_var4 4.2902615 3.6872118 0.10555483 9.17296932
#> const -15.9210719 11.7855367 -32.81175249 -0.64147747
#> exo1 0.3661997 1.0693897 -1.23189043 1.90544911
#> exo2 0.4371271 1.4126362 -1.23099843 2.70621588
#> exo3 -1.1409121 0.8861543 -2.44604883 -0.22443893
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7607181 0.4829598 -1.3724411 -0.1379494
#> lag1_var2 1.7473371 1.0872712 0.5136318 2.9986775
#> lag1_var3 4.1322480 2.2317892 1.6001640 6.7366512
#> lag1_var4 -3.0696786 2.0751021 -5.5275373 -0.7043410
#> const 13.0963661 6.0170892 4.6521412 21.0664705
#> exo1 -0.2722981 0.6137565 -1.2045708 0.6134056
#> exo2 -0.4312269 0.8267653 -1.7652097 0.5135756
#> exo3 0.9235965 0.4505323 0.4845853 1.6619600
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.39133921 0.1340561 -0.6176467 -0.26365808
#> lag1_var2 0.84580660 0.2440941 0.5669192 1.22321644
#> lag1_var3 1.59020798 0.5058031 0.9877458 2.37090224
#> lag1_var4 -0.49654478 0.4700811 -1.2165961 0.05798403
#> const 4.23745924 2.0696679 2.3170444 7.80489764
#> exo1 -0.09943091 0.1519706 -0.3080216 0.07223502
#> exo2 -0.25088305 0.2461498 -0.5394381 0.08576985
#> exo3 0.41358804 0.1470286 0.2261002 0.62212430
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003068325 5.407773e-05 0.0002256315 0.000369203
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001102256 0.002129143 -0.003833924 0.001794211
#> Sigma[2,2] 0.294231672 0.068883170 0.219502105 0.408518603
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001018473 0.003794762 -0.005238254 0.004095681
#> Sigma[3,2] -0.515384213 0.123082623 -0.661716175 -0.314397126
#> Sigma[3,3] 1.583659937 0.251547144 1.200863737 1.855497102
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00163748 0.003329138 -0.005727046 0.002852792
#> Sigma[4,2] -0.39476684 0.109257154 -0.513588046 -0.205358209
#> Sigma[4,3] 1.40050554 0.224464129 1.044400553 1.630254911
#> Sigma[4,4] 1.26813808 0.208319493 0.936463144 1.474455923
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999525394 0.009757959 0.987177488 1.012271821
#> lag1_var2 -0.010376287 0.030184204 -0.042138302 0.035483069
#> lag1_var3 -0.042105300 0.062742805 -0.103351150 0.056293118
#> lag1_var4 0.040376616 0.060710977 -0.055920257 0.100233414
#> const 0.101062398 0.170543767 -0.141239647 0.331290637
#> exo1 -0.001904541 0.025493879 -0.042102723 0.025724114
#> exo2 -0.030491478 0.015456477 -0.051680407 -0.008737643
#> exo3 0.020046654 0.013245834 0.002679229 0.040188063
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0006195805 0.1463743 -0.24039210 0.15896176
#> lag1_var2 1.2797218910 0.6272331 0.55076221 2.25164801
#> lag1_var3 1.4013664471 1.2515105 -0.05026297 3.25414491
#> lag1_var4 -1.4954708396 1.2225645 -3.31074331 -0.08454174
#> const 5.9672029575 3.2877063 2.11440891 10.86265737
#> exo1 0.1514981579 0.4865507 -0.47056622 0.84604724
#> exo2 0.5101574937 0.4611786 -0.18077391 1.01000801
#> exo3 0.1501229336 0.5818113 -0.63443495 1.04045932
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4636772 0.4325807 -1.1585006 -0.01269975
#> lag1_var2 2.3903807 1.9062160 -0.3278179 4.87492671
#> lag1_var3 5.2492371 3.8720563 -0.2601820 10.39100335
#> lag1_var4 -4.3270399 3.8136311 -9.4583998 1.06180220
#> const 13.6382473 7.4116160 2.4399064 23.61154523
#> exo1 -0.5151983 0.9867934 -1.7943528 0.88750062
#> exo2 0.3710914 1.0307331 -0.6646207 1.94624625
#> exo3 0.8041696 1.1028317 -0.5865991 2.49241668
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4733073 0.4105541 -1.1443914 -0.06829537
#> lag1_var2 2.8928999 1.6990686 0.5388531 5.13028597
#> lag1_var3 5.6702328 3.4675540 0.8593308 10.32660356
#> lag1_var4 -4.7769915 3.4201807 -9.4316852 -0.07495343
#> const 15.9270941 6.8533695 6.3808857 25.08379179
#> exo1 -0.4602458 0.8477190 -1.5694551 0.70846430
#> exo2 0.6539020 0.9039214 -0.2170272 2.05422819
#> exo3 0.9055385 0.9941747 -0.4666032 2.29047791
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007586223 0.0002352976 0.0005488471 0.001163305
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008500614 0.003033716 -0.01343665 -0.005323069
#> Sigma[2,2] 0.481487388 0.093279367 0.36065806 0.604618106
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005610378 0.00265383 0.001832763 0.008857788
#> Sigma[3,2] -0.401264109 0.10704819 -0.556951535 -0.285019858
#> Sigma[3,3] 0.553228101 0.12277035 0.428511035 0.742880282
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0000156625 0.002523136 -0.003309829 0.003476452
#> Sigma[4,2] -0.0843060457 0.069821432 -0.200718476 -0.011236507
#> Sigma[4,3] 0.2988794379 0.061103183 0.246207045 0.391107457
#> Sigma[4,4] 0.2537815064 0.040152689 0.211764335 0.319674097
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01660572 0.03108207 0.969912068 1.053110950
#> lag1_var2 -0.01680211 0.05401237 -0.082888469 0.048392234
#> lag1_var3 -0.05213251 0.08073297 -0.153556916 0.045154600
#> lag1_var4 0.04150819 0.07430729 -0.046213396 0.134234871
#> const 0.26157039 0.30394789 -0.116252768 0.728045254
#> exo1 -0.02406662 0.02128691 -0.057966674 -0.004630017
#> exo2 -0.03901036 0.03303948 -0.079847006 0.006008644
#> exo3 0.03719917 0.02850044 0.005675156 0.082256322
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.03588239 1.3278520 -2.70034877 0.7985600
#> lag1_var2 2.62436444 1.6312731 0.05938339 4.6102609
#> lag1_var3 3.05251524 2.4553527 -0.81499381 6.1443053
#> lag1_var4 -2.79533013 2.1577822 -5.51196262 0.6159401
#> const 11.33959057 13.8586063 -7.09139442 29.2298231
#> exo1 0.08191832 0.6758091 -0.73463274 1.0857316
#> exo2 0.53195850 0.9118975 -0.71509290 1.7919362
#> exo3 0.89142662 0.6365072 0.40714151 1.9435539
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4025941 1.2426418 -0.35083258 2.9267381
#> lag1_var2 -1.9043762 1.4763311 -3.63520714 0.4325415
#> lag1_var3 -2.3961682 2.2001495 -5.10609558 1.0764131
#> lag1_var4 2.9613653 1.9088832 -0.09158079 5.2866551
#> const -8.5021343 13.0071172 -24.66450124 9.9031648
#> exo1 0.5925021 0.8845756 -0.68573588 1.5933056
#> exo2 -0.2630762 0.8908103 -1.38896990 1.1413090
#> exo3 0.2246508 0.3970410 -0.36683384 0.7231683
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7272035 0.5009527 0.07408372 1.4790519
#> lag1_var2 -0.4696916 0.7260117 -1.50179966 0.5701315
#> lag1_var3 -0.8373782 1.0790717 -2.37756987 0.6515687
#> lag1_var4 1.5871327 0.9571210 0.24630789 2.9111370
#> const -2.2105258 5.0611471 -9.14631340 4.5399993
#> exo1 0.6762973 0.6454324 -0.30146719 1.3574067
#> exo2 0.1175114 0.6210820 -0.66765829 1.0067943
#> exo3 0.8867585 0.3753084 0.44087028 1.4193141
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002242523 0.0004085478 0.00175722 0.002883698
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003858021 0.002163814 -0.00631402 -0.0008348094
#> Sigma[2,2] 0.045240075 0.014404788 0.03153907 0.0680558040
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005963814 0.001498750 -0.007835819 -0.004134434
#> Sigma[3,2] 0.001286897 0.008403042 -0.009344032 0.012425887
#> Sigma[3,3] 0.042286247 0.009721001 0.030521599 0.055197270
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009419693 0.002458079 -0.01304203 -0.00649785
#> Sigma[4,2] 0.040027293 0.012277729 0.02128325 0.05463979
#> Sigma[4,3] 0.044384630 0.011089902 0.03122568 0.05997878
#> Sigma[4,4] 0.079853562 0.019229109 0.05635441 0.10559852
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91711799 0.04874116 0.85217356 0.99108831
#> lag1_var2 0.09588981 0.15183551 -0.11043226 0.27564226
#> lag1_var3 0.15287733 0.18186162 -0.10555383 0.36914742
#> lag1_var4 -0.14003851 0.18144658 -0.34718233 0.11300037
#> const 0.72155208 0.81858575 -0.62036550 1.46071174
#> exo1 0.02862636 0.05651900 -0.04696850 0.11058954
#> exo2 -0.06164965 0.04164441 -0.12132178 -0.01248294
#> exo3 0.02288357 0.05405735 -0.04660995 0.10673389
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27981051 0.2347687 -0.0009179363 0.6210391
#> lag1_var2 0.30463360 0.4831229 -0.1850177657 1.1002229
#> lag1_var3 -0.87407424 0.5981329 -1.4703435293 0.1534480
#> lag1_var4 0.82186384 0.5802911 -0.1525370375 1.4178077
#> const -1.49253836 1.7747145 -3.8968340073 0.6553085
#> exo1 0.04132543 0.1941804 -0.1757753007 0.3189376
#> exo2 0.17520423 0.2647235 -0.1919328593 0.4757615
#> exo3 -0.10555453 0.2742465 -0.4747387916 0.2171227
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.371062445 0.2113630 0.0516546 0.6543608
#> lag1_var2 0.001664386 0.7051117 -1.0749406 0.9928988
#> lag1_var3 0.776628800 0.8958321 -0.6047781 2.0110954
#> lag1_var4 0.126424359 0.8916280 -1.0893008 1.5021957
#> const 0.212291706 3.3645340 -4.0284239 5.3062094
#> exo1 -0.113061257 0.1769923 -0.3077339 0.1312723
#> exo2 -0.961554808 0.2080281 -1.2592766 -0.7079406
#> exo3 -0.109431674 0.2027575 -0.3119559 0.2165631
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60966820 0.3806778 0.1229282 1.1897608
#> lag1_var2 -0.08852226 0.9529529 -1.0891124 1.5237918
#> lag1_var3 -0.36885821 1.1868906 -1.7046171 1.6220455
#> lag1_var4 1.23993818 1.1547501 -0.7058053 2.5013094
#> const -2.11299121 4.2875873 -7.2815208 4.7066485
#> exo1 -0.08091392 0.3208689 -0.4432527 0.3816619
#> exo2 -0.82753028 0.2915620 -1.1119674 -0.3165734
#> exo3 -0.19835276 0.2992275 -0.6436410 0.1277140
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00715787 0.002563049 0.005399758 0.01133101
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004471587 0.002842776 -0.008160251 -0.0006947647
#> Sigma[2,2] 0.035164230 0.008357415 0.023408987 0.0448313323
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001984673 0.009691588 -0.01477385 0.01264093
#> Sigma[3,2] -0.058897048 0.015470972 -0.07636892 -0.03731196
#> Sigma[3,3] 0.262608486 0.055898282 0.21774930 0.36303723
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005111879 0.008882931 -0.01641980 0.008131754
#> Sigma[4,2] -0.039340906 0.012283445 -0.05402087 -0.023487112
#> Sigma[4,3] 0.235724724 0.052504959 0.19494329 0.330422483
#> Sigma[4,4] 0.220105935 0.050473221 0.17835420 0.310069131
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93416785 0.03862547 0.88737519 0.98376481
#> lag1_var2 0.16569557 0.11017225 0.02398796 0.32336056
#> lag1_var3 0.30081384 0.17702116 0.05858936 0.55940956
#> lag1_var4 -0.29745838 0.17280836 -0.55267999 -0.06234131
#> const 1.32721773 0.76614411 0.08808558 2.27808910
#> exo1 0.02946862 0.07962258 -0.07328010 0.12832019
#> exo2 -0.03441622 0.10397885 -0.18444920 0.11796142
#> exo3 0.01356159 0.08735991 -0.06859652 0.16788829
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3431381 0.1530118 0.18782843 0.5948535
#> lag1_var2 -0.2005558 0.3470343 -0.68347077 0.2769765
#> lag1_var3 -1.8642959 0.6555697 -2.76604379 -0.9921282
#> lag1_var4 1.8435911 0.6407052 0.99195283 2.7254331
#> const -6.0260176 2.8697124 -10.78274599 -3.2344810
#> exo1 0.1352409 0.1073821 0.01490196 0.2667546
#> exo2 0.3341352 0.1955383 0.09830468 0.6326250
#> exo3 0.1879467 0.1615796 0.01823821 0.4329681
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.80998932 0.3295694 -1.3966541 -0.4888840
#> lag1_var2 1.75152878 0.6498066 1.2297966 2.8967867
#> lag1_var3 4.70193692 1.0932948 3.7138392 6.7059701
#> lag1_var4 -3.60091304 1.0712574 -5.5677478 -2.6389051
#> const 13.30647532 6.2014616 7.3019234 24.1807231
#> exo1 -0.75513474 0.5243609 -1.4994138 -0.1135433
#> exo2 -0.29066225 0.5000406 -1.0516780 0.3679975
#> exo3 0.09409542 0.5858537 -0.6830291 0.9611371
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6404405 0.2575346 -1.0926046 -0.3788850
#> lag1_var2 1.4219550 0.5570150 0.8049272 2.3081732
#> lag1_var3 3.2933763 0.8492853 2.5366412 4.8327857
#> lag1_var4 -2.1790772 0.8352193 -3.6899279 -1.4212661
#> const 9.0807655 4.8541198 4.0766170 17.5719116
#> exo1 -0.7053051 0.5066514 -1.4546113 -0.1034273
#> exo2 -0.1088643 0.4803860 -0.8384804 0.4613264
#> exo3 0.2115084 0.5544504 -0.4933028 1.0212797
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002677704 5.706299e-05 0.0001901497 0.0003431457
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00170224 0.002679385 -0.00547052 0.001556315
#> Sigma[2,2] 0.57963995 0.202134136 0.37053705 0.924849025
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003351325 0.002179574 0.0003627127 0.006322969
#> Sigma[3,2] -0.298753165 0.075804753 -0.3796436513 -0.197364561
#> Sigma[3,3] 0.547950124 0.084558510 0.4371356858 0.670029720
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002531014 0.001232653 0.0008522891 0.004123069
#> Sigma[4,2] 0.056464297 0.108248443 -0.0793963596 0.212529482
#> Sigma[4,3] 0.390336679 0.078174166 0.2938532533 0.501125925
#> Sigma[4,4] 0.452243187 0.074093312 0.3495025431 0.547878484
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971245991 0.020320842 0.943142668 0.999549633
#> lag1_var2 0.037614980 0.035806275 -0.009718921 0.084585056
#> lag1_var3 0.062348513 0.062894053 -0.020625424 0.145483191
#> lag1_var4 -0.060833764 0.059154082 -0.138585022 0.017751438
#> const 0.616745319 0.277831453 0.192470350 1.006060559
#> exo1 -0.008697276 0.014713302 -0.033138522 0.003451659
#> exo2 -0.097078547 0.009672435 -0.105279227 -0.081397083
#> exo3 0.077903839 0.015876732 0.059564082 0.102672606
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.8376541 0.7406154 -2.8076082 -0.6949150
#> lag1_var2 3.1342233 2.1802594 -0.2942559 5.3214585
#> lag1_var3 4.2126411 3.5678631 -1.3811507 7.8064759
#> lag1_var4 -3.7347053 3.5325514 -7.3357129 1.7916081
#> const 17.0645662 14.0661318 -5.9503403 31.6297563
#> exo1 -0.2280591 0.7156165 -1.2414588 0.6863269
#> exo2 0.9648145 0.6317540 0.1336790 1.8222319
#> exo3 0.5329798 0.9615558 -0.2818443 2.1592172
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.53543374 0.5411643 0.9271278 2.3733491
#> lag1_var2 0.78014550 1.1750022 -1.0309744 2.2623187
#> lag1_var3 1.37214898 1.9744949 -1.7388477 3.8593849
#> lag1_var4 -1.04640113 1.9301551 -3.4525473 1.9635544
#> const 1.20123115 11.0080379 -13.1337321 13.8151715
#> exo1 -0.06035554 0.6232699 -0.9902984 0.7530366
#> exo2 -3.43172906 0.8259005 -4.6582899 -2.4587384
#> exo3 -0.23450422 0.8267517 -1.3808178 0.7876706
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4285060 0.5654363 -0.4467739 1.1613026
#> lag1_var2 2.5475557 1.3301640 1.0923290 4.5611865
#> lag1_var3 3.6764345 2.3215533 1.0285349 7.1495162
#> lag1_var4 -3.0559325 2.2430112 -6.3924076 -0.5198914
#> const 10.9708047 10.7849182 -0.4800362 28.9990007
#> exo1 -0.2197205 0.5106784 -1.0682131 0.3846310
#> exo2 -3.0071750 0.8498381 -4.2014182 -1.9327416
#> exo3 0.0873623 0.6752292 -0.8838669 0.9372124
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001222303 0.0002239791 0.0009953267 0.001548557
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003950679 0.000742880 -0.005001597 -0.002850423
#> Sigma[2,2] 0.028347206 0.006428989 0.021118253 0.037199502
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001334577 0.0007415954 0.0002698529 0.002321039
#> Sigma[3,2] -0.012058958 0.0035798581 -0.0173462286 -0.007614424
#> Sigma[3,3] 0.013384127 0.0022201177 0.0112994827 0.017258514
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 5.230558e-05 0.0007019615 -0.0009767272 0.0008036885
#> Sigma[4,2] -2.527489e-03 0.0018736170 -0.0047034301 0.0002175710
#> Sigma[4,3] 1.030210e-02 0.0013761989 0.0082515819 0.0119816604
#> Sigma[4,4] 1.084964e-02 0.0014974381 0.0085781838 0.0123771630
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01678137 0.01508577 0.99610356 1.03740504
#> lag1_var2 -0.08691732 0.01791553 -0.11047119 -0.06432425
#> lag1_var3 -0.14519301 0.05059639 -0.21967940 -0.08107231
#> lag1_var4 0.16091877 0.05400214 0.08446063 0.23939016
#> const -0.18433810 0.28500008 -0.55948753 0.23219207
#> exo1 -0.02010859 0.02689535 -0.05546236 0.01746879
#> exo2 -0.05531658 0.02885227 -0.10001876 -0.03277552
#> exo3 0.04341648 0.04451103 -0.01406658 0.10881694
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02567033 0.08008199 -0.09670889 0.1191799
#> lag1_var2 1.01689778 0.08485615 0.89182687 1.1302493
#> lag1_var3 0.76802023 0.21779578 0.41816844 0.9749798
#> lag1_var4 -0.71740416 0.22589090 -0.91111353 -0.3438949
#> const 2.33114825 1.27571634 0.36049553 4.0144645
#> exo1 0.08774847 0.17999667 -0.08828786 0.3572668
#> exo2 0.55227900 0.18734921 0.31893050 0.8173791
#> exo3 0.19923286 0.17943029 -0.08713883 0.3851663
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02837088 0.04569259 -0.08254600 0.03614834
#> lag1_var2 0.04036700 0.05984285 -0.03418526 0.12588461
#> lag1_var3 0.67931371 0.15610644 0.49331651 0.87067960
#> lag1_var4 0.22804005 0.16977021 0.01658612 0.45759677
#> const 0.98446857 1.58264544 -0.85959506 3.36649837
#> exo1 0.02645710 0.15668488 -0.21611596 0.20143518
#> exo2 -0.48523852 0.11989541 -0.66247633 -0.35078290
#> exo3 -0.02408055 0.08172821 -0.11785821 0.08752973
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03530247 0.03915303 -0.08037845 0.02444513
#> lag1_var2 0.19730554 0.07626517 0.09589495 0.30457873
#> lag1_var3 0.37661482 0.20596036 0.11401599 0.65423200
#> lag1_var4 0.60440495 0.21126246 0.32851733 0.89914948
#> const 0.16258496 1.41702090 -1.65722733 1.97861866
#> exo1 0.07143429 0.13031046 -0.13012553 0.22255912
#> exo2 -0.35881280 0.13035712 -0.51743517 -0.16284675
#> exo3 0.04464540 0.10618395 -0.09983420 0.19651920
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00124846 0.0002207539 0.0008823187 0.001466964
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002505964 0.009076751 -0.01721788 0.008041557
#> Sigma[2,2] 2.576029114 0.588652214 1.63243843 3.277041609
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001773791 0.007725886 -0.007572468 0.0139615
#> Sigma[3,2] -1.913510586 0.425528753 -2.368626695 -1.1997992
#> Sigma[3,3] 1.641610699 0.331960509 1.140570772 2.0639002
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006490844 0.004689397 -0.005225789 0.007479669
#> Sigma[4,2] -0.6590593960 0.199821167 -0.907536306 -0.373947249
#> Sigma[4,3] 0.7428908288 0.160906551 0.535871571 0.977950071
#> Sigma[4,4] 0.4627529594 0.086702738 0.362336077 0.592924286
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99978328 0.02613247 0.96921940 1.04013148
#> lag1_var2 -0.01305252 0.04096823 -0.07637532 0.03398159
#> lag1_var3 -0.02382726 0.07983780 -0.14997833 0.06647404
#> lag1_var4 0.02104898 0.07151956 -0.06042080 0.13557082
#> const 0.18705446 0.27151796 -0.23119991 0.49618756
#> exo1 0.03049157 0.03638511 -0.02173304 0.07448069
#> exo2 -0.04194508 0.02802803 -0.08394822 -0.01047416
#> exo3 0.04983920 0.02606004 0.02045996 0.09275925
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.28965850 1.028581 -2.794008 0.06147407
#> lag1_var2 3.15234693 1.318123 1.465907 5.08531082
#> lag1_var3 4.49376058 2.496914 1.299181 8.17407318
#> lag1_var4 -4.17773946 2.234359 -7.464904 -1.36139502
#> const 18.07974461 13.263825 -0.568241 33.66620891
#> exo1 -2.40199447 1.607595 -4.738356 -0.31605321
#> exo2 -2.10873820 1.945555 -4.570599 0.26658525
#> exo3 0.05892362 1.419841 -1.351725 2.51553737
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8552138 0.7734077 -0.17871540 1.947990
#> lag1_var2 -1.2871840 1.0287659 -2.81547101 0.184959
#> lag1_var3 -1.6856859 1.9373293 -4.57569021 1.097263
#> lag1_var4 2.4478412 1.7291139 -0.02591242 5.037662
#> const -10.2373845 10.6384639 -21.81948847 3.444207
#> exo1 0.4936726 1.2024856 -1.10478173 2.202367
#> exo2 1.1797506 1.5059155 -0.67534395 3.207292
#> exo3 2.9144406 0.8141765 1.59766432 3.698342
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17499856 0.4001816 -0.5543484 0.5199846
#> lag1_var2 -0.03891844 0.5515492 -0.6368337 0.8559356
#> lag1_var3 -0.13256852 1.0750465 -1.2506764 1.6172459
#> lag1_var4 1.09737297 0.9641949 -0.4313958 2.1050484
#> const -2.90021025 5.5222977 -9.8023462 4.5631501
#> exo1 -0.92924284 0.4892294 -1.5691282 -0.2753460
#> exo2 0.14108410 0.7022628 -0.8756451 1.1622068
#> exo3 3.38918454 0.3466765 2.9705476 3.8614432
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003487596 0.0006965873 0.002458768 0.004426506
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007768311 0.002585348 -0.01208245 -0.00498976
#> Sigma[2,2] 0.059780509 0.011644385 0.04674256 0.07763556
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006277278 0.002291906 0.003485508 0.009754471
#> Sigma[3,2] -0.050540494 0.012140741 -0.070040035 -0.036642081
#> Sigma[3,3] 0.050085540 0.012483812 0.034895867 0.070297016
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001051997 0.0008426505 6.407589e-05 0.002297475
#> Sigma[4,2] -0.010207582 0.0054929471 -1.846285e-02 -0.002565858
#> Sigma[4,3] 0.016486710 0.0050724457 9.128834e-03 0.023504269
#> Sigma[4,4] 0.010216556 0.0022497119 6.557236e-03 0.012204782
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91186353 0.03510425 0.85692486 0.95034697
#> lag1_var2 -0.03356842 0.14780465 -0.19479241 0.20861227
#> lag1_var3 -0.03620637 0.22623319 -0.27828287 0.32708669
#> lag1_var4 0.06147218 0.22718975 -0.29656935 0.30649783
#> const 0.34413352 1.02753426 -1.11663624 1.47714934
#> exo1 0.04425084 0.04722128 -0.01963169 0.10876828
#> exo2 -0.09194595 0.08286586 -0.21990912 -0.00400221
#> exo3 0.05229369 0.07044288 -0.07137077 0.11295064
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2291519 0.1593701 0.009896359 0.427779310
#> lag1_var2 0.5326831 0.6705301 -0.497016534 1.269303400
#> lag1_var3 0.1543745 0.9438905 -1.238215433 1.293464084
#> lag1_var4 -0.1265777 0.9335827 -1.268836208 1.248568624
#> const -0.1528707 3.3412866 -5.179701921 4.415946985
#> exo1 -0.2700695 0.1726684 -0.431360907 -0.007125461
#> exo2 1.7557454 0.3360333 1.321050407 2.184713332
#> exo3 0.6421565 0.2645637 0.331828594 1.050766099
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2508782 0.1222359 -0.38389245 -0.07846853
#> lag1_var2 0.8621330 0.5360845 0.15969857 1.67446422
#> lag1_var3 1.6776996 0.7812674 0.60429558 2.82941238
#> lag1_var4 -0.7315818 0.7761044 -1.88511461 0.33461772
#> const 4.9223475 2.3152118 2.59403484 8.59122278
#> exo1 0.2710848 0.1933706 0.03326499 0.55968170
#> exo2 -1.8879703 0.2402477 -2.21133851 -1.58006951
#> exo3 -0.2691287 0.2835175 -0.71115546 0.09201124
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11083845 0.05714164 -0.19209753 -0.05439025
#> lag1_var2 0.92145922 0.25053585 0.56718111 1.21517028
#> lag1_var3 1.36033995 0.44317412 0.73772455 1.82926142
#> lag1_var4 -0.36812586 0.44486735 -0.83889536 0.26411710
#> const 3.66339539 1.16308317 2.05652509 5.33299603
#> exo1 0.09201096 0.15041304 -0.14819478 0.28524031
#> exo2 -0.76754801 0.05707072 -0.84525613 -0.70095247
#> exo3 0.19880619 0.14660807 0.01182632 0.39404138
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000378224 9.700557e-05 0.0002442725 0.0004986655
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00111185 0.001520527 -0.001209902 0.002589019
#> Sigma[2,2] 0.24579808 0.058251920 0.180671069 0.345955818
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008325641 0.0009526826 -0.00178414 0.0006800023
#> Sigma[3,2] -0.1376505680 0.0318196556 -0.19344884 -0.1031222063
#> Sigma[3,3] 0.0843516391 0.0190100543 0.06358018 0.1173993304
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002869614 0.0002628263 -0.0005114565 0.0001455374
#> Sigma[4,2] -0.0052189615 0.0047869845 -0.0111471895 0.0017532624
#> Sigma[4,3] 0.0110652108 0.0031358527 0.0071946571 0.0148369179
#> Sigma[4,4] 0.0093285820 0.0029425636 0.0060308729 0.0131376683
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999708107 0.01614097 0.97589185 1.02065268
#> lag1_var2 0.003047992 0.03770890 -0.05758055 0.04738762
#> lag1_var3 -0.014779448 0.07028164 -0.12381084 0.07231542
#> lag1_var4 0.006153909 0.06962335 -0.08058216 0.11429823
#> const 0.342842918 0.30258840 0.03662770 0.80482533
#> exo1 0.002307173 0.02625364 -0.03857881 0.02977819
#> exo2 -0.012377349 0.01965265 -0.03407942 0.01878267
#> exo3 -0.015668556 0.02259788 -0.04333790 0.01551776
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.75931522 0.3554762 -1.1411607 -0.2502450
#> lag1_var2 2.35108321 0.7736114 1.0552933 3.2143420
#> lag1_var3 2.78907487 1.3979794 0.4292103 4.3306257
#> lag1_var4 -2.64944708 1.3327888 -4.1067082 -0.3896766
#> const 9.33459468 7.2531753 -0.6751716 18.5123888
#> exo1 -0.17211435 0.6088960 -0.9157026 0.7099403
#> exo2 1.24461343 0.5020143 0.5024368 1.8421863
#> exo3 0.02082426 0.4261607 -0.4853169 0.6733244
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.45386543 0.2290446 0.1036349 0.7066850
#> lag1_var2 -0.66053610 0.4946028 -1.1246937 0.1547930
#> lag1_var3 -0.39450812 0.9087152 -1.2038157 1.0926106
#> lag1_var4 1.26397003 0.8605768 -0.1598353 2.0263468
#> const -3.02949507 3.8175785 -8.5216232 1.1491605
#> exo1 0.09126156 0.3453743 -0.3962415 0.5195055
#> exo2 -1.13928155 0.2778049 -1.5339850 -0.8231197
#> exo3 0.25799849 0.3169213 -0.1802674 0.7132667
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.019436002 0.09153811 -0.10419880 0.14566316
#> lag1_var2 0.312938087 0.17372654 0.05533932 0.52087084
#> lag1_var3 0.562526397 0.35078416 0.02268699 0.97342123
#> lag1_var4 0.419529051 0.34164205 0.02411074 0.94512814
#> const 0.473526069 1.33531529 -1.71057010 2.08398323
#> exo1 -0.001291526 0.06708813 -0.08844568 0.09186782
#> exo2 -0.548744346 0.11780537 -0.72566074 -0.40314887
#> exo3 0.308524507 0.13636240 0.13106262 0.51952138
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007763668 0.0001492099 0.0005831097 0.001009371
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01007562 0.00512986 -0.01862666 -0.004523197
#> Sigma[2,2] 1.08913847 0.32138137 0.77211809 1.559339771
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007490907 0.003260601 0.005242747 0.01306729
#> Sigma[3,2] -0.658719461 0.209812298 -0.993619610 -0.45847225
#> Sigma[3,3] 0.484310955 0.148310133 0.350382625 0.73384729
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002960329 0.001440143 0.001590666 0.005182056
#> Sigma[4,2] -0.150078200 0.075284111 -0.270122706 -0.065020063
#> Sigma[4,3] 0.187111863 0.060132233 0.136421093 0.284168615
#> Sigma[4,4] 0.129481954 0.031753769 0.093499539 0.177027541
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01767914 0.03142880 0.97301171 1.058414231
#> lag1_var2 -0.03244038 0.03997324 -0.09119950 0.014903861
#> lag1_var3 -0.05301196 0.08298775 -0.17182685 0.045916338
#> lag1_var4 0.04221797 0.07412519 -0.04415638 0.150277881
#> const 0.23986311 0.27613864 -0.08700144 0.606629515
#> exo1 0.01846008 0.02815910 -0.01630765 0.047878709
#> exo2 -0.17883461 0.02578285 -0.21451037 -0.145116258
#> exo3 -0.04226538 0.02967364 -0.08287192 -0.005579323
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.40628586 1.1897444 -2.03034994 1.022133
#> lag1_var2 1.84226731 1.1963120 -0.04440626 3.299627
#> lag1_var3 2.36234538 2.5082955 -1.56661255 5.482889
#> lag1_var4 -2.29171012 2.2201377 -4.99882777 1.201203
#> const 8.49474286 12.5992530 -4.19385499 28.643004
#> exo1 -0.08191271 0.8581754 -1.18881563 1.052963
#> exo2 1.02528078 0.6204401 0.42547080 2.004359
#> exo3 0.47082019 0.6367845 -0.36721160 1.294352
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5868233 0.6770363 -0.4904974 1.3416393
#> lag1_var2 -0.8817978 0.8059567 -1.7807255 0.3073109
#> lag1_var3 -1.0329280 1.6797347 -2.8541378 1.3739540
#> lag1_var4 1.8950655 1.5058918 -0.2251828 3.4718822
#> const -6.9211428 6.5375551 -15.5756872 2.7244741
#> exo1 0.2403080 0.5082214 -0.4983830 0.8480641
#> exo2 -3.7485821 0.3740813 -4.2693972 -3.3056337
#> exo3 0.1534506 0.4600326 -0.5310161 0.7561761
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4142120 0.3865984 -0.1771713 0.7991723
#> lag1_var2 -0.2798376 0.4809774 -0.8375308 0.3505080
#> lag1_var3 -0.4798756 1.0197807 -1.7326790 0.8226767
#> lag1_var4 1.4062883 0.9223891 0.2441618 2.5719645
#> const -4.7386003 4.0423860 -9.2258917 0.5599208
#> exo1 0.2430062 0.2725430 -0.1983724 0.5286906
#> exo2 -3.4654949 0.3408743 -4.0455416 -3.1567856
#> exo3 0.4264565 0.3641766 0.0372201 1.0445007
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007501387 0.0001648084 0.0005433238 0.0009734206
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02260172 0.004329567 -0.02983989 -0.01854763
#> Sigma[2,2] 1.89252329 0.296749523 1.61324808 2.37514301
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01183227 0.002636246 0.008360663 0.01589765
#> Sigma[3,2] -1.12003560 0.169698604 -1.371877653 -0.90904135
#> Sigma[3,3] 0.82025975 0.115699486 0.661498516 0.97636841
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001902412 0.002061985 -0.004459473 0.001017315
#> Sigma[4,2] 0.009833427 0.073498990 -0.103444147 0.104260387
#> Sigma[4,3] 0.169918268 0.037872404 0.124712689 0.228699967
#> Sigma[4,4] 0.196668395 0.023060023 0.168382913 0.227170428
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984427183 0.01995358 0.952651055 1.00624515
#> lag1_var2 0.009748268 0.04057110 -0.036528474 0.07343613
#> lag1_var3 0.013126751 0.06992762 -0.067041976 0.12364373
#> lag1_var4 -0.014345110 0.06528536 -0.117356983 0.05992119
#> const 0.470245067 0.32672945 0.094953325 0.88007343
#> exo1 0.020872329 0.02275259 -0.001097589 0.05887147
#> exo2 -0.056059742 0.02552150 -0.083263217 -0.02005999
#> exo3 0.027615032 0.03598321 -0.022990257 0.07622412
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.3866191 0.9870519 -3.5247958 -0.7723251
#> lag1_var2 5.1758764 2.5593545 1.1471998 7.9838360
#> lag1_var3 7.1894032 4.3457147 0.2872097 11.8302257
#> lag1_var4 -6.5811495 3.9768741 -10.7389254 -0.1773869
#> const 24.3943428 15.9159603 2.7512353 44.2332350
#> exo1 -0.9679433 1.1804757 -2.7316815 0.1766213
#> exo2 1.5924618 1.5075767 -0.2178648 3.8848870
#> exo3 0.3795727 2.4785478 -2.0360571 4.4455766
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8580827 0.6239806 0.86781276 2.5158641
#> lag1_var2 -2.2712780 1.5666824 -4.17080010 0.1161633
#> lag1_var3 -2.9131998 2.6416549 -6.02504309 1.1830622
#> lag1_var4 3.3275085 2.4105627 -0.47766949 6.1253672
#> const -12.0305878 8.3780146 -22.22784217 -0.8988755
#> exo1 0.7208732 0.7044635 -0.07095459 1.7574860
#> exo2 -1.5619780 0.8819354 -2.95744552 -0.4090844
#> exo3 0.6822832 1.4855794 -1.75609252 1.9456365
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4699972 0.1543853 0.2733958 0.69856536
#> lag1_var2 0.4850846 0.1887869 0.1969964 0.69820940
#> lag1_var3 0.8173436 0.3066924 0.3275425 1.15823830
#> lag1_var4 -0.0277565 0.2925523 -0.3552363 0.42394054
#> const 0.8647038 2.9543260 -2.6168617 5.68701791
#> exo1 0.1711558 0.2883414 -0.3020820 0.40693224
#> exo2 -0.6320960 0.5066410 -1.3208329 -0.06063268
#> exo3 0.9852995 0.4596134 0.6443518 1.78974662
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007759282 0.0001712684 0.0005357091 0.00101173
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01610459 0.003910608 -0.02103856 -0.01060661
#> Sigma[2,2] 0.61364303 0.191907335 0.44429167 0.92642239
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01265753 0.004882706 0.005188753 0.01818685
#> Sigma[3,2] -0.47156965 0.170478297 -0.734411304 -0.30749821
#> Sigma[3,3] 0.77172330 0.154655029 0.607949387 0.99846169
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003486113 0.004350559 -0.002996934 0.008111268
#> Sigma[4,2] -0.122262778 0.079596940 -0.245947906 -0.020498086
#> Sigma[4,3] 0.531800706 0.096151893 0.376184682 0.643338709
#> Sigma[4,4] 0.492837181 0.081155146 0.360579085 0.580576080
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975358264 0.02353233 0.94076464 1.00513561
#> lag1_var2 0.016201318 0.03460635 -0.03667523 0.05327611
#> lag1_var3 0.023791554 0.05881791 -0.06437975 0.08791851
#> lag1_var4 -0.022162553 0.05708883 -0.08804447 0.05991768
#> const 0.513821527 0.22802311 0.14008343 0.78102085
#> exo1 0.001013717 0.02125466 -0.02845655 0.02849099
#> exo2 -0.045029468 0.04256420 -0.09967088 0.01499961
#> exo3 0.064227995 0.03415032 0.02051749 0.10098895
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.919801449 0.6167461 -1.7364194 -0.05829119
#> lag1_var2 1.703920310 0.9593601 0.7503312 3.22607620
#> lag1_var3 1.341693315 1.7279301 -0.3427601 4.12573535
#> lag1_var4 -1.037742908 1.6648608 -3.7138481 0.65702118
#> const 5.157235744 5.7115247 0.1274546 14.39359736
#> exo1 0.035517859 0.7595130 -0.8867485 1.13978429
#> exo2 0.453931081 0.7833892 -0.6032354 1.63495213
#> exo3 -0.002447022 0.9781282 -1.3377116 1.28285664
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0940328 0.5524318 0.2244131 1.6430953
#> lag1_var2 0.8212167 0.9122901 -0.1707489 2.0657350
#> lag1_var3 2.5238978 1.5640726 0.8207595 4.6768702
#> lag1_var4 -2.0953243 1.5558362 -4.3041965 -0.4286172
#> const 7.1348602 6.9212264 -3.3446787 16.1304091
#> exo1 0.1316795 0.7135960 -1.0342628 0.8592324
#> exo2 -1.0380718 0.9724055 -2.1997414 0.4260892
#> exo3 -0.2629725 1.3077418 -2.0885444 1.3216103
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5876800 0.3457350 0.1150090 1.0119911
#> lag1_var2 1.6158198 0.8362007 0.5423735 2.5302091
#> lag1_var3 2.9839822 1.4987310 0.9487756 4.7199016
#> lag1_var4 -2.3757059 1.5041117 -4.1994620 -0.3140350
#> const 9.3359023 7.5259386 -1.3139108 19.6978655
#> exo1 0.1522146 0.6212191 -0.8243662 0.7495786
#> exo2 -0.8242435 0.8142597 -1.9401008 0.2943695
#> exo3 -0.2921521 0.9854007 -1.5347272 0.9992466
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004057037 6.245994e-05 0.0003013895 0.0004731494
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00819803 0.00237055 -0.01118111 -0.005077905
#> Sigma[2,2] 0.64070110 0.17907642 0.42180910 0.916087199
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005593054 0.002732523 0.002717966 0.009701692
#> Sigma[3,2] -0.493874775 0.173851055 -0.755711220 -0.280893398
#> Sigma[3,3] 0.529669201 0.170362645 0.351779989 0.826284693
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004287156 0.001618427 -0.001286814 0.002990964
#> Sigma[4,2] -0.0966907082 0.080656885 -0.230686326 -0.002222081
#> Sigma[4,3] 0.2352425885 0.082560022 0.161379807 0.379409740
#> Sigma[4,4] 0.1880980234 0.051480649 0.124851269 0.261119440
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002493989 0.009507671 0.989132379 1.013411480
#> lag1_var2 -0.002361998 0.023855632 -0.039925944 0.023185552
#> lag1_var3 -0.013009802 0.039023755 -0.074520032 0.028965031
#> lag1_var4 0.006570281 0.037875587 -0.032042337 0.067289907
#> const 0.322075018 0.137602871 0.136978035 0.500664052
#> exo1 -0.013056749 0.014825479 -0.025080343 0.012378306
#> exo2 -0.033165289 0.020606237 -0.058833296 -0.006608892
#> exo3 0.044857073 0.027449174 0.001553388 0.071738235
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.74567871 0.4190215 -2.3089747 -1.1846006
#> lag1_var2 2.92735301 1.1846792 1.3311944 4.5901990
#> lag1_var3 3.62004339 1.8817572 1.1021270 6.2346982
#> lag1_var4 -3.05993705 1.7952017 -5.5615780 -0.6827564
#> const 13.86390247 5.9724065 4.8330044 22.1953592
#> exo1 -0.08858381 0.6966194 -1.0776292 0.8691551
#> exo2 1.13225011 0.8425323 -0.3225491 1.9674643
#> exo3 0.56858173 0.9006772 -0.3109992 2.0261949
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.413946274 0.5141954 1.8301245 3.24729744
#> lag1_var2 -3.304585631 1.0455275 -4.5864112 -1.87246091
#> lag1_var3 -4.677954119 1.6261327 -6.7517657 -2.58659057
#> lag1_var4 4.927895385 1.5561789 2.9286504 6.90420053
#> const -19.065205512 7.1198840 -29.0869173 -11.04345691
#> exo1 0.008027838 0.6288000 -0.6763941 0.98405506
#> exo2 -1.095734140 0.8034472 -2.1940347 0.02943925
#> exo3 -0.483200831 0.6441363 -1.5241424 0.16224767
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.38340033 0.3810312 0.9253288 1.9226989
#> lag1_var2 -1.93575176 0.6323753 -2.8454591 -1.1105491
#> lag1_var3 -3.15172250 0.9831696 -4.5715269 -1.8447246
#> lag1_var4 3.76311662 0.9266611 2.5098790 5.0625109
#> const -12.71090021 5.3505296 -20.1212361 -4.8457213
#> exo1 -0.05610014 0.3572139 -0.5336376 0.4361252
#> exo2 -0.37773165 0.5530378 -1.1891827 0.2534223
#> exo3 -0.10814462 0.2292908 -0.3757682 0.2224879
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002159988 4.195151e-05 0.0001606561 0.0002670053
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002200041 0.002632861 -0.003871503 0.003178089
#> Sigma[2,2] 0.7165971510 0.193155326 0.449972361 0.969314718
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001100208 0.001323561 -0.001617998 0.001889745
#> Sigma[3,2] -0.3657565914 0.101046098 -0.487588188 -0.222140956
#> Sigma[3,3] 0.1967419531 0.054083908 0.119398336 0.262186308
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -5.806187e-05 0.0002548072 -0.0003879206 0.0002931838
#> Sigma[4,2] 1.441835e-03 0.0164922571 -0.0204993807 0.0243612832
#> Sigma[4,3] 1.088653e-02 0.0069885120 0.0026448566 0.0211565633
#> Sigma[4,4] 1.374567e-02 0.0028254776 0.0103676264 0.0181669059
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986322093 0.01020628 0.96993881 0.996418466
#> lag1_var2 -0.005556668 0.01254149 -0.02189203 0.011530825
#> lag1_var3 -0.014527625 0.02520034 -0.04559766 0.021356412
#> lag1_var4 0.013573115 0.02268041 -0.01872192 0.042337457
#> const 0.326725758 0.14557579 0.13643878 0.538669432
#> exo1 -0.016178845 0.01382759 -0.03211558 0.004861713
#> exo2 -0.039015645 0.01549276 -0.05989938 -0.016455521
#> exo3 0.057631375 0.01634410 0.03029065 0.075937684
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6387608 1.0680893 -3.1013375 -0.5950907
#> lag1_var2 3.0585710 1.2333927 1.5897953 4.7944726
#> lag1_var3 4.0269910 2.4156815 1.1220116 7.4419609
#> lag1_var4 -3.6307796 2.1587011 -6.6984120 -1.0562725
#> const 16.5261090 11.8962930 2.9564557 32.4783512
#> exo1 -0.2635288 1.0184881 -1.6896239 1.1155573
#> exo2 4.2271926 0.9897258 2.6390135 5.1972740
#> exo3 0.5776965 0.9472588 -0.3446514 2.1906799
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8829305 0.5231647 0.3030526 1.59082015
#> lag1_var2 -1.1160095 0.6056485 -1.9420986 -0.46233552
#> lag1_var3 -1.2090845 1.1850367 -2.8244360 0.07279062
#> lag1_var4 1.9529984 1.0539056 0.8171323 3.41060169
#> const -7.1032006 5.5655349 -14.6583463 -0.65136694
#> exo1 0.1070365 0.4948752 -0.6142277 0.79220941
#> exo2 -2.4733738 0.5019152 -2.9448859 -1.60828041
#> exo3 -0.2315195 0.5022009 -1.0804331 0.20759795
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.008758144 0.13405408 -0.19161399 0.1777238
#> lag1_var2 0.112949915 0.15420380 -0.10906405 0.2882783
#> lag1_var3 0.184887268 0.30181471 -0.25568625 0.5240484
#> lag1_var4 0.818739533 0.26883190 0.52382555 1.2079751
#> const -0.528945669 1.40956387 -2.00030380 1.7713529
#> exo1 -0.031799816 0.08698764 -0.16419591 0.0765258
#> exo2 -0.499300419 0.13418707 -0.70482838 -0.3687205
#> exo3 0.036968859 0.08583531 -0.06421608 0.1589313
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006075191 0.001089245 0.004799369 0.007736096
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06895419 0.01969895 -0.09344885 -0.0443376
#> Sigma[2,2] 1.45727158 0.31933519 1.03320356 1.8536085
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06240158 0.01632431 0.04042451 0.08290826
#> Sigma[3,2] -1.13352665 0.30779779 -1.53178209 -0.76900475
#> Sigma[3,3] 1.18806548 0.28532650 0.82248683 1.56486179
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03844539 0.009300868 0.02524634 0.05109569
#> Sigma[4,2] -0.57151621 0.203585516 -0.84580769 -0.30876717
#> Sigma[4,3] 0.79897828 0.187706828 0.55471173 1.04029482
#> Sigma[4,4] 0.63648965 0.130526050 0.46946765 0.79855276
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93772657 0.03839512 0.892385596 0.99918170
#> lag1_var2 0.02425285 0.02083126 -0.005776759 0.05065556
#> lag1_var3 0.06222216 0.05523615 -0.021218808 0.12247857
#> lag1_var4 -0.04709692 0.05156799 -0.102326553 0.03083239
#> const 0.84139924 0.81813007 -0.470979540 1.66978506
#> exo1 0.07519117 0.10923623 -0.066276726 0.22012688
#> exo2 0.04244413 0.06949050 -0.036234312 0.15154656
#> exo3 0.04237099 0.06465442 -0.049355125 0.12555535
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30792588 0.3823287 -0.21980054 0.7935868
#> lag1_var2 0.82331962 0.4017196 0.20282538 1.2377723
#> lag1_var3 0.09918554 1.0034186 -1.38008954 1.2514711
#> lag1_var4 -0.18293488 0.9021858 -1.23456620 1.1341472
#> const -1.21959723 8.4569192 -13.02904943 8.5870931
#> exo1 0.98383805 1.3570764 -1.16427237 2.6606580
#> exo2 1.57246282 1.2713863 0.04119614 3.3525678
#> exo3 0.09150304 1.3568756 -1.90500951 1.5803008
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.96965517 0.3838974 -1.5919589 -0.52614089
#> lag1_var2 1.06474191 0.4955853 0.4100896 1.77120483
#> lag1_var3 3.22370911 1.3887138 1.1260353 5.02986445
#> lag1_var4 -1.95756566 1.2930418 -3.6279272 0.02321201
#> const 9.76427701 8.9777075 -0.1599707 24.60859544
#> exo1 -0.04132622 1.0772827 -1.4065180 1.42472512
#> exo2 -1.67437152 1.2033427 -3.0941475 0.12999052
#> exo3 -0.37527340 1.2820249 -1.8074833 1.28833699
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9329997 0.2735554 -1.3912383 -0.64635856
#> lag1_var2 1.2622806 0.4075925 0.6607323 1.75992618
#> lag1_var3 2.8820850 1.1551813 1.0475658 4.21734013
#> lag1_var4 -1.5826883 1.0846148 -2.8436686 0.14773610
#> const 8.3310752 6.4819407 1.4061271 19.24336310
#> exo1 0.4778244 0.6816189 -0.3967003 1.49723677
#> exo2 -1.2828480 0.8880752 -2.2620169 0.06638334
#> exo3 -0.3851800 0.8749205 -1.5140988 0.70750572
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005483992 0.001149454 0.004495387 0.007579266
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001966517 0.0012292771 -0.003831198 -0.0007398898
#> Sigma[2,2] 0.005237539 0.0009642449 0.003810270 0.0063669110
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001819038 0.003582816 -0.006030701 0.003744104
#> Sigma[3,2] -0.009841404 0.003641293 -0.014731734 -0.004695352
#> Sigma[3,3] 0.088757068 0.016185267 0.070400364 0.111998085
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003048626 0.003064054 -0.006783537 0.001421724
#> Sigma[4,2] -0.006561036 0.003458048 -0.011338383 -0.001784549
#> Sigma[4,3] 0.083324123 0.014461488 0.066472746 0.103563615
#> Sigma[4,4] 0.080008741 0.012923152 0.064536769 0.097802604
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96276888 0.04309193 0.91209707 1.01729550
#> lag1_var2 0.04256131 0.20750299 -0.22093686 0.28481974
#> lag1_var3 0.07303706 0.35763201 -0.38143596 0.53151881
#> lag1_var4 -0.07622462 0.36141539 -0.54169311 0.38163206
#> const 1.09265020 1.21534572 -0.39737470 2.65427012
#> exo1 -0.01329417 0.05682955 -0.08171212 0.06938032
#> exo2 -0.06428152 0.06759693 -0.14735648 0.03398384
#> exo3 -0.05438466 0.06730875 -0.15805441 0.01608061
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06937758 0.03884075 0.02320404 0.1198513
#> lag1_var2 0.41239126 0.15900035 0.12849141 0.5650933
#> lag1_var3 -0.14688004 0.22748709 -0.51544563 0.1159186
#> lag1_var4 0.13959516 0.22881069 -0.13033395 0.5084854
#> const -0.65880554 1.19383186 -2.12636368 0.8697552
#> exo1 0.04803713 0.05172970 -0.01732958 0.1194300
#> exo2 0.63546069 0.08098872 0.50176104 0.6911868
#> exo3 0.13961372 0.04812411 0.08359123 0.2077982
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41999694 0.1222015 -0.5811591 -0.25338736
#> lag1_var2 2.09485784 0.7777344 1.3447912 3.43855542
#> lag1_var3 3.19459766 1.2725845 1.8840802 5.32039863
#> lag1_var4 -2.21849955 1.2701552 -4.3431624 -0.90649173
#> const 10.06237196 2.9473330 5.6270971 13.77486011
#> exo1 -0.03645523 0.2220397 -0.3249455 0.27372021
#> exo2 -0.82194969 0.3467837 -1.2437614 -0.28320011
#> exo3 -0.22176611 0.2125495 -0.5391943 0.04268286
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.353812232 0.1219301 -0.5402764 -0.2013921
#> lag1_var2 2.119556965 0.7922786 1.4265261 3.5369126
#> lag1_var3 2.704704834 1.3034661 1.4929913 4.9523745
#> lag1_var4 -1.725001464 1.3036776 -3.9767245 -0.5110917
#> const 8.597141318 2.9472701 4.5469626 13.1752512
#> exo1 -0.005375416 0.2374174 -0.3122150 0.3196841
#> exo2 -0.447623751 0.3282735 -0.8452762 0.0800600
#> exo3 -0.143773131 0.1991930 -0.4220514 0.1149672
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002781568 0.0004674094 0.002042431 0.003237464
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007882392 0.00338907 -0.01166323 -0.002296106
#> Sigma[2,2] 0.119218264 0.01808398 0.09864291 0.143066924
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004080237 0.002177759 0.001236275 0.006920071
#> Sigma[3,2] -0.067698946 0.012430416 -0.089166698 -0.056963573
#> Sigma[3,3] 0.047334978 0.010880982 0.035453360 0.065305583
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005566404 0.0008966561 -0.002029625 0.0004304973
#> Sigma[4,2] 0.0020626718 0.0088332790 -0.006960237 0.0167516921
#> Sigma[4,3] 0.0082003848 0.0045032204 0.001949413 0.0139097107
#> Sigma[4,4] 0.0099545126 0.0029533743 0.006532720 0.0141364541
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96904721 0.03105379 0.92925176 1.00730785
#> lag1_var2 0.08254785 0.08560499 -0.07599702 0.14640757
#> lag1_var3 0.17040009 0.15912566 -0.12096450 0.30433365
#> lag1_var4 -0.17196103 0.16086665 -0.30176081 0.12463615
#> const 0.86621640 0.69708146 -0.29291931 1.68750684
#> exo1 0.01402047 0.04610255 -0.06033133 0.05705967
#> exo2 -0.01847482 0.05811433 -0.09668286 0.05164286
#> exo3 0.01127078 0.06456584 -0.09755904 0.07404554
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2577714 0.1730157 -0.4385201 0.04118929
#> lag1_var2 0.6013934 0.5651444 -0.1991039 1.33584366
#> lag1_var3 -0.3234979 1.1363975 -1.9132434 1.17581269
#> lag1_var4 0.4256319 1.1515613 -1.1531558 2.01431559
#> const 0.3406596 4.4135621 -5.1947324 6.83957016
#> exo1 -0.2673586 0.4345699 -0.7453922 0.40074694
#> exo2 0.3242357 0.3759737 -0.2521984 0.70950202
#> exo3 0.1678441 0.4460945 -0.3652912 0.84772481
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1401784 0.1091797 -0.02885121 0.2822845
#> lag1_var2 0.6419124 0.3107759 0.21128758 0.9996542
#> lag1_var3 1.8547780 0.5374996 1.15143918 2.6147217
#> lag1_var4 -0.9856986 0.5306837 -1.73090427 -0.2904955
#> const 4.0987950 2.1913113 1.36522319 7.1715926
#> exo1 0.1909666 0.2432199 -0.14888887 0.4432231
#> exo2 -0.6364121 0.2542328 -0.89416526 -0.1928988
#> exo3 0.1438399 0.2366100 -0.16824701 0.4269105
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004780687 0.04960560 -0.05819639 0.07688849
#> lag1_var2 0.744953731 0.36585648 0.36757280 1.32471615
#> lag1_var3 1.237656292 0.62090434 0.64383531 2.20371172
#> lag1_var4 -0.290486444 0.63026761 -1.27582564 0.32249928
#> const 3.090682920 1.49931595 1.22061579 5.14675789
#> exo1 0.032440960 0.09834366 -0.11838373 0.14751324
#> exo2 -0.454789791 0.10791184 -0.62727906 -0.33743307
#> exo3 0.253111021 0.07156155 0.19947115 0.36971837
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009973359 0.0001996672 0.0008303791 0.001343343
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01017549 0.003872327 -0.01564832 -0.005946362
#> Sigma[2,2] 0.23641960 0.058470333 0.17463772 0.329770536
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009078651 0.005913253 0.0004500649 0.01732089
#> Sigma[3,2] -0.213808299 0.116320996 -0.3587867248 -0.04351335
#> Sigma[3,3] 0.761361121 0.154589453 0.5545230703 0.97901706
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001647497 0.005223682 -0.00660195 0.006812446
#> Sigma[4,2] -0.041068268 0.097253813 -0.13131552 0.122993862
#> Sigma[4,3] 0.609339881 0.134615009 0.44080133 0.806014928
#> Sigma[4,4] 0.583658782 0.151398321 0.43191338 0.818018371
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9935717239 0.01209671 0.97921928 1.01299217
#> lag1_var2 -0.0163007459 0.08638150 -0.14518488 0.08049880
#> lag1_var3 -0.0374444099 0.11756704 -0.21617485 0.08818187
#> lag1_var4 0.0378112118 0.11779884 -0.08616195 0.21780751
#> const 0.1677656709 0.30004924 -0.27225669 0.54224901
#> exo1 -0.0101992000 0.02689143 -0.04742170 0.02598534
#> exo2 -0.0747082645 0.02844216 -0.11887932 -0.04178489
#> exo3 0.0009816975 0.02292494 -0.03051676 0.03067953
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23041144 0.1823312 -0.50542465 0.003985023
#> lag1_var2 1.45868885 1.1101259 0.01800942 3.059535799
#> lag1_var3 1.21208488 1.5392576 -0.77958300 3.467562141
#> lag1_var4 -1.18874234 1.5344824 -3.43580050 0.803396315
#> const 4.90547842 5.4512541 -4.07918698 11.475904780
#> exo1 -0.02065473 0.5248389 -0.68230285 0.619200316
#> exo2 0.38810495 0.5070501 -0.44286979 0.881650524
#> exo3 0.07157072 0.5166723 -0.46558425 0.947922651
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1778140 0.5012842 -0.9668148 0.3617256
#> lag1_var2 1.4355391 2.1525703 -1.1489819 4.2429613
#> lag1_var3 2.3905841 3.1262808 -1.4095991 6.3038452
#> lag1_var4 -1.4424209 3.0921849 -5.3266418 2.3070143
#> const 7.6500350 11.7968255 -6.1998434 26.3600180
#> exo1 0.1541865 0.4349232 -0.5140342 0.6104287
#> exo2 -0.2391459 1.0000607 -1.6579236 0.9782990
#> exo3 0.2726874 1.0190550 -1.2989764 1.5036373
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32907894 0.5086843 -1.1057357 0.2449740
#> lag1_var2 2.22521444 2.1414882 -0.6604318 4.6543639
#> lag1_var3 2.89942408 3.1253132 -0.9881909 6.5950556
#> lag1_var4 -1.92685039 3.1021476 -5.5999601 1.9526805
#> const 10.24810726 12.6479330 -5.3162334 29.5707074
#> exo1 0.13395354 0.6448138 -0.7923799 0.9637073
#> exo2 0.03014617 0.8490855 -1.2115318 1.1048585
#> exo3 0.32052403 0.7561639 -0.7929111 1.2629474
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002374985 0.0007815053 0.001671462 0.003587536
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001308313 0.00632151 -0.009279952 0.007009734
#> Sigma[2,2] 0.6493525817 0.14564246 0.488968960 0.885872236
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003104568 0.002307059 -0.006463022 -2.141237e-05
#> Sigma[3,2] -0.264229699 0.070800709 -0.381742784 -1.833645e-01
#> Sigma[3,3] 0.151957080 0.040697049 0.109110421 2.117264e-01
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003299485 0.001594833 -0.005297577 -0.0007113095
#> Sigma[4,2] 0.028497902 0.030906724 -0.024129540 0.0658675805
#> Sigma[4,3] 0.037731890 0.019002076 0.020415637 0.0678754632
#> Sigma[4,4] 0.056245103 0.012375262 0.042041834 0.0750173020
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.080907854 0.02702049 1.04304914 1.11175236
#> lag1_var2 -0.011514406 0.04527366 -0.07588949 0.03443917
#> lag1_var3 -0.092097181 0.10456790 -0.23676294 0.01525711
#> lag1_var4 0.047847034 0.10256874 -0.05937434 0.19085387
#> const -0.160997924 0.54483105 -0.84968619 0.63946103
#> exo1 0.001112257 0.05808663 -0.07862934 0.07148218
#> exo2 -0.029861114 0.05005271 -0.09101874 0.04060995
#> exo3 -0.008745860 0.03883834 -0.05141824 0.05435750
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1117815 0.5458277 -1.8920157 -0.3658755
#> lag1_var2 1.4974872 1.2242124 -0.3654474 2.9430149
#> lag1_var3 1.7346852 2.7477887 -2.4011483 5.0278587
#> lag1_var4 -1.2660557 2.6553459 -4.4684903 2.7424043
#> const 7.3406559 9.1674545 -5.8468379 20.7526845
#> exo1 -0.2295927 0.8989296 -1.6181922 0.9497119
#> exo2 0.3204951 0.6418684 -0.6488076 1.0374457
#> exo3 0.6442827 0.7176784 -0.1659459 1.8518978
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41935853 0.2289719 0.1289563 0.73679931
#> lag1_var2 -0.15182610 0.5796676 -0.7982831 0.62424007
#> lag1_var3 0.39586144 1.3218278 -1.1321528 2.13785887
#> lag1_var4 0.35777505 1.2798487 -1.3559859 1.81657067
#> const 0.05471784 3.7313784 -4.6702305 5.18298780
#> exo1 -0.39259092 0.5077812 -0.9603987 0.44682545
#> exo2 -0.67757465 0.3610401 -1.0949690 -0.07969352
#> exo3 -0.34190696 0.3587268 -0.8772813 0.08297514
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07755719 0.1197818 -0.245414988 0.06680142
#> lag1_var2 0.27479112 0.2839415 0.001058146 0.69719124
#> lag1_var3 0.63201660 0.6576291 0.010014981 1.60186080
#> lag1_var4 0.36202012 0.6373444 -0.578824486 0.97194004
#> const 1.95740389 2.3412999 -0.546971618 5.87586492
#> exo1 -0.56910549 0.1850767 -0.813381909 -0.32645551
#> exo2 -0.58887869 0.2272484 -0.907400796 -0.27061141
#> exo3 -0.05469567 0.1908797 -0.289582616 0.22932566
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005165815 0.001325457 0.003965272 0.007451344
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02017833 0.01223584 -0.03655004 -0.002003679
#> Sigma[2,2] 0.62439607 0.11302604 0.45400276 0.745908850
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02466219 0.005046551 -0.03220243 -0.01870545
#> Sigma[3,2] -0.16060014 0.085923250 -0.30939787 -0.07656824
#> Sigma[3,3] 0.30254776 0.062432640 0.21767655 0.37977607
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03767668 0.009560091 -0.05270479 -0.02815752
#> Sigma[4,2] 0.18781437 0.074547560 0.09015944 0.30626927
#> Sigma[4,3] 0.22813575 0.041857395 0.16602057 0.27294556
#> Sigma[4,4] 0.34952869 0.075071685 0.26036810 0.45113078
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02872463 0.03957124 0.97778490 1.08016365
#> lag1_var2 -0.01342191 0.12847360 -0.18284233 0.16854444
#> lag1_var3 -0.05817554 0.23232629 -0.36126370 0.27059212
#> lag1_var4 0.03827463 0.23433917 -0.29435301 0.34290596
#> const 0.28217979 1.02567502 -0.98344001 1.61830536
#> exo1 0.08397242 0.02711103 0.05134728 0.12950838
#> exo2 -0.11506278 0.08761984 -0.26526451 -0.02856666
#> exo3 -0.11155037 0.04674001 -0.17511049 -0.04181979
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3074443 0.4313007 -0.18720337 0.9214942
#> lag1_var2 -1.5369758 1.3188179 -2.98819295 0.4994774
#> lag1_var3 -4.2858678 2.3781796 -6.93891747 -0.6269901
#> lag1_var4 4.4878568 2.3809936 0.84689900 7.1392731
#> const -15.5692046 11.2947570 -31.53360712 -1.8347958
#> exo1 -0.5864210 0.8379443 -2.07952215 0.2085146
#> exo2 1.1691977 0.8233564 0.20890046 2.3936768
#> exo3 1.0451548 0.6539101 0.09488947 1.8715865
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3603713 0.3345203 -0.7167965 0.16904030
#> lag1_var2 1.5614172 1.0244689 -0.1355518 2.70715251
#> lag1_var3 3.8462662 1.8611297 0.7563003 5.91161911
#> lag1_var4 -2.9103498 1.8495946 -4.9379782 0.17452238
#> const 11.1542919 8.5044717 -0.4888917 22.45472852
#> exo1 -0.2273614 0.3965418 -0.7046888 0.36459793
#> exo2 -1.4680647 0.3193483 -1.9021286 -1.02485776
#> exo3 -0.5843619 0.5064608 -1.3469821 0.04963177
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18932717 0.3461542 -0.6311284 0.336461595
#> lag1_var2 0.45213591 1.1354807 -1.2245365 2.068399683
#> lag1_var3 1.02761021 2.0527190 -2.0081159 3.929664808
#> lag1_var4 0.04360638 2.0608378 -2.8525526 3.111007890
#> const 1.26713832 8.4062759 -12.0882427 10.649460592
#> exo1 -0.55658051 0.3551771 -1.0770309 -0.167261468
#> exo2 -0.89704192 0.5848099 -1.5458567 0.006873326
#> exo3 -0.01588076 0.4422786 -0.5333102 0.636819591
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002772135 0.0008131953 0.001992098 0.004042965
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002067076 0.002331539 -0.005404241 0.0008611733
#> Sigma[2,2] 0.060289169 0.014648616 0.039485782 0.0800535570
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006632598 0.003728018 -0.01139994 -0.001007655
#> Sigma[3,2] -0.026826111 0.017990973 -0.05483701 -0.011321726
#> Sigma[3,3] 0.204276335 0.052298759 0.14463528 0.288088877
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00830472 0.004440973 -0.013165484 -0.0007149017
#> Sigma[4,2] 0.01387694 0.014239264 -0.009071118 0.0258005493
#> Sigma[4,3] 0.19348085 0.047621922 0.139964166 0.2698091932
#> Sigma[4,4] 0.21047718 0.048996058 0.156150107 0.2875380020
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0098156863 0.03120383 0.9748975661 1.0539202295
#> lag1_var2 -0.0984538265 0.11249285 -0.2185377491 0.0749891823
#> lag1_var3 -0.1414896441 0.15448874 -0.2967980569 0.1003252481
#> lag1_var4 0.1429223148 0.15463464 -0.0990145642 0.2942532680
#> const -0.2612513910 0.43768115 -0.7648968104 0.4054324581
#> exo1 0.0600540442 0.04969964 0.0007835321 0.1290897500
#> exo2 -0.1158246863 0.08091926 -0.2251516479 -0.0006271756
#> exo3 -0.0006836489 0.05779038 -0.0782714101 0.0789698326
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17347134 0.1102213 -0.2899790 -0.008397657
#> lag1_var2 0.85159082 0.4035111 0.1993504 1.234411679
#> lag1_var3 -0.20152788 0.6339163 -1.2613557 0.380420588
#> lag1_var4 0.25266753 0.6371078 -0.3387075 1.315609283
#> const 0.16346320 2.3111364 -3.2233074 3.019106041
#> exo1 -0.09852132 0.2203365 -0.3910226 0.217220183
#> exo2 -0.06149525 0.2784459 -0.4597371 0.264996605
#> exo3 -0.27324848 0.1530701 -0.5113513 -0.105794291
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01204616 0.1752787 -0.2485198 0.22382301
#> lag1_var2 1.28054666 0.9925285 -0.2655191 2.45303076
#> lag1_var3 2.95089131 1.3850339 0.7184690 4.62477667
#> lag1_var4 -2.07575241 1.4487120 -3.8312644 0.24548411
#> const 8.87961639 6.5365231 -0.4659663 17.68882656
#> exo1 -0.17414512 0.5144699 -0.6768579 0.68346746
#> exo2 -0.59905747 0.3649609 -1.0666764 -0.07785189
#> exo3 -0.46119361 0.3799139 -0.9098666 0.06055474
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1327323 0.1608546 -0.328440820 0.1192360
#> lag1_var2 1.6075501 1.0594073 -0.008796994 2.7912377
#> lag1_var3 2.4559170 1.4524878 0.106310297 4.0779928
#> lag1_var4 -1.5310752 1.5196988 -3.233564042 0.9234411
#> const 8.0621472 6.7944923 -1.930270742 17.7347376
#> exo1 -0.2510942 0.5489758 -0.888056864 0.6331985
#> exo2 -0.6639564 0.3764295 -1.213275466 -0.1917284
#> exo3 -0.6583603 0.3515341 -1.089041449 -0.2507463
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006546847 0.0001386776 0.0005205653 0.0008776153
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002703772 0.001965158 -0.0003096091 0.004982275
#> Sigma[2,2] 0.200505999 0.034421760 0.1534182435 0.248230126
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001405886 0.00311459 -0.003983149 0.003569489
#> Sigma[3,2] -0.111955019 0.02463570 -0.132203608 -0.074156481
#> Sigma[3,3] 0.202866593 0.03665990 0.156614116 0.252823245
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001400294 0.002671997 -0.003023596 0.004267161
#> Sigma[4,2] 0.0027524743 0.023269409 -0.018486941 0.041810263
#> Sigma[4,3] 0.1410942634 0.035560656 0.103397564 0.188305874
#> Sigma[4,4] 0.1450442752 0.032242290 0.107255170 0.189170246
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966952150 0.02239555 0.934625955 0.994813441
#> lag1_var2 0.021726099 0.04379099 -0.035641270 0.071700352
#> lag1_var3 0.043182173 0.07776291 -0.061347143 0.131108444
#> lag1_var4 -0.040617082 0.07637878 -0.127759717 0.061943359
#> const 0.530783372 0.37318951 0.125449755 1.121042153
#> exo1 0.022734505 0.01739152 -0.003510786 0.045114561
#> exo2 -0.004924035 0.02424849 -0.038102131 0.028241366
#> exo3 -0.038167011 0.02568539 -0.061825035 0.001017893
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10322502 0.4459941 -0.33319149 0.7712511
#> lag1_var2 0.11539853 1.1739962 -1.46611441 1.5702343
#> lag1_var3 -1.19504410 2.0065754 -3.89751380 1.2639782
#> lag1_var4 1.24238268 1.9770853 -1.21025597 3.8931276
#> const -4.20544653 7.1102288 -15.15473571 2.6233865
#> exo1 -0.02642327 0.4288565 -0.58755351 0.6380013
#> exo2 0.60684844 0.4366753 0.09738582 1.2352056
#> exo3 -0.33157530 0.5665627 -1.27425993 0.2714232
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.627649977 0.3672013 -1.1595232 -0.1869896
#> lag1_var2 1.804831288 1.2308967 0.3483038 3.3518278
#> lag1_var3 4.011490964 2.0434002 1.5325297 6.5446367
#> lag1_var4 -3.041002551 2.0125534 -5.5550237 -0.6240497
#> const 13.805690602 6.3017227 7.4498744 23.1421222
#> exo1 -0.008862554 0.3963128 -0.5324977 0.4949687
#> exo2 -0.829018500 0.3377082 -1.2489979 -0.3414631
#> exo3 -0.025957918 0.3856974 -0.4731757 0.5552830
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55922549 0.1374672 -0.7212243 -0.37456777
#> lag1_var2 1.64322882 0.6567509 0.9190918 2.52631345
#> lag1_var3 2.93282651 1.0663129 1.7084632 4.35223045
#> lag1_var4 -1.91978022 1.0510256 -3.3067317 -0.73164630
#> const 10.33632792 2.5831629 7.1329075 14.07550913
#> exo1 -0.02471357 0.2740178 -0.2783970 0.44029335
#> exo2 -0.50836623 0.3703480 -0.9802469 0.02227103
#> exo3 -0.20594255 0.2239248 -0.4825887 0.11979959
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001398122 0.000529851 0.0009460821 0.002263667
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00359958 0.004387008 -0.01033163 0.00214969
#> Sigma[2,2] 0.29015802 0.057935031 0.21957534 0.37629925
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01650707 0.00813271 0.0057620 0.02577444
#> Sigma[3,2] -0.22079119 0.09612466 -0.3910480 -0.14614449
#> Sigma[3,3] 0.59133998 0.19486822 0.3398818 0.85872250
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01512217 0.007580235 0.006066031 0.024835479
#> Sigma[4,2] -0.05249992 0.079694751 -0.189801447 0.009973065
#> Sigma[4,3] 0.49030628 0.165751392 0.269399169 0.698933485
#> Sigma[4,4] 0.48986127 0.147526919 0.293115430 0.700465479
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01548427 0.02129134 0.99065347 1.05095312
#> lag1_var2 -0.09127907 0.03628729 -0.13961537 -0.04310736
#> lag1_var3 -0.16246457 0.06310025 -0.24867037 -0.07909909
#> lag1_var4 0.15862042 0.05930752 0.07963104 0.23883104
#> const -0.15587325 0.33499976 -0.65589867 0.25923629
#> exo1 -0.01138038 0.02239173 -0.04204937 0.01900351
#> exo2 -0.08753512 0.02744633 -0.12816104 -0.05569639
#> exo3 -0.02060105 0.03988736 -0.06889788 0.04254559
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0446464 0.4076264 -1.7197916 -0.6383416
#> lag1_var2 3.4135505 0.6081638 2.7047379 4.2649061
#> lag1_var3 4.2585785 1.0769071 3.0224461 5.7988733
#> lag1_var4 -4.0817057 1.0095439 -5.5160940 -2.8977873
#> const 14.8062790 6.2744242 8.5028574 24.9804089
#> exo1 -0.3127204 0.4885437 -1.0164360 0.4099329
#> exo2 0.8917527 0.4122937 0.3447148 1.4592308
#> exo3 0.1364838 0.5003098 -0.5475206 0.7814160
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9555979 0.5604162 0.2014402 1.76950351
#> lag1_var2 -2.2300178 0.7059765 -3.0053060 -1.28946156
#> lag1_var3 -3.0074454 1.2621537 -4.4176930 -1.37219798
#> lag1_var4 3.7900024 1.1673285 2.2636188 5.07041603
#> const -10.8264510 8.5684941 -22.4517230 0.41276841
#> exo1 0.3800204 0.6986446 -0.6957501 1.08986061
#> exo2 -2.0420474 0.6521141 -3.2556072 -1.55606612
#> exo3 -0.7753022 0.5492948 -1.6174699 -0.06551509
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4163363 0.5628411 -0.3764603 1.15169436
#> lag1_var2 -0.6634865 0.7705969 -1.5687043 0.36802491
#> lag1_var3 -1.2729726 1.3627796 -2.8653764 0.54098769
#> lag1_var4 2.1647904 1.2645765 0.4795458 3.64167088
#> const -4.2811323 7.8249596 -15.6726484 6.00600827
#> exo1 0.1753006 0.5808796 -0.7098780 0.76860969
#> exo2 -1.6050837 0.7327157 -2.9259587 -0.90783315
#> exo3 -0.7390879 0.5903634 -1.7467131 -0.09459258
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003449531 6.822344e-05 0.0002591162 0.0004347442
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008897571 0.002562639 -0.01193261 -0.005003087
#> Sigma[2,2] 0.885291509 0.268988106 0.52400995 1.289999522
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002685218 0.001885568 0.0002611462 0.005273527
#> Sigma[3,2] -0.324092910 0.102163680 -0.4777511086 -0.190114371
#> Sigma[3,3] 0.212052537 0.040892514 0.1550444055 0.270896189
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001803984 0.001715591 -0.004044043 0.000377227
#> Sigma[4,2] 0.110108271 0.086543651 0.029044108 0.250519605
#> Sigma[4,3] 0.069439276 0.033874827 0.018698052 0.111784926
#> Sigma[4,4] 0.142859382 0.062376485 0.089331736 0.246358495
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9609527215 0.01264787 0.942894315 0.97856206
#> lag1_var2 0.0404302534 0.02251432 0.007098455 0.07106300
#> lag1_var3 0.0811548762 0.04562830 0.012620611 0.14372167
#> lag1_var4 -0.0741374730 0.04225764 -0.131211136 -0.01095114
#> const 0.6181422712 0.11701639 0.449316798 0.77992104
#> exo1 0.0113480924 0.01416217 -0.005870425 0.03267336
#> exo2 -0.1252382369 0.02217222 -0.158573510 -0.09645116
#> exo3 -0.0007279185 0.01732179 -0.024279518 0.02194617
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9439985 0.7342123 -0.07296753 1.9665419
#> lag1_var2 -1.4288158 1.4158043 -3.19959634 0.1635457
#> lag1_var3 -4.0451726 2.8508052 -7.46609190 -0.7859215
#> lag1_var4 3.9767545 2.6201470 1.09171274 7.1059270
#> const -11.8430871 9.4972170 -21.24146057 3.2339184
#> exo1 -0.5355419 1.0707283 -1.84602205 1.1425623
#> exo2 1.9663918 0.6273186 1.15127515 2.7393576
#> exo3 1.4568790 1.0444989 0.20769127 2.9375722
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4928124 0.3584682 -0.8773094 0.04659287
#> lag1_var2 1.5737159 0.6243233 0.8387283 2.49505820
#> lag1_var3 3.6181008 1.2908433 2.0376913 5.48773892
#> lag1_var4 -2.7094766 1.2016244 -4.4692565 -1.19452789
#> const 11.1867996 4.9414917 3.5187403 16.73728294
#> exo1 0.4375744 0.3385159 -0.0222688 0.94273221
#> exo2 -2.6757463 0.4283930 -3.0428460 -1.97623987
#> exo3 -1.4745460 0.5780612 -2.3920992 -0.88604539
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08866352 0.3097057 -0.4560787 0.3684870
#> lag1_var2 0.72438620 0.6331126 -0.2331285 1.3317703
#> lag1_var3 1.29465247 1.2799502 -0.6050271 2.6661034
#> lag1_var4 -0.38477764 1.1807392 -1.6149239 1.3742214
#> const 4.71471012 3.2730797 -0.8108670 8.1458323
#> exo1 0.21764686 0.3533697 -0.1957692 0.7360423
#> exo2 -2.13133088 0.4900560 -2.7697253 -1.3733192
#> exo3 -0.95769903 0.7431816 -1.8116564 0.1623302
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001535332 0.0003734927 0.001098787 0.002134677
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01801372 0.007456492 -0.02943636 -0.009203765
#> Sigma[2,2] 1.09211846 0.257719932 0.77843360 1.461649984
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005678272 0.006089607 -0.01397452 0.002662111
#> Sigma[3,2] -0.695167590 0.294300843 -1.14852958 -0.457623875
#> Sigma[3,3] 1.314038306 0.375793565 0.91806785 1.917119748
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01590905 0.005561061 -0.02496606 -0.01005294
#> Sigma[4,2] -0.19030712 0.217437262 -0.54692900 0.02068720
#> Sigma[4,3] 1.07384963 0.299415437 0.73200478 1.49889700
#> Sigma[4,4] 1.08148992 0.265209370 0.76134328 1.49949453
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969067304 0.01522687 0.943454528 0.98702535
#> lag1_var2 0.031380884 0.03414289 -0.001758900 0.08290695
#> lag1_var3 0.036270415 0.06613657 -0.021936524 0.13813308
#> lag1_var4 -0.030486168 0.05962550 -0.123337827 0.02152410
#> const 0.461965816 0.33267318 -0.012619904 0.90136824
#> exo1 0.007711317 0.04628230 -0.046063779 0.06694556
#> exo2 -0.041080981 0.05132495 -0.099304070 0.04265947
#> exo3 0.042462853 0.03525222 0.003505252 0.09792758
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83730081 0.5936374 -0.11044582 1.55164951
#> lag1_var2 -0.41378279 0.9052064 -1.49194299 0.87434802
#> lag1_var3 -2.08551850 1.4964307 -3.95590790 -0.04884339
#> lag1_var4 1.78342720 1.2975272 0.01714378 3.40141373
#> const -3.73488984 9.4452018 -17.23793443 9.11974881
#> exo1 -0.38351100 1.3815312 -2.40112712 1.21796094
#> exo2 0.06528154 1.1586364 -1.67250632 1.35529423
#> exo3 -0.48019910 0.7843299 -1.44672631 0.67204188
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35479229 0.5232736 -0.4315115 1.0234882
#> lag1_var2 -0.44615108 0.8361865 -1.5928874 0.7099205
#> lag1_var3 -0.36995058 1.5229829 -2.4992209 1.6567022
#> lag1_var4 1.18582221 1.3360929 -0.5739651 3.0888083
#> const -2.76699364 6.8555799 -11.9037822 7.5093030
#> exo1 -0.01933142 0.9400299 -0.9991701 1.3738939
#> exo2 -4.18649061 1.2654136 -5.6147391 -2.2959024
#> exo3 1.08540385 0.8185536 0.2036683 2.3349880
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9040273 0.5006945 0.2187973 1.597489027
#> lag1_var2 -1.1953540 0.9927097 -2.5596258 0.015605826
#> lag1_var3 -2.5222052 1.8903804 -5.2527699 -0.272361002
#> lag1_var4 3.1736431 1.6833432 1.1750030 5.633290378
#> const -7.6025377 6.1025288 -16.1062958 0.005946825
#> exo1 -0.2169817 0.6836053 -1.2997408 0.667120285
#> exo2 -4.7889670 1.0060043 -6.2504865 -3.501892614
#> exo3 0.9260253 0.7207310 0.3914688 2.067325930
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004774745 0.0001118262 0.0003405558 0.0006385126
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006820614 0.001717169 -0.009521581 -0.004920325
#> Sigma[2,2] 0.236146054 0.058243810 0.175940752 0.324058710
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006203574 0.001660821 0.004744536 0.00902769
#> Sigma[3,2] -0.195888234 0.044205484 -0.260678578 -0.14789703
#> Sigma[3,3] 0.192899972 0.037686471 0.146272948 0.24595106
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002334931 0.001132913 0.0008835061 0.00411381
#> Sigma[4,2] -0.061351847 0.018082078 -0.0870009920 -0.04063502
#> Sigma[4,3] 0.082301996 0.019837667 0.0591179810 0.11213508
#> Sigma[4,4] 0.048430107 0.011560443 0.0357110129 0.06582105
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9433435465 0.006427227 0.933694193 0.952548219
#> lag1_var2 0.0755528390 0.040092434 0.002983874 0.108819463
#> lag1_var3 0.1105299486 0.068006523 -0.011674254 0.170327683
#> lag1_var4 -0.0957355922 0.068945016 -0.156501144 0.028243714
#> const 0.6660315942 0.220428165 0.366964081 0.949196322
#> exo1 -0.0284008779 0.024898486 -0.063694991 0.007177287
#> exo2 0.0002100976 0.019349749 -0.030322782 0.024993399
#> exo3 0.0387638103 0.016021968 0.016532428 0.059053370
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50662604 0.2733086 0.1444556 0.85072015
#> lag1_var2 1.04678190 0.5294789 0.4091718 1.84593066
#> lag1_var3 0.77094352 0.8345899 -0.2378523 1.91458941
#> lag1_var4 -1.02737918 0.8352358 -2.1229699 0.03520648
#> const 2.78725893 3.4074775 -2.8469566 6.06919346
#> exo1 0.20721583 0.4964421 -0.2848678 0.92353451
#> exo2 0.09322814 0.2794803 -0.2002218 0.57824421
#> exo3 0.04494004 0.3429364 -0.3984182 0.51671141
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15134454 0.2638948 -0.5001995 0.2457056
#> lag1_var2 -0.07019538 0.5672211 -0.9061078 0.6173606
#> lag1_var3 0.39077920 0.9578912 -1.0503223 1.5283507
#> lag1_var4 0.67786621 0.9453646 -0.3732900 2.1092151
#> const -0.93060748 3.0366252 -4.4226443 3.6542597
#> exo1 -0.11715836 0.4359943 -0.6794954 0.4543857
#> exo2 -0.16173263 0.3441138 -0.5563916 0.3391298
#> exo3 0.22310895 0.3971032 -0.4164332 0.7182032
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.148401000 0.1498527 -0.05807296 0.3628332
#> lag1_var2 0.277739250 0.3641608 -0.21574714 0.7983581
#> lag1_var3 0.383300867 0.6237002 -0.46073746 1.2368477
#> lag1_var4 0.556077088 0.6095612 -0.23829692 1.3908918
#> const -0.618295688 1.5541843 -2.98752850 1.5686459
#> exo1 0.006246674 0.2010551 -0.18357950 0.3447739
#> exo2 -0.111361221 0.2533298 -0.42681622 0.2633682
#> exo3 0.255982837 0.2435194 -0.12673192 0.5764268
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003101989 8.520346e-05 0.0002022197 0.0004411878
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009596823 0.0005573363 -0.001616782 -0.0002073155
#> Sigma[2,2] 0.0474928168 0.0116821534 0.034218181 0.0632772136
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000581261 0.001728722 -0.001751638 0.00286611
#> Sigma[3,2] -0.031229506 0.014104175 -0.053976576 -0.01604568
#> Sigma[3,3] 0.142370582 0.024880883 0.112534779 0.17889403
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002666184 0.00159970 -0.002478365 0.002006762
#> Sigma[4,2] 0.0094404305 0.01185947 -0.003622949 0.026189767
#> Sigma[4,3] 0.1196275134 0.03189958 0.083530534 0.167592617
#> Sigma[4,4] 0.1319870842 0.04162052 0.085433984 0.190532902
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999024176 0.00920559 0.985823429 1.010958882
#> lag1_var2 -0.039355113 0.04211796 -0.098682556 0.008658188
#> lag1_var3 -0.021909094 0.05608876 -0.102758564 0.049992749
#> lag1_var4 0.021272956 0.05516212 -0.048600612 0.100273250
#> const 0.192296281 0.15607592 -0.002834622 0.407281046
#> exo1 0.006614039 0.01806863 -0.019716826 0.030418968
#> exo2 -0.021405319 0.01454226 -0.040588020 -0.003608604
#> exo3 -0.014414493 0.02583476 -0.052497160 0.012999561
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11013098 0.08372531 -0.21569309 -0.006250168
#> lag1_var2 0.71924621 0.64801787 -0.01341558 1.728911982
#> lag1_var3 0.05669552 0.75552563 -0.84213090 1.244735102
#> lag1_var4 -0.02106865 0.75773272 -1.20945495 0.884934278
#> const 0.57622297 2.34606076 -2.60181486 3.990702624
#> exo1 -0.33283023 0.18490957 -0.61300035 -0.089651006
#> exo2 0.32698741 0.24916854 0.01837546 0.700599542
#> exo3 0.23200673 0.10023359 0.09220888 0.377569032
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09504292 0.1911853 -0.3790866 0.1311708
#> lag1_var2 0.87153425 0.8859487 -0.1313194 2.1534753
#> lag1_var3 1.52029803 1.1272151 0.2654143 3.1679442
#> lag1_var4 -0.56113117 1.1238355 -2.2092511 0.6701955
#> const 4.39849573 4.7320667 -0.6106245 11.5875389
#> exo1 0.07580628 0.3014936 -0.4066571 0.3814225
#> exo2 -1.17352260 0.5184391 -1.8759861 -0.4499525
#> exo3 -0.34671365 0.2930819 -0.6465340 0.1253412
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1979264 0.2494793 -0.55384235 0.1132159
#> lag1_var2 1.1343775 0.8940589 -0.08516475 2.3958809
#> lag1_var3 1.1554734 1.2422587 -0.46000795 2.8637319
#> lag1_var4 -0.1508504 1.2321993 -1.86158165 1.4256264
#> const 3.8160615 6.1853756 -2.76272698 13.2554181
#> exo1 -0.2151291 0.3096792 -0.68186210 0.1649043
#> exo2 -0.9316851 0.3529004 -1.34049242 -0.4131417
#> exo3 -0.1574170 0.3059312 -0.49768847 0.3177401
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003838604 8.831076e-05 0.0002874817 0.0005193591
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003813198 0.001031556 -0.001699946 0.001044309
#> Sigma[2,2] 0.1410323316 0.042208117 0.090649858 0.209491118
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.000236172 0.0007210644 -0.0006955241 0.00123643
#> Sigma[3,2] -0.098178728 0.0268786732 -0.1388424838 -0.06392087
#> Sigma[3,3] 0.075021506 0.0172596509 0.0517610339 0.09765895
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.299077e-05 0.0001331764 -0.0002243365 0.0001351343
#> Sigma[4,2] 4.160151e-04 0.0048129123 -0.0054012248 0.0076967023
#> Sigma[4,3] 6.638873e-03 0.0038381027 0.0007342627 0.0112608826
#> Sigma[4,4] 7.229271e-03 0.0020954928 0.0056930429 0.0104831240
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985501128 0.008718661 0.973588840 0.99634526
#> lag1_var2 0.009725399 0.039082468 -0.055162453 0.05013733
#> lag1_var3 0.027863666 0.060220049 -0.068686449 0.09898293
#> lag1_var4 -0.027539995 0.062671054 -0.097689538 0.07331965
#> const 0.413361714 0.207791510 0.165064521 0.73907634
#> exo1 0.019150872 0.016294636 -0.004156288 0.04080298
#> exo2 -0.069105692 0.017229952 -0.094613906 -0.04608509
#> exo3 0.015708947 0.017238357 -0.005821310 0.03772631
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.021346129 0.0996707 -0.1559689 0.1060713
#> lag1_var2 0.774878890 1.3298771 -1.1752888 2.4829672
#> lag1_var3 0.267301828 2.1552118 -2.9772057 3.0192166
#> lag1_var4 -0.240170075 2.2274482 -3.1183815 3.0859524
#> const -0.139680673 7.1440355 -8.3387846 10.7245438
#> exo1 0.158760106 0.3144469 -0.1828719 0.5548304
#> exo2 0.884208065 0.5153407 0.2695283 1.6610085
#> exo3 0.005820599 0.4711879 -0.5283245 0.7826341
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03551215 0.07664003 -0.06669074 0.1290732
#> lag1_var2 0.60272669 0.88436743 -0.63423661 1.7080143
#> lag1_var3 1.46751146 1.40112559 -0.51591421 3.3007591
#> lag1_var4 -0.55048306 1.45044841 -2.41256358 1.5232092
#> const 4.15140158 4.93940393 -3.65985731 8.9506553
#> exo1 -0.11851239 0.23584888 -0.43511840 0.1182239
#> exo2 -1.28339533 0.36823289 -1.85234391 -0.9254303
#> exo3 0.37034598 0.35114083 -0.20987020 0.7477384
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.021197537 0.03364573 -0.02374808 0.06480694
#> lag1_var2 0.858440370 0.19350496 0.59707752 1.11567772
#> lag1_var3 1.246131147 0.29391291 0.83339174 1.61574774
#> lag1_var4 -0.294538499 0.31349366 -0.68496862 0.14558550
#> const 2.951726471 1.04985059 1.50586457 4.41266275
#> exo1 -0.007323045 0.05277189 -0.08313431 0.06521881
#> exo2 -0.692984966 0.14246375 -0.84136265 -0.44911924
#> exo3 0.387444925 0.09975676 0.26706750 0.53681896
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008019955 0.002009077 0.005403662 0.01074394
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0227512 0.02234125 -0.05228225 0.007602671
#> Sigma[2,2] 1.0607121 0.28852881 0.76463897 1.539900759
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03573369 0.01674264 0.01357749 0.05920484
#> Sigma[3,2] -0.61903930 0.18974420 -0.87081762 -0.38383557
#> Sigma[3,3] 0.48877171 0.13006532 0.32025196 0.66212545
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02534643 0.007999231 0.01399515 0.03572779
#> Sigma[4,2] -0.01097468 0.077821048 -0.11943581 0.10387663
#> Sigma[4,3] 0.14759000 0.046942280 0.10305344 0.22864836
#> Sigma[4,4] 0.15666997 0.042146029 0.10132872 0.21498606
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974441117 0.05038569 0.88403016 1.0270051
#> lag1_var2 0.001149432 0.17133412 -0.23440035 0.2170204
#> lag1_var3 -0.035356218 0.29258180 -0.43063702 0.3457561
#> lag1_var4 0.034667331 0.28144343 -0.32414213 0.4165109
#> const 0.499409383 0.83825392 -0.22827065 2.0052557
#> exo1 0.063330833 0.08201527 -0.05885466 0.1635039
#> exo2 -0.027893687 0.14508423 -0.21212525 0.1530726
#> exo3 -0.002754583 0.07956907 -0.10892568 0.1099618
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9480251 0.5419517 -1.8354895 -0.4208566
#> lag1_var2 1.9834829 1.3620019 0.7457684 4.2069370
#> lag1_var3 2.0296877 2.3552766 -0.1341987 5.9377633
#> lag1_var4 -1.7123000 2.2242098 -5.3993050 0.2475701
#> const 7.4259670 8.9551360 -5.2336005 20.1738325
#> exo1 0.3383407 0.9557582 -0.8890884 1.5959059
#> exo2 1.3785143 0.4917259 0.6699137 1.9841108
#> exo3 0.8871562 0.7460425 -0.1797326 1.7776014
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99773055 0.2084480 0.7237507 1.2590239
#> lag1_var2 -2.23364199 0.6931325 -3.3822657 -1.5563285
#> lag1_var3 -3.09198243 1.1448869 -4.9798546 -1.9447895
#> lag1_var4 3.81025566 1.1135290 2.6877176 5.6627984
#> const -10.14948565 5.5780473 -15.5686101 -1.1306941
#> exo1 -0.03627733 0.5947260 -1.0228499 0.6220351
#> exo2 -1.75712265 0.5167759 -2.5665209 -1.1631312
#> exo3 -0.56232399 0.5192444 -1.2050917 0.2285499
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.48690101 0.2506980 0.1442641 0.8431419
#> lag1_var2 -1.59060766 0.7271092 -2.6362140 -0.6488287
#> lag1_var3 -2.79334047 1.2323583 -4.5555000 -1.1739912
#> lag1_var4 3.72010279 1.1807931 2.1970839 5.4261120
#> const -8.25961956 4.0175500 -15.0919727 -5.1664943
#> exo1 0.18875410 0.2961898 -0.1384658 0.6188330
#> exo2 -1.08349300 0.5897993 -1.8987426 -0.3930572
#> exo3 -0.07644693 0.4274980 -0.7834089 0.3937564
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00105926 0.0002400743 0.00074211 0.001397699
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02680621 0.00954377 -0.04219679 -0.01700895
#> Sigma[2,2] 1.36745455 0.44181476 0.81699354 2.01462865
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02404814 0.00874652 0.01566719 0.03952869
#> Sigma[3,2] -1.05405536 0.37487329 -1.56175666 -0.55071221
#> Sigma[3,3] 1.40355089 0.37661309 0.91272010 1.89048128
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008715679 0.004723849 0.003732189 0.01620252
#> Sigma[4,2] -0.258769748 0.178640253 -0.473426396 -0.01130658
#> Sigma[4,3] 0.851648077 0.220472314 0.593592944 1.17227248
#> Sigma[4,4] 0.769825371 0.157126881 0.585496382 0.99004919
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95395169 0.03507528 0.90338188 0.99693275
#> lag1_var2 0.05746519 0.06537205 -0.02605583 0.14168667
#> lag1_var3 0.10334115 0.10917520 -0.03485265 0.24188314
#> lag1_var4 -0.09552967 0.09857716 -0.22002143 0.03039785
#> const 0.72559133 0.31621608 0.22796021 1.14455683
#> exo1 0.03510072 0.03127262 0.01103510 0.09005244
#> exo2 -0.08089126 0.04126381 -0.13907045 -0.02605584
#> exo3 0.03197240 0.03892782 -0.03991602 0.06443069
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12224285 0.8955892 -1.02405515 1.5011960
#> lag1_var2 1.13907674 1.3511624 -0.76596145 2.9114259
#> lag1_var3 0.45066792 2.2221845 -2.75541270 3.3138456
#> lag1_var4 -0.47993220 1.9808060 -3.07094053 2.3089320
#> const 0.17315989 8.3515708 -10.30947234 12.5663160
#> exo1 -0.82993149 1.3577824 -2.86573390 0.4326962
#> exo2 1.38483527 1.3613369 0.04771906 3.7680997
#> exo3 -0.06013155 1.4899449 -1.92077920 2.3774851
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4773838 0.8868887 -0.7207422 1.646513
#> lag1_var2 -0.7451619 1.3355780 -2.3680252 1.149615
#> lag1_var3 -0.2917928 2.2054501 -2.9115723 2.845556
#> lag1_var4 1.0780103 1.9666506 -1.7284717 3.444543
#> const 1.2827416 8.4353036 -11.5787703 11.019092
#> exo1 0.9142212 1.3166468 -0.2914097 3.219351
#> exo2 -3.4557553 1.1128556 -5.2394095 -2.150461
#> exo3 0.6981476 0.9450057 -0.7481080 1.719738
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6000712 0.6746196 -0.2988684 1.5063095
#> lag1_var2 -0.4561167 0.9064936 -1.8171429 0.7219326
#> lag1_var3 -0.6698706 1.5062976 -2.9184793 1.2452796
#> lag1_var4 1.4491144 1.3384740 -0.2389499 3.4474798
#> const -0.3570682 5.6840218 -8.1369432 6.2462002
#> exo1 0.4585743 0.8017827 -0.3475733 1.7655284
#> exo2 -2.8589488 0.8406469 -4.1247577 -1.8348484
#> exo3 0.7457791 0.5394642 0.1033717 1.5323571
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002008012 5.277547e-05 0.0001383687 0.0002789516
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007506357 0.003216814 -0.01233673 -0.004336971
#> Sigma[2,2] 0.649986574 0.247346082 0.40821816 1.077879635
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006473677 0.00252199 0.004088799 0.01054769
#> Sigma[3,2] -0.510709792 0.19205684 -0.838638068 -0.32202793
#> Sigma[3,3] 0.460542850 0.15058505 0.293561791 0.69473201
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001718261 0.0008316582 0.0006546413 0.002848551
#> Sigma[4,2] -0.099794605 0.0467656755 -0.1740727903 -0.043858481
#> Sigma[4,3] 0.140981049 0.0443060292 0.0785256337 0.202767074
#> Sigma[4,4] 0.081555123 0.0225026541 0.0529213608 0.115543905
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97333226 0.007004867 0.96337459 0.982339977
#> lag1_var2 0.04685178 0.022980842 0.01236399 0.073359962
#> lag1_var3 0.07452294 0.034756251 0.02228549 0.113915875
#> lag1_var4 -0.07061322 0.033907284 -0.10949772 -0.018540287
#> const 0.58864462 0.160910634 0.32594377 0.767218252
#> exo1 -0.01673751 0.010944184 -0.03447334 -0.005848592
#> exo2 -0.03871108 0.015652388 -0.06437311 -0.020211310
#> exo3 0.03234866 0.015838340 0.01169954 0.053202923
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2106121 0.7506522 -0.7833845 1.3223053
#> lag1_var2 -0.9555055 2.7739203 -4.4671340 3.0899920
#> lag1_var3 -2.9441976 4.2697914 -8.4580604 3.2597353
#> lag1_var4 2.9955592 4.1310802 -3.0175194 8.3111676
#> const -9.4533121 13.8228221 -30.2089469 8.1764831
#> exo1 1.0764809 0.3656647 0.5735971 1.5415438
#> exo2 4.2959535 0.6102159 3.4660527 5.0128064
#> exo3 -1.6121465 0.8734778 -2.7249500 -0.4204968
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3269198 0.5852172 -1.2369616 0.3928199
#> lag1_var2 1.9942171 2.2260793 -1.1510389 5.1381837
#> lag1_var3 4.2108595 3.4479487 -0.6098019 9.1406796
#> lag1_var4 -3.2473175 3.3480030 -8.0172681 1.4433874
#> const 12.7052877 10.8592797 -0.5781688 30.2270283
#> exo1 -0.7689831 0.2879831 -1.1941257 -0.4031692
#> exo2 -4.1958044 0.7257977 -5.1072886 -3.2401056
#> exo3 0.9572070 0.9851129 -0.4329227 2.1830404
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21482107 0.1952952 -0.5230779 0.01175623
#> lag1_var2 1.14946916 0.7715889 0.1426666 2.31802617
#> lag1_var3 1.97794604 1.2082029 0.4263373 3.83872888
#> lag1_var4 -0.95596439 1.1790390 -2.7589105 0.55760853
#> const 5.76565418 3.6721476 1.7133732 11.55299812
#> exo1 -0.08754959 0.1404563 -0.2592919 0.09320322
#> exo2 -1.63031535 0.3788853 -2.1408447 -1.15064887
#> exo3 -0.05377013 0.4866396 -0.7295602 0.58454431
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008301508 0.0001086784 0.0006483525 0.0009411945
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004608054 0.00294519 -0.00852723 -0.001112681
#> Sigma[2,2] 0.635352277 0.14855781 0.48133386 0.843444232
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003817509 0.002009815 -0.006074015 -0.0009822268
#> Sigma[3,2] -0.334953640 0.074962314 -0.432292971 -0.2568955428
#> Sigma[3,3] 0.238946654 0.048929238 0.173608676 0.3021371846
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006950577 0.0009525544 -0.008326583 -0.005711957
#> Sigma[4,2] 0.057911713 0.0355047985 0.010460533 0.098143503
#> Sigma[4,3] 0.035249679 0.0230477711 0.006318505 0.066288354
#> Sigma[4,4] 0.074833048 0.0109289417 0.061822435 0.090347024
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01003162 0.01919349 0.985333147 1.03641341
#> lag1_var2 0.05560598 0.06184804 -0.033408750 0.12023967
#> lag1_var3 0.07488588 0.10072771 -0.071692174 0.18011593
#> lag1_var4 -0.08800100 0.09976197 -0.194570998 0.05499394
#> const 0.49767674 0.44890076 -0.082340178 1.18909981
#> exo1 0.04223371 0.02406054 0.009088386 0.07394993
#> exo2 -0.07184150 0.02014827 -0.099580773 -0.04646565
#> exo3 -0.01591109 0.03556774 -0.067283177 0.02707860
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3896500 0.4837880 -0.40745247 0.9330584
#> lag1_var2 -3.2659799 2.0004072 -5.32761660 0.2019452
#> lag1_var3 -6.4959972 3.2566245 -9.93087294 -0.8846549
#> lag1_var4 6.7017387 3.2302796 1.10196136 10.0549914
#> const -18.9299130 10.3617462 -28.47114895 -0.8329026
#> exo1 -0.2092853 0.5547038 -0.60744424 0.7726886
#> exo2 0.7101196 0.9280979 -0.37318559 2.0775680
#> exo3 1.2739705 0.9962257 0.00737052 2.8042429
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4014188 0.3411703 -0.7459558 0.1830265
#> lag1_var2 2.4386333 1.3353951 0.1967887 3.8120542
#> lag1_var3 4.8157216 2.1718131 1.1809440 7.0537482
#> lag1_var4 -3.8963647 2.1506876 -6.0989258 -0.2804496
#> const 13.3612715 7.0386356 0.5792455 19.8853109
#> exo1 -0.1894660 0.3705435 -0.7491189 0.1968997
#> exo2 -0.9509165 0.5258560 -1.7684063 -0.3427027
#> exo3 -0.3092860 0.6119391 -1.0559326 0.6196977
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1679045 0.1816155 -0.42001606 0.08990673
#> lag1_var2 0.1131801 0.5826608 -0.52268595 0.89029795
#> lag1_var3 0.3143626 0.9583142 -0.74787118 1.57351661
#> lag1_var4 0.7576376 0.9443466 -0.47331105 1.81584801
#> const 0.2937758 3.8720631 -5.87840264 4.44373471
#> exo1 -0.3315120 0.2049488 -0.67946129 -0.11082059
#> exo2 -0.5625317 0.2182271 -0.88474570 -0.30122081
#> exo3 0.4863078 0.4246775 -0.08534186 1.08403035
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006074243 0.000121052 0.000461108 0.0007814198
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006059868 0.001393747 -0.00774768 -0.004039561
#> Sigma[2,2] 0.106252066 0.019824721 0.07745369 0.129825575
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006098296 0.001648736 0.003941506 0.008565312
#> Sigma[3,2] -0.105532871 0.020253589 -0.133672694 -0.076960998
#> Sigma[3,3] 0.127862809 0.025419413 0.099964452 0.169459488
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00277047 0.001142693 0.001573431 0.00462634
#> Sigma[4,2] -0.04722597 0.011677663 -0.064215820 -0.03291600
#> Sigma[4,3] 0.07516591 0.018221425 0.054700000 0.10452020
#> Sigma[4,4] 0.05590642 0.014494044 0.041641761 0.07845108
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014422409 0.02075087 0.99084523 1.046187228
#> lag1_var2 -0.001338870 0.01471762 -0.01724825 0.018661001
#> lag1_var3 -0.008456025 0.02412462 -0.03567493 0.022736938
#> lag1_var4 -0.000362507 0.02009868 -0.02854575 0.020358879
#> const 0.219798995 0.19278135 -0.03400376 0.478737314
#> exo1 -0.019798997 0.02607964 -0.04982915 0.019456879
#> exo2 -0.062230267 0.01823362 -0.07751974 -0.031584182
#> exo3 -0.021133863 0.01845704 -0.05093488 0.002739838
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.505056496 0.2659981 -0.8520027 -0.1724932
#> lag1_var2 1.481348223 0.3098905 0.9824317 1.7599178
#> lag1_var3 1.187100360 0.5572838 0.3444352 1.7522480
#> lag1_var4 -1.032798840 0.5063165 -1.5234687 -0.2758114
#> const 5.791236556 2.8125553 1.9266224 9.1726901
#> exo1 -0.009991296 0.2984933 -0.4521805 0.3184618
#> exo2 1.421024965 0.2211165 1.1704110 1.7717268
#> exo3 -0.045961606 0.2168269 -0.3586688 0.2289799
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986893612 0.3580986 0.5877691 1.4943296
#> lag1_var2 -0.357408625 0.3316872 -0.7310049 0.1821843
#> lag1_var3 0.084410024 0.5478039 -0.5283413 0.9719799
#> lag1_var4 0.590246905 0.4807171 -0.1882824 1.1184727
#> const -3.541646062 2.8819844 -8.0724443 -0.1609435
#> exo1 0.006661345 0.2790746 -0.3387499 0.3930878
#> exo2 -2.653421535 0.2410398 -2.9339939 -2.3022310
#> exo3 0.163840236 0.3089416 -0.2800850 0.5513702
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81264849 0.2573639 0.5004777 1.1511931
#> lag1_var2 0.08738489 0.1863960 -0.1594365 0.3720433
#> lag1_var3 0.04452607 0.3075680 -0.3792369 0.4929903
#> lag1_var4 0.72009914 0.2737749 0.3310848 1.1090070
#> const -2.43220373 1.7056296 -5.3859635 -0.7108703
#> exo1 -0.01082245 0.1686497 -0.1807181 0.2587079
#> exo2 -2.17149281 0.1743312 -2.3319495 -1.8933589
#> exo3 0.17133482 0.2559195 -0.2191281 0.4434985
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008219851 0.002514591 0.005465586 0.01208964
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05167983 0.01846552 -0.08102017 -0.03248053
#> Sigma[2,2] 1.95210133 0.57704300 1.32868872 2.83256524
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08283822 0.02146938 0.05740604 0.1133446
#> Sigma[3,2] -1.44756273 0.41629094 -2.14134738 -1.0017855
#> Sigma[3,3] 1.55438988 0.31979543 1.17277244 2.0293155
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05365571 0.01733988 0.03557745 0.08202888
#> Sigma[4,2] -0.22059012 0.11250077 -0.36953708 -0.07070152
#> Sigma[4,3] 0.68148187 0.14905149 0.54217580 0.94012685
#> Sigma[4,4] 0.58291965 0.13610474 0.47629419 0.82947280
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85198476 0.10121944 0.75042256 1.00773330
#> lag1_var2 0.20413876 0.15950126 -0.04893152 0.38543142
#> lag1_var3 0.31118102 0.25699284 -0.09719150 0.60394901
#> lag1_var4 -0.27453591 0.22968721 -0.53974793 0.08883837
#> const 1.49639836 1.16922289 -0.12884950 2.99183044
#> exo1 0.07459676 0.09610178 -0.03651630 0.22105571
#> exo2 -0.28414332 0.12301979 -0.42728271 -0.08147619
#> exo3 0.03984777 0.08935853 -0.10339849 0.14943567
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9578121 1.321116 -2.684506 0.6798000
#> lag1_var2 1.6802514 2.660957 -1.616323 5.4733990
#> lag1_var3 1.3096731 4.141811 -3.864851 7.3027881
#> lag1_var4 -1.0405345 3.799125 -6.528236 3.7062276
#> const 9.5405307 14.661426 -10.825418 30.1471212
#> exo1 -0.9302352 1.061416 -2.132158 0.5972318
#> exo2 1.6944391 1.685244 -0.811825 3.9291252
#> exo3 0.4555947 1.239789 -1.171306 2.2983690
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3034154 1.2893945 -1.533685 1.545426
#> lag1_var2 1.3962621 2.2926462 -2.113640 3.545888
#> lag1_var3 2.9637385 3.6110788 -2.608691 6.244678
#> lag1_var4 -1.9502524 3.2625466 -5.017654 3.077305
#> const 5.5097566 14.4751550 -16.066814 23.926062
#> exo1 0.8452372 1.5217106 -1.101871 3.112438
#> exo2 -5.1152191 1.6377907 -7.401532 -2.822272
#> exo3 -0.7536827 0.9919714 -2.085354 0.413575
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0050331 0.6093471 -1.7057864 -0.1382866
#> lag1_var2 2.3115689 0.9260216 1.0491249 3.2701148
#> lag1_var3 3.5491998 1.4916720 1.5276912 5.1088859
#> lag1_var4 -2.3191559 1.3169599 -3.7355144 -0.5056023
#> const 11.0814254 6.8997018 1.6686859 19.3688547
#> exo1 0.2702193 1.1631611 -0.8743518 2.2252500
#> exo2 -4.5319492 1.1299695 -5.7704815 -2.7824442
#> exo3 -0.5673603 0.7177905 -1.6147676 0.2649108
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001546558 0.0002936529 0.0011541 0.001938934
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007728751 0.00222687 -0.01128173 -0.004875189
#> Sigma[2,2] 0.142762691 0.02477492 0.10958872 0.177448135
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009648207 0.01347011 -0.005898526 0.03055994
#> Sigma[3,2] -0.188354336 0.09800548 -0.346235761 -0.08843110
#> Sigma[3,3] 3.265014141 0.66134133 2.550284354 4.31606313
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005525047 0.01504507 -0.01195793 0.028130207
#> Sigma[4,2] -0.115210623 0.10274044 -0.27763880 0.005368454
#> Sigma[4,3] 3.597149233 0.75906950 2.71673340 4.768345791
#> Sigma[4,4] 4.028200345 0.87607416 2.95070318 5.332054999
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.941065426 0.02845954 0.905437906 0.98054051
#> lag1_var2 0.055519976 0.03643934 -0.001185879 0.09585298
#> lag1_var3 0.102126514 0.07574479 -0.018783102 0.17633760
#> lag1_var4 -0.089203856 0.06696059 -0.154367717 0.01792758
#> const 0.594239902 0.31670741 0.289804633 1.13209970
#> exo1 -0.010710530 0.03032381 -0.049872974 0.03595534
#> exo2 -0.001353335 0.04310488 -0.059557752 0.05884614
#> exo3 0.015534364 0.04802636 -0.049638829 0.08482338
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.065871020 0.4630986 -0.48258891 0.7733399
#> lag1_var2 0.750290873 0.4503356 0.06119023 1.2539331
#> lag1_var3 -0.053240614 0.9366951 -1.52473060 1.0009320
#> lag1_var4 0.060298284 0.8152327 -0.86381043 1.3417675
#> const 0.635615875 5.2131057 -7.73280271 6.4935712
#> exo1 0.002286008 0.2323815 -0.28818014 0.3444731
#> exo2 2.497392260 0.3835105 2.02320787 2.9547292
#> exo3 0.027663242 0.3974123 -0.45222199 0.5488565
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2239595 2.380970 -1.183415 4.9431784
#> lag1_var2 -1.3748453 2.730669 -5.596520 1.5162487
#> lag1_var3 -1.3030820 5.259849 -9.448039 4.7659870
#> lag1_var4 1.8838669 4.623148 -3.474573 8.9902426
#> const -2.4476159 21.998725 -30.020805 18.9469697
#> exo1 0.1876588 1.599229 -1.778563 2.0268192
#> exo2 -0.8300084 1.271517 -2.600222 0.7225498
#> exo3 0.7448471 1.512802 -1.434507 2.7438784
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3972052 2.573294 -1.235552 5.280898
#> lag1_var2 -1.4894163 2.989672 -6.120377 1.699202
#> lag1_var3 -2.2560187 5.710831 -10.942570 4.129725
#> lag1_var4 2.8316154 5.023053 -2.806625 10.417924
#> const -4.3787014 23.980379 -34.545403 21.520220
#> exo1 0.2263741 1.909242 -2.206802 2.439132
#> exo2 0.5535184 1.341475 -1.297196 2.142968
#> exo3 0.8505069 1.575570 -1.285005 3.052136
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001779022 5.984059e-05 0.0001078897 0.0002585034
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.273342e-05 0.001073514 -0.001261218 0.001497265
#> Sigma[2,2] 1.027323e-01 0.018972660 0.076521945 0.127072639
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0007608095 0.001763679 -0.003312447 0.001413844
#> Sigma[3,2] -0.1336347750 0.065062677 -0.242624653 -0.071396887
#> Sigma[3,3] 0.4786334076 0.235150247 0.286057261 0.845978571
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006945866 0.001250438 -0.002675947 0.0005247969
#> Sigma[4,2] -0.0580526186 0.057328318 -0.154372085 -0.0028830881
#> Sigma[4,3] 0.3870296476 0.197171319 0.219363852 0.6925514992
#> Sigma[4,4] 0.3512673146 0.164235567 0.201587535 0.6068031308
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988723643 0.004493623 0.98207120 0.99356756
#> lag1_var2 0.003573897 0.027710247 -0.02753899 0.04980023
#> lag1_var3 0.004370857 0.039976651 -0.04128706 0.06983026
#> lag1_var4 -0.002916797 0.040091417 -0.06875543 0.04225298
#> const 0.246082565 0.123634062 0.06508613 0.42016248
#> exo1 -0.002796107 0.015359132 -0.02361358 0.01517346
#> exo2 -0.033574627 0.013059442 -0.05152578 -0.01634588
#> exo3 -0.025234112 0.011930621 -0.04135540 -0.00850772
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1992689 0.08159672 -0.31880154 -0.09911320
#> lag1_var2 1.4255258 0.65207701 0.67475398 2.44062749
#> lag1_var3 1.2720259 1.05093346 -0.02868325 2.90644323
#> lag1_var4 -1.2650272 1.05770537 -2.89600128 0.04293978
#> const 5.5412927 3.23119870 1.30874418 10.45585804
#> exo1 0.1023437 0.28155283 -0.26886256 0.51635670
#> exo2 0.6638132 0.23627466 0.36384881 0.98289871
#> exo3 0.4820349 0.24676414 0.18590609 0.82903232
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2402657 0.2234108 -0.06797534 0.5254935
#> lag1_var2 0.3155489 0.8177179 -0.75950405 1.4313095
#> lag1_var3 1.5656738 1.4415288 -0.04778729 3.6523798
#> lag1_var4 -0.6894778 1.4647857 -2.78849379 0.9168184
#> const 3.2611136 8.2918767 -8.36347646 12.8551974
#> exo1 0.2851737 0.6449805 -0.66037968 1.1664583
#> exo2 -2.7699194 0.7898389 -4.14574402 -2.0106608
#> exo3 -0.6145796 0.5444127 -1.33426326 0.1409396
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0967752 0.2081484 -0.23033448 0.3342952
#> lag1_var2 1.1084336 0.7321038 0.05115517 1.9185129
#> lag1_var3 2.1558469 1.2717748 0.43944298 3.7430220
#> lag1_var4 -1.2638624 1.3000367 -2.86001512 0.4881783
#> const 6.4766300 7.4242146 -2.93872474 16.5716783
#> exo1 0.3764828 0.5334827 -0.35407974 1.1015315
#> exo2 -2.3148819 0.6841372 -3.49663359 -1.6296212
#> exo3 -0.2661057 0.5451222 -0.97703150 0.4916746
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007793802 0.0002482159 0.0005593086 0.001225506
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003389054 0.002461776 -0.007586347 -0.000765164
#> Sigma[2,2] 0.117807519 0.019850431 0.094631250 0.149445150
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0004835807 0.001168773 -0.001926738 0.001006791
#> Sigma[3,2] -0.0604777950 0.008753705 -0.071875968 -0.047632376
#> Sigma[3,3] 0.0490086618 0.007733662 0.041176710 0.060660668
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003046709 0.001253442 -0.0052393728 -0.001995871
#> Sigma[4,2] 0.022332595 0.012381094 0.0107694359 0.041624645
#> Sigma[4,3] 0.007662344 0.006084802 0.0001683719 0.016645422
#> Sigma[4,4] 0.024647029 0.006938983 0.0179065158 0.036814855
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99704840 0.01412505 0.975995857 1.01392673
#> lag1_var2 -0.04649173 0.03294136 -0.101281942 -0.01098943
#> lag1_var3 -0.06974543 0.04825778 -0.150231581 -0.01966083
#> lag1_var4 0.06990317 0.04702343 0.015803025 0.14721508
#> const 0.06212825 0.24605924 -0.291619243 0.37562710
#> exo1 0.02331278 0.02743421 -0.006571312 0.06463051
#> exo2 -0.05076348 0.02266698 -0.083504360 -0.02436981
#> exo3 -0.01932666 0.02977071 -0.048569911 0.02457112
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1894268 0.3357260 -0.5142568 0.3294790
#> lag1_var2 0.2579885 1.0847577 -1.4257317 1.5620192
#> lag1_var3 -0.9256580 1.6098932 -3.4195973 1.0031856
#> lag1_var4 1.0090000 1.6233032 -1.0015969 3.4650847
#> const -1.3410090 5.5254813 -9.4717824 5.9301494
#> exo1 -0.9185520 0.3170248 -1.2039913 -0.4065423
#> exo2 -1.3282473 0.3313246 -1.7845436 -0.8214740
#> exo3 0.6275768 0.3043637 0.1364586 1.0031969
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2099911 0.3228417 -0.2732049 0.6220764625
#> lag1_var2 1.1835602 0.7121373 0.4176600 2.2917572360
#> lag1_var3 2.6108871 1.0738410 1.4667026 4.2892018802
#> lag1_var4 -1.7629261 1.0471013 -3.4065245 -0.6268716362
#> const 5.9322656 3.9847256 0.6972674 11.4870770239
#> exo1 0.4446684 0.2208409 0.1159603 0.7220388199
#> exo2 0.1543641 0.2709766 -0.3193492 0.4143247830
#> exo3 -0.3128744 0.1893122 -0.5282137 0.0005356554
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07475586 0.1624371 -0.10910205 0.30547895
#> lag1_var2 1.09079136 0.3711370 0.74924196 1.69975773
#> lag1_var3 1.57659348 0.5539054 1.04828942 2.49313540
#> lag1_var4 -0.65443707 0.5513867 -1.55753063 -0.10562745
#> const 3.94377965 1.7197602 1.31567840 6.04751048
#> exo1 -0.20622582 0.1378604 -0.39155970 -0.04236691
#> exo2 -0.80361628 0.1428081 -1.00753768 -0.63783789
#> exo3 0.12550327 0.0943537 -0.01852843 0.24327630
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001158243 0.0002637144 0.00082307 0.001539645
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005919022 0.003130879 -0.01078787 -0.002420668
#> Sigma[2,2] 0.226980104 0.056823681 0.15884717 0.318655165
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001019545 0.002043952 -0.003655054 0.002055783
#> Sigma[3,2] -0.107940107 0.020905735 -0.132090416 -0.075109672
#> Sigma[3,3] 0.085095723 0.019853391 0.056460278 0.111831219
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004473369 0.001461248 -0.006727703 -0.002763668
#> Sigma[4,2] 0.016421076 0.021309100 -0.009442584 0.044412518
#> Sigma[4,3] 0.028085229 0.014807600 0.008876265 0.050050786
#> Sigma[4,4] 0.039440578 0.009402622 0.029057546 0.051172820
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98695151 0.03530974 0.937826864 1.031383395
#> lag1_var2 -0.07644781 0.05934230 -0.167644243 -0.005173795
#> lag1_var3 -0.14499086 0.10862122 -0.312340770 -0.013566896
#> lag1_var4 0.15181316 0.10856830 0.014765603 0.316850633
#> const -0.09832170 0.55230573 -0.983119215 0.456407250
#> exo1 0.02783695 0.03592566 -0.006093811 0.086598334
#> exo2 -0.05521166 0.03142477 -0.102818680 -0.021944680
#> exo3 -0.04805966 0.03031027 -0.086167872 -0.004180941
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6840033 0.3723736 0.2519533 1.2002830
#> lag1_var2 0.2327117 0.7229768 -0.7686775 1.2417159
#> lag1_var3 -1.1127626 1.3918833 -3.0043099 0.7590560
#> lag1_var4 0.9479567 1.4768614 -0.9679299 2.9016255
#> const -3.6998692 6.9647995 -14.9870554 2.9952672
#> exo1 -0.2266798 0.4777630 -0.9352134 0.3158585
#> exo2 0.5569735 0.5532475 -0.1969945 1.2733651
#> exo3 0.3222563 0.3457068 -0.2663525 0.6882858
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.51825881 0.3215563 -1.0452683 -0.174533155
#> lag1_var2 1.23255957 0.5174610 0.5217945 1.965304330
#> lag1_var3 3.07194100 0.9350603 1.7773431 4.384581503
#> lag1_var4 -2.04614710 0.9524633 -3.3486870 -0.703136959
#> const 8.33900727 5.7199159 1.9348189 16.814934849
#> exo1 0.02372334 0.2856837 -0.3879967 0.339027877
#> exo2 -0.86189282 0.3182509 -1.2578819 -0.437082953
#> exo3 -0.36529267 0.2516973 -0.6906260 -0.003801415
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1521241 0.2632345 -0.6034542 0.12333769
#> lag1_var2 1.1534324 0.4286215 0.6898641 1.82360644
#> lag1_var3 2.0857864 0.7648968 1.2286796 3.28278564
#> lag1_var4 -1.1283472 0.7517017 -2.3204058 -0.27432216
#> const 5.2763517 3.9907569 1.6886872 11.91749460
#> exo1 -0.1090011 0.2305960 -0.4792277 0.15788730
#> exo2 -0.6293835 0.1334521 -0.7962579 -0.46898414
#> exo3 -0.2223376 0.2010943 -0.5101495 0.06448786
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004129444 0.0009220612 0.003152518 0.005594294
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04473276 0.01235345 -0.06534791 -0.0311740
#> Sigma[2,2] 0.62061605 0.18988644 0.40457459 0.9062065
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05006618 0.01330806 0.03327762 0.06968696
#> Sigma[3,2] -0.66555727 0.21303494 -1.01374879 -0.43246615
#> Sigma[3,3] 0.84825587 0.27067267 0.53391841 1.29888399
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04116435 0.0110034 0.02630208 0.05642322
#> Sigma[4,2] -0.53511426 0.1753101 -0.82035395 -0.33472781
#> Sigma[4,3] 0.73247766 0.2329270 0.45368309 1.10941127
#> Sigma[4,4] 0.64960572 0.2045598 0.39948796 0.96764635
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93287230 0.04153880 0.8832843282 0.98224696
#> lag1_var2 0.03528624 0.02641680 -0.0002723169 0.07454937
#> lag1_var3 0.05512105 0.05727717 -0.0129640697 0.14672746
#> lag1_var4 -0.03072177 0.05311260 -0.1154741043 0.03236982
#> const 0.49527372 0.64134113 -0.3686353057 1.41624627
#> exo1 0.01356303 0.06274540 -0.0864403199 0.07896787
#> exo2 -0.07459108 0.07034656 -0.1676444543 0.02677403
#> exo3 0.03474259 0.07373326 -0.0504539886 0.13976551
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.71826335 0.3805936 0.2156990 1.16350286
#> lag1_var2 0.35409106 0.3319050 -0.1603063 0.78644528
#> lag1_var3 -0.94377170 0.7268146 -2.1009570 -0.08507259
#> lag1_var4 0.66184646 0.6652134 -0.1667670 1.69717308
#> const -2.42397752 7.1070433 -13.0428861 6.98982683
#> exo1 -0.08456605 0.7831868 -0.8307145 1.10680642
#> exo2 1.01790843 1.0524174 -0.3065835 2.53081840
#> exo3 0.31778231 1.0087381 -1.0764735 1.61357168
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1661142 0.4224873 -1.6329138 -0.4729252
#> lag1_var2 1.1259457 0.3923265 0.4719825 1.5711634
#> lag1_var3 3.4440381 0.9465985 2.0719316 4.8615607
#> lag1_var4 -2.0061374 0.8740339 -3.3642372 -0.8808468
#> const 8.3326049 7.5059474 -1.3180302 19.1710695
#> exo1 0.2308115 1.0818082 -1.3202254 1.3661068
#> exo2 -0.5219153 1.0726385 -1.9619685 0.8977168
#> exo3 -0.3790597 1.0988691 -1.8708838 1.1926575
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0293378 0.3856592 -1.4684081 -0.3879556
#> lag1_var2 1.1423604 0.3450780 0.5518265 1.4621823
#> lag1_var3 2.6786746 0.8531690 1.3674984 3.8691361
#> lag1_var4 -1.2443115 0.7874930 -2.4057217 -0.1621602
#> const 6.1541340 6.3835209 -1.4876990 15.3515630
#> exo1 0.2321367 0.9951439 -1.2258960 1.2699736
#> exo2 -0.2368239 0.8355184 -1.3907201 0.9115598
#> exo3 -0.3336572 0.9115513 -1.5601697 0.9791328
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002764542 4.018498e-05 0.0002283224 0.0003395728
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003005306 0.001203107 -0.004547214 -0.001290082
#> Sigma[2,2] 0.542482454 0.185655508 0.332573755 0.848337855
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002999915 0.001306961 0.0011435 0.004426948
#> Sigma[3,2] -0.606490440 0.180912723 -0.8481058 -0.362419361
#> Sigma[3,3] 0.928763362 0.232320114 0.5886986 1.225630389
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001528268 0.001653604 -0.0008490934 0.003553214
#> Sigma[4,2] -0.382737995 0.128202423 -0.5163710155 -0.178227442
#> Sigma[4,3] 0.748682110 0.211027206 0.4834642034 1.065714698
#> Sigma[4,4] 0.681188096 0.202407337 0.4584346834 0.996114174
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977841843 0.01233366 0.960212903 0.9950524302
#> lag1_var2 0.017946260 0.01575775 -0.004673976 0.0396936268
#> lag1_var3 0.037405786 0.02797022 -0.003412369 0.0746959587
#> lag1_var4 -0.033395240 0.02381012 -0.065357866 0.0007821981
#> const 0.456867441 0.22390955 0.187526911 0.7779872676
#> exo1 0.006013236 0.01843271 -0.021637245 0.0240638457
#> exo2 -0.060331463 0.02075344 -0.094779481 -0.0356855364
#> exo3 0.012284654 0.02204832 -0.018389361 0.0416302860
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3530324 0.7506083 0.3108416 2.3117749
#> lag1_var2 -0.4638405 0.7904635 -1.4602631 0.6031418
#> lag1_var3 -2.4185305 1.4121898 -4.2162240 -0.5052188
#> lag1_var4 1.9518430 1.1949746 0.3537060 3.4462211
#> const -7.0327679 8.7180777 -19.2224137 5.6289864
#> exo1 -0.6188452 0.4126283 -1.2508901 -0.1842642
#> exo2 -1.2274398 0.8150020 -2.3569895 -0.1592813
#> exo3 4.1212111 0.4649277 3.6122322 4.8454088
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6967556 0.9650114 -2.8959378 -0.3454842
#> lag1_var2 1.9455173 0.9806986 0.7933142 3.2821465
#> lag1_var3 4.1033370 1.7843462 2.0840889 6.6420999
#> lag1_var4 -2.5865805 1.5249293 -4.7836932 -0.9042748
#> const 11.4694682 12.6779946 -7.3100607 27.8150606
#> exo1 0.8814205 0.4554581 0.3111785 1.5323486
#> exo2 -2.0536676 0.9787182 -3.3848051 -0.8113604
#> exo3 -2.1752315 0.5135751 -3.0199777 -1.7039427
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2267200 0.7567073 -2.2489856 -0.1161528
#> lag1_var2 1.6033910 0.7507288 0.7137172 2.7606743
#> lag1_var3 2.5043941 1.3857460 0.9577983 4.7222633
#> lag1_var4 -1.1232017 1.1896185 -3.0383575 0.1595082
#> const 6.9777492 10.3972317 -7.6331588 19.4293814
#> exo1 0.6963404 0.5171158 -0.0977499 1.2589718
#> exo2 -3.6837087 0.8374058 -4.9397801 -2.5025401
#> exo3 0.1396250 0.4573766 -0.5943335 0.7300520
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001061349 0.0001916857 0.0008144172 0.001340126
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001503326 0.007584334 -0.01078443 0.008809334
#> Sigma[2,2] 1.680104744 0.455640133 1.19362714 2.394061931
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005219061 0.004217976 -0.005319587 0.005343584
#> Sigma[3,2] -0.9566588465 0.262270078 -1.339011866 -0.663460014
#> Sigma[3,3] 0.5909738440 0.156089574 0.417954616 0.798269616
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003264767 0.001163217 -0.001921574 0.00129144
#> Sigma[4,2] 0.0395521116 0.051988911 -0.037725067 0.10958387
#> Sigma[4,3] 0.0266573861 0.032518597 -0.025186876 0.06543024
#> Sigma[4,4] 0.0532821696 0.014328546 0.038191104 0.07392161
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98418544 0.01599563 0.96334258 1.00767981
#> lag1_var2 -0.01610025 0.03838417 -0.05563127 0.04418250
#> lag1_var3 -0.02109042 0.06378352 -0.08585689 0.07945507
#> lag1_var4 0.02358182 0.06554862 -0.07571317 0.09613695
#> const 0.30687413 0.34017551 -0.20570839 0.65518586
#> exo1 0.00960933 0.03010541 -0.03207137 0.04768179
#> exo2 -0.09083823 0.02308623 -0.12742982 -0.06527692
#> exo3 0.01463446 0.02932510 -0.02486509 0.05065434
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.04833525 0.8734346 -3.2202337 -0.85883616
#> lag1_var2 2.76464109 2.3878493 -0.8541501 5.78118143
#> lag1_var3 3.48372772 4.0354500 -2.5920404 8.59862828
#> lag1_var4 -2.84770041 4.2635589 -8.0862388 3.87764457
#> const 13.14916471 14.6688579 -12.9926088 25.79910103
#> exo1 -2.64305656 1.4333816 -4.6320475 -0.59500389
#> exo2 0.05721873 2.1622782 -2.9723137 2.91169391
#> exo3 -1.38738612 0.8538341 -2.3782118 -0.07912609
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.22669355 0.5529523 0.5802547 2.075480
#> lag1_var2 -0.09683556 1.1973846 -1.6694207 1.755215
#> lag1_var3 0.54121794 2.0381006 -2.1381589 3.665611
#> lag1_var4 -0.05911000 2.1448030 -3.5258089 2.640080
#> const 0.27646299 9.6986274 -8.3485256 16.773740
#> exo1 1.62391728 0.8976912 0.3646879 2.801283
#> exo2 1.08007501 1.2850078 -0.7842171 2.873951
#> exo3 0.61305997 0.5890254 -0.3232876 1.215132
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01511585 0.1230314 -0.1460583 0.18832174
#> lag1_var2 1.30943339 0.4239230 0.7102103 1.85843741
#> lag1_var3 2.21435938 0.7173486 1.2080888 3.14880661
#> lag1_var4 -1.33929686 0.7705940 -2.3341446 -0.25213595
#> const 7.06285001 2.9251672 3.2859698 11.23639576
#> exo1 0.06448082 0.1960445 -0.1346196 0.39285554
#> exo2 1.19016110 0.2102251 0.9090483 1.47219409
#> exo3 -0.21884204 0.1483249 -0.3992276 -0.02567072
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004551936 0.001392691 0.003127215 0.006735141
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002705636 0.002862569 -0.0003648569 0.00748037
#> Sigma[2,2] 0.187277488 0.051171498 0.1134383018 0.25525688
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002937276 0.002280575 -0.003831143 0.002322859
#> Sigma[3,2] -0.1180106501 0.031692395 -0.162861110 -0.070973208
#> Sigma[3,3] 0.0826044304 0.022493494 0.050095622 0.116368140
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001533591 0.0006611152 0.0006982825 0.002531719
#> Sigma[4,2] 0.005560520 0.0078849239 -0.0058118896 0.015427288
#> Sigma[4,3] 0.005092253 0.0064340572 -0.0006608739 0.015334262
#> Sigma[4,4] 0.009165718 0.0031814328 0.0058471951 0.013494400
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86748106 0.06648409 0.77935846 0.96227429
#> lag1_var2 0.14563519 0.13940128 -0.05133743 0.32010635
#> lag1_var3 0.18539062 0.20726789 -0.11414001 0.44419465
#> lag1_var4 -0.15144089 0.20402626 -0.40604186 0.12599560
#> const 0.76784114 0.48756844 0.18249052 1.41161307
#> exo1 -0.17117038 0.05372801 -0.22693375 -0.08381309
#> exo2 -0.08089432 0.07857155 -0.17699026 0.02455736
#> exo3 0.02447837 0.10881975 -0.13273419 0.15579274
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02847378 0.3205043 -0.4518285 0.4047710
#> lag1_var2 0.39783105 0.7850936 -0.8323403 1.2922615
#> lag1_var3 -0.85848560 1.1971590 -2.6749061 0.5685861
#> lag1_var4 0.86496370 1.2369247 -0.5703745 2.7696737
#> const -0.83363223 4.6596270 -5.2540633 6.4627089
#> exo1 0.32059985 0.3963281 -0.1717901 0.8804524
#> exo2 1.08858302 0.5260853 0.2598740 1.7213959
#> exo3 0.77228950 0.4056968 0.3281829 1.3700739
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03578989 0.2089313 -0.1677089 0.37306950
#> lag1_var2 1.10459875 0.5357332 0.5502036 1.93950515
#> lag1_var3 2.60287288 0.8080796 1.7429536 3.87038177
#> lag1_var4 -1.70448624 0.8525160 -3.0478861 -0.77529648
#> const 5.52049358 3.8514751 -0.6037834 10.14139096
#> exo1 -0.16855530 0.2846599 -0.5666275 0.23172685
#> exo2 -1.41773136 0.3142764 -1.7731304 -0.90424435
#> exo3 -0.42950606 0.3089153 -0.8895339 -0.07086195
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05556380 0.09088953 -0.06084752 0.1827681
#> lag1_var2 1.09263650 0.28251704 0.73941919 1.4232994
#> lag1_var3 1.61855981 0.43606280 1.06387698 2.1267990
#> lag1_var4 -0.69868530 0.43586643 -1.21284518 -0.1320566
#> const 3.80159413 1.75061035 1.53977446 6.3277687
#> exo1 0.04199978 0.07177663 -0.03447711 0.1490626
#> exo2 -0.76816277 0.09608283 -0.87444671 -0.6306567
#> exo3 0.07064127 0.12543363 -0.10452289 0.2439721
#>
#>
#>
#> $global
#> $global$A
#> $global$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9788245873 0.003278946 0.974503462 0.983224225
#> lag1_var2 0.0294839895 0.008261647 0.019802903 0.042099017
#> lag1_var3 0.0404442922 0.012722202 0.025249318 0.058667003
#> lag1_var4 -0.0388013084 0.011878909 -0.055789929 -0.024330362
#> const 0.4644527261 0.039829373 0.418094582 0.521225435
#> exo1 -0.0001871283 0.001721625 -0.001677108 0.002519155
#> exo2 -0.0498447698 0.005733320 -0.058122637 -0.043383162
#> exo3 0.0210642351 0.003327319 0.016063770 0.024354043
#>
#> $global$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003201428 0.01774727 -0.02607773 0.019949615
#> lag1_var2 0.440881075 0.09624292 0.30451463 0.551336032
#> lag1_var3 -0.163079119 0.07825896 -0.27735544 -0.067733378
#> lag1_var4 0.206060012 0.08360146 0.10659499 0.328328933
#> const -0.380261550 0.13636344 -0.61698396 -0.239930220
#> exo1 -0.020293308 0.01267033 -0.03613076 -0.004283862
#> exo2 0.098498012 0.05482870 0.03412036 0.184737619
#> exo3 0.040206974 0.01943289 0.01135036 0.061142846
#>
#> $global$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14314861 0.06549004 0.09478153 0.26376289
#> lag1_var2 0.78480122 0.07847532 0.65909915 0.84736594
#> lag1_var3 1.74780624 0.18349498 1.43917705 1.88036727
#> lag1_var4 -0.89819135 0.17186480 -1.03495233 -0.61737401
#> const 4.06774990 0.70668409 2.84142790 4.69297840
#> exo1 0.01714521 0.03451720 -0.02285492 0.06796743
#> exo2 -0.37381857 0.10336397 -0.52181243 -0.24772249
#> exo3 0.11734721 0.03240758 0.07208856 0.16219868
#>
#> $global$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.145516114 0.04596705 0.10676417 0.22863659
#> lag1_var2 0.809547113 0.07890846 0.69266570 0.87994155
#> lag1_var3 1.234944171 0.15038559 1.00020632 1.36864060
#> lag1_var4 -0.340280954 0.14654061 -0.48006879 -0.11115501
#> const 2.696909333 0.53214934 1.84318961 3.27765868
#> exo1 0.004873786 0.03416086 -0.04057276 0.05312877
#> exo2 -0.339427492 0.08144979 -0.45691810 -0.23118868
#> exo3 0.152418489 0.03556415 0.10170761 0.20082281
#>
#>
#> $global$Sigma
#> $global$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01786927 0.0006453771 0.01692891 0.01866827
#>
#> $global$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01392871 0.005111468 -0.02176492 -0.009672672
#> Sigma[2,2] 0.63944823 0.206362213 0.44977116 0.969165404
#>
#> $global$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001842618 0.00728323 -0.009953287 0.009715529
#> Sigma[3,2] -0.190753581 0.10227251 -0.350173828 -0.086739744
#> Sigma[3,3] 1.355819699 0.29571163 1.095183567 1.853731040
#>
#> $global$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007304253 0.007732795 -0.01839104 0.002057444
#> Sigma[4,2] 0.220283111 0.047434345 0.16312314 0.288159360
#> Sigma[4,3] 1.307064098 0.246220410 1.10259208 1.721035983
#> Sigma[4,4] 1.533029961 0.281665445 1.29174842 1.998980514
#>
#>
#> $global$V
#> $global$V[[1]]
#> mean sd 5% quantile 95% quantile
#> V[1,1] 2.079452 0.2740214 1.750335 2.464566
#>
#> $global$V[[2]]
#> mean sd 5% quantile 95% quantile
#> V[2,1] -2.112737 1.009157 -3.211146 -0.5779256
#> V[2,2] 9.772619 2.217114 6.067685 11.8509687
#>
#> $global$V[[3]]
#> mean sd 5% quantile 95% quantile
#> V[3,1] -3.503432 1.631165 -5.279388 -1.002533
#> V[3,2] 14.789576 3.566516 8.815474 18.253642
#> V[3,3] 24.658470 5.699437 15.074055 30.167785
#>
#> $global$V[[4]]
#> mean sd 5% quantile 95% quantile
#> V[4,1] 2.973594 1.641753 0.4306092 4.700761
#> V[4,2] -14.673179 3.445789 -18.0204556 -8.889428
#> V[4,3] -24.199747 5.506175 -29.5679729 -14.925642
#> V[4,4] 24.380319 5.291064 15.4840119 29.471811
#>
#> $global$V[[5]]
#> mean sd 5% quantile 95% quantile
#> V[5,1] -13.75141 6.417687 -21.32877 -4.355158
#> V[5,2] 46.18773 14.542191 22.23640 60.208798
#> V[5,3] 75.29920 23.123523 36.90688 97.200337
#> V[5,4] -74.55668 22.428321 -95.62465 -37.203009
#> V[5,5] 305.34839 97.513167 148.20998 409.422165
#>
#> $global$V[[6]]
#> mean sd 5% quantile 95% quantile
#> V[6,1] 0.003502109 0.1041078 -0.1155403 0.1659179
#> V[6,2] -0.270169435 0.1120729 -0.4345772 -0.1346479
#> V[6,3] -0.331723863 0.1610668 -0.5932692 -0.1832534
#> V[6,4] 0.367451800 0.1511907 0.2203142 0.6058638
#> V[6,5] -0.210144945 0.8146534 -1.4136129 0.7924213
#> V[6,6] 3.422101632 0.5122725 2.5430745 3.9716961
#>
#> $global$V[[7]]
#> mean sd 5% quantile 95% quantile
#> V[7,1] 0.02532034 0.4898321 -0.5719589 0.53248492
#> V[7,2] 2.74785807 0.6384449 1.8004223 3.61669664
#> V[7,3] 4.10464727 1.1793963 2.3011646 5.66527397
#> V[7,4] -4.31112722 1.0555581 -5.6661124 -2.64219434
#> V[7,5] 12.23792798 4.1497400 6.4251060 18.11420051
#> V[7,6] -0.31282311 0.2331024 -0.5854135 -0.00901717
#> V[7,7] 17.13840403 1.0643403 15.4595256 18.35764277
#>
#> $global$V[[8]]
#> mean sd 5% quantile 95% quantile
#> V[8,1] -0.1595818 0.1653262 -0.34763840 0.07776844
#> V[8,2] -0.7601006 0.2869147 -1.12145156 -0.40478255
#> V[8,3] -1.0822158 0.5192604 -1.79818849 -0.45241540
#> V[8,4] 1.2648120 0.5394883 0.61348645 2.01392781
#> V[8,5] -3.7018025 2.3998009 -6.63164742 -0.25472747
#> V[8,6] -0.1107490 0.2159344 -0.37535914 0.16998060
#> V[8,7] 0.6302072 0.4988015 0.04927713 1.38182619
#> V[8,8] 6.5650586 0.6300888 5.68000440 7.43503073
#>
#>
#> $global$hyper
#> mean sd 5% quantile 95% quantile
#> nu 5.0999909 1.649001e-05 5.09997445 5.1000157
#> m 0.8577887 9.210400e-01 -0.28498884 2.2606720
#> w 153.8217122 4.447812e+01 83.38265860 209.7652767
#> s 0.2422290 1.693249e-01 0.08807728 0.5073231
#>
#>