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 parameters.
Author
Tomasz Woźniak wozniak.tom@pm.me
Examples
# specify the model
specification = specify_bvarPANEL$new(
ilo_dynamic_panel,
exogenous = ilo_exogenous_variables)
burn_in = estimate(specification, 10) # run the burn-in
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
posterior = estimate(burn_in, 10) # estimate the model
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
summary(posterior)
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003686794 0.0006226969 0.002795325 0.004512079
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008872139 0.004988096 -0.01757544 -0.005094205
#> Sigma[2,2] 0.219570325 0.054100299 0.14296239 0.289835740
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008830834 0.006201476 0.001939567 0.01937272
#> Sigma[3,2] -0.210187101 0.072275945 -0.327703680 -0.12623204
#> Sigma[3,3] 0.360251695 0.119241922 0.234302712 0.55323825
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005670674 0.005273387 -0.0005400119 0.01418172
#> Sigma[4,2] -0.133816273 0.061820471 -0.2331341957 -0.06085975
#> Sigma[4,3] 0.313223101 0.101264638 0.2102248423 0.47219168
#> Sigma[4,4] 0.297709236 0.086526362 0.2089377012 0.42802128
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97961424 0.02181226 0.95330149 1.01212642
#> lag1_var2 0.01469702 0.05957794 -0.09142880 0.07337162
#> lag1_var3 0.05671836 0.14089851 -0.20884805 0.15511101
#> lag1_var4 -0.05089846 0.12824774 -0.13876945 0.19121950
#> const 0.35680079 0.58162556 -0.32265738 1.20491687
#> exo1 -0.03281809 0.04246011 -0.09133539 0.02246195
#> exo2 -0.02727408 0.05496820 -0.09532266 0.05655155
#> exo3 -0.15054460 0.05950670 -0.22343247 -0.06306587
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51042319 0.1435324 0.2995090 0.6914858
#> lag1_var2 -0.07875152 0.3600083 -0.4606222 0.4434210
#> lag1_var3 -2.13639663 0.7152876 -2.9697280 -1.2351140
#> lag1_var4 1.83333478 0.6098884 1.0763812 2.5519281
#> const 3.23902279 6.5285702 -5.7754213 11.5202621
#> exo1 -0.19522981 0.4150805 -0.7385905 0.3607794
#> exo2 -0.14867653 0.4723587 -0.8214557 0.4960920
#> exo3 -0.13734446 0.2685398 -0.5319546 0.2387313
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33778322 0.09567474 -0.4739651 -0.2202472
#> lag1_var2 1.15278920 0.44503136 0.6037181 1.8113684
#> lag1_var3 4.02763715 1.00205459 2.7934991 5.5446396
#> lag1_var4 -2.75451337 0.87095918 -4.0920680 -1.7342402
#> const -3.03815076 6.22921533 -9.1270691 6.8293006
#> exo1 0.14465845 0.42197639 -0.3574395 0.7567981
#> exo2 -1.12456712 0.58025985 -1.9389690 -0.3114345
#> exo3 -0.01133423 0.72058213 -0.8235625 1.0986687
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14214081 0.1038757 -0.2757899 0.01051964
#> lag1_var2 0.90509856 0.4457202 0.2894822 1.54158766
#> lag1_var3 2.65593939 1.0770140 1.2524303 4.21141572
#> lag1_var4 -1.45614607 0.9524057 -2.8509839 -0.22919845
#> const -3.44859267 6.0967993 -10.0493266 6.28200754
#> exo1 0.05917440 0.3880741 -0.4211988 0.66130973
#> exo2 -1.32459905 0.5916441 -2.1709843 -0.57671193
#> exo3 -0.05187215 0.7471995 -0.8248539 1.17042959
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004839062 0.001443684 0.003384414 0.007085885
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01683501 0.008245992 -0.02896119 -0.006833848
#> Sigma[2,2] 0.26626265 0.129279902 0.15544015 0.502487349
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01104337 0.004297242 0.005785749 0.01779904
#> Sigma[3,2] -0.12535852 0.072804436 -0.253658855 -0.06213731
#> Sigma[3,3] 0.10478113 0.047011587 0.066600728 0.18145351
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002062764 0.003693262 -0.007900239 0.001829125
#> Sigma[4,2] 0.090202752 0.039535171 0.055134534 0.156586701
#> Sigma[4,3] 0.011217096 0.020826864 -0.019503940 0.035240984
#> Sigma[4,4] 0.093976802 0.021076529 0.065667779 0.123947954
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02464833 0.02261282 0.99184202 1.05705939
#> lag1_var2 -0.23779896 0.09966900 -0.37711290 -0.10142636
#> lag1_var3 -0.32425667 0.14701446 -0.51634969 -0.11717939
#> lag1_var4 0.30891810 0.13949311 0.11393437 0.49147878
#> const 0.41980813 0.93310659 -0.85165915 1.66924971
#> exo1 0.01875388 0.07497547 -0.06257744 0.13873613
#> exo2 -0.02082777 0.07417778 -0.11991312 0.07580702
#> exo3 0.09724809 0.07045679 0.01006878 0.19964469
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05870261 0.2461202 -0.3144730 0.3059585
#> lag1_var2 0.39419713 0.8693393 -0.9166074 1.4878114
#> lag1_var3 -0.26663570 1.2542914 -2.0678670 1.3822713
#> lag1_var4 0.36742592 1.1594815 -1.1640437 2.0113585
#> const 0.13852139 5.5070676 -5.8413495 8.9526523
#> exo1 0.05627743 0.6398475 -0.8379438 0.7945774
#> exo2 0.59258091 0.2921539 0.1746591 0.9560993
#> exo3 -0.18716499 0.6311576 -0.8792301 0.8047304
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1421749 0.1200189 -0.2944323 0.01028063
#> lag1_var2 0.6009440 0.4946725 0.1138975 1.47790839
#> lag1_var3 1.4593400 0.7098563 0.7196075 2.67202803
#> lag1_var4 -0.5186763 0.6557356 -1.6304675 0.20087787
#> const 3.9715073 4.0155798 -0.8895646 9.93774243
#> exo1 0.0751586 0.2488408 -0.2616498 0.35954300
#> exo2 -1.5514274 0.2745510 -1.8718838 -1.15327847
#> exo3 2.4869897 0.3966304 1.9262115 2.97597536
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2354126 0.1283822 -0.3941906 -0.08309962
#> lag1_var2 0.3616002 0.4735912 -0.2400467 0.98179535
#> lag1_var3 0.5598881 0.6308900 -0.2408434 1.49420506
#> lag1_var4 0.4870409 0.5899935 -0.3771332 1.24810015
#> const 3.1679009 2.8338180 0.0196400 7.67572387
#> exo1 0.1429816 0.4532748 -0.6330551 0.63655622
#> exo2 -1.3447686 0.2855787 -1.7221184 -0.98264340
#> exo3 2.7615529 0.3420844 2.3357627 3.30313061
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001316968 0.0004296782 0.0009281453 0.002028363
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05710867 0.03919103 -0.1184659 -0.02766896
#> Sigma[2,2] 9.58825818 4.21222794 6.2895880 16.46280376
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02681004 0.0294803 0.001560896 0.07119114
#> Sigma[3,2] -5.91567327 2.8347858 -10.746653946 -3.63584563
#> Sigma[3,3] 5.28672285 2.1296971 3.362968392 8.83422816
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01348051 0.01027291 -0.02826704 -0.000244369
#> Sigma[4,2] 0.61999570 0.76247339 -0.41005184 1.562516115
#> Sigma[4,3] 1.57635170 0.65025337 0.72086531 2.540550154
#> Sigma[4,4] 2.39888630 0.52565243 1.82861816 3.127823802
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988777581 0.01891160 0.961414072 1.011756e+00
#> lag1_var2 -0.008542558 0.01319904 -0.026479440 6.797746e-03
#> lag1_var3 -0.023140522 0.02052232 -0.051183345 -7.430812e-05
#> lag1_var4 0.018660639 0.01807737 -0.001425058 4.391463e-02
#> const 0.476234564 0.38241937 0.061584919 1.036524e+00
#> exo1 0.023606585 0.03249895 -0.012272766 7.038450e-02
#> exo2 -0.039859344 0.03500105 -0.089787710 7.543467e-03
#> exo3 0.060605513 0.02376086 0.030311925 9.663416e-02
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.948240 0.9220526 -3.3245773 -0.8600484
#> lag1_var2 2.578211 1.3254391 0.6893603 4.1187075
#> lag1_var3 3.361834 2.0404837 0.5545817 5.8175875
#> lag1_var4 -2.679125 1.7544014 -4.8426393 -0.3313834
#> const 10.892449 25.0559684 -22.5277974 47.2552593
#> exo1 -1.128868 2.8509915 -3.7092109 3.7121687
#> exo2 -0.702951 3.2279945 -4.8469879 3.6565635
#> exo3 -1.897024 1.4145722 -3.9040517 0.1932681
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8743640 0.8061530 0.8252841 2.9543555
#> lag1_var2 -1.7419880 0.7412912 -2.7204202 -0.7105276
#> lag1_var3 -2.1304689 1.1809057 -3.7513932 -0.4992944
#> lag1_var4 2.4974175 1.0530481 1.0332016 3.9497574
#> const -7.2673689 15.8448942 -28.3485041 14.1149149
#> exo1 -0.2166171 1.7929078 -2.8946394 2.1479609
#> exo2 -1.3512133 2.0025156 -3.8367229 1.4990676
#> exo3 0.2369975 1.6033640 -1.4770290 2.6061549
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6028175 0.4207977 -0.01733808 1.1319714
#> lag1_var2 -0.5574081 0.4910183 -1.36539092 -0.0890152
#> lag1_var3 -0.6277835 0.7798499 -1.89293478 0.1187728
#> lag1_var4 1.4876463 0.6795860 0.79926227 2.5614128
#> const -2.4965401 12.1172726 -18.01382661 15.2297911
#> exo1 -0.7669921 1.4485551 -2.31493526 1.5674668
#> exo2 -2.1049230 1.3590999 -3.86267848 -0.3334941
#> exo3 -1.2238623 1.4844995 -3.32586966 0.6855300
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009534787 0.0002160304 0.0006702611 0.001265477
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001529284 0.001699302 -0.003885007 0.0004894953
#> Sigma[2,2] 0.066478799 0.025774973 0.044271796 0.1087311611
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00320595 0.002585688 3.356603e-05 0.006870666
#> Sigma[3,2] -0.07086651 0.030473712 -1.159669e-01 -0.035157701
#> Sigma[3,3] 0.18639072 0.057270648 1.167683e-01 0.271599610
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002070325 0.001672382 -0.0002926793 0.004432115
#> Sigma[4,2] -0.019752870 0.015316594 -0.0379719396 0.003412023
#> Sigma[4,3] 0.134275394 0.049417274 0.0890028182 0.213413254
#> Sigma[4,4] 0.121611218 0.045823797 0.0804585208 0.197543433
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979626501 0.02434349 0.94098999 1.00902325
#> lag1_var2 -0.024244453 0.06971189 -0.11884775 0.07129381
#> lag1_var3 -0.048790825 0.08558859 -0.17302960 0.06305308
#> lag1_var4 0.045553923 0.08222309 -0.06482244 0.16462289
#> const 0.793348150 0.24471079 0.58962248 1.22575743
#> exo1 -0.010269966 0.01606442 -0.03098803 0.01194423
#> exo2 -0.089315547 0.02764772 -0.13504780 -0.05853344
#> exo3 -0.001706768 0.03409216 -0.04314009 0.05105574
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.043511409 0.1668650 -0.1683086 0.2752933
#> lag1_var2 0.713839794 0.8368346 -0.3722966 1.9660859
#> lag1_var3 -0.003113543 1.0833742 -1.3836466 1.6322922
#> lag1_var4 -0.042091238 1.0472188 -1.6250242 1.2705734
#> const 2.977186849 2.0217860 0.6929695 6.0183687
#> exo1 -0.009455558 0.1713957 -0.2754664 0.1960224
#> exo2 1.988256916 0.1894037 1.7782413 2.2870864
#> exo3 -0.465756307 0.2271691 -0.7416825 -0.1633385
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41524202 0.3608871 -0.1526366 0.8654385
#> lag1_var2 0.12787414 1.1431901 -1.3889947 1.7804837
#> lag1_var3 0.83259774 1.4533981 -1.0410602 2.9855017
#> lag1_var4 0.07654184 1.3724778 -1.9598526 1.8837775
#> const -4.35300603 3.8727302 -9.8677215 0.6882965
#> exo1 -0.31177344 0.5774548 -1.1695552 0.3704737
#> exo2 -2.24505135 0.3105753 -2.7529948 -1.9296116
#> exo3 -1.19406765 0.3631771 -1.6625013 -0.7163257
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4505674 0.3093969 0.01135605 0.8518115
#> lag1_var2 0.3268334 1.0062244 -1.01736596 1.9055980
#> lag1_var3 0.3751089 1.2515067 -1.33670912 2.2781393
#> lag1_var4 0.5103346 1.1894824 -1.26382535 2.1628274
#> const -2.9600824 3.7036504 -8.33854449 2.0398171
#> exo1 -0.3260508 0.5153569 -1.10514360 0.2700235
#> exo2 -0.7040771 0.2980863 -1.18510425 -0.3458240
#> exo3 -1.5977398 0.2681781 -1.89079359 -1.1935144
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002190332 0.000320378 0.001763814 0.002628584
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05821141 0.02072764 -0.09330313 -0.03676157
#> Sigma[2,2] 3.48530913 1.00742596 2.35568619 5.07927146
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0450868 0.01410147 0.02957913 0.06797243
#> Sigma[3,2] -2.5694823 0.65008298 -3.61831972 -1.84986290
#> Sigma[3,3] 2.1537125 0.41727624 1.68333418 2.79350313
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01112079 0.003117896 0.006656305 0.0151034
#> Sigma[4,2] -0.50193940 0.127113627 -0.661673714 -0.3258743
#> Sigma[4,3] 0.65682312 0.116421435 0.495946614 0.8072589
#> Sigma[4,4] 0.39033402 0.070463326 0.314618886 0.4870785
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.904161700 0.02207900 0.87421469 0.93305486
#> lag1_var2 0.220004605 0.08904869 0.08809347 0.32280564
#> lag1_var3 0.361905755 0.14576328 0.14605782 0.52874621
#> lag1_var4 -0.331409641 0.13151016 -0.48432215 -0.13713684
#> const 0.752033347 0.82801414 -0.33183856 2.04344896
#> exo1 0.023706146 0.04025042 -0.03300069 0.07485968
#> exo2 -0.117681381 0.05115516 -0.17390450 -0.03681365
#> exo3 0.002617059 0.03866226 -0.05150173 0.05008820
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9652438 1.321676 -2.549833 0.8939903
#> lag1_var2 -0.2284066 3.583620 -4.684954 4.4464000
#> lag1_var3 -1.5823981 5.787717 -8.831684 5.8249616
#> lag1_var4 1.8320028 5.357731 -5.186318 8.5448119
#> const 13.4133585 24.661740 -15.196496 51.6194774
#> exo1 -1.2180626 1.608009 -3.049821 1.2354308
#> exo2 1.7461489 2.647835 -2.058233 4.8277162
#> exo3 0.5699602 1.446508 -1.269762 2.7794785
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01392742 0.9162068 -1.15602522 1.316126
#> lag1_var2 2.97878476 2.9579716 -1.12307928 6.693104
#> lag1_var3 5.62090251 4.7991265 -0.88208000 11.763244
#> lag1_var4 -4.57965342 4.4034274 -10.26113620 1.497419
#> const -4.37423715 19.2145441 -34.99229202 17.901478
#> exo1 0.22198798 1.1617608 -1.52024814 1.569543
#> exo2 -4.70653462 1.9451868 -7.16447679 -2.213901
#> exo3 1.74324154 1.2042517 0.02061025 3.352811
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6798329 0.4522216 -1.441197 -0.18301977
#> lag1_var2 2.7439954 1.2967736 1.069228 4.69304448
#> lag1_var3 4.4969293 2.1251285 1.790312 7.70737662
#> lag1_var4 -3.2460549 1.9295266 -6.123217 -0.71995495
#> const 3.1378879 8.2923523 -5.672231 16.40798806
#> exo1 -0.5640781 0.4735762 -1.258736 0.04512917
#> exo2 -4.1289944 0.5925795 -5.055562 -3.40061742
#> exo3 2.3258531 0.5087883 1.573264 2.85967097
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009145095 0.001981193 0.006704056 0.01195339
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008441002 0.01418102 -0.02895339 0.01190208
#> Sigma[2,2] 1.188488301 0.19923859 0.94029992 1.49376797
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01040995 0.005781967 -0.01780008 -0.00205175
#> Sigma[3,2] -0.60060352 0.148533448 -0.81554600 -0.41439818
#> Sigma[3,3] 0.55468351 0.121640523 0.41550735 0.74388344
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01712435 0.006971857 -0.02891983 -0.009559268
#> Sigma[4,2] 0.16407477 0.100358137 0.04219902 0.304151255
#> Sigma[4,3] 0.20962236 0.062186575 0.15190270 0.308400987
#> Sigma[4,4] 0.36439415 0.072087219 0.28322875 0.478448225
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.033114677 0.04151979 0.98372146 1.0906087
#> lag1_var2 -0.302702398 0.13216495 -0.48330543 -0.1409284
#> lag1_var3 -0.487171927 0.21425153 -0.77863155 -0.2243348
#> lag1_var4 0.441809729 0.20783277 0.18093499 0.7216858
#> const 2.134364535 0.99002657 0.95952796 3.4538491
#> exo1 0.054298107 0.05945729 -0.01880127 0.1360836
#> exo2 -0.007090942 0.09271960 -0.15619940 0.1028996
#> exo3 0.057238742 0.09004930 -0.07692030 0.1692332
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9935885 0.6044718 -1.866858 -0.2545341
#> lag1_var2 4.0006718 1.9774547 1.103826 6.1715780
#> lag1_var3 4.9062182 3.1058301 0.294625 8.2126809
#> lag1_var4 -4.6343658 2.9048838 -7.614500 -0.2802497
#> const 6.1488062 10.3306097 -7.112599 18.9860337
#> exo1 4.6903787 0.8092682 3.419599 5.7522403
#> exo2 -1.2745912 1.4689731 -3.106202 0.7883395
#> exo3 -1.9057525 0.8545857 -3.052347 -0.7736775
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2241200 0.3300576 -0.5446173 0.3539935
#> lag1_var2 1.8566806 1.1489625 0.3507577 3.4516788
#> lag1_var3 3.8884667 1.8076201 1.5802272 6.4158304
#> lag1_var4 -2.9387678 1.7021828 -5.3437905 -0.8060156
#> const 6.8092733 5.0711486 0.9270737 13.6635703
#> exo1 -2.9003172 0.5774331 -3.5865636 -2.0460196
#> exo2 0.5151996 0.7971820 -0.5568151 1.5915652
#> exo3 1.7929313 0.6166106 0.8911804 2.5378166
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0303625 0.2813361 -1.4251542 -0.6608087
#> lag1_var2 4.5864077 0.9231547 3.1063253 5.6250352
#> lag1_var3 7.3223243 1.4916196 4.9376453 9.0115075
#> lag1_var4 -6.1492062 1.4052837 -7.8340036 -3.9374313
#> const 11.3499772 7.6602611 1.5446890 22.2382764
#> exo1 -0.0655685 0.7139937 -1.0375653 0.9710589
#> exo2 -0.2887288 0.7855563 -1.3709596 0.7360412
#> exo3 0.7524072 0.5255467 -0.1384689 1.3053986
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001313894 2.875762e-05 9.344221e-05 0.0001650477
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002790845 0.0008940776 -0.003844164 -0.001503269
#> Sigma[2,2] 0.253208289 0.0685220426 0.187355392 0.362224237
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002077778 0.001042849 0.0007977476 0.00353416
#> Sigma[3,2] -0.242681366 0.078041493 -0.3675619736 -0.16134167
#> Sigma[3,3] 0.294006814 0.089993662 0.1843539015 0.43388228
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000307263 0.0005909359 -0.0004744374 0.001116203
#> Sigma[4,2] -0.086007773 0.0383476114 -0.1491314984 -0.043214879
#> Sigma[4,3] 0.147218658 0.0450093954 0.0841945745 0.210318511
#> Sigma[4,4] 0.097751905 0.0240600266 0.0598561695 0.125466412
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986573277 0.01102063 0.971830713 1.00160440
#> lag1_var2 -0.021720910 0.02978270 -0.067926591 0.01579695
#> lag1_var3 -0.034807873 0.04942355 -0.112757925 0.02708204
#> lag1_var4 0.031965926 0.04796104 -0.026294048 0.10887821
#> const 0.580235280 0.10780311 0.402164107 0.68505250
#> exo1 0.006520409 0.01446375 -0.009654135 0.02668867
#> exo2 -0.044908340 0.01568508 -0.065989254 -0.02174757
#> exo3 0.024819363 0.01024172 0.010827565 0.03867835
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7625211 0.3808320 -1.2990976 -0.2560252
#> lag1_var2 1.7690651 0.8199029 0.6380987 2.8245897
#> lag1_var3 1.2986003 1.2945256 -0.4606806 2.9316961
#> lag1_var4 -1.0270765 1.2160586 -2.5465051 0.5941590
#> const 3.8320746 5.3619868 -2.5768853 9.5748657
#> exo1 -0.2232025 0.3855415 -0.7470608 0.3156834
#> exo2 1.4112986 0.4252400 0.7880257 1.9225583
#> exo3 -0.9710877 0.4067572 -1.4388686 -0.3958941
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1813148 0.4251926 0.6587157 1.7600596
#> lag1_var2 -1.1307331 1.1630270 -2.7181646 0.6984604
#> lag1_var3 -0.7290669 1.8529338 -3.3158850 2.1563579
#> lag1_var4 1.2578953 1.7933731 -1.5098356 3.8135382
#> const -1.9630561 6.2522803 -8.9170645 5.2163855
#> exo1 0.4452502 0.3762287 -0.1853335 0.8343438
#> exo2 -2.0880564 0.2978129 -2.3228002 -1.5472266
#> exo3 1.3582391 0.4732708 0.7301881 1.9636429
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7320632 0.2868370 0.42005753 1.1902569
#> lag1_var2 -0.3713459 1.0068454 -1.84228274 0.8573977
#> lag1_var3 -0.4620337 1.6079857 -2.84054939 1.4837762
#> lag1_var4 1.1633433 1.5549657 -0.73337475 3.4716075
#> const -0.4114309 3.1670961 -4.14879225 4.1545492
#> exo1 0.3111237 0.2107127 -0.02045173 0.5321425
#> exo2 -1.2210707 0.2211968 -1.57239240 -0.9781097
#> exo3 0.7772537 0.2839173 0.40590490 1.1179012
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001976721 4.700939e-05 0.0001496758 0.0002684384
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001668449 0.00117946 -0.003530839 -0.0002345769
#> Sigma[2,2] 0.214721684 0.04630229 0.160560281 0.2827857585
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001027242 0.001216282 -0.0008874288 0.002468491
#> Sigma[3,2] -0.183425873 0.048894085 -0.2627628912 -0.120778670
#> Sigma[3,3] 0.289321254 0.055249494 0.2131593010 0.360421951
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.177704e-07 0.0008770287 -0.0013824 0.0007654624
#> Sigma[4,2] -5.955588e-02 0.0292817868 -0.1020675 -0.0239706757
#> Sigma[4,3] 1.909964e-01 0.0429320887 0.1321904 0.2501745317
#> Sigma[4,4] 1.646343e-01 0.0445741802 0.1147866 0.2346951514
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9762933509 0.011555008 0.95941860 0.990907184
#> lag1_var2 0.0276842151 0.043908868 -0.02697527 0.087463761
#> lag1_var3 0.0231550613 0.073758460 -0.06574335 0.130835818
#> lag1_var4 -0.0262722510 0.069727428 -0.12575169 0.059758978
#> const 0.7613705831 0.089738855 0.65644787 0.900230320
#> exo1 0.0005119032 0.006482543 -0.00847733 0.009657233
#> exo2 -0.0678724032 0.021605402 -0.09710227 -0.037479944
#> exo3 0.0353499644 0.015597847 0.01067028 0.052403602
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5193433 0.3004618 -0.9482539 -0.06968419
#> lag1_var2 1.5061676 1.0962933 -0.1019518 2.80810776
#> lag1_var3 1.8360008 1.7594012 -0.7194742 3.95430308
#> lag1_var4 -1.5827710 1.6715275 -3.5819997 0.83667178
#> const 1.6982508 5.5028671 -5.6653671 9.10718131
#> exo1 -0.3152447 0.3710908 -0.7887569 0.26414211
#> exo2 0.1375956 0.4539807 -0.5550583 0.69670821
#> exo3 1.4797730 0.3736914 0.9664567 1.98355318
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02310993 0.3638384 0.4691440 1.3733034
#> lag1_var2 -1.48109294 1.2390964 -2.5689385 0.4796262
#> lag1_var3 -2.34494397 2.0668879 -4.1494373 0.8897479
#> lag1_var4 2.81280977 1.9181225 -0.2040015 4.4537401
#> const 1.99225756 5.9816726 -6.0825670 10.8904915
#> exo1 0.07996447 0.3082652 -0.3217083 0.5085366
#> exo2 -0.32260211 0.3320109 -0.7347678 0.1234769
#> exo3 -0.64876324 0.3967275 -1.2077804 -0.1131517
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7334640 0.2514324 0.3401274 1.00395001
#> lag1_var2 -0.9655069 0.7404793 -1.7342000 0.17499758
#> lag1_var3 -1.9132900 1.3085753 -3.3028154 0.03669775
#> lag1_var4 2.5346017 1.2019993 0.7276935 3.83583978
#> const 2.2633984 4.1474996 -3.0696029 7.81930242
#> exo1 -0.1123596 0.2389426 -0.4481654 0.19899370
#> exo2 -0.2416539 0.2929107 -0.5694353 0.14680799
#> exo3 0.2548870 0.3431477 -0.2660505 0.67253828
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00464462 0.001409329 0.003201553 0.006832612
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006073387 0.007540556 -0.01901884 0.001007178
#> Sigma[2,2] 0.148171483 0.038914422 0.11681016 0.210913722
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03010963 0.006856996 -0.03899164 -0.02084992
#> Sigma[3,2] 0.01569092 0.059582982 -0.06677946 0.10099920
#> Sigma[3,3] 0.51693494 0.132697662 0.38990496 0.73406734
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03573044 0.01039922 -0.05200380 -0.02323068
#> Sigma[4,2] 0.13680143 0.08213650 0.04800541 0.25864479
#> Sigma[4,3] 0.56304866 0.12773319 0.44165241 0.78043641
#> Sigma[4,4] 0.71283611 0.14175256 0.54764377 0.92940853
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97145598 0.03748677 0.915222906 1.01242274
#> lag1_var2 0.11173398 0.07670971 0.006911426 0.20639445
#> lag1_var3 0.09373214 0.10538211 -0.055928109 0.22407549
#> lag1_var4 -0.10053862 0.10014702 -0.225715465 0.04073347
#> const 0.88153774 1.05115111 -0.208711588 2.63813946
#> exo1 -0.03005177 0.05585071 -0.109874781 0.04130959
#> exo2 -0.01693061 0.04155374 -0.078742710 0.03286950
#> exo3 -0.02930947 0.03999074 -0.084057340 0.02157885
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07625461 0.1393631 -0.2400262 0.1097588
#> lag1_var2 -0.13388869 0.5843775 -0.9350521 0.5539482
#> lag1_var3 -1.13321858 0.8209813 -2.2483164 -0.1518504
#> lag1_var4 1.16524749 0.7714220 0.2448595 2.2205290
#> const 1.99684317 4.7294446 -5.2427147 8.8390363
#> exo1 0.31202988 0.3125388 -0.0722586 0.7446707
#> exo2 1.75804681 0.2854308 1.2500925 2.0430473
#> exo3 -0.69243225 0.3848540 -1.2143838 -0.1698683
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05669220 0.2685365 -0.2713504 0.4150051
#> lag1_var2 -0.44168800 0.7338877 -1.2228803 0.5546668
#> lag1_var3 0.85828868 1.0142045 -0.2077160 2.2331535
#> lag1_var4 0.13159225 0.9643271 -1.1544919 1.1404507
#> const 1.39695005 6.4410234 -9.5990363 7.9154768
#> exo1 -0.44573894 0.5800889 -1.0710739 0.4341254
#> exo2 0.06436946 0.8206986 -0.9930466 1.2563989
#> exo3 -1.70908187 0.5653971 -2.4545890 -0.9407628
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01021601 0.3243508 -0.40203697 0.50005987
#> lag1_var2 -1.14574566 0.7522863 -2.09750927 -0.04217385
#> lag1_var3 -0.74339015 1.0506246 -2.10003470 0.78322043
#> lag1_var4 1.77730406 0.9990637 0.30007098 3.04110227
#> const 1.43208934 8.4236176 -13.50143541 7.77951675
#> exo1 -0.21494298 0.6964726 -1.10243557 0.81029770
#> exo2 1.31051430 1.0051046 -0.06110912 2.69036845
#> exo3 -2.31607473 0.7214219 -3.50746200 -1.54184584
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007962659 7.703375e-05 0.0006842243 0.0009078166
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000884355 0.0008586599 -0.0002721634 0.002093231
#> Sigma[2,2] 0.025285383 0.0051341324 0.0201658194 0.033368124
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003207415 0.001273269 -0.004972877 -0.001504541
#> Sigma[3,2] -0.045801323 0.010624710 -0.062649753 -0.033151573
#> Sigma[3,3] 0.165042868 0.049773936 0.113911768 0.246623819
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002484826 0.001262117 -0.004530544 -0.001239968
#> Sigma[4,2] -0.026569082 0.007789179 -0.037436822 -0.015436691
#> Sigma[4,3] 0.131917551 0.043838583 0.090218574 0.207118405
#> Sigma[4,4] 0.113743461 0.040793627 0.078213892 0.185241455
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968167223 0.02737359 0.93255514 1.00737983
#> lag1_var2 0.104549381 0.09246071 -0.04064356 0.20938938
#> lag1_var3 0.130711828 0.11805165 -0.05767737 0.26050380
#> lag1_var4 -0.134099396 0.11524098 -0.26068544 0.04972081
#> const 0.982830534 0.47157391 0.32118264 1.64513897
#> exo1 0.007866445 0.02273700 -0.02063041 0.04039712
#> exo2 -0.015790149 0.02933656 -0.05430003 0.02718022
#> exo3 0.006299323 0.02967507 -0.03708223 0.04122475
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18212970 0.1438265 -0.41171398 -0.01890415
#> lag1_var2 1.01363625 0.5051004 0.27840111 1.69993306
#> lag1_var3 0.11052337 0.6504750 -0.86020274 0.96882683
#> lag1_var4 -0.08662423 0.6305991 -0.91893555 0.85084156
#> const 2.12973912 2.2792970 -0.53173954 5.43432883
#> exo1 -0.43079148 0.1443504 -0.61730330 -0.24646306
#> exo2 0.12889571 0.1078943 -0.02934184 0.26236308
#> exo3 0.11400188 0.2225770 -0.09953047 0.46867476
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5305627 0.2360207 0.3084621 0.9175423
#> lag1_var2 -1.4596570 1.5343359 -3.8988125 0.2606126
#> lag1_var3 -0.6146133 1.8952239 -3.5979696 1.5675749
#> lag1_var4 1.5047464 1.8447353 -0.6152111 4.4065414
#> const -2.5400973 4.4488451 -7.8598840 3.5685179
#> exo1 0.7341824 0.3296415 0.2151752 1.1328035
#> exo2 -1.4700469 0.2441753 -1.7477586 -1.1395899
#> exo3 0.2732504 0.3943708 -0.3579371 0.6428356
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3402965 0.1732687 0.15051982 0.5916897
#> lag1_var2 -0.8675046 1.1676398 -2.78395783 0.3459390
#> lag1_var3 -0.7677916 1.4197471 -3.09015369 0.7621917
#> lag1_var4 1.6996662 1.3842290 0.21240100 3.9616668
#> const -1.6255318 3.6405668 -6.95988692 2.8430357
#> exo1 0.4179221 0.2991580 -0.10366340 0.6954104
#> exo2 -1.3932976 0.1888904 -1.62508089 -1.1392282
#> exo3 0.3706722 0.2645256 -0.04014199 0.6579488
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004841151 0.0008578579 0.0001763277 0.001736952
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003462282 0.001660383 -0.005632809 -0.001072191
#> Sigma[2,2] 0.437843241 0.032142427 0.391662052 0.478260458
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007067467 0.008149746 0.003253754 0.01922474
#> Sigma[3,2] -0.215537258 0.043236808 -0.284647639 -0.16307192
#> Sigma[3,3] 0.310774137 0.111759048 0.189860612 0.48048017
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005632936 0.009441227 0.001788797 0.01978181
#> Sigma[4,2] 0.014747184 0.044636663 -0.044529653 0.07129421
#> Sigma[4,3] 0.214299203 0.113745875 0.103613173 0.38964556
#> Sigma[4,4] 0.240598423 0.119689764 0.138847372 0.44548011
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968406798 0.02118392 0.93431634 0.98969238
#> lag1_var2 0.016363558 0.07105941 -0.06939534 0.11745354
#> lag1_var3 0.024840272 0.14164370 -0.14216164 0.22459048
#> lag1_var4 -0.019029408 0.12968750 -0.20240781 0.13475487
#> const 0.530916142 0.16522253 0.24455013 0.68522739
#> exo1 -0.006818152 0.03831246 -0.03847804 0.05482311
#> exo2 -0.066378077 0.01640780 -0.09409210 -0.05506639
#> exo3 0.040735703 0.02434235 0.00494945 0.06598702
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4540399 0.5580705 -0.2101219 1.2584289
#> lag1_var2 0.4712716 1.2928694 -1.6611547 1.7446384
#> lag1_var3 -0.4536009 2.4349379 -4.5281842 2.0224750
#> lag1_var4 0.1903496 2.1960616 -2.0328924 3.9048267
#> const 3.7877171 5.1122766 -1.8208403 11.6910632
#> exo1 -0.1558567 0.4242446 -0.7652018 0.3401986
#> exo2 0.1028935 0.6039784 -0.7072954 0.9314999
#> exo3 0.4529236 0.6435156 -0.2079088 1.4988549
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08455682 0.6413904 -0.5322596 1.0163395
#> lag1_var2 0.13499766 1.4920628 -2.2678122 1.7148269
#> lag1_var3 1.02556365 2.9349534 -3.5260716 4.2660616
#> lag1_var4 -0.03323860 2.7034800 -3.0471690 4.1185735
#> const -2.59160146 7.3305430 -13.7051350 5.2059137
#> exo1 0.22895402 0.8302934 -0.6277477 1.5876381
#> exo2 -0.63803448 0.6162773 -1.5095288 0.2544103
#> exo3 0.15839100 0.4322361 -0.5117983 0.7090325
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31704644 0.6403288 -0.43282941 1.2091378
#> lag1_var2 0.05382356 1.5914945 -2.17056412 2.0205016
#> lag1_var3 0.16552151 3.1699881 -4.31367113 4.1431545
#> lag1_var4 0.70862194 2.9345925 -2.97922503 4.8875711
#> const -1.47372926 6.9689581 -11.49609440 6.6480335
#> exo1 0.16607378 0.8221280 -0.59164734 1.6128057
#> exo2 -0.61764903 0.5245352 -1.32233566 0.1810577
#> exo3 0.42475515 0.2773366 0.05865721 0.7598560
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003331434 9.69747e-05 0.0002201536 0.0004804511
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001054242 0.0008730822 -0.001302449 0.0008493629
#> Sigma[2,2] 0.0769944612 0.0267210073 0.050995633 0.1195029624
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0003340925 0.000746036 -0.0003722886 0.001452796
#> Sigma[3,2] -0.0596343490 0.023818552 -0.0976970330 -0.039496924
#> Sigma[3,3] 0.0641370077 0.022001658 0.0432549288 0.098760795
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002689889 0.0002380158 -6.019114e-05 0.0005999419
#> Sigma[4,2] -0.0038936145 0.0061202596 -1.239873e-02 0.0045916613
#> Sigma[4,3] 0.0211932236 0.0052793142 1.424883e-02 0.0285161903
#> Sigma[4,4] 0.0188260647 0.0028296602 1.529808e-02 0.0229035213
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985660461 0.008064815 0.975621396 0.997790292
#> lag1_var2 -0.043772702 0.038697810 -0.099469235 0.006977484
#> lag1_var3 -0.076615061 0.055346235 -0.158552569 -0.003971870
#> lag1_var4 0.076247478 0.054851260 0.005490752 0.157860123
#> const 0.383312640 0.154245508 0.149028076 0.536590053
#> exo1 0.009051113 0.019176356 -0.013192433 0.039879710
#> exo2 -0.003788015 0.015266394 -0.027189541 0.011375113
#> exo3 0.029271821 0.013539723 0.011203088 0.050893357
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20273610 0.1798650 -0.006036871 0.4873433
#> lag1_var2 0.32730137 0.4618297 -0.304645450 0.9744813
#> lag1_var3 -0.56309562 0.5893584 -1.318882343 0.2740216
#> lag1_var4 0.49955859 0.5952000 -0.346105931 1.2521292
#> const 0.33573100 2.1294214 -2.529140159 3.1143433
#> exo1 -0.07378939 0.2046056 -0.322189695 0.1822283
#> exo2 0.39928246 0.2644245 0.035139662 0.8020355
#> exo3 0.30730036 0.2505519 -0.102155395 0.5986782
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10422332 0.1961785 -0.18661527 0.3715712
#> lag1_var2 -0.12370095 0.3429050 -0.49002538 0.4445232
#> lag1_var3 0.22869287 0.4253473 -0.27300651 0.8984822
#> lag1_var4 0.72444436 0.4087086 0.05472398 1.1725043
#> const 0.54916769 1.7566385 -1.68463012 2.5852263
#> exo1 0.05494201 0.2307847 -0.22583301 0.4101725
#> exo2 -0.63553084 0.2530617 -1.03354138 -0.3520633
#> exo3 0.77910016 0.1626432 0.59597942 1.0168102
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23807410 0.09297543 0.1349808 0.3928994
#> lag1_var2 -0.01290313 0.40662471 -0.7582112 0.3263285
#> lag1_var3 -0.35660293 0.55156710 -1.3783029 0.1013437
#> lag1_var4 1.27810893 0.52317254 0.8459546 2.2478831
#> const 0.04740778 1.36290430 -1.4213190 2.2221000
#> exo1 0.01332952 0.11810707 -0.1093627 0.1910741
#> exo2 -0.35324527 0.12004214 -0.5061191 -0.1935588
#> exo3 1.02974448 0.10735170 0.8842025 1.1582090
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005351999 0.0001049215 0.0003903781 0.0006659701
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.00061806 0.0007215252 -0.0003628598 0.001698179
#> Sigma[2,2] 0.04961143 0.0136875247 0.0363577047 0.073601041
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007857815 0.0008037928 -0.0003651082 0.001850031
#> Sigma[3,2] -0.0209515332 0.0138337810 -0.0435017448 -0.009779923
#> Sigma[3,3] 0.0474899781 0.0119110845 0.0348846504 0.066103603
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001342222 0.0007687347 0.0003288442 0.002460134
#> Sigma[4,2] 0.019651682 0.0094452754 0.0080413836 0.033184579
#> Sigma[4,3] 0.031754681 0.0105838453 0.0188831954 0.049130871
#> Sigma[4,4] 0.049487878 0.0143126449 0.0317527362 0.068835648
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986820080 0.01259282 0.970456246 1.000210797
#> lag1_var2 -0.083110699 0.05967963 -0.141584526 0.011272701
#> lag1_var3 -0.118610573 0.06705212 -0.183761194 -0.006829823
#> lag1_var4 0.115068856 0.06554460 0.005666864 0.180602814
#> const 0.596858387 0.25163168 0.251343394 0.975617894
#> exo1 0.009865725 0.02712625 -0.022283745 0.051650304
#> exo2 -0.024951253 0.02064275 -0.055901823 -0.003143801
#> exo3 0.016579401 0.02866271 -0.018408074 0.055760003
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2583879 0.1522581 0.071488458 0.4982922
#> lag1_var2 -1.3305812 0.6249915 -2.401200732 -0.5825718
#> lag1_var3 -2.7740399 0.7834224 -4.152168677 -1.8834516
#> lag1_var4 2.7262751 0.7688046 1.853031806 4.0780877
#> const -1.6137634 3.4819757 -6.934225452 2.0462094
#> exo1 0.1725185 0.1459365 0.003302325 0.3704924
#> exo2 0.1282869 0.1756255 -0.088392056 0.3404774
#> exo3 0.1560812 0.2983441 -0.239007055 0.5908092
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.296375793 0.1893592 -0.5205613 -0.0597081
#> lag1_var2 0.366312144 0.6693338 -0.3722457 1.4416897
#> lag1_var3 1.176762282 0.8078661 0.3162768 2.4879792
#> lag1_var4 -0.120812585 0.7959325 -1.4085761 0.7227784
#> const 1.115640540 4.3192542 -4.7371408 6.5068414
#> exo1 0.003019476 0.2248400 -0.3008033 0.3062821
#> exo2 -1.827706905 0.2133949 -2.1417940 -1.5842990
#> exo3 -0.510867054 0.2521127 -0.9221605 -0.2491150
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1049691 0.1686194 -0.33642135 0.1314855
#> lag1_var2 -1.1212038 0.4158358 -1.63839747 -0.5565515
#> lag1_var3 -1.5779084 0.4637682 -2.18144716 -0.9279365
#> lag1_var4 2.6118314 0.4559493 1.97073149 3.2066007
#> const -1.1584596 4.2697407 -7.48445277 4.5189599
#> exo1 0.1571501 0.1510374 -0.06650834 0.3563155
#> exo2 -1.8249902 0.2214144 -2.07734264 -1.4890296
#> exo3 -0.4385210 0.1475722 -0.59787872 -0.2190496
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001165153 2.497726e-05 8.529938e-05 0.0001510904
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 8.783238e-06 0.000543652 -0.0006592322 0.0007896195
#> Sigma[2,2] 1.159195e-01 0.025092056 0.0873019555 0.1559890613
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -2.296782e-05 0.0009248249 -0.0009044176 0.00149271
#> Sigma[3,2] -7.404013e-02 0.0345389592 -0.1260151964 -0.02836134
#> Sigma[3,3] 2.657622e-01 0.0564596810 0.1854208268 0.32982228
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -2.762304e-06 0.0007443519 -0.0008341557 0.001148437
#> Sigma[4,2] -6.324230e-03 0.0289053361 -0.0430292583 0.037105840
#> Sigma[4,3] 2.330896e-01 0.0502100741 0.1632439204 0.286760150
#> Sigma[4,4] 2.405433e-01 0.0518525456 0.1803884553 0.315115024
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0057564888 0.003247905 1.00207895 1.010490844
#> lag1_var2 -0.0717275446 0.028946776 -0.11351649 -0.034601167
#> lag1_var3 -0.1347524402 0.046672377 -0.20017391 -0.074540347
#> lag1_var4 0.1252554163 0.045884965 0.06529773 0.189641829
#> const 0.4352674597 0.128586623 0.26109192 0.607076681
#> exo1 0.0015563298 0.009969271 -0.01063501 0.017438493
#> exo2 -0.0220476874 0.015367765 -0.04325525 -0.001235807
#> exo3 0.0008507896 0.011035360 -0.01083641 0.018777900
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18748203 0.2050443 -0.10683822 0.4111957
#> lag1_var2 0.80259548 0.7222215 0.08285778 1.9799249
#> lag1_var3 0.03814431 1.2240590 -1.15256100 2.0830547
#> lag1_var4 -0.16298569 1.1991217 -2.17949756 1.0170545
#> const 3.27513287 3.6996067 -0.95511082 9.1873806
#> exo1 0.46279548 0.3659687 -0.08087362 0.9090286
#> exo2 1.07268765 0.2202846 0.82931303 1.4190394
#> exo3 0.33145643 0.3832979 -0.20265366 0.8699723
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2260270 0.3680984 -0.37428311 0.6435119
#> lag1_var2 -0.6310417 1.8347604 -2.76367537 2.3168213
#> lag1_var3 -0.1789003 3.0758889 -3.72427016 4.8149267
#> lag1_var4 1.0713843 2.9850381 -3.77482250 4.5148101
#> const 0.4116913 5.7722053 -6.33243096 8.7314803
#> exo1 -0.2972970 0.3119399 -0.67634543 0.1611539
#> exo2 -0.4096225 0.5504131 -1.09629068 0.3425475
#> exo3 0.7289887 0.7553652 -0.08294468 1.8696683
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34782810 0.3411738 -0.1866009 0.7681274
#> lag1_var2 -0.52539848 1.8123312 -2.7067715 2.3469427
#> lag1_var3 -0.77255743 3.0773007 -4.5229333 4.1016446
#> lag1_var4 1.59939008 2.9748676 -3.1311517 5.2347954
#> const 1.60212197 5.9599231 -6.0548269 10.4106107
#> exo1 -0.03117195 0.3250623 -0.4408441 0.3977950
#> exo2 0.24802797 0.5144233 -0.2791896 1.0214935
#> exo3 0.99063728 0.6479260 0.4611548 2.0743611
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001957458 0.0003326823 0.001469668 0.002329223
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05060916 0.01615293 -0.07379918 -0.031079
#> Sigma[2,2] 3.72194104 1.13147467 2.57636169 5.682034
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03170746 0.01041652 0.02081713 0.04921552
#> Sigma[3,2] -2.17064439 0.68522106 -3.26606562 -1.39446406
#> Sigma[3,3] 1.73217106 0.44041478 1.19061098 2.32904190
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006272227 0.005259051 -3.596825e-07 0.01395858
#> Sigma[4,2] -0.270578705 0.236582592 -6.391242e-01 -0.03843932
#> Sigma[4,3] 0.661189810 0.163114357 5.015700e-01 0.90266607
#> Sigma[4,4] 0.565720396 0.094148345 4.633719e-01 0.70049100
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.940669436 0.03840368 0.88350708 0.98182065
#> lag1_var2 -0.001893709 0.03782697 -0.04676439 0.04739245
#> lag1_var3 -0.011320318 0.07329888 -0.09869353 0.08629288
#> lag1_var4 0.024297025 0.06590143 -0.05928355 0.10073717
#> const 0.750510970 0.63550273 -0.20114976 1.43890622
#> exo1 0.037682341 0.04264031 -0.01703280 0.10590369
#> exo2 -0.081732778 0.05178099 -0.15826692 -0.02124387
#> exo3 0.026261313 0.04140827 -0.03176058 0.08755098
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9649911 1.719165 -1.8582419 2.7910796
#> lag1_var2 0.4881611 1.865448 -1.8726230 3.1326353
#> lag1_var3 -0.3785803 3.418871 -4.6775226 4.4990483
#> lag1_var4 -0.2355758 2.929975 -4.3416826 3.6327576
#> const 11.5282882 24.995113 -20.1114031 49.8472550
#> exo1 -2.0492412 2.029945 -4.6550572 0.9601926
#> exo2 1.9386051 1.792859 -0.8055838 4.2694793
#> exo3 0.6637829 1.351651 -1.2471158 2.5468870
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2283422 1.1188839 -1.0762570 1.7829797
#> lag1_var2 -0.3585588 1.2934059 -2.4336416 1.1201465
#> lag1_var3 0.1609838 2.4175356 -3.6937433 2.8972229
#> lag1_var4 0.8597609 2.1518479 -1.7864698 4.1093336
#> const -7.0436731 15.9870584 -30.0512461 13.0975885
#> exo1 1.8597846 1.6950242 -0.2527123 4.3685710
#> exo2 -1.6573026 1.3980244 -3.5795649 0.2144732
#> exo3 -1.0456546 0.9669568 -2.1786694 0.3526465
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7932228 0.6229136 0.2351702 1.79375633
#> lag1_var2 -0.5483254 1.0407697 -2.1901815 0.77044295
#> lag1_var3 -0.8793239 2.0269252 -4.0407755 1.68612315
#> lag1_var4 1.5731612 1.8520719 -0.7169891 4.41526790
#> const -2.1316109 7.5021129 -12.1968376 8.33149447
#> exo1 0.8294834 0.8914620 -0.3892830 2.11931913
#> exo2 -0.6448150 0.6247936 -1.6035309 -0.01895061
#> exo3 -0.7369107 0.6221862 -1.5726092 0.11636301
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004012012 7.92901e-05 0.0003310423 0.0005204015
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005557778 0.0001854074 -0.0007919877 -0.000303629
#> Sigma[2,2] 0.0047984371 0.0012391723 0.0030356024 0.006647330
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003554462 0.001338219 0.002202854 0.005668559
#> Sigma[3,2] -0.008523201 0.004597263 -0.013962165 -0.001622332
#> Sigma[3,3] 0.273639683 0.059689619 0.185836829 0.353856030
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003207732 0.001302989 0.001924253 0.005259179
#> Sigma[4,2] -0.005436460 0.004821725 -0.010886337 0.001705323
#> Sigma[4,3] 0.270418354 0.058487353 0.185588980 0.350233574
#> Sigma[4,4] 0.269266130 0.057187684 0.187999194 0.348700980
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9844857149 0.01137643 0.96975314 0.99991280
#> lag1_var2 -0.0111289246 0.07409238 -0.11336014 0.09647628
#> lag1_var3 -0.0408729308 0.11453679 -0.19103328 0.13647932
#> lag1_var4 0.0386798964 0.11277382 -0.13635517 0.18580757
#> const 0.5429795546 0.12286772 0.33943539 0.65848726
#> exo1 0.0137852482 0.02117282 -0.01598237 0.03854611
#> exo2 -0.0889866621 0.01299070 -0.10588409 -0.07454283
#> exo3 0.0007574149 0.02538923 -0.02360384 0.04109361
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03446464 0.04003706 -0.08636543 0.02568658
#> lag1_var2 0.30780415 0.22149163 -0.02728181 0.54778441
#> lag1_var3 -0.33860610 0.30754247 -0.81510655 0.01682031
#> lag1_var4 0.34762114 0.30243247 -0.00325883 0.81378690
#> const 0.71731302 0.73416304 -0.28151069 1.77145918
#> exo1 -0.04477661 0.05539762 -0.12800002 0.02368887
#> exo2 0.56173138 0.06734053 0.44891313 0.63968074
#> exo3 0.08579301 0.10391688 -0.05104178 0.23469946
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6565229 0.2515819 0.30617626 0.92572269
#> lag1_var2 -0.7401663 1.2403517 -2.59458909 0.72372682
#> lag1_var3 -0.7709655 2.2033402 -3.70278296 2.27854708
#> lag1_var4 1.6511994 2.1648553 -1.33760723 4.54071208
#> const -7.8612336 4.7269797 -14.31863787 -2.36068247
#> exo1 0.8243783 0.4806797 0.06618045 1.37785267
#> exo2 -2.6684013 0.5002661 -3.43364565 -2.09230813
#> exo3 -0.7969281 0.5338932 -1.40664085 -0.01530226
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6469631 0.2384261 0.3035337 0.90617463
#> lag1_var2 -0.8514480 1.2380851 -2.6494810 0.71538388
#> lag1_var3 -1.4800542 2.1565031 -4.2149061 1.52895092
#> lag1_var4 2.3708829 2.1195053 -0.5782796 5.06723981
#> const -8.0114444 4.3901555 -13.8554052 -2.62616564
#> exo1 0.8047697 0.4943507 0.0263839 1.36887474
#> exo2 -2.3122472 0.5090623 -3.0738711 -1.70251329
#> exo3 -0.7502959 0.5028748 -1.3571368 -0.04530954
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007573998 0.000325707 0.0005490567 0.001259371
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02693739 0.01329391 -0.04980988 -0.01737041
#> Sigma[2,2] 2.80973936 0.94894497 1.96514901 4.44962558
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02564597 0.0122887 0.01740117 0.04644888
#> Sigma[3,2] -2.19654648 0.7014972 -3.41125374 -1.55599451
#> Sigma[3,3] 1.92369293 0.5776659 1.37704967 2.90566777
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006467085 0.003148472 0.003748529 0.01124841
#> Sigma[4,2] -0.135921798 0.232097446 -0.456948057 0.17676939
#> Sigma[4,3] 0.335798523 0.158083222 0.173139486 0.57513750
#> Sigma[4,4] 0.262017817 0.061632162 0.190578920 0.35992278
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99285741 0.02640193 0.96607784 1.036296759
#> lag1_var2 0.02505728 0.08514800 -0.11843542 0.095715507
#> lag1_var3 0.03646393 0.11673474 -0.16119055 0.133218601
#> lag1_var4 -0.04429919 0.10874038 -0.13359989 0.137318312
#> const 0.78181584 0.33329436 0.48579522 1.321815017
#> exo1 -0.03198606 0.01802173 -0.04734419 -0.001747953
#> exo2 -0.23696019 0.02412038 -0.27405606 -0.208394207
#> exo3 0.07447034 0.04591590 0.02605439 0.144770389
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4424751 2.090658 -2.617794 3.0075482
#> lag1_var2 0.1409690 4.114584 -4.046409 6.7038636
#> lag1_var3 -0.8112604 5.523071 -6.309523 8.0861412
#> lag1_var4 0.7788361 4.950101 -7.200327 5.5114881
#> const -5.2180443 16.975564 -29.967190 13.9503277
#> exo1 -0.2678698 1.209602 -2.257721 0.8303804
#> exo2 2.5497447 1.245246 1.430348 4.7593569
#> exo3 -0.7709191 2.135610 -4.302748 1.7779583
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2364817 1.679802 -1.865603 2.737231
#> lag1_var2 2.8985109 3.589168 -2.893074 6.188360
#> lag1_var3 4.7068870 4.849384 -3.189514 9.086038
#> lag1_var4 -3.9501183 4.378191 -7.890891 3.141694
#> const 11.0243814 13.839861 -8.336939 29.897184
#> exo1 -0.0219572 1.096309 -1.400192 1.607012
#> exo2 -6.9058931 1.136029 -8.737672 -5.544967
#> exo3 -1.4663376 1.770001 -3.445493 1.492995
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6210684 0.4252159 0.0341415 1.2257050
#> lag1_var2 2.7423664 1.0392056 1.3567813 4.1820964
#> lag1_var3 3.7612069 1.4329742 1.8514671 5.7467254
#> lag1_var4 -3.0367331 1.3490678 -4.8741430 -1.2426651
#> const 6.5112908 8.0563574 -4.1908785 17.9342853
#> exo1 -0.2380846 0.5636873 -1.1098108 0.4506317
#> exo2 -5.6998740 0.4473735 -6.1680279 -4.9231692
#> exo3 -2.2710399 0.7432842 -3.2264703 -1.1164740
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008341975 0.002247242 0.005062851 0.01122672
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01657353 0.02187789 -0.04810848 0.012937
#> Sigma[2,2] 1.52511185 0.26700623 1.14902800 1.875109
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007480581 0.01211124 -0.0102375 0.02282314
#> Sigma[3,2] -0.821876541 0.15667040 -1.0699855 -0.63352326
#> Sigma[3,3] 0.489119236 0.10114019 0.3762794 0.65682703
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.000485644 0.00414972 -0.006463059 0.004522999
#> Sigma[4,2] -0.082282538 0.07484919 -0.171726779 0.042531285
#> Sigma[4,3] 0.102069855 0.04231425 0.032694223 0.153892520
#> Sigma[4,4] 0.080948854 0.01148239 0.063329175 0.092653348
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.939562535 0.04066379 0.88057116 0.98611773
#> lag1_var2 -0.004828377 0.04833766 -0.05180996 0.07443662
#> lag1_var3 -0.012592418 0.09460229 -0.10376153 0.14299892
#> lag1_var4 0.012761239 0.08904197 -0.13185152 0.09238403
#> const 1.412218111 1.45169215 -0.37017684 3.47146781
#> exo1 0.010481516 0.06860083 -0.08295315 0.09398932
#> exo2 -0.082283371 0.09670496 -0.20939311 0.04020475
#> exo3 0.039407513 0.09802815 -0.08909916 0.17189424
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.681872 0.8561727 0.6838840 2.863694
#> lag1_var2 -3.240917 1.0328784 -4.6220739 -1.799289
#> lag1_var3 -8.252399 2.0276363 -10.9901220 -5.377511
#> lag1_var4 7.587618 1.8159055 5.0744438 10.019039
#> const -5.320918 17.8275040 -29.1008242 17.901329
#> exo1 -4.375144 1.7727668 -7.1278797 -2.366797
#> exo2 1.353501 0.8870120 0.4907207 2.788914
#> exo3 1.323597 1.1714231 -0.4185784 2.757095
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8156093 0.4796597 -1.488385 -0.2307410
#> lag1_var2 2.0501844 0.4898136 1.294884 2.6033820
#> lag1_var3 5.0245064 0.9579202 3.535305 6.1331640
#> lag1_var4 -3.7518445 0.8644217 -4.781974 -2.4490449
#> const 5.4635212 11.3679038 -8.292786 21.1158589
#> exo1 2.2614543 0.9968467 1.222957 3.8071988
#> exo2 -1.8259307 0.5814864 -2.735474 -1.2100343
#> exo3 -0.7221556 0.8497776 -1.787484 0.6063634
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06528887 0.08865204 -0.1929877 0.04586877
#> lag1_var2 0.16178974 0.24877993 -0.1840306 0.43365493
#> lag1_var3 0.36642070 0.49364269 -0.3222501 0.90597980
#> lag1_var4 0.63910542 0.41911384 0.1688454 1.24550807
#> const 1.74675475 4.11044817 -3.0887378 7.77150192
#> exo1 0.05405327 0.28619745 -0.3512758 0.45763696
#> exo2 -1.40555898 0.22885715 -1.6302674 -1.02212288
#> exo3 -0.05290366 0.42652861 -0.6065841 0.53814998
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002687367 0.0006584056 0.001911229 0.00362924
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04709206 0.02966552 -0.07847629 -0.001530364
#> Sigma[2,2] 4.54442188 1.08592376 3.44797821 6.298387234
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03021697 0.01405153 0.01132455 0.04722312
#> Sigma[3,2] -2.66096359 0.52293575 -3.43760316 -2.08625379
#> Sigma[3,3] 1.61742572 0.29275584 1.29458425 2.08810420
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002439925 0.006469804 -0.001679201 0.01345833
#> Sigma[4,2] 0.040397407 0.256004427 -0.166620924 0.44448880
#> Sigma[4,3] 0.041940798 0.097096097 -0.103372042 0.15172136
#> Sigma[4,4] 0.073217292 0.067296191 0.033127893 0.17372624
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05579132 0.04513771 0.99877981 1.11374629
#> lag1_var2 -0.19466208 0.08091771 -0.31037397 -0.09492248
#> lag1_var3 -0.34033325 0.13671832 -0.53480718 -0.17287807
#> lag1_var4 0.32002671 0.12783932 0.15913517 0.49228643
#> const -0.19456006 0.56017370 -1.15246956 0.36566112
#> exo1 0.03542997 0.04317237 -0.03102694 0.08782917
#> exo2 -0.03033706 0.03938085 -0.08669721 0.01832252
#> exo3 0.04869478 0.05003898 -0.02354214 0.11310547
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7050793 2.117573 -4.163115 1.329075
#> lag1_var2 2.6896385 3.673269 -2.645505 8.026850
#> lag1_var3 3.3651539 6.172259 -5.592437 12.379299
#> lag1_var4 -3.3541290 5.742607 -11.983063 4.678786
#> const 43.7624142 29.525482 7.824855 88.493986
#> exo1 -0.6837229 2.321955 -4.354277 1.693327
#> exo2 0.7418378 1.673391 -1.500667 2.827909
#> exo3 -0.3805412 1.574177 -2.381264 1.759909
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6236402 1.295925 -0.2969948 3.1688001
#> lag1_var2 -2.5069045 2.159849 -5.5645572 0.7966919
#> lag1_var3 -3.5208068 3.640153 -8.6986072 2.0329933
#> lag1_var4 4.2650166 3.393975 -0.7674657 9.2097802
#> const -25.6901464 17.308214 -51.5711593 -5.4617438
#> exo1 0.4641742 1.406503 -0.9755250 2.7169162
#> exo2 -0.7118145 1.004789 -1.8132286 0.6702526
#> exo3 0.3969516 1.000830 -0.9970922 1.7539900
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67263835 0.2507984 0.34472246 1.06108654
#> lag1_var2 -1.45982310 0.5270309 -2.05850096 -0.64818301
#> lag1_var3 -2.44660593 0.8919052 -3.46115034 -1.07112521
#> lag1_var4 3.18748959 0.8318300 1.89974654 4.15784477
#> const -0.57307911 3.4839111 -4.79531769 3.96114586
#> exo1 0.05829015 0.1442032 -0.08124722 0.29954550
#> exo2 -0.29444177 0.2511800 -0.63625614 0.01589764
#> exo3 0.17234554 0.3276343 -0.17375150 0.73569367
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009486132 0.0001536205 0.0007363923 0.001135792
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01060065 0.002865909 -0.01323964 -0.005619096
#> Sigma[2,2] 0.75800063 0.145702049 0.56792195 0.912879559
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009460708 0.004782807 0.003703848 0.01695009
#> Sigma[3,2] -0.257970272 0.130027357 -0.454620425 -0.10401807
#> Sigma[3,3] 1.042513149 0.225360246 0.687704027 1.29297716
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003769434 0.005409873 -0.002473492 0.01122373
#> Sigma[4,2] 0.214087792 0.109416392 0.039950802 0.33127322
#> Sigma[4,3] 0.987945507 0.212109611 0.660580038 1.21051390
#> Sigma[4,4] 1.240004322 0.250351181 0.881993931 1.52423129
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02276604 0.02646550 0.99080004 1.05632089
#> lag1_var2 -0.07735762 0.04549295 -0.13725980 -0.01441483
#> lag1_var3 -0.14433290 0.07751297 -0.24708795 -0.03398912
#> lag1_var4 0.12731352 0.06925882 0.02695232 0.21963327
#> const 0.49073146 0.30293144 0.08039753 0.89866072
#> exo1 -0.04418498 0.02293032 -0.07166667 -0.01039139
#> exo2 -0.13997633 0.02975224 -0.17848794 -0.09778894
#> exo3 0.09729804 0.03094282 0.05120329 0.13333297
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2681792 0.6817542 -2.3595233 -0.4552127
#> lag1_var2 3.6935936 1.0089519 2.4971619 5.0715835
#> lag1_var3 5.0545410 1.8255095 3.0089169 7.6099648
#> lag1_var4 -4.6109816 1.6495974 -6.9289703 -2.7550581
#> const 3.3354900 7.6868841 -7.3537867 14.3048301
#> exo1 -0.3761770 0.6100648 -0.9839154 0.5629619
#> exo2 2.1216600 0.9174602 0.6615796 3.0786650
#> exo3 -0.1328913 1.1875332 -1.4315935 1.7160089
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.250861 0.5768470 -0.75789960 0.6470013
#> lag1_var2 1.149028 1.2559566 -0.53254764 3.0080577
#> lag1_var3 2.662923 2.0822419 -0.05631451 5.7933730
#> lag1_var4 -1.402736 1.8822975 -4.23440582 1.0573104
#> const -11.549096 13.3032017 -33.72049621 3.9331240
#> exo1 1.022098 0.8732493 -0.11119474 2.2281479
#> exo2 -14.326845 1.0573658 -15.65395189 -12.9313319
#> exo3 4.216520 0.7892782 3.06997735 5.3646410
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1017942 0.4968971 -1.706001 -0.2626372
#> lag1_var2 3.1703088 1.6389914 1.452737 5.9014299
#> lag1_var3 5.3762023 2.8306249 2.325381 10.1404162
#> lag1_var4 -3.7790018 2.5777016 -8.144269 -1.0637538
#> const -11.8590027 14.0847295 -33.815805 6.8908706
#> exo1 0.8818881 0.8542946 -0.315009 2.0827514
#> exo2 -14.4295618 1.3037853 -16.203459 -12.7255014
#> exo3 4.6168482 0.7748098 3.471741 5.4762788
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002032114 5.615869e-05 0.0001341413 0.0002817914
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001476873 0.0007673583 -0.002458108 -0.0003120068
#> Sigma[2,2] 0.140092400 0.0376137225 0.096233903 0.1973989332
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001442943 0.0009561576 1.436996e-05 0.002663864
#> Sigma[3,2] -0.065458172 0.0385992981 -1.270047e-01 -0.027492642
#> Sigma[3,3] 0.322259084 0.0651216471 2.625709e-01 0.426184598
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004228966 0.0008933694 -0.0009474592 0.001512685
#> Sigma[4,2] 0.0354571832 0.0451533735 -0.0103388478 0.105876193
#> Sigma[4,3] 0.2868573620 0.0626330789 0.2098024731 0.381770876
#> Sigma[4,4] 0.3248400190 0.0875779265 0.2242363792 0.458415253
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00089949 0.003266069 0.9976829503 1.00624337
#> lag1_var2 -0.09121818 0.021039722 -0.1165319752 -0.06012491
#> lag1_var3 -0.13138773 0.028534670 -0.1662393432 -0.08769102
#> lag1_var4 0.12414859 0.028242462 0.0808333824 0.15838267
#> const 0.51903147 0.112438308 0.3403439787 0.61297964
#> exo1 0.01790155 0.011321103 0.0008583413 0.03364596
#> exo2 -0.11512850 0.013514474 -0.1316939782 -0.09521894
#> exo3 0.01316045 0.025591553 -0.0229195704 0.04198401
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2051590 0.1381757 0.03650186 0.3974857
#> lag1_var2 0.7820406 0.9877960 -0.49139087 2.2440035
#> lag1_var3 0.4412891 1.3657384 -1.41611429 2.4386475
#> lag1_var4 -0.4383250 1.3205272 -2.38576845 1.3357288
#> const -3.5795350 2.9824191 -7.60600596 0.7971980
#> exo1 -0.1149638 0.2594013 -0.51529083 0.1840432
#> exo2 4.3187923 0.3537811 3.99183658 4.9163926
#> exo3 -0.1148529 0.7182123 -1.01890151 0.9270618
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01594770 0.2833509 -0.3965020 0.3848207
#> lag1_var2 1.11964754 1.3998989 -1.0200821 2.6600844
#> lag1_var3 1.02580206 1.9219975 -1.8293474 3.2748876
#> lag1_var4 -0.09212325 1.8573046 -2.2723376 2.6577996
#> const 2.07859083 5.2519023 -5.6080638 8.7055630
#> exo1 -0.12683998 0.6136337 -1.0618806 0.7001720
#> exo2 -5.67655464 0.5923184 -6.3908656 -4.7764328
#> exo3 1.39165020 0.7270873 0.3618872 2.2278470
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12264987 0.2873522 -0.2615496 0.5465519
#> lag1_var2 1.40376043 1.8545523 -1.6922914 3.5744740
#> lag1_var3 0.92323933 2.5380448 -3.2451993 3.8842614
#> lag1_var4 0.02755081 2.4556856 -2.8477026 4.0492544
#> const -1.42159492 4.6659289 -8.1754835 3.4589312
#> exo1 -0.21677915 0.5804809 -0.9845312 0.6403046
#> exo2 -2.63790755 0.6984550 -3.3365689 -1.5347577
#> exo3 1.44313553 0.7481982 0.4991453 2.4899197
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004777474 0.000110888 0.0003270846 0.00064113
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01365515 0.003203759 -0.01758849 -0.00942374
#> Sigma[2,2] 1.01925168 0.289287971 0.76212384 1.48611728
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00713237 0.00290021 0.00364469 0.01087471
#> Sigma[3,2] -0.57925450 0.14279870 -0.77459228 -0.43688412
#> Sigma[3,3] 0.57880275 0.13091365 0.44516081 0.78802023
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001882089 0.002456729 -0.005404118 0.001339687
#> Sigma[4,2] 0.083365701 0.123348472 -0.047424932 0.270542835
#> Sigma[4,3] 0.229325689 0.094161583 0.111728669 0.375168095
#> Sigma[4,4] 0.313944550 0.073912394 0.206661456 0.415502045
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98195331 0.01072076 0.96664963 0.99743136
#> lag1_var2 -0.01518322 0.03103829 -0.06392181 0.02492732
#> lag1_var3 -0.02526477 0.04764495 -0.10008476 0.03591594
#> lag1_var4 0.02631417 0.04439766 -0.03209740 0.09513320
#> const 0.44874125 0.23240267 0.12240735 0.72165424
#> exo1 0.02209818 0.02420899 -0.01456886 0.05190835
#> exo2 -0.05514650 0.01623760 -0.07177122 -0.02906520
#> exo3 0.03172441 0.03754291 -0.02096939 0.07702801
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09472657 0.5564688 -0.8035016 0.6326266
#> lag1_var2 -0.39645195 2.3124176 -3.5057918 2.1980645
#> lag1_var3 -1.84327232 3.5999254 -6.7404519 2.1606613
#> lag1_var4 1.81260589 3.3052921 -1.9163588 6.3264334
#> const 6.43342777 8.8205278 -7.4615307 18.7159215
#> exo1 -1.17727012 1.1892813 -2.8176509 0.3095383
#> exo2 2.08995197 1.0283848 0.9078338 3.5810961
#> exo3 1.06766142 1.8661720 -1.2447306 3.8629840
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4191375 0.2954915 -0.8596954 -0.05341531
#> lag1_var2 2.6446906 1.2016893 1.1819271 4.43408985
#> lag1_var3 4.7033596 1.8858024 2.4883203 7.60354408
#> lag1_var4 -3.6149343 1.7075070 -6.2174404 -1.57019384
#> const 3.9092820 12.2318553 -15.3348878 19.63148016
#> exo1 1.0017091 0.7116518 0.1743651 2.05597115
#> exo2 -5.1539746 0.6146118 -5.8910348 -4.20576671
#> exo3 -0.8536451 0.9114553 -1.8959258 0.44541233
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5499728 0.4540878 -1.17725558 0.01192374
#> lag1_var2 2.1690677 1.0914040 0.84231400 3.70304654
#> lag1_var3 3.1484506 1.6361508 1.12075351 5.42985672
#> lag1_var4 -2.0444647 1.5186014 -4.17728640 -0.13381670
#> const 7.6082468 8.4696274 -5.33522334 18.78581062
#> exo1 0.2510082 0.2521634 -0.08454412 0.57520939
#> exo2 -4.4051734 0.7931255 -5.41103649 -3.24571402
#> exo3 -0.1985376 1.2329191 -2.12666621 1.13424633
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001426679 0.000271985 0.001116813 0.001856988
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03775618 0.01389603 -0.05919201 -0.02376235
#> Sigma[2,2] 2.34555593 0.67732599 1.62535860 3.39675443
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03763366 0.01166306 0.02488403 0.05593079
#> Sigma[3,2] -1.86932909 0.60730842 -2.82333616 -1.19925284
#> Sigma[3,3] 1.79936235 0.55266120 1.24393126 2.65949854
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01334224 0.003778684 0.0086916 0.01889401
#> Sigma[4,2] -0.28965497 0.188056171 -0.5530303 -0.05469988
#> Sigma[4,3] 0.58413699 0.182166967 0.3847700 0.87087908
#> Sigma[4,4] 0.44000451 0.100304328 0.3259926 0.57683137
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97622849 0.04126160 0.922260460 1.02867015
#> lag1_var2 0.03411699 0.06828014 -0.046495745 0.13141646
#> lag1_var3 0.04827655 0.10160190 -0.071370528 0.19348164
#> lag1_var4 -0.05019102 0.08985510 -0.177231274 0.05416874
#> const 0.66378050 0.50241612 0.009523388 1.30879037
#> exo1 -0.01152930 0.03010168 -0.053669893 0.02648204
#> exo2 -0.19024829 0.02577616 -0.221998654 -0.15243561
#> exo3 -0.05882362 0.04846019 -0.106931370 0.01967308
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.8055447 1.869874 -4.0958222 0.3970658
#> lag1_var2 4.7665787 3.529902 -0.6789276 8.6892331
#> lag1_var3 5.8704002 5.197415 -2.1285018 11.6553926
#> lag1_var4 -5.0800098 4.715882 -10.3369717 2.1658461
#> const 11.0186215 23.010285 -21.9007907 41.6735900
#> exo1 0.2334938 1.716877 -1.5191840 2.8748837
#> exo2 2.7879076 1.052043 1.4902810 4.2022102
#> exo3 1.8838198 2.073137 -1.3144153 4.1179647
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0301075 1.6253663 -1.469203 2.1037642
#> lag1_var2 -0.1745318 2.4903487 -2.805686 3.9664212
#> lag1_var3 0.4857192 3.6544628 -3.367278 6.5519824
#> lag1_var4 0.1804847 3.2805301 -5.265414 3.6441869
#> const -2.0150687 22.5863482 -31.821867 31.7567152
#> exo1 0.1528648 1.3258192 -1.875224 1.4471935
#> exo2 -3.6859214 0.7489521 -4.810503 -2.8861483
#> exo3 -2.7040187 1.4464763 -4.362135 -0.6005425
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0576401 0.5832195 -1.958481 -0.3315347
#> lag1_var2 3.0128596 0.9183047 1.548902 4.1777590
#> lag1_var3 4.3962434 1.3776428 2.191370 6.1365141
#> lag1_var4 -3.1294194 1.2659220 -4.775473 -1.1337200
#> const 5.1952698 9.6149908 -5.245964 20.5001388
#> exo1 0.3507812 0.5086431 -0.261669 1.0761929
#> exo2 -2.1038978 0.6693227 -3.006122 -1.1044502
#> exo3 -1.7143383 0.5814019 -2.582749 -1.0589858
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007434969 0.0001591328 0.0005414611 0.0009737367
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002498072 0.001854823 -0.004902749 0.0002353163
#> Sigma[2,2] 0.250542764 0.062375892 0.174925334 0.3407430445
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001118405 0.001124378 -0.001381585 0.00180478
#> Sigma[3,2] -0.1088251503 0.053495199 -0.185392486 -0.03740369
#> Sigma[3,3] 0.1688488647 0.049316055 0.107753348 0.24113728
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001656162 0.001350564 -0.0031985541 0.0001765878
#> Sigma[4,2] 0.058685020 0.048011269 -0.0003339396 0.1280602332
#> Sigma[4,3] 0.105062049 0.032755272 0.0732379795 0.1629209022
#> Sigma[4,4] 0.154056990 0.044505504 0.0980248175 0.2266081173
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.951660374 0.02363579 0.91704846 0.97902165
#> lag1_var2 0.038377048 0.06224384 -0.03859001 0.12544971
#> lag1_var3 0.056184754 0.09313597 -0.06180194 0.18648988
#> lag1_var4 -0.047950800 0.08904498 -0.17175396 0.06597076
#> const 0.576002134 0.32242678 0.04771251 0.93574533
#> exo1 -0.039261216 0.02695012 -0.08132725 -0.01009100
#> exo2 0.006524689 0.02313577 -0.02580358 0.04252359
#> exo3 -0.015099566 0.02761182 -0.05800433 0.01928995
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31148037 0.4859162 -0.31644014 0.8792064
#> lag1_var2 0.25762395 2.1926447 -2.76541118 3.2723566
#> lag1_var3 -0.92220746 3.2786030 -5.40218316 3.6491389
#> lag1_var4 0.82230885 3.1262512 -3.55073686 5.1012634
#> const 0.14775227 5.9925688 -5.69030513 10.5878031
#> exo1 -0.05347571 0.5331560 -0.70143800 0.7986976
#> exo2 0.66919066 0.4641439 0.08609124 1.3441882
#> exo3 -2.12079147 0.4557942 -2.67824618 -1.4707659
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.47930913 0.6189793 -1.1391411 0.4714036
#> lag1_var2 2.26087382 2.4101869 -1.6112923 5.0831950
#> lag1_var3 4.45215769 3.6040492 -1.2996443 8.7343383
#> lag1_var4 -3.30843028 3.4289058 -7.4085201 2.1537173
#> const 1.76234614 3.8502431 -2.2584687 7.7240256
#> exo1 -0.04904759 0.3218870 -0.3980456 0.4648463
#> exo2 -1.39834935 0.5091525 -2.2227962 -1.0460356
#> exo3 1.26889432 0.4642100 0.5323193 1.8401547
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32016421 0.6266206 -1.1445622 0.5081582
#> lag1_var2 2.20958545 2.7464827 -1.7457010 5.8052487
#> lag1_var3 3.51619551 4.1283651 -2.4460347 8.9134622
#> lag1_var4 -2.40689197 3.9460961 -7.5694954 3.2787006
#> const 0.89215602 3.6057671 -3.6489328 5.7906208
#> exo1 -0.08289471 0.3984567 -0.5342299 0.5123069
#> exo2 -1.05072792 0.3424373 -1.5946577 -0.6930237
#> exo3 -0.11111224 0.5264680 -0.7709932 0.5877200
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006931002 0.0001208155 0.0004962426 0.0008106132
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008722595 0.002622045 -0.004641694 0.002649975
#> Sigma[2,2] 0.2284978024 0.103742777 0.152337819 0.419033713
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004858271 0.006433234 -0.00312811 0.01393987
#> Sigma[3,2] -0.209125302 0.100427510 -0.37274874 -0.10453977
#> Sigma[3,3] 1.385943950 0.329352858 0.99575015 1.78954333
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004617361 0.005877903 -0.003012294 0.012910353
#> Sigma[4,2] -0.065083304 0.061247257 -0.159487004 0.001308683
#> Sigma[4,3] 1.302562031 0.320915709 0.885898388 1.726759892
#> Sigma[4,4] 1.312460119 0.307697400 0.911842125 1.733738229
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98317164 0.009760976 0.97390491 1.000082170
#> lag1_var2 -0.06982093 0.034572614 -0.12190991 -0.025416485
#> lag1_var3 -0.12029563 0.053850631 -0.19702694 -0.045930041
#> lag1_var4 0.11947163 0.053202449 0.04740283 0.195685395
#> const 0.43794356 0.264143938 0.02476522 0.742220815
#> exo1 -0.02338638 0.013720740 -0.03745348 -0.002491467
#> exo2 -0.06091260 0.030391369 -0.09954890 -0.023618354
#> exo3 -0.09051589 0.022963024 -0.12348719 -0.063105605
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67469893 0.2260276 0.3867139 0.9710863
#> lag1_var2 -4.36302413 0.7644101 -5.2205762 -3.1109947
#> lag1_var3 -7.22041957 1.1672112 -8.4563159 -5.2524214
#> lag1_var4 7.10044693 1.1266383 5.1972481 8.2708967
#> const -4.70049364 6.7884704 -13.1452466 4.5159102
#> exo1 0.01636769 0.5054705 -0.6830915 0.7027372
#> exo2 1.71729658 0.5481245 0.9516058 2.4515270
#> exo3 0.45526770 0.4579811 -0.1780229 1.0345573
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3287535 0.4402758 -1.98916587 -0.8845414
#> lag1_var2 11.0503606 1.2867580 9.45535253 12.8423152
#> lag1_var3 16.9981007 2.0505667 14.76297622 19.9651761
#> lag1_var4 -15.8827809 1.9807300 -18.70001959 -13.6827688
#> const 18.8797182 14.3430325 2.33091464 39.2353108
#> exo1 0.9785814 1.4258075 -0.81236804 2.9281611
#> exo2 1.2160925 1.3233595 -0.44188685 3.1012282
#> exo3 1.7175064 1.2313413 -0.02361853 3.0870250
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9233666 0.3970843 -1.5493388 -0.5604304
#> lag1_var2 8.1879651 1.2201473 6.7055133 9.8064937
#> lag1_var3 12.2329415 1.9068432 10.0398504 15.0140914
#> lag1_var4 -11.1803998 1.8497734 -13.8109349 -8.9763656
#> const 15.4767696 13.5144016 -2.2646766 34.0137053
#> exo1 1.0505272 1.2395595 -0.4571503 2.7563719
#> exo2 2.4829773 1.2614737 0.8957465 4.2607396
#> exo3 2.1006771 1.0887318 0.4501852 3.2475595
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001964334 0.0003462316 0.001433618 0.002282242
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.01227104 0.01159491 -0.002783327 0.02737932
#> Sigma[2,2] 1.97710128 0.71133505 1.289949562 3.12629129
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01384528 0.009073876 -0.02567708 -0.003036647
#> Sigma[3,2] -1.20541752 0.563790144 -2.08000089 -0.687826158
#> Sigma[3,3] 1.13901225 0.435285816 0.67900053 1.811740966
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007557427 0.004260512 -0.01237662 -0.001226274
#> Sigma[4,2] -0.027661422 0.195739949 -0.35115276 0.136576397
#> Sigma[4,3] 0.518568154 0.149602143 0.31551680 0.710920063
#> Sigma[4,4] 0.624886947 0.140461703 0.48093929 0.849133305
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9883161151 0.01105820 0.976509655 1.00493778
#> lag1_var2 0.0005381604 0.02486025 -0.038135741 0.02800602
#> lag1_var3 -0.0055449163 0.04241511 -0.071879741 0.03882307
#> lag1_var4 -0.0018576709 0.03496058 -0.039192156 0.05277465
#> const 0.6855117988 0.39165905 0.133572309 1.18099537
#> exo1 0.0023879233 0.04387897 -0.064543811 0.05971007
#> exo2 -0.1233580132 0.03600370 -0.174216674 -0.07081191
#> exo3 0.0490630150 0.03285937 -0.005870429 0.08714993
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4141749 0.7360022 -1.5384677 0.4603661
#> lag1_var2 0.4289667 0.9498272 -0.6392143 1.7599250
#> lag1_var3 -0.4764168 1.4328368 -2.1454622 1.5017070
#> lag1_var4 0.6288674 1.0984397 -0.8247029 1.9177955
#> const 5.8418249 12.1034292 -8.4293861 22.8766493
#> exo1 -0.8518722 1.3364683 -2.5735674 1.0800378
#> exo2 0.5631379 1.1421764 -0.5895220 2.4023210
#> exo3 2.0562079 0.9514585 0.7317319 3.1778014
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.994119380 0.5630903 0.2006361 1.7578794
#> lag1_var2 -0.379736796 0.8114516 -1.4483457 0.7231628
#> lag1_var3 -0.001517343 1.2147521 -1.5374307 1.6939156
#> lag1_var4 0.600057560 0.9693922 -0.7521436 1.7755302
#> const -2.872520532 6.4532564 -11.0693711 5.6799692
#> exo1 0.982309533 0.9901946 -0.3920516 1.9700405
#> exo2 -2.242181760 1.0337927 -3.8595304 -1.3509283
#> exo3 0.034656474 1.0406491 -1.4519142 1.2955246
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8987534 0.4488677 0.2561860 1.47847206
#> lag1_var2 -0.8173519 0.5190455 -1.4000775 -0.03455826
#> lag1_var3 -1.4692679 0.7913710 -2.3577587 -0.27066834
#> lag1_var4 2.1232239 0.6452242 1.1450918 2.79741173
#> const -0.9634107 6.3368605 -8.9630470 7.53428763
#> exo1 0.5239120 0.6732569 -0.4192346 1.35601823
#> exo2 -2.3724135 0.6326226 -3.3430188 -1.62897230
#> exo3 1.6931160 0.9051454 0.2645013 2.75509131
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00800086 0.002334243 0.00526433 0.01142983
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0003327127 0.0009590355 -0.001109035 0.001311213
#> Sigma[2,2] 0.0062815789 0.0007386793 0.005119105 0.006930961
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001274364 0.001390521 -0.003353920 0.0002691564
#> Sigma[3,2] -0.006865489 0.002257646 -0.008678342 -0.0030365355
#> Sigma[3,3] 0.025344066 0.005667484 0.017225556 0.0330680559
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001121953 0.001015615 -0.002617424 -9.512461e-05
#> Sigma[4,2] -0.002675763 0.002122991 -0.004336955 6.805029e-04
#> Sigma[4,3] 0.021716192 0.005103381 0.014839975 2.917740e-02
#> Sigma[4,4] 0.021005137 0.004697356 0.014773713 2.805906e-02
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89094970 0.08498224 0.76741398 0.98824618
#> lag1_var2 0.24533989 0.36762040 -0.20046149 0.75805107
#> lag1_var3 0.34134719 0.47628540 -0.26996522 0.97638342
#> lag1_var4 -0.33242174 0.47074858 -0.97331501 0.27380168
#> const 1.71547627 0.77812976 0.59008164 2.77001938
#> exo1 0.05115354 0.08774036 -0.06061066 0.18158516
#> exo2 -0.01572165 0.10329022 -0.16770091 0.10814427
#> exo3 -0.01154771 0.08627216 -0.13450843 0.09787896
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17272495 0.07346407 -0.26197205 -0.07303025
#> lag1_var2 0.37504087 0.35538661 -0.17514285 0.66785478
#> lag1_var3 -0.38994239 0.48458745 -1.17525822 0.01171722
#> lag1_var4 0.45517783 0.47889320 0.07302574 1.23444951
#> const 0.88346093 0.77427654 -0.13637657 1.93237759
#> exo1 -0.08908153 0.09138264 -0.16104461 0.06076505
#> exo2 0.61568721 0.08267058 0.50243276 0.72409226
#> exo3 0.38723067 0.09311435 0.24227063 0.48418470
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39610126 0.1819325 0.113270426 0.6153560
#> lag1_var2 0.19173084 0.2533475 -0.005308334 0.6054408
#> lag1_var3 0.55921296 0.3766931 0.182801060 1.1423161
#> lag1_var4 0.24640047 0.3824600 -0.355727754 0.6187460
#> const 2.82135911 2.0624917 -0.325779527 4.9224896
#> exo1 -0.01483618 0.1411704 -0.234077054 0.1605928
#> exo2 -1.08414108 0.1799129 -1.318804178 -0.8516567
#> exo3 -0.61148853 0.1939906 -0.881338145 -0.3523407
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28141989 0.1701338 0.03853674 0.49056420
#> lag1_var2 0.05578173 0.2224599 -0.25230915 0.37278196
#> lag1_var3 -0.31582688 0.3468874 -0.79273281 0.15590093
#> lag1_var4 1.17607713 0.3321048 0.70477391 1.60694784
#> const 2.59038555 2.1740693 -0.57621597 5.12247088
#> exo1 -0.08616651 0.1197520 -0.25267528 0.06177047
#> exo2 -0.67398196 0.1596509 -0.90728503 -0.50939677
#> exo3 -0.35230346 0.1712786 -0.57922826 -0.11043762
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007687092 0.001693281 0.0001624799 0.003229999
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01125976 0.01296148 -0.03081186 -0.004871448
#> Sigma[2,2] 0.50156810 0.11539685 0.39315720 0.686443480
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008491432 0.00843785 0.003885073 0.02159237
#> Sigma[3,2] -0.426580333 0.09593531 -0.560259635 -0.33736658
#> Sigma[3,3] 0.457422456 0.11490092 0.338210938 0.64766086
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001132955 0.0006755047 0.0003833676 0.002166288
#> Sigma[4,2] -0.105532369 0.0512182336 -0.1920173132 -0.051851044
#> Sigma[4,3] 0.191923804 0.0725612848 0.1266316476 0.312296020
#> Sigma[4,4] 0.132674824 0.0453963249 0.0927109865 0.205006014
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01672559 0.02469481 0.99128034 1.05559669
#> lag1_var2 -0.09314849 0.10398039 -0.25848157 -0.01750821
#> lag1_var3 -0.14666017 0.15922228 -0.40049589 -0.03048899
#> lag1_var4 0.12913049 0.14773498 0.02185651 0.36436416
#> const 0.68359552 0.22327342 0.38780883 0.99608147
#> exo1 0.00108103 0.01557758 -0.01512806 0.02732051
#> exo2 -0.06874928 0.01572587 -0.08814702 -0.04506801
#> exo3 0.01974240 0.03905142 -0.01699774 0.08448768
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7743530 0.5916239 -2.354370 -0.9339679
#> lag1_var2 4.4029776 1.6707773 1.821537 6.3957252
#> lag1_var3 5.5998135 2.6205918 1.588824 8.7606833
#> lag1_var4 -4.8489527 2.4589169 -7.812598 -1.0902304
#> const 2.0392601 6.9499676 -9.746622 9.1454728
#> exo1 -0.3964352 0.8024350 -1.432827 0.8238736
#> exo2 3.7544496 0.7138993 2.802925 4.8242784
#> exo3 -0.4565164 1.0310183 -1.847533 0.9613919
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2574657 0.5613214 0.5739814 2.0097904
#> lag1_var2 -1.7560374 1.3863854 -3.3602413 0.4720214
#> lag1_var3 -1.8456954 2.1888549 -4.4583967 1.6224580
#> lag1_var4 2.2404720 2.0674856 -1.0297611 4.7248792
#> const 3.9752501 8.2918488 -5.6189946 17.4084464
#> exo1 0.4792979 0.7462614 -0.4552276 1.5066279
#> exo2 -4.1666707 0.5528335 -4.9992476 -3.5581903
#> exo3 1.0185777 0.9350278 -0.4479534 2.1474880
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0849339 0.3407235 -0.275679485 0.5805502
#> lag1_var2 0.7737040 0.6586060 -0.031636012 1.8942204
#> lag1_var3 1.2997076 1.0519956 -0.005960594 3.0847133
#> lag1_var4 -0.3962461 0.9853021 -2.079072221 0.7973499
#> const 4.5889400 4.5154133 -1.291626228 10.6717761
#> exo1 0.2317207 0.3534166 -0.255108867 0.7098640
#> exo2 -1.8832978 0.3000631 -2.349191558 -1.5126709
#> exo3 0.7994194 0.4091917 0.129142110 1.1173189
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007990176 0.0007740271 0.000460273 0.001942085
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006906022 0.003708738 -0.009361946 -0.001116892
#> Sigma[2,2] 0.245746358 0.044419805 0.189234063 0.314697843
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005655695 0.002313093 0.003498427 0.009247888
#> Sigma[3,2] -0.157149267 0.019005788 -0.182786735 -0.133467065
#> Sigma[3,3] 0.160420141 0.029089831 0.123983754 0.194684053
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001627767 0.004624958 -0.001616611 0.008518429
#> Sigma[4,2] -0.012946104 0.031674536 -0.041956313 0.034993774
#> Sigma[4,3] 0.072249955 0.022637126 0.039832442 0.098321451
#> Sigma[4,4] 0.069048547 0.022309626 0.047192944 0.104148120
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96845079 0.02340564 0.94051518 1.00305895
#> lag1_var2 0.04978944 0.06834632 -0.03329124 0.15227649
#> lag1_var3 0.09130922 0.11584850 -0.04785063 0.26658166
#> lag1_var4 -0.09065193 0.10831931 -0.25493758 0.03721998
#> const 0.72767901 0.38777377 0.22015763 1.26228785
#> exo1 -0.01065398 0.02077995 -0.04150344 0.01476136
#> exo2 -0.11265457 0.01915401 -0.13459444 -0.08336187
#> exo3 0.06053630 0.01942318 0.03313786 0.08165037
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.52008865 0.5920324 -1.0391387 0.4939719
#> lag1_var2 1.52591368 2.2298359 -2.2271951 3.4655748
#> lag1_var3 1.06914204 3.7625412 -5.2450905 4.4922653
#> lag1_var4 -0.86605395 3.5526884 -4.0645866 5.0978887
#> const 0.63807824 5.6104450 -6.5297156 9.2348320
#> exo1 0.20703996 0.4593058 -0.4478572 0.8285576
#> exo2 0.33553491 0.4594359 -0.1739327 1.1049939
#> exo3 -0.04363134 0.2681546 -0.3117813 0.3589940
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1607994 0.3537088 -0.71590141 0.2692666
#> lag1_var2 0.5546792 1.3817573 -0.97958636 2.6122194
#> lag1_var3 1.9150381 2.3277631 -0.75742320 5.3036216
#> lag1_var4 -0.9249082 2.1856993 -4.11584782 1.5275931
#> const 4.1731663 2.8504722 0.40128324 8.1426694
#> exo1 -0.1287396 0.3964053 -0.51696433 0.4662354
#> exo2 -0.8821331 0.3597433 -1.46809062 -0.5151264
#> exo3 0.3478914 0.2684089 -0.02200151 0.6461699
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.509557881 0.1863605 -0.68887069 -0.20788278
#> lag1_var2 1.125494629 0.4863404 0.65622814 1.89063386
#> lag1_var3 1.991717891 0.8574341 1.15068441 3.34561034
#> lag1_var4 -0.852778426 0.8378155 -2.19213021 -0.05387072
#> const 3.817826320 1.5031374 1.73853371 5.74502482
#> exo1 -0.005280169 0.2649361 -0.27696984 0.41103227
#> exo2 -0.738493505 0.2350925 -1.05922727 -0.43653487
#> exo3 0.345105753 0.2199793 0.02597563 0.58909706
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003983955 0.0006266053 0.0001450784 0.001345676
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0001753429 0.005409457 -0.002773965 0.00804246
#> Sigma[2,2] 0.1714227125 0.052879794 0.127494330 0.25241844
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001244712 0.003483184 -0.002171887 0.006658466
#> Sigma[3,2] -0.092723252 0.045043277 -0.148550852 -0.027916344
#> Sigma[3,3] 0.391549568 0.076544161 0.303659043 0.516410546
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001140147 0.00715938 -0.003556941 0.01171289
#> Sigma[4,2] 0.023428209 0.06554907 -0.028535757 0.13494831
#> Sigma[4,3] 0.341107641 0.08048753 0.280026040 0.47679950
#> Sigma[4,4] 0.369888788 0.11826290 0.289973081 0.56462927
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95547694 0.01063215 0.938004104 0.96590120
#> lag1_var2 0.11624734 0.11013933 0.039001056 0.28885527
#> lag1_var3 0.15287631 0.16498713 0.036330866 0.41348914
#> lag1_var4 -0.14580960 0.16407961 -0.405714168 -0.03292667
#> const 0.69419218 0.13551086 0.525064797 0.87380831
#> exo1 0.01151821 0.02971762 -0.018762019 0.05732402
#> exo2 -0.03535945 0.01505818 -0.059227518 -0.01909036
#> exo3 0.03951929 0.03297043 0.003620009 0.09308922
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4216624 0.3646956 0.1107662 1.06076039
#> lag1_var2 -1.7284891 1.5048106 -4.0674295 0.15175404
#> lag1_var3 -3.3902000 2.2161895 -6.8545470 -0.74699277
#> lag1_var4 3.2891455 2.1081013 0.6560388 6.52302315
#> const -2.8506638 4.7712332 -9.8175441 3.35171282
#> exo1 -0.3498140 0.3114781 -0.8061322 0.02892828
#> exo2 0.3075225 0.2534599 0.0333457 0.70089090
#> exo3 0.2146289 0.4646872 -0.2947314 0.93267612
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33918781 0.5382519 -0.3411778 1.1289977
#> lag1_var2 1.85788795 2.6027417 -0.9790105 5.2077012
#> lag1_var3 3.29916232 3.8165317 -1.0248464 8.3006341
#> lag1_var4 -2.50824729 3.6700079 -7.2233264 1.6943383
#> const 3.66150957 6.7444869 -4.0655322 13.8832903
#> exo1 0.77515849 0.8186053 -0.1157309 2.0185001
#> exo2 -0.40075475 0.5612379 -1.0869530 0.4364449
#> exo3 -0.04381993 0.4953088 -0.6558905 0.6812078
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6331568 0.4531730 0.2061545 1.3744012
#> lag1_var2 0.3789659 2.0658070 -2.1728813 3.0698146
#> lag1_var3 0.5418445 3.0333886 -3.1942196 4.4303486
#> lag1_var4 0.1890074 2.9432535 -3.5973547 3.8457936
#> const 0.9165727 4.9977285 -4.6456381 8.0884853
#> exo1 0.5653341 0.7531145 -0.3571162 1.7005944
#> exo2 -0.2008989 0.5604071 -0.9603452 0.5534811
#> exo3 0.1072307 0.4276684 -0.5716461 0.6401590
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000570395 0.0002737981 0.0003369944 0.001006304
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0168398 0.005925773 -0.02624735 -0.01073137
#> Sigma[2,2] 1.1529637 0.413055072 0.82944183 1.79738226
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01499207 0.005967533 0.009524665 0.02446448
#> Sigma[3,2] -0.93068297 0.377674055 -1.540953074 -0.63215364
#> Sigma[3,3] 1.00468337 0.362268595 0.699828173 1.58310911
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005756647 0.003476737 0.001857175 0.01055586
#> Sigma[4,2] -0.293557178 0.162236592 -0.559109286 -0.15319720
#> Sigma[4,3] 0.513529814 0.180223891 0.350153407 0.82108657
#> Sigma[4,4] 0.376966147 0.116653912 0.266572763 0.57703192
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983966762 0.02440570 0.94510198 1.01322873
#> lag1_var2 -0.005487634 0.03787192 -0.05574117 0.04694749
#> lag1_var3 -0.007786210 0.06340919 -0.09148565 0.07909871
#> lag1_var4 0.004241653 0.05693073 -0.07248204 0.07940645
#> const 0.668198373 0.27233752 0.38010778 1.05341515
#> exo1 -0.009058588 0.02113525 -0.03669531 0.01925691
#> exo2 -0.077495958 0.02977404 -0.12202759 -0.04213748
#> exo3 0.072063300 0.02866550 0.03667407 0.11168103
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6970301 1.004925 -1.8442139 0.4119437
#> lag1_var2 2.1002031 1.506938 0.2007642 4.1881378
#> lag1_var3 2.3141242 2.516946 -0.7754116 5.7528704
#> lag1_var4 -2.0617059 2.270271 -5.0940258 0.7273291
#> const 5.2878641 14.011472 -12.1531630 26.0446888
#> exo1 0.9774432 1.011666 -0.4854844 2.2102313
#> exo2 3.1614085 1.368629 1.0275476 5.0355587
#> exo3 -0.4269783 1.164111 -2.0059861 0.9526852
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3272014 0.9440939 1.154104 3.637084
#> lag1_var2 -4.6564024 1.7543916 -7.485214 -2.842083
#> lag1_var3 -7.2537551 3.0055594 -12.156097 -4.143176
#> lag1_var4 7.3780547 2.7185439 4.617374 11.824047
#> const -9.9017072 12.1816396 -27.820841 5.545813
#> exo1 -0.5396305 0.7812958 -1.546313 0.528590
#> exo2 -7.8539827 1.0846708 -9.524708 -6.377140
#> exo3 -0.1150428 1.3212852 -1.668427 1.845695
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1093457 0.6298281 1.4311641 3.1082258
#> lag1_var2 -4.2636123 1.1598127 -6.3860611 -3.2845000
#> lag1_var3 -7.3339685 2.0029199 -10.9875932 -5.6709689
#> lag1_var4 7.5526997 1.8081573 6.0837140 10.8343497
#> const -8.5962916 7.0160384 -19.4216672 -0.6659014
#> exo1 0.0408673 0.4261205 -0.5268218 0.6179099
#> exo2 -6.5661617 0.5691265 -7.4674271 -5.8745632
#> exo3 -0.3738267 0.8861727 -1.5261008 0.9428230
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002675578 7.787783e-05 0.000152366 0.0003666683
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006951523 0.0007032562 -0.001745881 0.0001595582
#> Sigma[2,2] 0.0359362833 0.0116764695 0.025671503 0.0563818960
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001568968 0.001210535 0.0007665121 0.003699289
#> Sigma[3,2] -0.036140861 0.016082907 -0.0623123311 -0.022212275
#> Sigma[3,3] 0.089682180 0.037832826 0.0574267048 0.157050781
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001118518 0.0009855026 0.0005646488 0.002626195
#> Sigma[4,2] -0.011146694 0.0107943272 -0.0276699546 0.002284380
#> Sigma[4,3] 0.067771862 0.0317616817 0.0407502257 0.120354440
#> Sigma[4,4] 0.063557759 0.0287561969 0.0383491385 0.108780634
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9669339364 0.005319676 0.959051870 0.97339788
#> lag1_var2 0.0433053496 0.032255661 0.008232515 0.09521956
#> lag1_var3 0.0259088105 0.041840874 -0.013402332 0.09701194
#> lag1_var4 -0.0230660813 0.041068175 -0.093358774 0.01416805
#> const 0.7492617351 0.126098612 0.584186352 0.92128387
#> exo1 0.0009717123 0.015446691 -0.018462008 0.01945582
#> exo2 -0.0341102097 0.012139918 -0.050225868 -0.01874080
#> exo3 0.0161704570 0.012750941 -0.002388962 0.02995059
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1544548 0.07457184 0.05444862 0.2534475
#> lag1_var2 -0.3991581 0.66269161 -1.32162412 0.3840429
#> lag1_var3 -1.5256765 0.84725138 -2.67266552 -0.5701683
#> lag1_var4 1.4704774 0.82074111 0.56386566 2.5735058
#> const 0.7825013 2.63720307 -2.63070000 3.9960831
#> exo1 0.1436290 0.12839492 -0.06343491 0.3016454
#> exo2 0.3176364 0.17689627 0.12588324 0.5735439
#> exo3 -0.3140329 0.17132303 -0.56716770 -0.1349491
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29899700 0.1434282 -0.5123078 -0.1195247
#> lag1_var2 1.52599969 1.4437107 -0.4090853 3.5344744
#> lag1_var3 2.51568725 1.8415648 0.1142254 5.0890948
#> lag1_var4 -1.45707527 1.7859158 -3.9524771 0.8650207
#> const 2.28223638 3.3204436 -2.1727318 6.5049788
#> exo1 -0.04235944 0.1954127 -0.2852586 0.2021456
#> exo2 -1.24302606 0.2173361 -1.5776266 -0.9989839
#> exo3 1.70004667 0.1644676 1.4917255 1.9460718
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21100730 0.1250669 -0.4177324 -0.07650769
#> lag1_var2 0.89277994 1.2827006 -0.6647417 2.82984457
#> lag1_var3 0.90049803 1.6668656 -1.0582134 3.40759616
#> lag1_var4 0.13756991 1.6174534 -2.2969626 2.02771083
#> const 2.01098247 2.5712538 -2.0285343 4.86105768
#> exo1 0.06821971 0.2103634 -0.1723501 0.36935746
#> exo2 -1.09473648 0.1643029 -1.3090179 -0.87062314
#> exo3 1.54499127 0.1781012 1.2884613 1.74813388
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001352854 0.0004252935 0.0008092798 0.00198318
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01620282 0.005710476 -0.02457433 -0.0092113
#> Sigma[2,2] 0.49690028 0.113062523 0.35892745 0.6717450
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008318094 0.002817824 0.004897109 0.01271153
#> Sigma[3,2] -0.278598123 0.058729876 -0.351219326 -0.21327021
#> Sigma[3,3] 0.235200558 0.045384271 0.182345873 0.30242983
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002477703 0.002120067 -0.006314159 -0.0009791134
#> Sigma[4,2] 0.054803931 0.032089189 0.018137161 0.1045540504
#> Sigma[4,3] 0.050520399 0.036938303 0.016604654 0.1173672870
#> Sigma[4,4] 0.089723063 0.040072080 0.055298621 0.1546344858
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96304023 0.02747132 0.935478410 1.009916735
#> lag1_var2 -0.15733804 0.13361324 -0.365860513 -0.012508493
#> lag1_var3 -0.21632935 0.19927540 -0.526635987 0.003209838
#> lag1_var4 0.22635959 0.19963116 0.008154816 0.540160853
#> const 0.34045744 0.45014662 -0.191529454 1.010735739
#> exo1 0.03399884 0.03113913 -0.008421150 0.072406179
#> exo2 -0.04751019 0.03491943 -0.101525241 -0.004995722
#> exo3 0.05757600 0.05025816 -0.003663955 0.129246360
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3131589 0.5000046 -0.91792384 0.4052417
#> lag1_var2 2.2423356 1.0663526 0.76181285 3.8160794
#> lag1_var3 2.0686786 1.5705707 -0.07813546 4.3655132
#> lag1_var4 -2.0051177 1.5527359 -4.33307454 0.0714723
#> const 3.7988171 6.8085905 -5.66001571 11.6773011
#> exo1 0.1179860 0.5033329 -0.65430701 0.6442973
#> exo2 0.4349689 0.9086005 -0.79531866 1.8064309
#> exo3 -0.2266249 0.6853601 -1.28542185 0.5362206
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25617128 0.3052646 -0.1537229 0.6697798
#> lag1_var2 -1.25564229 1.1124038 -2.5017466 0.5140933
#> lag1_var3 -1.12093657 1.6977277 -3.0642141 1.6039810
#> lag1_var4 2.00048758 1.6135647 -0.6292755 3.7088823
#> const 1.16863425 4.9782113 -5.3523573 8.5912397
#> exo1 -0.01494546 0.3590072 -0.4382681 0.4558597
#> exo2 -0.08728467 0.7430548 -1.1285737 0.9475765
#> exo3 1.47646040 0.5141359 0.8251140 2.2319270
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04412289 0.2854216 -0.4344257 0.3443679
#> lag1_var2 -0.15641596 0.7917583 -1.0575567 1.0521605
#> lag1_var3 -0.33738457 1.2037952 -1.6823885 1.5321693
#> lag1_var4 1.27308762 1.1685757 -0.5231738 2.5883483
#> const 2.85308774 3.5190056 -1.7805495 7.6372081
#> exo1 0.07245157 0.1377432 -0.1076608 0.2317024
#> exo2 0.21318490 0.2948264 -0.2550836 0.5449511
#> exo3 1.37137394 0.3392186 0.9094097 1.8401028
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000624619 0.0001989693 0.0003808368 0.0008782917
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002826628 0.001638442 -0.00542359 -0.0007767566
#> Sigma[2,2] 0.086466186 0.022913355 0.05626894 0.1177344315
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003975452 0.003308993 -0.0001634594 0.008831461
#> Sigma[3,2] -0.159320056 0.045067777 -0.2266466656 -0.104517824
#> Sigma[3,3] 0.395809863 0.116133516 0.2500065228 0.566322804
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001723532 0.002456985 -0.001766368 0.004641746
#> Sigma[4,2] -0.093121089 0.029287074 -0.137438247 -0.056052396
#> Sigma[4,3] 0.277876036 0.084561619 0.171967127 0.399541751
#> Sigma[4,4] 0.210924930 0.064100191 0.132496598 0.300625410
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976468190 0.01465471 0.95836476 0.99886119
#> lag1_var2 0.006950077 0.06836282 -0.08318303 0.09816647
#> lag1_var3 0.016694699 0.08553951 -0.09451641 0.13069009
#> lag1_var4 -0.016309771 0.08302700 -0.12768016 0.09179225
#> const 0.600134446 0.19691498 0.30089495 0.84077412
#> exo1 -0.011578876 0.01922821 -0.03811695 0.01365726
#> exo2 -0.035323813 0.01953589 -0.06613902 -0.01279137
#> exo3 0.006177541 0.03086758 -0.03022327 0.05487865
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14360622 0.1191400 -0.02384031 0.3167683
#> lag1_var2 -0.02600342 0.6157756 -0.84034963 0.8388120
#> lag1_var3 -1.25833763 0.7546718 -2.26300577 -0.2274445
#> lag1_var4 1.19851904 0.7292399 0.19972316 2.1674847
#> const 1.19376285 3.0426144 -3.38484955 5.3563232
#> exo1 0.38312163 0.3308297 -0.18666492 0.7521441
#> exo2 0.24401686 0.2482984 -0.03868915 0.6387085
#> exo3 -0.07659669 0.3963022 -0.63676628 0.4406643
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02573784 0.2915764 -0.4324018 0.3655699
#> lag1_var2 0.12745021 1.3157527 -1.9944798 1.5337940
#> lag1_var3 0.85386585 1.5946668 -1.6940071 2.6108387
#> lag1_var4 0.12354477 1.5469370 -1.5753152 2.5993413
#> const -0.54269268 6.1641232 -10.0114087 7.0580276
#> exo1 -0.52893136 0.6970940 -1.5077025 0.5135946
#> exo2 -0.87822370 0.4873728 -1.5312464 -0.2772446
#> exo3 0.10542961 0.8327525 -0.8531911 1.4158950
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.128055024 0.2393307 -0.22901706 0.4123164
#> lag1_var2 -0.292390239 1.0901894 -1.79335499 0.9938727
#> lag1_var3 -0.675354642 1.3203075 -2.48270243 0.9073119
#> lag1_var4 1.619161419 1.2810422 0.09621263 3.3780632
#> const -0.546041038 4.3684122 -8.00992227 4.4601088
#> exo1 -0.212840001 0.5231812 -1.07344636 0.3997785
#> exo2 -0.752942198 0.3432149 -1.22345638 -0.3432057
#> exo3 0.003633991 0.5744383 -0.59602724 0.9115811
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00206822 0.0004629387 0.001433785 0.002711662
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -3.828887e-05 0.001074035 -0.001572293 0.00109088
#> Sigma[2,2] 2.109077e-02 0.003968670 0.015392405 0.02622113
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005971084 0.003860994 -0.01097282 -0.0007266177
#> Sigma[3,2] -0.057271908 0.016680626 -0.08202522 -0.0373136521
#> Sigma[3,3] 0.208316378 0.072091312 0.13206279 0.3265595485
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006286717 0.003219288 -0.01069519 -0.002195782
#> Sigma[4,2] -0.044538564 0.014720592 -0.06747568 -0.027983216
#> Sigma[4,3] 0.174895884 0.063201761 0.11038767 0.279507586
#> Sigma[4,4] 0.149294239 0.055309483 0.09424702 0.241103404
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96725571 0.02379309 0.93917930 1.00482124
#> lag1_var2 0.11145209 0.13077421 -0.07543654 0.27182056
#> lag1_var3 0.14074122 0.21864560 -0.17881127 0.41926879
#> lag1_var4 -0.14544445 0.21573942 -0.41892441 0.16941719
#> const 1.07941206 0.46131617 0.52442648 1.75177651
#> exo1 0.05019044 0.01689719 0.02902512 0.07433460
#> exo2 -0.05096647 0.04183042 -0.11718611 -0.00183644
#> exo3 -0.06305705 0.05918469 -0.14355288 0.02757800
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2785739 0.06808334 0.22326032 0.4037624
#> lag1_var2 -0.2812931 0.53889216 -1.16260118 0.3549746
#> lag1_var3 -1.3120354 0.90581230 -2.80157703 -0.3017512
#> lag1_var4 1.2273147 0.89121802 0.23232600 2.6927250
#> const 0.6413061 1.21691017 -0.88910485 2.1632844
#> exo1 0.1434280 0.16097064 -0.08218498 0.3576567
#> exo2 0.6530074 0.10606826 0.49217113 0.7953398
#> exo3 0.1703547 0.19748965 -0.07770182 0.4593371
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3993620 0.1292819 -0.5711574 -0.22683872
#> lag1_var2 1.9242816 1.7380501 -0.3276009 4.29239074
#> lag1_var3 3.3494607 2.8954329 -0.1131736 7.49937930
#> lag1_var4 -2.2445688 2.8585081 -6.3515336 1.13733267
#> const 0.9137713 4.0907931 -4.5190182 5.87656650
#> exo1 -0.7312732 0.5007451 -1.4047646 -0.05524936
#> exo2 -0.8658923 0.3770571 -1.4427541 -0.44595251
#> exo3 0.2427898 0.6095523 -0.5749442 1.13804755
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2358417 0.1092608 -0.3539460 -0.06830670
#> lag1_var2 1.4955680 1.4145953 -0.3107299 3.37187826
#> lag1_var3 2.1134721 2.3448997 -0.6981972 5.41987135
#> lag1_var4 -1.0447839 2.3160017 -4.3214479 1.70972207
#> const 0.5121452 3.6590599 -4.1205373 5.32523145
#> exo1 -0.6493458 0.4054616 -1.1906781 -0.09998697
#> exo2 -0.4883970 0.3389460 -0.9935880 -0.12586831
#> exo3 0.3519772 0.5079554 -0.2978558 1.13237046
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002770819 0.0009447181 0.001957291 0.004347534
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01220391 0.003663044 -0.01854010 -0.009051518
#> Sigma[2,2] 0.10657876 0.019126023 0.08531576 0.139501102
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006919218 0.002587277 0.003493216 0.01065829
#> Sigma[3,2] -0.088242112 0.018893489 -0.116930377 -0.06498324
#> Sigma[3,3] 0.106764312 0.020564780 0.083254755 0.13669090
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001983312 0.002394394 -0.005188682 0.0008829318
#> Sigma[4,2] -0.018196950 0.012566794 -0.034679368 -0.0005023226
#> Sigma[4,3] 0.056668489 0.010596943 0.043028378 0.0706720656
#> Sigma[4,4] 0.054948279 0.009211340 0.041113148 0.0650996100
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96122724 0.02556242 0.92277377 0.996398237
#> lag1_var2 0.01412403 0.05444645 -0.05007479 0.090938283
#> lag1_var3 -0.02416657 0.08073206 -0.12736788 0.087145790
#> lag1_var4 0.01131493 0.07331309 -0.08548800 0.108905877
#> const 1.16661805 0.84923987 0.12691857 2.493014499
#> exo1 0.02168599 0.05435908 -0.03516215 0.107555123
#> exo2 -0.08603919 0.05178854 -0.15432288 -0.024277489
#> exo3 -0.06273761 0.03844537 -0.10612809 -0.007344642
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28353966 0.1934020 0.01285844 0.5501479
#> lag1_var2 0.26775435 0.4450007 -0.41082793 0.8033658
#> lag1_var3 0.17180287 0.7041427 -0.88313097 1.0339771
#> lag1_var4 0.03800848 0.6466935 -0.75295862 1.0200673
#> const -3.82073358 4.8399220 -11.54575919 1.5269607
#> exo1 0.07476501 0.3033693 -0.37917427 0.4298204
#> exo2 2.01887738 0.3776696 1.52458141 2.5544939
#> exo3 1.80706195 0.3746327 1.35609841 2.3597123
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.301022044 0.2235952 -0.6479851 -0.03866655
#> lag1_var2 1.794486208 0.4394033 1.2782719 2.33978503
#> lag1_var3 2.517721684 0.7124558 1.6404138 3.33530405
#> lag1_var4 -1.740610243 0.6560406 -2.5128280 -0.94103513
#> const 6.894112080 4.5458231 1.5015098 14.01372041
#> exo1 0.003675348 0.3530965 -0.4955534 0.43652173
#> exo2 -3.771379813 0.4013489 -4.3514582 -3.27632078
#> exo3 -2.450094267 0.4311379 -3.0874209 -1.96630428
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15815296 0.1371683 -0.3448515 0.0415925
#> lag1_var2 1.82117827 0.4074850 1.2278321 2.3259122
#> lag1_var3 2.36542164 0.7171737 1.3316435 3.2959192
#> lag1_var4 -1.42721487 0.6485686 -2.2466437 -0.4897623
#> const 3.65041395 3.7441711 -1.0725001 9.0874530
#> exo1 0.06744053 0.2355389 -0.2859852 0.3130418
#> exo2 -3.05351239 0.2180889 -3.3421600 -2.7444084
#> exo3 -1.56267335 0.2913756 -1.9095688 -1.2131929
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005210396 7.431517e-05 0.0004197783 0.0006332234
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02440333 0.004731499 -0.03161577 -0.01890871
#> Sigma[2,2] 2.71649927 0.399806654 2.28641115 3.37877118
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01236844 0.004337051 0.006597695 0.01871538
#> Sigma[3,2] -1.71310223 0.268534299 -2.184210791 -1.46170881
#> Sigma[3,3] 1.49312025 0.229094976 1.274143418 1.85686016
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00453244 0.00272468 -0.007604003 -0.0005885379
#> Sigma[4,2] 0.12471748 0.16856323 -0.076694250 0.3770083763
#> Sigma[4,3] 0.38322662 0.10987165 0.254446450 0.5584664520
#> Sigma[4,4] 0.52326627 0.17486511 0.344323593 0.8300225266
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.954579458 0.01682134 0.92872121 0.97593150
#> lag1_var2 0.098443428 0.03797913 0.05250641 0.15214691
#> lag1_var3 0.149861417 0.05499576 0.08361118 0.22714563
#> lag1_var4 -0.139351447 0.04941667 -0.20850804 -0.07882733
#> const 0.534675778 0.28249884 0.09390420 0.85053793
#> exo1 -0.008004414 0.02500943 -0.03193124 0.03085682
#> exo2 -0.097114404 0.02535281 -0.13193679 -0.06587916
#> exo3 0.041062798 0.02741873 0.01692690 0.08864701
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9955368 0.9392887 -0.4719126 2.1374777
#> lag1_var2 -4.6006060 2.5182968 -7.6877711 -0.8386935
#> lag1_var3 -8.0354742 3.7079190 -12.6051366 -2.5594411
#> lag1_var4 7.5546614 3.4479122 2.3778109 11.7500453
#> const 8.8296774 14.9410076 -10.8539895 28.5282751
#> exo1 0.2395666 1.0906310 -0.8594014 1.9841807
#> exo2 5.9174456 2.2804016 2.7475986 8.6799136
#> exo3 1.4466897 1.7657387 -1.4285779 3.1346848
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0843639 0.7139099 -1.840020 0.06327937
#> lag1_var2 4.4308120 2.1277708 1.380230 7.40915778
#> lag1_var3 7.4352184 3.1725960 2.942048 11.89727629
#> lag1_var4 -6.1338800 2.9605463 -10.299093 -1.91227215
#> const 6.4374257 7.5080921 -4.741723 14.94027407
#> exo1 -0.2075569 1.1212981 -1.973920 1.07337175
#> exo2 -4.6347157 1.6078995 -6.411887 -2.11497592
#> exo3 -0.2802912 1.6311858 -2.437205 1.71879478
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.48070322 0.3538705 -0.9837224 -0.01897046
#> lag1_var2 0.97687616 0.8826117 -0.2871777 2.21861012
#> lag1_var3 1.49927016 1.3464920 -0.4499769 3.38315985
#> lag1_var4 -0.49776698 1.2581642 -2.1771855 1.35827424
#> const 12.50264822 9.7761801 2.6861612 28.26045926
#> exo1 -0.08826566 0.9203351 -1.1883785 1.22393089
#> exo2 -0.97910963 0.8482118 -1.9959598 0.28265919
#> exo3 0.78356187 0.9800891 -0.7314880 1.94499819
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000664021 0.0001927896 0.0004616437 0.0009543051
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001072305 0.000444869 -0.001781055 -0.0006503441
#> Sigma[2,2] 0.011930243 0.003478387 0.008886547 0.0176175550
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005917755 0.001870275 -0.001946458 0.003162368
#> Sigma[3,2] -0.0147028717 0.006819594 -0.023545351 -0.005089975
#> Sigma[3,3] 0.2061031156 0.035061012 0.160506348 0.258873753
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001474381 0.002031294 -0.00270547 0.002805705
#> Sigma[4,2] -0.0091663196 0.007518991 -0.01932457 0.001434959
#> Sigma[4,3] 0.2081671492 0.036105378 0.16189674 0.261835421
#> Sigma[4,4] 0.2133642149 0.037950981 0.16660320 0.268721075
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979169040 0.01789868 0.95286390 1.000322211
#> lag1_var2 -0.037537266 0.06434016 -0.12871758 0.049440395
#> lag1_var3 -0.043989637 0.13484835 -0.21029514 0.145500299
#> lag1_var4 0.042603707 0.12824125 -0.13746728 0.200409055
#> const 0.594045597 0.17737669 0.32801492 0.771494532
#> exo1 0.002447661 0.02122542 -0.02330684 0.035941944
#> exo2 -0.027678300 0.02448115 -0.06488504 -0.002817913
#> exo3 0.001746255 0.03240157 -0.04446061 0.044259053
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01056468 0.06669252 -0.10263739 0.07697881
#> lag1_var2 0.78860754 0.28032926 0.45720122 1.19115206
#> lag1_var3 0.31350293 0.58148340 -0.33938264 1.19803904
#> lag1_var4 -0.32454823 0.55237835 -1.16649968 0.29585215
#> const 2.18180232 0.97241348 1.00304774 3.70252664
#> exo1 -0.00389860 0.11842930 -0.14966282 0.16565918
#> exo2 0.62305153 0.12425746 0.46110527 0.81347969
#> exo3 0.20455465 0.16242460 -0.03577315 0.38088049
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.61094094 0.2679039 0.2453161 0.9431081
#> lag1_var2 -2.46525142 0.8546691 -3.6639704 -1.5580440
#> lag1_var3 -3.30471538 1.8539095 -5.9781764 -1.4826421
#> lag1_var4 4.11327371 1.7659900 2.3812623 6.6561335
#> const -1.15675762 4.4394165 -8.7915440 3.0789240
#> exo1 -0.02538641 0.3978646 -0.5670248 0.5648838
#> exo2 -0.05165875 0.4066233 -0.4224683 0.5990443
#> exo3 1.17205902 0.3466892 0.7083670 1.6345214
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63632233 0.2579738 0.26386855 0.9601223
#> lag1_var2 -2.50296707 0.8198843 -3.74121784 -1.6002662
#> lag1_var3 -3.95313813 1.7701684 -6.39414244 -2.0718746
#> lag1_var4 4.76246298 1.6871721 2.97580872 7.0991728
#> const -0.87742598 4.4480558 -8.40077860 3.6226281
#> exo1 -0.02835902 0.4015061 -0.56106225 0.5726542
#> exo2 0.29422822 0.3855972 -0.06792496 0.8854582
#> exo3 1.34631116 0.3196806 0.90625511 1.7664683
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001185934 0.0002193055 0.0009479736 0.001527476
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001582489 0.002085102 -0.003630234 0.001680779
#> Sigma[2,2] 0.306071163 0.092702851 0.219698405 0.458103149
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001801714 0.004964435 -0.003865855 0.009447326
#> Sigma[3,2] -0.467013815 0.188278181 -0.797108490 -0.317521177
#> Sigma[3,3] 1.029170586 0.412294365 0.714350556 1.725599417
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001150401 0.00468492 -0.003965794 0.008613388
#> Sigma[4,2] -0.333254625 0.15638288 -0.610583818 -0.216828431
#> Sigma[4,3] 0.867941749 0.34983049 0.599766279 1.447668082
#> Sigma[4,4] 0.771192742 0.29972000 0.534745621 1.252572234
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93131583 0.01359559 0.91367492 0.953079862
#> lag1_var2 0.11403580 0.04375424 0.06942860 0.185302333
#> lag1_var3 0.18464756 0.07916772 0.10359266 0.313052755
#> lag1_var4 -0.17138536 0.07029445 -0.28663127 -0.101037257
#> const 0.64321558 0.51541775 -0.03461178 1.447335724
#> exo1 -0.01100720 0.02870968 -0.04445531 0.030022910
#> exo2 -0.24167141 0.03490974 -0.30206447 -0.206625073
#> exo3 -0.04386943 0.03461061 -0.08235106 -0.001367114
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09526583 0.5012036 -0.80002746 0.5538989
#> lag1_var2 0.53668816 1.2738735 -0.98305265 2.3549340
#> lag1_var3 -0.02231395 2.4815612 -2.86832298 3.6298848
#> lag1_var4 0.11770132 2.3027649 -3.30181252 2.7897755
#> const 2.02196066 5.4245191 -7.57595528 7.1278230
#> exo1 0.51950700 0.4915805 -0.31924861 1.0165198
#> exo2 1.95430064 0.6083904 1.28187765 2.8737206
#> exo3 0.59284528 0.4867206 -0.01886309 1.2548970
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6950939 0.7804950 -1.8829204 0.2664938
#> lag1_var2 3.4988980 2.1036388 0.6054781 6.2032026
#> lag1_var3 6.7683397 3.9432990 1.4057188 11.7599182
#> lag1_var4 -5.6134591 3.6249654 -10.1818105 -0.6966036
#> const 3.6821312 8.1707583 -7.3520819 14.9832256
#> exo1 -1.1162660 0.8185011 -2.0609342 0.1870125
#> exo2 -3.7331319 1.2324063 -5.5056435 -2.2775752
#> exo3 -1.8117049 0.7264218 -2.8622715 -0.9205265
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8778165 0.5761671 -1.811828 -0.2323902454
#> lag1_var2 3.8694936 1.6215985 1.755114 6.2251654953
#> lag1_var3 6.8975495 2.9717281 3.031167 11.1378870139
#> lag1_var4 -5.6255342 2.7100021 -9.469864 -2.0980525331
#> const 4.2271795 8.2419181 -7.257657 15.2599173090
#> exo1 -0.9380640 0.6726040 -1.690885 0.0008431322
#> exo2 -3.0720003 1.1028348 -4.497880 -1.7637359238
#> exo3 -1.6812650 0.6185210 -2.539520 -0.8613925741
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002802331 5.80203e-05 0.0002264011 0.0003850128
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007982918 0.003499598 -0.01397059 -0.004520515
#> Sigma[2,2] 0.911708031 0.252143802 0.59136819 1.266623111
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003137502 0.001961545 0.001056552 0.00627843
#> Sigma[3,2] 0.026507241 0.137413086 -0.169300235 0.20597853
#> Sigma[3,3] 1.463646145 0.335103385 1.139030541 2.01458966
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001862564 0.002920975 -0.006134524 0.001896562
#> Sigma[4,2] 0.636336861 0.195822812 0.381049476 0.930340712
#> Sigma[4,3] 1.609144391 0.426019207 1.168420205 2.331876682
#> Sigma[4,4] 2.174934347 0.566510692 1.639939130 3.120222843
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96971983 0.009815185 0.954601560 0.97868247
#> lag1_var2 0.04037539 0.023010264 0.011038945 0.07568558
#> lag1_var3 0.05899174 0.036455413 0.011847201 0.11240001
#> lag1_var4 -0.05734648 0.033863046 -0.107246744 -0.01263070
#> const 0.64804690 0.103634480 0.503482024 0.78222600
#> exo1 0.01546069 0.016713438 -0.006144779 0.03891531
#> exo2 -0.06688155 0.016867751 -0.090594798 -0.04699056
#> exo3 0.02016754 0.020710060 -0.005399959 0.04886877
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2483902 0.7876730 0.2502661 2.4622582
#> lag1_var2 -2.2027960 2.2684331 -5.1888814 0.9008217
#> lag1_var3 -4.3002753 3.5289251 -9.0147833 0.4890256
#> lag1_var4 4.1335215 3.2862645 -0.3405791 8.4480929
#> const -16.1811144 5.6244861 -22.6187845 -8.1426057
#> exo1 -0.9399836 0.9178756 -2.5469409 -0.2281153
#> exo2 5.7313460 0.9271774 4.7218816 7.0569719
#> exo3 3.1500580 1.3196098 1.7352531 5.2288097
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41806897 0.350375 -0.9372587 -0.01996811
#> lag1_var2 3.37571869 1.719580 1.2075450 5.83386426
#> lag1_var3 6.16430352 2.726758 2.7325316 10.08402651
#> lag1_var4 -5.12037868 2.650546 -8.9298567 -1.76532555
#> const 5.86591889 11.032189 -10.3785437 19.45752641
#> exo1 -0.01082757 1.200412 -1.7892000 1.59962098
#> exo2 -4.70345543 1.312509 -6.7532884 -3.01782783
#> exo3 -0.23777338 1.431907 -2.4344502 1.31788619
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3489369 0.5793199 -0.3843241 1.1493475
#> lag1_var2 1.8194848 2.0378578 -0.9782829 4.4902663
#> lag1_var3 3.2047367 3.1853866 -1.0480645 7.5242486
#> lag1_var4 -2.2396384 3.0674866 -6.3129930 1.9473693
#> const -5.4814320 11.7167944 -20.3220058 11.4500164
#> exo1 -0.6234122 1.3612100 -2.3676071 1.3922644
#> exo2 -1.4013461 1.7233232 -3.9652297 0.7238161
#> exo3 1.8737570 1.9960695 -1.1031686 4.4518996
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002110516 0.0007462818 0.001428225 0.003388731
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01179798 0.01265818 -0.03268754 -0.002046673
#> Sigma[2,2] 0.30869756 0.19238954 0.13554238 0.627203116
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01270212 0.01028691 0.00492803 0.02866522
#> Sigma[3,2] -0.21568738 0.17868227 -0.50824501 -0.08314033
#> Sigma[3,3] 0.26228733 0.15570432 0.14769531 0.53375618
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006899128 0.004655546 0.002427753 0.01417158
#> Sigma[4,2] -0.053439355 0.086611547 -0.204261307 0.02405617
#> Sigma[4,3] 0.151871053 0.069434894 0.092847504 0.27291057
#> Sigma[4,4] 0.126970937 0.033593282 0.092108688 0.17221244
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.907026135 0.04035514 0.84935674 0.95147972
#> lag1_var2 -0.005106663 0.10404799 -0.17697434 0.09683965
#> lag1_var3 0.010860021 0.20006912 -0.31916421 0.20049908
#> lag1_var4 0.008905606 0.19418027 -0.18045665 0.32492460
#> const 1.305898598 0.56765583 0.79583141 2.31635504
#> exo1 -0.001849376 0.05412855 -0.09426198 0.05804802
#> exo2 -0.144458797 0.06351570 -0.23578399 -0.07351698
#> exo3 0.030428225 0.03918978 -0.01530909 0.08725639
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3129762 0.4510746 -0.3510115 0.9063653
#> lag1_var2 2.2359626 1.1384924 0.7822352 3.6377965
#> lag1_var3 2.4841277 2.1833826 -0.3034444 5.1654779
#> lag1_var4 -2.5578619 2.1469080 -5.0951095 0.1788862
#> const -3.6329426 7.1913016 -15.9360756 4.3128852
#> exo1 -0.2358993 0.5823840 -1.0758217 0.4364132
#> exo2 0.6290047 0.6911114 -0.2894080 1.6760122
#> exo3 -0.2933264 0.4229894 -0.8532668 0.3488708
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01458465 0.4671115 -0.7740517 0.50729835
#> lag1_var2 -1.72464813 0.8604650 -2.8203063 -0.46399600
#> lag1_var3 -2.32374387 1.6622328 -4.4242004 0.08908781
#> lag1_var4 3.22309052 1.6221927 0.8359391 5.24360032
#> const 5.75499491 6.5851835 -1.5827489 17.08517477
#> exo1 0.19878925 0.6172134 -0.5643941 1.11154510
#> exo2 -2.79352966 0.4623668 -3.5033790 -2.30927735
#> exo3 0.28340291 0.3564520 -0.2121264 0.80613740
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15049724 0.3537965 -0.3775939 0.5868969
#> lag1_var2 -0.85775818 0.7066925 -1.7238056 0.1534082
#> lag1_var3 -1.60857256 1.3692939 -3.2905365 0.3632350
#> lag1_var4 2.47997826 1.3178272 0.6101796 4.0588842
#> const 3.25598203 4.1602389 -2.1211964 8.7179230
#> exo1 0.06969115 0.4618625 -0.4803927 0.7483702
#> exo2 -2.51822550 0.3224902 -3.0255166 -2.2665185
#> exo3 0.14047939 0.2521206 -0.1605255 0.5167596
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000971404 0.0001552916 0.0007594932 0.001180595
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03328461 0.004351494 -0.03840604 -0.02680299
#> Sigma[2,2] 1.94197134 0.237881650 1.65386300 2.24626531
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02348288 0.004243844 0.0177963 0.0292808
#> Sigma[3,2] -1.34135247 0.186018220 -1.5690836 -1.0867885
#> Sigma[3,3] 1.12343900 0.193294301 0.8507045 1.3668415
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002345281 0.002109283 0.0003380224 0.005658506
#> Sigma[4,2] -0.112368788 0.079910505 -0.2191737572 -0.008262187
#> Sigma[4,3] 0.288447146 0.096844844 0.1726215217 0.411425102
#> Sigma[4,4] 0.232738245 0.070865677 0.1512958077 0.339185355
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9823784926 0.03481546 0.92738853 1.02678606
#> lag1_var2 -0.0574656626 0.11945731 -0.22229918 0.09329830
#> lag1_var3 -0.0892336182 0.18862754 -0.34883209 0.15000897
#> lag1_var4 0.0858015310 0.17502536 -0.13580800 0.32757633
#> const 0.6685072462 0.23887018 0.38277557 1.02815066
#> exo1 0.0004311599 0.02567333 -0.03218392 0.03600752
#> exo2 -0.0613546021 0.02496641 -0.08501162 -0.01931585
#> exo3 0.0401756578 0.01779161 0.02066266 0.06773368
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1001226 1.702305 -2.587758 2.230815
#> lag1_var2 2.4857147 5.014102 -3.624018 10.839932
#> lag1_var3 2.4583847 7.876437 -7.242559 15.503230
#> lag1_var4 -2.3900605 7.331221 -14.596835 6.567140
#> const -1.2265085 12.647170 -18.580385 15.666031
#> exo1 -0.1074122 1.103187 -1.362154 1.614809
#> exo2 0.2540040 1.756627 -2.494811 2.117756
#> exo3 0.8161733 1.193829 -1.166111 2.063636
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9442328 1.4694797 -0.9749168 2.996613
#> lag1_var2 -2.5209591 3.5045671 -8.5074811 1.067421
#> lag1_var3 -3.0478330 5.4815834 -12.3848978 2.607090
#> lag1_var4 3.7413257 5.0772077 -1.4376060 12.445700
#> const -3.2536704 12.7436928 -19.7854906 14.552600
#> exo1 -0.2317449 1.2221239 -2.0758129 1.213625
#> exo2 -0.5844526 1.5526182 -2.5837578 1.530557
#> exo3 -0.4379483 0.8712877 -1.2856813 1.028395
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8808163 0.5018514 0.1809807 1.512981742
#> lag1_var2 -1.2808550 0.7998017 -2.1823116 0.019930678
#> lag1_var3 -2.0249094 1.2432087 -3.4358622 -0.006514871
#> lag1_var4 2.7784686 1.1501488 0.9064128 4.053051097
#> const -5.0951517 6.9775590 -12.3608021 5.704671067
#> exo1 -0.3122401 0.7080757 -1.4900335 0.478356310
#> exo2 -0.4149123 0.5746192 -1.3362498 0.223148326
#> exo3 0.1043578 0.4067078 -0.4460682 0.651494456
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005443641 0.0001466936 0.0003966633 0.0007778422
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01389102 0.005126212 -0.02231995 -0.008225039
#> Sigma[2,2] 0.82798116 0.245596192 0.52420724 1.199764575
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007145225 0.00334346 0.003823417 0.01235937
#> Sigma[3,2] -0.466236511 0.14877230 -0.691412322 -0.29481687
#> Sigma[3,3] 0.317923839 0.09366672 0.213876144 0.45992978
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00124683 0.0007921487 -0.002096600 7.251657e-05
#> Sigma[4,2] 0.03264170 0.0403843356 -0.011368216 9.397916e-02
#> Sigma[4,3] 0.04040008 0.0225088259 0.009165846 7.378045e-02
#> Sigma[4,4] 0.06382589 0.0184450990 0.047963874 9.542225e-02
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9949716375 0.01239273 0.976116268 1.009961568
#> lag1_var2 -0.0744935833 0.06175319 -0.161696979 0.009395190
#> lag1_var3 -0.1331048039 0.10314182 -0.279936672 0.006069622
#> lag1_var4 0.1273578669 0.10059788 -0.009569021 0.267368631
#> const 0.4697255236 0.41203560 -0.028218808 1.063264424
#> exo1 -0.0006602395 0.01877797 -0.030389724 0.019768110
#> exo2 -0.0749919022 0.01914784 -0.104046501 -0.052550151
#> exo3 0.0326798191 0.02345411 -0.002996760 0.062784442
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.709461107 0.4323718 -1.27016920 -0.08894431
#> lag1_var2 1.686280303 2.1518402 -1.69798171 4.33688910
#> lag1_var3 1.316230355 3.5399331 -4.19480128 5.68293411
#> lag1_var4 -1.146636445 3.4855571 -5.43916063 4.25528962
#> const 8.665585572 13.1965115 -9.22807069 26.90914052
#> exo1 -0.231686246 0.5021372 -0.84167968 0.33795255
#> exo2 1.242157188 0.7861202 0.01292625 2.07690917
#> exo3 -0.003414545 0.8906040 -1.39692948 1.01141090
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55456988 0.2569143 0.2410421 0.9121308
#> lag1_var2 -0.16274905 1.5502610 -2.2127944 1.9308217
#> lag1_var3 0.74963031 2.5589242 -2.6728596 4.1907214
#> lag1_var4 0.05411439 2.4912630 -3.2376325 3.4291733
#> const -2.43590705 7.0816090 -11.7782225 7.8135950
#> exo1 -0.41339008 0.4314460 -1.0813775 0.0337066
#> exo2 -1.54975458 0.3931843 -1.9503920 -0.9064419
#> exo3 -0.17011329 0.5966270 -0.7424306 0.7771214
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1127385 0.1229220 -0.0756837 0.26054662
#> lag1_var2 0.5533874 0.8178282 -0.3781929 1.81211639
#> lag1_var3 1.0556003 1.3568328 -0.4884897 3.13316360
#> lag1_var4 -0.1314813 1.2999690 -2.1293815 1.35288733
#> const 2.0888184 3.3564939 -3.3946136 5.29674592
#> exo1 -0.5721112 0.2162242 -0.9567571 -0.36343058
#> exo2 -0.8237660 0.2405696 -1.1853831 -0.52376768
#> exo3 -0.1792332 0.2173704 -0.4861076 0.09174904
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000461964 0.0001468874 0.0002447865 0.0006247261
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006823482 0.003036276 -0.01137614 -0.002788251
#> Sigma[2,2] 0.428602524 0.116659269 0.27711739 0.566272576
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005901251 0.002388533 0.002287036 0.008979288
#> Sigma[3,2] -0.343856702 0.091695917 -0.494701665 -0.235660122
#> Sigma[3,3] 0.355043941 0.086881457 0.265538502 0.507962034
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002010383 0.001089707 0.0006527555 0.00372377
#> Sigma[4,2] -0.099080715 0.049121849 -0.1766198158 -0.04774660
#> Sigma[4,3] 0.164449029 0.045030386 0.1165187063 0.23539559
#> Sigma[4,4] 0.114206768 0.020656963 0.0845520891 0.14197782
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.964009750 0.02184014 0.93750588 0.99654751
#> lag1_var2 -0.030978618 0.07076877 -0.14069116 0.05278324
#> lag1_var3 -0.059560652 0.12065829 -0.24827474 0.08155031
#> lag1_var4 0.065353592 0.11338773 -0.06507072 0.24523853
#> const 0.679430787 0.11974056 0.48979731 0.80750194
#> exo1 -0.008173717 0.01899769 -0.03711707 0.01323717
#> exo2 -0.059880455 0.01599264 -0.07942976 -0.03691697
#> exo3 0.020072935 0.02653651 -0.01498517 0.05521618
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0274959 0.8428809 -1.2720094 1.0753012
#> lag1_var2 4.6180638 2.4619342 0.9313831 8.0549203
#> lag1_var3 6.5843195 4.2280635 0.1150638 12.3627261
#> lag1_var4 -6.7957120 3.9519591 -12.0623976 -0.6085027
#> const 15.0101823 5.6438026 6.3824653 22.1548895
#> exo1 -0.4067978 0.8718309 -1.6041858 0.8184554
#> exo2 1.0846225 0.6474208 0.2953499 2.0734320
#> exo3 -0.1679879 0.5762730 -0.8829506 0.6620247
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.28263835 0.6917144 -0.6388643 1.231927735
#> lag1_var2 -2.46169651 1.8762753 -4.9743411 0.001718807
#> lag1_var3 -3.44079141 3.2187661 -7.6750427 0.761472650
#> lag1_var4 4.48681923 2.9738383 0.5073580 8.321250930
#> const -11.77512224 6.1454430 -18.0086943 -2.275895375
#> exo1 0.26596975 0.7121938 -0.6075463 1.435121827
#> exo2 -1.48132963 0.6631864 -2.6786712 -0.913039994
#> exo3 -0.05875263 0.5841996 -1.0485558 0.648515598
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25358801 0.3827817 -0.2966429 0.7556404
#> lag1_var2 -0.11129231 0.8816842 -1.4566691 0.7901468
#> lag1_var3 -0.19831487 1.5077082 -2.5358731 1.2907336
#> lag1_var4 1.14520444 1.3986215 -0.2534427 3.3239577
#> const -4.09825781 4.2935614 -9.6082669 2.8100818
#> exo1 0.03073908 0.3157269 -0.3765160 0.5315927
#> exo2 -0.87105453 0.4040944 -1.5267131 -0.4317143
#> exo3 -0.16362976 0.4155052 -0.7073224 0.4522914
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001681362 0.000347809 0.001320107 0.002197083
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003056714 0.001403013 0.001352824 0.005102646
#> Sigma[2,2] 0.051320629 0.010514011 0.033890036 0.063923721
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001166589 0.0009979061 -0.002631117 -4.845329e-05
#> Sigma[3,2] -0.019688751 0.0055217513 -0.025718478 -1.175701e-02
#> Sigma[3,3] 0.015900708 0.0033097345 0.011651125 2.083204e-02
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002508764 0.0009998304 -0.004054760 -0.001655374
#> Sigma[4,2] -0.010578187 0.0052352949 -0.017887222 -0.003828635
#> Sigma[4,3] 0.012803891 0.0032503225 0.009617691 0.018044156
#> Sigma[4,4] 0.014532290 0.0037835482 0.011466527 0.021062751
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.10768501 0.05388592 1.01511717 1.1601551547
#> lag1_var2 -0.17124083 0.03092599 -0.20472383 -0.1228730605
#> lag1_var3 -0.42926361 0.12002838 -0.55379687 -0.2403423713
#> lag1_var4 0.33240857 0.10484892 0.16596110 0.4374288118
#> const 1.70934114 0.91975965 0.96383399 3.2907716788
#> exo1 0.03066304 0.04796467 -0.02773734 0.0986069172
#> exo2 -0.04347148 0.04135677 -0.10645838 -0.0002820967
#> exo3 0.03093161 0.02028027 0.01034840 0.0632350784
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56043638 0.07483895 0.4600691 0.6618959
#> lag1_var2 -0.13915216 0.21523036 -0.4544133 0.1155031
#> lag1_var3 -1.79330029 0.49336801 -2.5399337 -1.1094246
#> lag1_var4 1.70502146 0.37836808 1.1733351 2.2857224
#> const 5.26992263 4.63699554 0.1277313 11.4390393
#> exo1 -0.09981672 0.19632218 -0.3514956 0.1709958
#> exo2 1.57356635 0.24829265 1.3234564 2.0005220
#> exo3 1.04353666 0.40725969 0.5585076 1.6027684
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08977836 0.06371532 -0.17992248 -0.01146790
#> lag1_var2 0.19802221 0.10327086 0.06465682 0.34613834
#> lag1_var3 1.06308575 0.25722612 0.70688405 1.45276837
#> lag1_var4 -0.15314263 0.20651698 -0.46143178 0.13881317
#> const 0.18447542 1.82763151 -2.64499026 1.76969820
#> exo1 0.03194388 0.11746443 -0.12062449 0.16602550
#> exo2 -0.75720156 0.10328795 -0.91359755 -0.64607039
#> exo3 -0.13428032 0.15698349 -0.30948311 0.07273996
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14573669 0.09049882 -0.2511941 -0.006221288
#> lag1_var2 0.22473672 0.02500272 0.1863045 0.252183202
#> lag1_var3 0.57152147 0.12775863 0.3666188 0.720301365
#> lag1_var4 0.50681563 0.10400207 0.3877768 0.678028299
#> const -0.49409973 2.38934852 -4.3718648 1.997130445
#> exo1 -0.02817923 0.11752682 -0.2090471 0.105933578
#> exo2 -0.35391738 0.12694293 -0.5466204 -0.204088067
#> exo3 0.18159516 0.06834945 0.1016060 0.290258234
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003824564 9.865695e-05 0.0002477549 0.0005013273
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01269563 0.004744665 -0.01923261 -0.007282217
#> Sigma[2,2] 0.83914021 0.230049487 0.59924667 1.178181755
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01173456 0.004721723 0.006719502 0.01861238
#> Sigma[3,2] -0.63525926 0.248763134 -1.047287047 -0.42187544
#> Sigma[3,3] 0.73372913 0.271532355 0.511010670 1.19816351
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003634378 0.002719803 0.0007880407 0.008291275
#> Sigma[4,2] -0.090489996 0.130844665 -0.2972429304 0.051285426
#> Sigma[4,3] 0.341214587 0.123976874 0.2231692804 0.548875183
#> Sigma[4,4] 0.304121981 0.051781694 0.2482935464 0.380193395
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995637406 0.01623550 0.97016585 1.014106390
#> lag1_var2 -0.068279328 0.06037396 -0.14558814 0.012643674
#> lag1_var3 -0.109019500 0.09384571 -0.22741137 0.018798234
#> lag1_var4 0.102168650 0.08926115 -0.01966984 0.214389744
#> const 0.564140208 0.23290454 0.28154057 0.892502724
#> exo1 -0.009769111 0.01332105 -0.02784145 0.005995289
#> exo2 -0.038829506 0.02012412 -0.06408027 -0.014193142
#> exo3 0.058245371 0.02997600 0.02360872 0.102659049
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10996525 0.6277005 -0.7673549 0.9585654
#> lag1_var2 -0.01929213 2.4067682 -2.9901112 3.2240736
#> lag1_var3 -1.22033771 3.7255364 -5.8009911 3.8589288
#> lag1_var4 1.18660679 3.5303651 -3.6710716 5.5751896
#> const 0.55268231 11.4888950 -15.2382835 15.6850549
#> exo1 -0.68762763 0.8473171 -1.8418075 0.5094767
#> exo2 0.03255052 0.5589130 -0.8228934 0.7659510
#> exo3 -0.78240351 1.6917171 -2.9978214 1.7095502
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4205200 0.3809766 -0.1670328 0.7897021
#> lag1_var2 -1.2187623 1.5443585 -3.1174367 0.9706654
#> lag1_var3 -0.8237441 2.3615830 -3.7333403 2.4560222
#> lag1_var4 1.6406448 2.2725209 -1.5577387 4.4190973
#> const 1.0036332 10.1055978 -12.5775023 15.4942519
#> exo1 -0.2668205 0.5719575 -0.8705276 0.5369352
#> exo2 -0.2672587 0.5866006 -1.0534158 0.4311904
#> exo3 1.0984016 1.5148671 -0.7395870 3.1744123
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5039506 0.2979556 0.1589006 0.9517096
#> lag1_var2 -1.7289554 1.2056619 -3.6054616 -0.2567266
#> lag1_var3 -2.3602774 1.8070902 -5.1221618 -0.1533315
#> lag1_var4 3.1650947 1.7053899 1.0962425 5.7901433
#> const 0.4866266 5.7659721 -8.1941787 7.6505824
#> exo1 -0.7471970 0.4598115 -1.2108249 -0.1098767
#> exo2 -0.2598609 0.4782128 -1.0096137 0.3308291
#> exo3 0.6384732 0.6648564 -0.2587964 1.5488848
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006659894 0.0001324482 0.000488324 0.0008411459
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001492025 0.002133055 -0.005090214 0.000830604
#> Sigma[2,2] 0.248381887 0.042541598 0.191905312 0.302991474
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01157991 0.003034875 0.007805018 0.01535796
#> Sigma[3,2] -0.05642961 0.082068404 -0.186733941 0.03550850
#> Sigma[3,3] 0.63880661 0.164919051 0.437736532 0.87404658
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01154013 0.003049175 0.007841371 0.01623637
#> Sigma[4,2] 0.10005131 0.079515201 -0.018341259 0.19209280
#> Sigma[4,3] 0.64875013 0.185420939 0.438775834 0.90893944
#> Sigma[4,4] 0.76085989 0.216082818 0.539205859 1.08912733
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984965971 0.01350075 0.96394662 0.99806634
#> lag1_var2 -0.011171579 0.05901412 -0.08430768 0.07037689
#> lag1_var3 -0.025923856 0.10611270 -0.15765578 0.11711864
#> lag1_var4 0.024910429 0.09854834 -0.10854726 0.14940456
#> const 0.455950549 0.27241247 0.01233055 0.71574030
#> exo1 -0.006712211 0.02573668 -0.03883610 0.02742752
#> exo2 -0.131318136 0.01971148 -0.15559416 -0.10517362
#> exo3 0.082992420 0.02550171 0.05514581 0.11584757
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1672385 0.2762918 -0.4682441 0.1722543
#> lag1_var2 1.9387536 0.9173598 0.7390556 3.0092942
#> lag1_var3 2.4814642 1.4853840 0.4623545 4.1845078
#> lag1_var4 -2.3404560 1.3577777 -3.8763327 -0.4704011
#> const -0.8861914 4.4897041 -8.9014928 3.3720775
#> exo1 -0.9490281 0.4816054 -1.7330488 -0.3720820
#> exo2 0.1177251 0.5547287 -0.6792273 0.8491005
#> exo3 1.4742310 0.3608775 0.9637840 1.9314296
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5803907 0.3838944 0.1871251 1.211865
#> lag1_var2 -0.8789649 1.8874381 -3.9189197 1.410657
#> lag1_var3 -0.9767019 3.3457224 -6.3059660 3.088267
#> lag1_var4 1.8454812 3.1464406 -1.9732841 6.789611
#> const -7.9855775 8.4851374 -21.3613926 1.411062
#> exo1 0.5892453 0.6892595 -0.2728141 1.581099
#> exo2 -5.1739710 0.7538605 -6.1246662 -4.168972
#> exo3 1.2247263 0.8498498 0.1453822 2.514039
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51097283 0.3999421 0.02442729 1.0846910
#> lag1_var2 -0.10734462 2.1311749 -3.52052313 1.9902712
#> lag1_var3 -0.13571670 3.7851663 -6.09264285 3.6047030
#> lag1_var4 1.10686341 3.5632922 -2.43598730 6.6455552
#> const -10.30796322 8.3541878 -22.32957758 0.2125292
#> exo1 0.03202099 0.6001413 -0.68392431 0.8142379
#> exo2 -5.43454443 0.7229958 -6.06510649 -4.3380052
#> exo3 2.30068540 1.0463113 1.05576319 3.8755445
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003122147 9.020912e-05 0.0001862639 0.0004328704
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009593863 0.007163605 -0.01702441 0.001243902
#> Sigma[2,2] 4.361629937 0.733164139 3.21129404 5.220796033
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003823358 0.003941595 -0.002595103 0.008807956
#> Sigma[3,2] -1.976704203 0.352809051 -2.412312749 -1.438376063
#> Sigma[3,3] 1.143586294 0.217885139 0.861279948 1.448416781
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001022203 0.001889097 -0.003921347 0.001112069
#> Sigma[4,2] 0.020624847 0.126860001 -0.155007128 0.201861395
#> Sigma[4,3] 0.270916395 0.121017498 0.104420558 0.425005826
#> Sigma[4,4] 0.320269904 0.100912314 0.217084572 0.488640062
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988864730 0.006347258 0.979545646 0.997341920
#> lag1_var2 0.002523908 0.008949645 -0.008524994 0.016320188
#> lag1_var3 0.003792777 0.019816428 -0.020629491 0.034114851
#> lag1_var4 -0.009303546 0.017966252 -0.037479690 0.011747887
#> const 0.541113386 0.159678323 0.374400073 0.801376900
#> exo1 0.004011613 0.014744584 -0.014152798 0.028389435
#> exo2 -0.082719086 0.013052520 -0.100223365 -0.064432927
#> exo3 -0.013112446 0.011636998 -0.025821389 0.006143955
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -3.074155 1.151504 -4.56428350 -1.3725766
#> lag1_var2 3.774328 1.420373 1.45027797 5.4965412
#> lag1_var3 6.857184 3.150346 1.59706178 10.6125550
#> lag1_var4 -5.189522 2.987495 -8.91656434 -0.4394249
#> const 10.327909 31.113530 -39.52066611 38.5814585
#> exo1 -2.538102 1.524495 -4.99661229 -0.9514098
#> exo2 2.429337 1.890068 0.45094791 5.4418291
#> exo3 2.958624 2.397965 -0.05343935 6.3016283
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.170761 0.6294176 1.2962962 3.072077
#> lag1_var2 -2.534929 0.5552184 -3.2622550 -1.693994
#> lag1_var3 -5.093194 1.2245960 -6.6580688 -3.194880
#> lag1_var4 4.624339 1.1967430 2.8734834 6.192920
#> const 5.784866 16.0297305 -13.2752060 31.444548
#> exo1 1.134617 0.8508701 0.3161668 2.481207
#> exo2 -4.761415 1.2345479 -6.4745710 -3.069115
#> exo3 -2.657422 1.0557146 -4.2082936 -1.332888
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75534031 0.3226493 0.3377368 1.1655639
#> lag1_var2 -1.09686657 0.2925574 -1.4484491 -0.6635422
#> lag1_var3 -2.58248881 0.6483901 -3.3239939 -1.5981868
#> lag1_var4 2.88005313 0.5885515 2.0203075 3.6183093
#> const 10.51519587 9.2405321 -2.5556211 23.4353794
#> exo1 -0.02929973 0.4147220 -0.7080788 0.4144082
#> exo2 -4.32130192 0.6454808 -5.2033147 -3.4127788
#> exo3 -1.53405893 0.3880618 -2.0669737 -0.9713824
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006470084 0.0002585898 0.0004539836 0.001085184
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004626005 0.001383422 -0.006493201 -0.002809309
#> Sigma[2,2] 0.182638337 0.044725047 0.130386185 0.246405427
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003399627 0.004836488 -0.003038931 0.009875507
#> Sigma[3,2] -0.078930094 0.069647396 -0.168507065 0.024527445
#> Sigma[3,3] 1.256981234 0.256629269 1.022281299 1.681327396
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004654532 0.004822365 -0.00653051 0.006335331
#> Sigma[4,2] 0.0412912060 0.077569599 -0.05893132 0.149861861
#> Sigma[4,3] 1.2582345024 0.266983108 1.01233675 1.700244773
#> Sigma[4,4] 1.3410800917 0.288147996 1.05898831 1.817491874
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.016578214 0.01378920 0.993801527 1.03341857
#> lag1_var2 -0.085408287 0.09685199 -0.208660099 0.04784150
#> lag1_var3 -0.159770936 0.14818608 -0.341528896 0.04154937
#> lag1_var4 0.147696914 0.14149130 -0.044490068 0.32175277
#> const 0.321124555 0.35421472 -0.153918621 0.76504208
#> exo1 0.040273875 0.02113090 0.009774531 0.06891634
#> exo2 -0.108965911 0.02749383 -0.139829370 -0.06942358
#> exo3 0.004411238 0.03817236 -0.050964213 0.05359537
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6364446 0.3676350 -1.2200663006 -0.2242565
#> lag1_var2 2.4233290 1.5096086 -0.0036905292 4.0768119
#> lag1_var3 3.0134131 2.4082524 -0.7683487955 5.7674155
#> lag1_var4 -2.8806605 2.2887453 -5.4621120831 0.7205279
#> const 9.4161784 4.8954513 3.0902000857 16.9027343
#> exo1 0.2288556 0.1810088 0.0001759076 0.4858891
#> exo2 2.0407813 0.3581735 1.5433327019 2.4898940
#> exo3 -0.3278800 0.6177618 -1.3191935133 0.2476550
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4130366 0.4859590 0.6601953 1.886452
#> lag1_var2 -1.3491034 2.2249236 -5.0789051 1.233639
#> lag1_var3 -2.4871010 3.4353833 -8.5908901 1.048010
#> lag1_var4 3.0293271 3.3241355 -0.3833468 8.968964
#> const -9.3207805 7.9330807 -19.0587032 3.440399
#> exo1 0.9486676 1.2588171 -1.2132760 1.926851
#> exo2 -6.9559479 0.7641026 -8.0348752 -5.830829
#> exo3 3.1384787 1.6363689 0.6738773 5.414729
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.040651 0.5332718 0.1245077 1.586097
#> lag1_var2 -0.148116 2.3640533 -3.4173237 3.199645
#> lag1_var3 -1.140772 3.6298942 -6.5109553 3.721119
#> lag1_var4 1.768933 3.4840738 -2.8661110 6.991569
#> const -4.310421 9.2955692 -16.0883442 9.961801
#> exo1 1.152878 1.2713848 -0.9905755 2.279670
#> exo2 -5.962004 0.7011298 -6.7905816 -4.957307
#> exo3 3.092157 1.4447759 0.8262092 4.879782
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002405762 2.813813e-05 0.0001940072 0.0002685766
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009457104 0.001805056 -0.01186572 -0.006899733
#> Sigma[2,2] 1.121336984 0.308471851 0.71520396 1.501302747
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006741218 0.003163058 0.001614219 0.0105210
#> Sigma[3,2] -0.735432349 0.270696383 -1.127406403 -0.4241982
#> Sigma[3,3] 1.256148979 0.342360786 0.840651578 1.7668301
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002543532 0.003264802 -0.002656025 0.006338656
#> Sigma[4,2] -0.231101705 0.187018998 -0.520738478 -0.022543631
#> Sigma[4,3] 0.999561183 0.260023085 0.673576853 1.384136156
#> Sigma[4,4] 0.977823125 0.197910999 0.727198006 1.292065878
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986161469 0.007467161 0.974543825 0.995136514
#> lag1_var2 -0.005805524 0.014475554 -0.024261358 0.014449672
#> lag1_var3 -0.015313817 0.030265682 -0.054030927 0.027347353
#> lag1_var4 0.010368517 0.027961079 -0.028710822 0.047002477
#> const 0.623111672 0.218180076 0.301483671 0.878094815
#> exo1 0.034062612 0.021072679 -0.001395183 0.057261369
#> exo2 -0.012888772 0.017264758 -0.037515636 0.009245325
#> exo3 -0.020009641 0.012067442 -0.034637535 -0.003138324
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0764463 0.3817868 -0.3961647 0.7015879
#> lag1_var2 -0.9115981 0.8594273 -2.0844050 0.2877887
#> lag1_var3 -3.1998794 1.9099529 -5.6609352 -0.4298967
#> lag1_var4 3.3061313 1.7987155 0.7294592 5.6437833
#> const -2.9969115 8.4295041 -13.5635102 9.0959378
#> exo1 -0.9154584 1.8671176 -2.6498112 2.2099006
#> exo2 0.7845363 1.2845396 -0.6384888 2.4311950
#> exo3 0.8319522 0.8295019 -0.1863686 1.8812855
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33392188 0.4542222 -0.9593618 0.2414366
#> lag1_var2 1.52897917 1.3781949 -0.3326007 3.4393482
#> lag1_var3 3.88421017 2.9420490 -0.1826147 7.8419198
#> lag1_var4 -2.99713026 2.6798172 -6.6175729 0.7083204
#> const 12.29788578 14.6230408 -5.3131007 33.1046056
#> exo1 0.06399022 1.5063209 -2.2305963 1.8196226
#> exo2 -1.32891055 1.1258991 -3.0803953 -0.1042678
#> exo3 0.03346014 0.9952717 -1.2320155 1.5373543
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3301317 0.3419068 -0.7512134 0.1326989
#> lag1_var2 0.8321716 1.4518378 -1.2599309 2.6749455
#> lag1_var3 1.8194220 3.1076966 -2.7865054 5.6489110
#> lag1_var4 -0.8624648 2.8346353 -4.3347690 3.2906964
#> const 10.8392826 13.9233645 -6.8425174 31.3944322
#> exo1 -0.4021566 0.9074396 -1.3992013 0.9812092
#> exo2 -1.0460328 1.0104076 -2.6282931 0.2221500
#> exo3 0.4765912 0.9609157 -0.4598108 2.0121255
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007368477 0.001728299 0.004910482 0.009562907
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009203358 0.001214758 -0.002735691 0.0006283651
#> Sigma[2,2] 0.0082946868 0.003661000 0.005429682 0.0137818051
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003283078 0.004647455 -0.009701983 0.002824472
#> Sigma[3,2] -0.009788459 0.006508852 -0.020718667 -0.004889644
#> Sigma[3,3] 0.042693926 0.020176190 0.022492954 0.077116502
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004284092 0.004313320 -0.009939709 0.001582924
#> Sigma[4,2] -0.003789361 0.005345658 -0.012791073 0.001596761
#> Sigma[4,3] 0.037259194 0.016456983 0.019158258 0.065190573
#> Sigma[4,4] 0.036401125 0.013173937 0.021670379 0.058565902
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 8.959365e-01 0.05693553 0.842293507 0.99375802
#> lag1_var2 1.764216e-01 0.24859881 -0.119073192 0.52060434
#> lag1_var3 1.949746e-01 0.38122807 -0.252577470 0.76903926
#> lag1_var4 -1.838665e-01 0.37348463 -0.759648840 0.25124035
#> const 1.248573e+00 1.16005209 0.005027122 3.08357098
#> exo1 -6.976329e-02 0.08603401 -0.159150289 0.06949007
#> exo2 1.297546e-05 0.09159322 -0.127277565 0.12288252
#> exo3 1.118062e-02 0.06747549 -0.073710493 0.11098976
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09636146 0.06782865 0.007951798 0.1909861
#> lag1_var2 0.24264691 0.30944647 -0.078367865 0.6855747
#> lag1_var3 -0.46906102 0.44477363 -1.025572709 0.1638348
#> lag1_var4 0.44842085 0.44013434 -0.177310352 1.0071998
#> const 1.75999802 0.70152210 0.871936225 2.8367292
#> exo1 0.02071786 0.07646115 -0.086948131 0.1239231
#> exo2 0.59637375 0.11544203 0.468487119 0.7547350
#> exo3 0.37942982 0.04889226 0.309627754 0.4366196
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.029458616 0.06626627 -0.1027089 0.07412519
#> lag1_var2 0.622820592 0.89235404 -0.1576141 2.15687589
#> lag1_var3 1.396843494 1.29834251 0.2693578 3.66568451
#> lag1_var4 -0.415187791 1.27670517 -2.6492820 0.71023570
#> const 0.284880055 2.32347728 -2.0749584 3.91716315
#> exo1 0.008540158 0.19026928 -0.2593886 0.22549389
#> exo2 -1.294017347 0.21142369 -1.5991299 -1.01096716
#> exo3 0.054733472 0.19147237 -0.1613518 0.31228631
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01882038 0.05879249 -0.04793313 0.1067461
#> lag1_var2 0.52058575 0.73207470 -0.18820163 1.7362052
#> lag1_var3 0.67612811 1.03128164 -0.27493160 2.4275907
#> lag1_var4 0.31147742 1.01010820 -1.40687664 1.2692267
#> const 0.61931539 2.77533316 -1.75840468 4.9218386
#> exo1 0.03007585 0.16963461 -0.17496817 0.2528341
#> exo2 -0.90059896 0.16834511 -1.14178924 -0.7016109
#> exo3 0.35750482 0.19790624 0.13066032 0.6155738
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003668076 9.327009e-05 0.0002654671 0.0005217214
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002239428 0.001055925 -0.003783082 -0.0009624435
#> Sigma[2,2] 0.072928996 0.021419198 0.047454363 0.1037938229
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002884572 0.001136363 0.001495852 0.004552202
#> Sigma[3,2] -0.070767559 0.018702212 -0.090302161 -0.044257525
#> Sigma[3,3] 0.092387988 0.020800801 0.062749428 0.119068082
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001902955 0.0006655539 0.001115016 0.002795421
#> Sigma[4,2] -0.033716955 0.0103422237 -0.045867617 -0.019796788
#> Sigma[4,3] 0.058496093 0.0144478668 0.041747544 0.081339955
#> Sigma[4,4] 0.043833909 0.0106069981 0.032119077 0.061410712
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0065515677 0.01802852 0.98029223 1.03242408
#> lag1_var2 -0.0656343402 0.02883271 -0.11473246 -0.03559534
#> lag1_var3 -0.0981868743 0.05709860 -0.19584547 -0.04324400
#> lag1_var4 0.0855926213 0.05062164 0.03611828 0.17126888
#> const 0.7072103008 0.14046251 0.54177674 0.92179573
#> exo1 -0.0083566294 0.01962239 -0.03442151 0.01782556
#> exo2 -0.0671143439 0.02184564 -0.09928828 -0.03879841
#> exo3 0.0008514737 0.02511698 -0.03890632 0.02953843
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20321708 0.3254583 -0.57023447 0.2820053
#> lag1_var2 1.10634240 0.4536027 0.47186358 1.7075076
#> lag1_var3 0.58065172 0.8433985 -0.59560233 1.7073512
#> lag1_var4 -0.49242988 0.7324889 -1.46829933 0.5492524
#> const 1.00540193 1.8768155 -1.68195209 3.3252954
#> exo1 0.05783888 0.1917908 -0.18443305 0.3147441
#> exo2 0.96108786 0.2937531 0.53519063 1.3306990
#> exo3 0.13073779 0.1637522 -0.03493483 0.3779523
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.603937537 0.3514698 0.08071208 0.9718165
#> lag1_var2 -0.691651235 0.4682635 -1.41515796 -0.1012653
#> lag1_var3 -0.181518772 0.8539682 -1.44665477 0.9535936
#> lag1_var4 0.959373268 0.7357844 0.00324779 2.0631781
#> const 0.579522431 1.9264199 -1.90858068 3.1693703
#> exo1 -0.091166107 0.2026071 -0.33945517 0.1863430
#> exo2 -1.928453076 0.3710705 -2.55038678 -1.4748869
#> exo3 -0.004517831 0.2441445 -0.36524048 0.2302443
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.53085918 0.2149637 0.2571082 0.7755896
#> lag1_var2 -0.54885243 0.3037561 -0.9867319 -0.1475781
#> lag1_var3 -0.68724958 0.5329299 -1.4095908 -0.0399103
#> lag1_var4 1.52026851 0.4631211 0.9638401 2.1540149
#> const 0.10317439 1.2499882 -1.4794982 1.9352465
#> exo1 -0.07249769 0.1706957 -0.2901492 0.1830322
#> exo2 -1.51385279 0.2772903 -1.9676289 -1.1911502
#> exo3 0.07001608 0.1942220 -0.2191611 0.2664652
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007365691 0.0002234697 0.0004944093 0.001103021
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06434305 0.01702554 -0.09123017 -0.04787623
#> Sigma[2,2] 7.17639524 1.78842135 5.07808487 9.74456860
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03898605 0.01033528 0.02867761 0.05544654
#> Sigma[3,2] -4.11056513 0.87269579 -5.23133777 -3.14489874
#> Sigma[3,3] 2.49351364 0.47553987 1.95909081 3.16524735
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003941285 0.003119239 -0.001039745 0.007745778
#> Sigma[4,2] -0.186722519 0.328502809 -0.456431588 0.375261949
#> Sigma[4,3] 0.263185177 0.196575180 -0.072247857 0.470043436
#> Sigma[4,4] 0.190099584 0.050318414 0.122765938 0.266123127
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989763616 0.02039451 0.961472461 1.01610807
#> lag1_var2 -0.004114077 0.01678828 -0.029068414 0.01862528
#> lag1_var3 -0.008269156 0.03017651 -0.053299371 0.03157975
#> lag1_var4 0.004047071 0.02350394 -0.026222725 0.03950088
#> const 0.532910097 0.40169165 0.079047270 1.10760575
#> exo1 -0.001334497 0.02851497 -0.044662210 0.03854009
#> exo2 -0.107029115 0.03174699 -0.140399870 -0.06223749
#> exo3 0.026055175 0.02353267 -0.007609209 0.05951636
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0046375 1.677550 -3.4489947 0.8544430
#> lag1_var2 1.7935056 1.359267 0.1631797 3.8717348
#> lag1_var3 1.7784552 2.446489 -1.0389679 5.4919549
#> lag1_var4 -1.2527082 1.906224 -4.2228327 0.9252199
#> const 1.4972041 40.025862 -63.7805839 49.6969638
#> exo1 0.1809408 2.521176 -2.9422550 3.9613240
#> exo2 -0.7145966 2.436516 -3.7118618 1.8437939
#> exo3 0.1291564 2.249216 -2.3915797 3.6741374
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79908826 1.0743924 -0.3487221 2.327159
#> lag1_var2 -0.78535595 0.7907927 -1.8412291 0.308406
#> lag1_var3 -0.53839617 1.4350990 -2.4463863 1.349178
#> lag1_var4 1.08521960 1.1098947 -0.3661595 2.603564
#> const 2.31123278 22.6123496 -26.7448631 37.090302
#> exo1 0.05826044 1.5785615 -2.5083824 1.798588
#> exo2 -0.86385451 1.2808732 -2.2577025 0.730335
#> exo3 0.24259753 1.4151532 -1.7425156 1.998223
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2192630 0.2626705 -0.1260829 0.47492181
#> lag1_var2 -0.2576959 0.2472484 -0.6683844 0.03965997
#> lag1_var3 -0.3871379 0.4309414 -1.0990853 0.11509439
#> lag1_var4 1.2493146 0.3493110 0.8415815 1.83104635
#> const 2.5580257 4.5748154 -3.7944484 7.15322884
#> exo1 0.2135621 0.4742747 -0.4744291 0.82538959
#> exo2 -1.4279607 0.3430559 -1.9494946 -0.98120668
#> exo3 0.3540883 0.6340871 -0.5491821 1.09473760
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002452398 0.0004910422 0.001707501 0.003067563
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0484657 0.01957008 -0.0784384 -0.02719593
#> Sigma[2,2] 3.6366447 1.08876240 2.7353902 5.41393242
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03700885 0.01704395 0.01403262 0.05995617
#> Sigma[3,2] -2.43168641 0.76097947 -3.67788024 -1.82927649
#> Sigma[3,3] 1.98858051 0.57093550 1.41502686 2.92495778
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007831552 0.007584314 -0.003194182 0.01772902
#> Sigma[4,2] -0.249748092 0.146382200 -0.434467987 -0.04460927
#> Sigma[4,3] 0.559941496 0.162593809 0.327447987 0.76561067
#> Sigma[4,4] 0.444111611 0.115133091 0.325662220 0.61906331
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02100089 0.01932089 1.001156098 1.05420670
#> lag1_var2 -0.11954155 0.04986627 -0.172976552 -0.04253670
#> lag1_var3 -0.21026323 0.07654713 -0.293675692 -0.09460576
#> lag1_var4 0.18738858 0.06815531 0.087800147 0.26312537
#> const 0.86155772 0.59841678 -0.079979068 1.60060493
#> exo1 -0.04969832 0.03654123 -0.110390473 -0.01989306
#> exo2 -0.03297556 0.05499868 -0.090863880 0.04194330
#> exo3 0.04818427 0.03334444 -0.003519981 0.08379028
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0650506 0.5021371 -1.8283907 -0.5643690
#> lag1_var2 1.9073236 0.9495129 0.6991788 3.1367085
#> lag1_var3 1.9796390 1.6570694 -0.1158686 4.1822361
#> lag1_var4 -1.8471189 1.6838008 -4.1419924 0.4238293
#> const 19.6094170 15.8306498 -3.0515988 38.6159322
#> exo1 0.7147522 1.6079783 -1.3363981 2.9557277
#> exo2 1.7608002 1.9581571 -0.8786134 4.3143189
#> exo3 -0.3066035 1.4706471 -1.6548797 2.0866735
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7059230 0.4456663 1.2580954 2.4300898
#> lag1_var2 -2.4842350 0.7761742 -3.5193994 -1.3870720
#> lag1_var3 -3.3115490 1.3183619 -5.0358897 -1.4928613
#> lag1_var4 3.8291317 1.3270274 2.0088276 5.5518926
#> const -11.9014065 13.6372790 -27.3003990 6.6188383
#> exo1 -0.5305714 1.2328086 -2.3838876 0.9202804
#> exo2 -1.7036623 1.5261109 -3.6927893 0.3973189
#> exo3 0.1201175 0.7394807 -0.9163435 1.0964846
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1099877 0.2769074 0.7595963 1.51933051
#> lag1_var2 -1.8549119 0.4888220 -2.4631109 -1.14758475
#> lag1_var3 -2.9715953 0.8088447 -3.9788242 -1.74117194
#> lag1_var4 3.5709321 0.7794966 2.3493594 4.54596221
#> const -1.2158592 7.4778893 -13.1409003 5.43450493
#> exo1 -0.1204118 0.4177625 -0.8510254 0.20939752
#> exo2 -0.6466149 0.5033815 -1.4259677 -0.08079528
#> exo3 -0.1160209 0.5368644 -0.7536816 0.49153874
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001771752 0.0004179257 0.001349151 0.00247906
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003056601 0.0009184747 -0.004446001 -0.002090664
#> Sigma[2,2] 0.023813324 0.0034414757 0.019362384 0.028345904
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002615394 0.002194194 -0.001209686 0.004854396
#> Sigma[3,2] -0.032510696 0.010957494 -0.047460860 -0.018445437
#> Sigma[3,3] 0.241843598 0.061821955 0.166056982 0.323132228
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 9.858445e-05 0.002412986 -0.003789748 0.003086220
#> Sigma[4,2] -1.408188e-02 0.010640590 -0.028398156 -0.000431139
#> Sigma[4,3] 2.204029e-01 0.056586400 0.149803841 0.294673143
#> Sigma[4,4] 2.134737e-01 0.052001424 0.147543362 0.279936466
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99387441 0.01672553 0.97773636 1.02337998
#> lag1_var2 0.01784658 0.09950853 -0.12392154 0.16306653
#> lag1_var3 0.07561515 0.13460991 -0.13375594 0.26458830
#> lag1_var4 -0.07588757 0.13385720 -0.26328272 0.13276627
#> const 0.35849916 0.45537779 -0.36331492 0.89503366
#> exo1 0.02881385 0.03210346 -0.01798912 0.06860592
#> exo2 -0.04003045 0.04161434 -0.10106478 0.01807545
#> exo3 0.02023814 0.06780568 -0.07422301 0.12003681
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04177777 0.04402886 -0.02536126 0.1001341
#> lag1_var2 -0.27322592 0.43758718 -0.86010368 0.2414983
#> lag1_var3 -1.43944311 0.59035766 -2.18807663 -0.7440497
#> lag1_var4 1.39850948 0.57832698 0.71442927 2.1284549
#> const 2.60672447 1.35384781 0.98491192 4.4838887
#> exo1 -0.09718437 0.12313350 -0.23804882 0.1055568
#> exo2 1.06382070 0.15737060 0.84371440 1.2765587
#> exo3 0.20099870 0.21945889 -0.13892033 0.4671807
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7246365 0.2590544 -1.0400596 -0.3512901
#> lag1_var2 4.1182049 1.3417133 2.2856347 6.0373485
#> lag1_var3 5.9768162 1.8383208 3.2289557 8.4029543
#> lag1_var4 -4.8707647 1.8070859 -7.2427063 -2.1598558
#> const 8.2721500 6.9114755 0.1875298 19.8187863
#> exo1 0.3402351 0.4762455 -0.3436047 0.9256347
#> exo2 -1.8919370 0.6868473 -2.7774081 -0.8014230
#> exo3 -1.0745594 0.6617444 -1.9594702 -0.3140608
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7176588 0.2565133 -1.061885 -0.3535012
#> lag1_var2 3.5976206 1.3013473 2.052851 5.5312017
#> lag1_var3 4.4496872 1.7220455 2.116924 6.8660472
#> lag1_var4 -3.3591897 1.6899401 -5.717312 -1.0577963
#> const 9.6132757 7.3030617 1.677306 22.3591877
#> exo1 0.2665420 0.4444270 -0.332923 0.8312755
#> exo2 -1.1694438 0.6488442 -2.012771 -0.1930539
#> exo3 -0.9795207 0.5888659 -1.711451 -0.1891558
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001208756 0.001152169 0.0004703763 0.00331074
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00900572 0.01860723 -0.02654254 0.02270064
#> Sigma[2,2] 1.46604276 0.24941650 1.08701055 1.73149762
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004503269 0.02166461 -0.03270506 0.02079302
#> Sigma[3,2] -1.134930910 0.21936493 -1.42991760 -0.81539984
#> Sigma[3,3] 1.061701465 0.25586857 0.81278164 1.46364047
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008931251 0.01147617 -0.0202215 0.006644559
#> Sigma[4,2] -0.2680099163 0.12417443 -0.4752023 -0.156848558
#> Sigma[4,3] 0.4117426113 0.16486222 0.3040682 0.701402976
#> Sigma[4,4] 0.2772338871 0.10599237 0.1771055 0.455723308
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.025076534 0.03700221 0.97725291 1.074423006
#> lag1_var2 -0.109353323 0.11327780 -0.28508537 0.025293004
#> lag1_var3 -0.196243032 0.19243605 -0.49290164 0.030450136
#> lag1_var4 0.174839026 0.17427347 -0.02661484 0.446689181
#> const 0.562958316 0.52039043 -0.17308570 1.249473103
#> exo1 0.015869480 0.04316496 -0.02964002 0.092998479
#> exo2 -0.035647325 0.03069198 -0.07653736 0.006071387
#> exo3 0.009488253 0.02655149 -0.03008800 0.036200318
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0806124 0.5786098 -2.98710519 -1.592994
#> lag1_var2 2.5516365 1.9647916 0.01769853 5.138758
#> lag1_var3 2.8921226 3.2830153 -1.25759779 7.287539
#> lag1_var4 -2.2699220 2.9342526 -6.31064659 1.351146
#> const 18.5364025 17.8617456 -5.43921618 43.721565
#> exo1 -0.4439394 1.4273419 -2.56675296 1.580074
#> exo2 1.8302470 1.4496647 -0.26731344 3.775894
#> exo3 0.4804748 1.0135625 -0.74832145 1.997362
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.623652 0.4181231 1.1822574 2.26216415
#> lag1_var2 -1.214501 1.1832066 -2.8209179 0.39710902
#> lag1_var3 -1.234798 2.0058213 -3.9364933 1.49960938
#> lag1_var4 1.675402 1.7886857 -0.7253461 4.18343878
#> const -9.960466 11.9797611 -24.1601918 7.44442865
#> exo1 1.062457 1.1739387 -0.2804608 2.83924273
#> exo2 -1.724930 1.1714851 -3.2267229 0.08095348
#> exo3 0.346546 0.8136848 -0.7675701 1.38857139
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.331639705 0.1648355 0.15710932 0.57242465
#> lag1_var2 0.002086409 0.5075998 -0.63922607 0.71523995
#> lag1_var3 -0.016191480 0.8456676 -1.06076958 1.16042897
#> lag1_var4 0.862049438 0.7963082 -0.29931944 1.84127490
#> const 0.424687408 3.7298087 -5.25583679 5.20203052
#> exo1 0.857535431 0.5992677 0.26370124 1.77396793
#> exo2 -0.684558192 0.5053544 -1.30589974 0.06980957
#> exo3 0.680427336 0.3769192 0.08739861 1.14632229
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001152229 0.0002882631 0.0006906914 0.001470456
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005960835 0.0007695233 -0.0004986167 0.001551275
#> Sigma[2,2] 0.0305946133 0.0117193056 0.0196654616 0.050911676
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003456849 0.004473232 -0.002299417 0.009253241
#> Sigma[3,2] 0.029647186 0.015975695 0.010269724 0.052827486
#> Sigma[3,3] 0.436159546 0.101074918 0.332045711 0.595395676
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004034254 0.004663341 -0.001926264 0.009472057
#> Sigma[4,2] 0.049520603 0.018339792 0.031113544 0.078918540
#> Sigma[4,3] 0.474127044 0.105647871 0.364605344 0.635905805
#> Sigma[4,4] 0.525912740 0.112180874 0.405079121 0.694473998
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97198174 0.02040624 0.94225481 0.99354640
#> lag1_var2 0.06910775 0.13929696 -0.11797446 0.24830870
#> lag1_var3 0.06637109 0.23626362 -0.24202435 0.35681509
#> lag1_var4 -0.06798184 0.22680319 -0.34751633 0.22900786
#> const 0.60757751 0.35489163 0.04245499 1.03198833
#> exo1 0.01217231 0.04235183 -0.03048143 0.08511972
#> exo2 -0.19888172 0.03188205 -0.24205644 -0.16150325
#> exo3 -0.11647450 0.03431893 -0.15905584 -0.06770455
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.00306704 0.1178690 -0.20796834 0.09747552
#> lag1_var2 1.01581826 0.4668522 0.46450676 1.75747775
#> lag1_var3 0.44705370 0.8476051 -0.60047288 1.81014334
#> lag1_var4 -0.45317254 0.8131855 -1.76082893 0.55017128
#> const 1.57812389 1.6583676 -0.56879092 3.60617232
#> exo1 -0.06907011 0.1404583 -0.25234025 0.15435534
#> exo2 0.35112194 0.1452214 0.15897770 0.56248384
#> exo3 0.13400571 0.1671129 -0.09015131 0.34559130
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2901757 0.6745218 -1.35186164 0.3741373
#> lag1_var2 2.9522968 2.4275468 -0.48187120 6.0037824
#> lag1_var3 6.2253840 4.5272221 -0.35769785 12.0802174
#> lag1_var4 -5.1661190 4.3824094 -10.83781788 1.2150072
#> const 3.4873092 9.0761460 -7.42867459 16.8974624
#> exo1 0.8512507 0.6484555 -0.02910913 1.7470143
#> exo2 -3.2131497 0.5871961 -4.01286279 -2.3825804
#> exo3 -0.6443104 0.5578184 -1.21058521 0.1951672
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3184558 0.7482659 -1.47851459 0.4237482
#> lag1_var2 3.3679578 2.6471107 -0.30726585 6.6004899
#> lag1_var3 6.2028427 4.9023914 -0.74216013 12.3795215
#> lag1_var4 -5.1247889 4.7443855 -11.10954604 1.6046879
#> const 3.7472866 10.0881369 -8.52042305 18.9327371
#> exo1 0.8482757 0.6928678 -0.06421157 1.7809990
#> exo2 -3.1696384 0.6557243 -3.98841077 -2.1697619
#> exo3 -0.6058588 0.6236599 -1.33345810 0.2942447
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001766583 5.158193e-05 0.000128114 0.0002682459
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004403936 0.00251126 -0.008312232 -0.001885058
#> Sigma[2,2] 0.489634488 0.12663598 0.327585722 0.688811505
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002297538 0.001543617 0.0003953292 0.004698594
#> Sigma[3,2] -0.262827841 0.075231593 -0.3841395677 -0.168500579
#> Sigma[3,3] 0.186258599 0.044205130 0.1394352789 0.257968969
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001759254 0.0004893507 -0.0008819949 0.0004105695
#> Sigma[4,2] 0.0089937507 0.0245015043 -0.0225131571 0.0472580474
#> Sigma[4,3] 0.0444012597 0.0130563325 0.0277595270 0.0624778508
#> Sigma[4,4] 0.0539138143 0.0097155682 0.0429804567 0.0702460636
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9878737639 0.01231333 0.97157958 1.00490791
#> lag1_var2 -0.0156050790 0.03062991 -0.06623195 0.01156790
#> lag1_var3 -0.0326086236 0.05602019 -0.12598984 0.01602943
#> lag1_var4 0.0278060097 0.05082656 -0.01709508 0.11222243
#> const 0.6040543040 0.16056036 0.37395365 0.78484538
#> exo1 -0.0003437182 0.01056713 -0.01335569 0.01449096
#> exo2 -0.0931281421 0.01253088 -0.11246136 -0.07966965
#> exo3 0.0456829104 0.01137956 0.02920103 0.06006284
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.177723669 0.6833836 -2.0780507 -0.2985367
#> lag1_var2 2.055094864 1.8805255 -0.2480328 4.6407566
#> lag1_var3 2.120346547 3.4218493 -2.0493246 6.8692865
#> lag1_var4 -1.527914316 3.1728118 -5.9100672 2.3121502
#> const 1.604145904 10.3861561 -9.6844457 19.8197063
#> exo1 -0.900580706 0.7298042 -2.2174831 -0.3212728
#> exo2 -0.013991952 0.7173890 -1.1192546 0.8367707
#> exo3 0.008919627 0.4284113 -0.5813347 0.5799957
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6693251 0.4631574 -0.06140719 1.191372
#> lag1_var2 0.1735013 1.0902610 -1.35870368 1.582987
#> lag1_var3 1.2897833 1.9969978 -1.53662602 3.835927
#> lag1_var4 -0.6984947 1.8416592 -3.03099670 1.919808
#> const 3.6521030 7.4255306 -9.24457837 11.352583
#> exo1 0.5561927 0.3773854 0.20121819 1.219464
#> exo2 -0.7298611 0.4112780 -1.22957209 -0.124510
#> exo3 0.6977755 0.3529915 0.14878063 1.121483
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002010637 0.2540488 -0.3662549 0.3500694
#> lag1_var2 1.037763241 0.3968874 0.5954791 1.6027756
#> lag1_var3 1.983669894 0.7448681 1.1699749 3.0678353
#> lag1_var4 -1.042825359 0.6786469 -1.9855277 -0.2743328
#> const 3.975575148 2.6897264 0.8248794 8.4431164
#> exo1 0.056057941 0.1740744 -0.1555653 0.3223372
#> exo2 -0.804472303 0.2783985 -1.1228282 -0.3592093
#> exo3 0.760775171 0.2804759 0.4228595 1.1349314
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009303326 0.0002445454 0.0006265574 0.001304972
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001674281 0.002269066 -0.004627354 0.001027138
#> Sigma[2,2] 0.123984664 0.032374567 0.088740943 0.171832845
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000924215 0.002156439 -0.003650268 0.002445729
#> Sigma[3,2] -0.080234790 0.033844310 -0.136201663 -0.039225495
#> Sigma[3,3] 0.134155831 0.049296390 0.083855005 0.210651750
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002725343 0.001870881 -0.005220013 -6.528787e-05
#> Sigma[4,2] -0.032388567 0.033247601 -0.081013262 1.749140e-02
#> Sigma[4,3] 0.123359148 0.045726346 0.071568458 1.865983e-01
#> Sigma[4,4] 0.139150735 0.043652000 0.084044241 1.927430e-01
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.966569845 0.03142207 0.92941958 1.00762714
#> lag1_var2 -0.013413368 0.02836127 -0.04104631 0.02528878
#> lag1_var3 -0.054590970 0.05207920 -0.10409747 0.01366629
#> lag1_var4 0.048506334 0.03865368 -0.00276648 0.08682563
#> const 0.844318166 0.25631682 0.56312980 1.24638672
#> exo1 -0.033791031 0.01817681 -0.06162654 -0.01287822
#> exo2 -0.069598993 0.02983126 -0.12088620 -0.04442923
#> exo3 -0.003232829 0.02282963 -0.03598434 0.02530244
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06813639 0.2659916 -0.2807103 0.4058409
#> lag1_var2 0.13428533 0.2183965 -0.1354135 0.4221575
#> lag1_var3 -1.28688015 0.3734373 -1.7319305 -0.7601870
#> lag1_var4 1.26978465 0.3297275 0.8304745 1.7113763
#> const 3.67836136 3.8256757 -1.7151132 8.4752612
#> exo1 0.80940866 0.3147876 0.3403295 1.1235753
#> exo2 0.91012896 0.4252335 0.3192883 1.4254310
#> exo3 0.49959900 0.2810688 0.1007806 0.8808084
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5337918 0.3572900 -0.03985405 0.9508316
#> lag1_var2 0.7154086 0.2744778 0.36485368 1.0766251
#> lag1_var3 1.5330486 0.4811683 0.97521839 2.1792071
#> lag1_var4 -0.9434310 0.4153239 -1.46912750 -0.5093030
#> const -0.5550090 3.8375229 -4.58420627 5.4845864
#> exo1 -0.5041594 0.3009722 -0.97550675 -0.1830487
#> exo2 -3.1672278 0.3820609 -3.77872898 -2.7614795
#> exo3 -1.1822618 0.2256753 -1.51057661 -0.8727130
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5046145 0.3380085 0.01465851 0.9422754
#> lag1_var2 0.8114218 0.1646971 0.59447514 1.0558760
#> lag1_var3 0.7099024 0.3153196 0.32098102 1.1741755
#> lag1_var4 -0.1011224 0.2296003 -0.47639859 0.1572507
#> const -0.9192940 3.2067374 -4.15133611 4.6792950
#> exo1 -0.1653797 0.3422290 -0.62564586 0.2400276
#> exo2 -3.3829908 0.3948126 -4.04188694 -2.9497348
#> exo3 -1.2581148 0.1868380 -1.48584309 -0.9673112
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000410849 0.0002967324 0.0002600961 0.0008624703
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008226424 0.002642753 -0.01225778 -0.00526649
#> Sigma[2,2] 0.436840144 0.124362097 0.31631847 0.63487831
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005791574 0.002344178 0.00354831 0.00966102
#> Sigma[3,2] -0.283840712 0.082488856 -0.40807707 -0.20037210
#> Sigma[3,3] 0.221283102 0.048691791 0.16731858 0.29569290
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007352973 0.001291993 -0.000177027 0.002749879
#> Sigma[4,2] -0.0154638924 0.017097063 -0.034827152 0.009309162
#> Sigma[4,3] 0.0490389168 0.011005857 0.033081742 0.061836261
#> Sigma[4,4] 0.0418812823 0.010932860 0.027415810 0.057841493
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987131303 0.02655630 0.94941935 1.01988941
#> lag1_var2 -0.002910400 0.03680910 -0.06097623 0.03715357
#> lag1_var3 -0.006273022 0.06188457 -0.10293981 0.05959420
#> lag1_var4 0.001464523 0.05542550 -0.05704534 0.08406877
#> const 0.679843460 0.35169349 0.41636048 1.22861471
#> exo1 -0.014602983 0.01883634 -0.04054974 0.01112037
#> exo2 -0.112704386 0.01873313 -0.14322583 -0.09377947
#> exo3 0.062230400 0.01289099 0.04446885 0.07776224
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.90296120 0.8109142 -2.2173870 -0.1196484
#> lag1_var2 0.57534843 1.9679457 -1.7173644 3.8749076
#> lag1_var3 -0.51207273 3.2962003 -4.3807048 4.9790366
#> lag1_var4 0.81322961 2.9731260 -4.1471531 4.3621547
#> const 7.70521097 7.5238085 -0.5326863 19.8047416
#> exo1 0.11679809 0.5631186 -0.7784981 0.7460568
#> exo2 0.49023570 0.7108320 -0.3666333 1.6213635
#> exo3 0.04731555 0.4620420 -0.5869840 0.5636840
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93899720 0.5687477 0.4091783 1.84353985
#> lag1_var2 0.15475951 1.0588222 -1.7424416 1.07081370
#> lag1_var3 1.17657380 1.7589976 -1.9838565 2.66027826
#> lag1_var4 -0.56112624 1.5619585 -1.8893349 2.25622961
#> const -3.25488571 6.8809082 -13.9075361 3.78489324
#> exo1 0.05640926 0.3688535 -0.3858449 0.63313621
#> exo2 -0.32948163 0.5282812 -1.1405952 0.31703064
#> exo3 -0.39292487 0.3226754 -0.8478660 0.01350732
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40559613 0.2222322 0.14461137 0.752281750
#> lag1_var2 0.12341101 0.7451691 -1.06341786 0.903478641
#> lag1_var3 0.23979793 1.2194508 -1.69312878 1.520555039
#> lag1_var4 0.56584554 1.1523979 -0.68463828 2.378515743
#> const 0.56997175 3.4380986 -4.52817110 5.060532287
#> exo1 0.14384454 0.1420686 -0.07663466 0.301924370
#> exo2 -0.02443436 0.1288314 -0.17907817 0.157330862
#> exo3 -0.37887380 0.2506165 -0.68397619 -0.006348413
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00834495 0.002064216 0.005920653 0.01151824
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001464266 0.01588713 -0.02345301 0.01921845
#> Sigma[2,2] 1.715217080 0.36736644 1.23264784 2.28316854
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02505574 0.01315037 -0.04529238 -0.00994006
#> Sigma[3,2] -1.15332317 0.26143511 -1.59682543 -0.86429851
#> Sigma[3,3] 1.26547799 0.19818122 0.98083687 1.51229076
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02608017 0.01594083 -0.04800378 -0.005610901
#> Sigma[4,2] 0.09015619 0.07088165 0.01792333 0.207410692
#> Sigma[4,3] 0.46782554 0.12179677 0.30595579 0.613748898
#> Sigma[4,4] 0.57873145 0.12166479 0.41574165 0.724612934
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02831064 0.03351164 0.97436805 1.06959261
#> lag1_var2 -0.20387545 0.04431391 -0.26386658 -0.15208746
#> lag1_var3 -0.30916062 0.06269003 -0.39033953 -0.23152542
#> lag1_var4 0.27621932 0.05854552 0.20211994 0.35028092
#> const 1.55721950 0.82954261 0.41570989 2.68590842
#> exo1 -0.03120911 0.06327490 -0.09073241 0.07371553
#> exo2 -0.13217137 0.08677312 -0.25714806 -0.01564680
#> exo3 0.10254557 0.12248792 -0.07138338 0.25773762
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8316811 0.8807545 -2.3808725 0.04121221
#> lag1_var2 1.7059772 1.1323552 0.1989005 3.35652322
#> lag1_var3 1.1865735 1.6458348 -1.0066892 3.57219219
#> lag1_var4 -1.0556758 1.4894047 -3.2026126 0.93888675
#> const 11.6155166 22.7378230 -10.2063400 48.97312267
#> exo1 3.9862136 0.5941697 3.1028498 4.60174545
#> exo2 0.9358876 1.1482034 -0.6646958 2.35460214
#> exo3 0.4005047 1.4787217 -1.7980076 2.04432461
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1542896 0.7443521 -0.6274274 1.3085281
#> lag1_var2 0.3124138 1.0993051 -1.3451031 1.5863490
#> lag1_var3 1.4195909 1.5489912 -0.9060953 3.2461541
#> lag1_var4 -0.4980506 1.3988885 -2.1663639 1.5797399
#> const 1.2430423 17.2733748 -25.4620559 17.6312851
#> exo1 -2.5648319 0.3968877 -3.0339521 -1.9245426
#> exo2 -0.5212886 1.1965201 -1.8336169 0.9749765
#> exo3 -2.5403920 1.3627237 -4.5139397 -0.7591445
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5145993 0.2851625 -0.8817271 -0.1215626
#> lag1_var2 1.0879745 0.5359831 0.3277878 1.8501124
#> lag1_var3 1.6782380 0.7373228 0.6296566 2.7109595
#> lag1_var4 -0.6380201 0.6650467 -1.5682320 0.3107544
#> const 9.6471036 5.4262583 3.5538229 17.1223148
#> exo1 0.1638329 0.3763927 -0.2638456 0.7003854
#> exo2 0.1029058 0.6664776 -0.7396061 1.1158578
#> exo3 -2.5624040 1.0076998 -3.9169281 -1.2304611
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005503159 0.0001334014 0.0003745231 0.0007116838
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01186729 0.004602752 -0.01823953 -0.006359886
#> Sigma[2,2] 0.79588021 0.230286106 0.54627608 1.115711656
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009343291 0.003955391 0.004117305 0.01423779
#> Sigma[3,2] -0.571869297 0.191117403 -0.876646539 -0.36650763
#> Sigma[3,3] 0.567690332 0.178110340 0.391069207 0.84980078
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008853961 0.001132371 -0.0005097392 0.002528872
#> Sigma[4,2] -0.0037668362 0.071739426 -0.1117295331 0.094584609
#> Sigma[4,3] 0.1664633774 0.052900231 0.0988052693 0.237250728
#> Sigma[4,4] 0.1714347060 0.048203838 0.1395854995 0.244998340
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991997002 0.01058748 0.973673279 1.0035139875
#> lag1_var2 0.001983365 0.04304958 -0.049047544 0.0606142214
#> lag1_var3 0.004663955 0.06193184 -0.066111228 0.0894608930
#> lag1_var4 -0.005041913 0.05966720 -0.087492578 0.0635132177
#> const 0.276676010 0.25164028 -0.009055257 0.6362278580
#> exo1 0.039433184 0.01806169 0.015989948 0.0648621835
#> exo2 -0.035851679 0.02353013 -0.065022844 -0.0003904447
#> exo3 0.007820091 0.03620403 -0.042194063 0.0591969743
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1473930 0.4917593 -0.7000948 0.5770269
#> lag1_var2 -2.7128354 3.2367495 -6.5859935 1.3685963
#> lag1_var3 -4.8672341 4.5257571 -10.2908498 0.8231081
#> lag1_var4 4.7929783 4.4256318 -0.7913369 10.0871627
#> const 10.1519298 7.8407169 -2.5090522 18.6093135
#> exo1 -0.4631193 0.6959374 -1.1898115 0.7457554
#> exo2 0.1182342 0.7682770 -0.9100883 1.1659532
#> exo3 0.5332954 1.2633575 -1.1378041 2.0844544
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1043363 0.3632639 -0.5520625 0.3876120
#> lag1_var2 1.7618469 2.7536649 -1.6512862 5.8579621
#> lag1_var3 3.1511719 3.8145670 -1.5666961 8.8384276
#> lag1_var4 -2.1193263 3.7395852 -7.6538483 2.5269615
#> const -1.3367123 7.8070338 -9.3822059 12.0247575
#> exo1 0.3120805 0.6875294 -0.6908246 1.0595776
#> exo2 -1.3214266 0.6119640 -2.2412630 -0.5599852
#> exo3 -0.7199737 0.9337288 -1.9664764 0.4192741
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23575151 0.3178044 -0.6769585 0.2046305
#> lag1_var2 -0.51998748 1.2646145 -2.1671232 1.0422340
#> lag1_var3 -0.81622440 1.7445354 -3.1152904 1.3049636
#> lag1_var4 1.80889520 1.7098666 -0.2626538 4.0687452
#> const 5.51707497 7.3250718 -2.2433113 17.2810299
#> exo1 -0.01866763 0.4611044 -0.7213732 0.5403028
#> exo2 -1.29976077 0.2327416 -1.6151956 -0.9856589
#> exo3 -0.37263391 0.3982460 -0.8920991 0.2072544
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003915178 7.610503e-05 0.0002962975 0.0005074422
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006248501 0.000292257 -0.001108757 -0.0002949586
#> Sigma[2,2] 0.0129755892 0.004616280 0.008456051 0.0205152160
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002794962 0.0006734889 -0.0006546044 0.001107669
#> Sigma[3,2] -0.0237248385 0.0069594934 -0.0300143672 -0.012526381
#> Sigma[3,3] 0.1250922956 0.0232851057 0.0907119598 0.155553989
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001182298 0.0006943937 -0.001123155 0.0006960721
#> Sigma[4,2] -0.0170391395 0.0055229374 -0.022526391 -0.0080490115
#> Sigma[4,3] 0.1162200648 0.0221494800 0.087292340 0.1461042923
#> Sigma[4,4] 0.1110016119 0.0215929618 0.086410856 0.1419750019
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98335473 0.01917559 0.95733969 1.01204376
#> lag1_var2 -0.03676277 0.06833810 -0.14288484 0.04238958
#> lag1_var3 -0.07015631 0.11908275 -0.23676977 0.08252284
#> lag1_var4 0.06287399 0.11491221 -0.08414894 0.22346069
#> const 0.83200282 0.26668775 0.55478426 1.23512067
#> exo1 -0.00709249 0.02247689 -0.02977942 0.02917609
#> exo2 -0.02481520 0.02909134 -0.05242914 0.02005194
#> exo3 -0.01339164 0.01585828 -0.02827379 0.01181654
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2287552252 0.1136242 0.0724304 0.3796818
#> lag1_var2 -0.3180448804 0.4780601 -1.0684759 0.2796082
#> lag1_var3 -1.4092628582 0.7655122 -2.6904305 -0.5513880
#> lag1_var4 1.3414030839 0.7341827 0.5161982 2.5688994
#> const 1.1739789130 2.1434972 -1.0757320 4.5063458
#> exo1 -0.0001919791 0.1040064 -0.1305373 0.1316229
#> exo2 0.9576293358 0.1244247 0.8081483 1.1501223
#> exo3 0.2864497241 0.1032178 0.1089413 0.3783337
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8923700 0.3296866 -1.4283327 -0.46352695
#> lag1_var2 3.6239955 1.4325761 2.1614528 5.76552993
#> lag1_var3 6.4252851 2.3270826 4.1563045 10.09100203
#> lag1_var4 -5.1944710 2.2364157 -8.7175175 -2.99877432
#> const 4.2112548 4.6082822 -2.0588755 9.86198802
#> exo1 -0.1938928 0.2407977 -0.5458954 0.08096559
#> exo2 -0.5027941 0.1851913 -0.7722275 -0.25256500
#> exo3 0.2074895 0.3681133 -0.3374859 0.70478180
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.815160535 0.3077353 -1.2905993 -0.4045708
#> lag1_var2 3.292906438 1.2912040 1.9405440 5.1024965
#> lag1_var3 5.328795169 2.0981920 3.1413935 8.4234805
#> lag1_var4 -4.105514865 2.0181352 -7.0819740 -1.9869015
#> const 4.212422904 4.1778437 -0.8779542 8.9962539
#> exo1 -0.198326867 0.2374053 -0.4923552 0.1012390
#> exo2 -0.001613432 0.1869355 -0.2550639 0.2576020
#> exo3 0.378920373 0.3749463 -0.1791647 0.8493755
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002089691 0.002927306 0.0008844945 0.006435625
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004470593 0.005681225 -0.01443926 -0.0001980902
#> Sigma[2,2] 0.291926025 0.088832049 0.16903342 0.3910832337
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003039475 0.001832169 0.00128692 0.006098787
#> Sigma[3,2] -0.147196114 0.040842235 -0.18974019 -0.089565752
#> Sigma[3,3] 0.085402986 0.020321711 0.05574712 0.111635773
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009573853 0.001977022 -0.002133726 0.002503842
#> Sigma[4,2] -0.0071429981 0.011589769 -0.023744462 0.006657387
#> Sigma[4,3] 0.0153454343 0.008038287 0.007510490 0.027819871
#> Sigma[4,4] 0.0125905450 0.003295703 0.009207794 0.018096902
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970936473 0.02314970 0.93497974 0.99563190
#> lag1_var2 -0.054620827 0.10749605 -0.22451908 0.06351315
#> lag1_var3 -0.096899129 0.21859337 -0.44385519 0.14110959
#> lag1_var4 0.097781170 0.21023704 -0.13962609 0.42691569
#> const 0.664442735 0.36237192 0.35062810 1.25948513
#> exo1 0.021740565 0.03825050 -0.02159480 0.07625963
#> exo2 -0.047209218 0.04770325 -0.10356285 0.02172985
#> exo3 0.004997053 0.03854697 -0.05530195 0.04119637
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1537743 0.3654609 -0.5929563 0.3538731
#> lag1_var2 0.7387204 0.9981272 -0.6175529 2.0137336
#> lag1_var3 -0.4609155 1.9871779 -3.2461517 2.0061198
#> lag1_var4 0.4795323 2.0005083 -2.1452960 3.1732108
#> const 2.4906689 5.5443061 -5.2337877 10.1105295
#> exo1 -0.0384784 0.6045899 -0.7848270 0.8557187
#> exo2 1.1365999 0.4950315 0.3576807 1.7536478
#> exo3 0.4417835 0.4714957 -0.3496544 0.9756641
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02933032 0.1752749 -0.23981269 0.2327291
#> lag1_var2 0.23102020 0.5662061 -0.50919224 0.8977744
#> lag1_var3 1.43073221 1.1503858 -0.06801455 2.7884087
#> lag1_var4 -0.46538515 1.1461634 -1.76884530 1.1361623
#> const 0.90249300 2.9051975 -3.16036419 4.8807748
#> exo1 0.03150755 0.3344944 -0.46843137 0.4601639
#> exo2 -0.63905238 0.2851203 -0.97112735 -0.1568689
#> exo3 -0.21469650 0.2438765 -0.50093599 0.1541867
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0637955344 0.07322237 -0.175009065 0.02868905
#> lag1_var2 0.3183997843 0.31193956 0.003138192 0.81281712
#> lag1_var3 0.6523723738 0.67084360 -0.012207825 1.71427297
#> lag1_var4 0.3421474630 0.63987854 -0.671343973 0.97961955
#> const 1.5292557056 1.27645270 -0.331093079 3.07532709
#> exo1 0.0151341335 0.08842749 -0.076438969 0.15361586
#> exo2 -0.0956581059 0.10735090 -0.237644456 0.04502613
#> exo3 -0.0002081185 0.11340837 -0.171993257 0.13166321
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003397356 0.0007477194 0.002428368 0.004492863
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004769808 0.001401505 -0.006637403 -0.00297339
#> Sigma[2,2] 0.027765350 0.003175408 0.022361966 0.03113992
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001660935 0.002550749 -0.001095984 0.005792328
#> Sigma[3,2] -0.014037009 0.009167849 -0.028506124 -0.003972502
#> Sigma[3,3] 0.068182037 0.020460200 0.047497472 0.101581914
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001415977 0.002581599 -0.003780992 0.002855789
#> Sigma[4,2] 0.003498048 0.009105268 -0.010776543 0.014158190
#> Sigma[4,3] 0.060912247 0.018822993 0.042421684 0.093716453
#> Sigma[4,4] 0.064820140 0.018523341 0.046539872 0.096489087
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003979261 0.03586929 0.949345309 1.04654109
#> lag1_var2 -0.118977683 0.23110488 -0.409362243 0.22790139
#> lag1_var3 -0.237299527 0.42817085 -0.816047898 0.38567952
#> lag1_var4 0.220628659 0.42634387 -0.390707840 0.80098185
#> const 0.910088652 0.59649237 0.023750926 1.63034022
#> exo1 0.007185847 0.04715202 -0.062460942 0.06175854
#> exo2 -0.010774190 0.06615297 -0.074929575 0.09960366
#> exo3 0.031064959 0.03295108 -0.009312496 0.07367660
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15762928 0.08906102 -0.26903048 -0.02285619
#> lag1_var2 0.59500943 0.66175086 -0.21666509 1.61186622
#> lag1_var3 -0.04677752 1.09384895 -1.32523795 1.64528624
#> lag1_var4 0.09503336 1.08816244 -1.61139465 1.34531798
#> const 1.29798893 2.52408459 -1.32303817 5.44685362
#> exo1 0.03079869 0.18541065 -0.21701692 0.29542201
#> exo2 0.44318298 0.22459921 0.10858642 0.72974675
#> exo3 0.17324179 0.13180990 0.06737969 0.41569345
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.205683999 0.1742682 -0.02881025 0.41181804
#> lag1_var2 0.039111300 0.7962034 -1.29952244 0.87428953
#> lag1_var3 0.914388012 1.2874879 -1.16437011 2.33104054
#> lag1_var4 0.008412474 1.2383663 -1.32773170 2.03785401
#> const 0.402866572 1.9429572 -1.99020478 3.28944018
#> exo1 -0.100411030 0.2148900 -0.33001077 0.22563346
#> exo2 -0.224228592 0.2558074 -0.60275234 0.09166434
#> exo3 0.792858111 0.2302224 0.56419541 1.14548980
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10115273 0.1849851 -0.1449170 0.3260106
#> lag1_var2 0.15393248 1.0228253 -1.4147394 1.3494493
#> lag1_var3 0.47833804 1.6258850 -1.9940835 2.3049872
#> lag1_var4 0.48911805 1.5820550 -1.2978875 2.9203419
#> const 0.44505580 2.3394136 -2.5984073 3.0972537
#> exo1 -0.07907132 0.1360134 -0.2264397 0.1322028
#> exo2 0.05290001 0.1878318 -0.1847171 0.2881066
#> exo3 0.93133902 0.2265347 0.6537445 1.2562582
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02334792 0.004113284 0.01663999 0.02741285
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001865394 0.002124640 -0.004356424 0.001503358
#> Sigma[2,2] 0.007669746 0.001698584 0.005662065 0.010266198
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01488319 0.015652317 -0.03879503 0.0007646336
#> Sigma[3,2] -0.01430382 0.007693987 -0.02534072 -0.0043381395
#> Sigma[3,3] 0.24617572 0.037634513 0.19097027 0.2944617476
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01731032 0.017262450 -0.04329120 -0.0000665862
#> Sigma[4,2] -0.01061525 0.008314145 -0.02198007 0.0005607277
#> Sigma[4,3] 0.25855506 0.038489838 0.20328857 0.3099330517
#> Sigma[4,4] 0.27448813 0.039726758 0.22037946 0.3293902917
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.920089684 0.03065293 0.8691080 0.95188914
#> lag1_var2 -0.007266416 0.36680741 -0.3937351 0.54991537
#> lag1_var3 -0.060466738 0.64763295 -0.6832704 0.97679232
#> lag1_var4 0.078248693 0.62553596 -0.9332988 0.69748554
#> const 0.582336340 1.88561091 -1.5578850 3.68967086
#> exo1 0.192360297 0.25681497 -0.1721813 0.54214552
#> exo2 -0.234612254 0.13041966 -0.3948657 -0.04169715
#> exo3 -0.005305421 0.14995816 -0.2349386 0.16062079
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05399271 0.01433850 0.03540936 0.07355112
#> lag1_var2 0.42576001 0.12338901 0.26251639 0.57521838
#> lag1_var3 -0.39580737 0.17649276 -0.61393779 -0.15809343
#> lag1_var4 0.39795498 0.17207508 0.16859088 0.61547909
#> const 1.25716872 0.94275146 -0.17638131 2.45268948
#> exo1 -0.04571457 0.07353268 -0.14995563 0.04159785
#> exo2 0.67466239 0.10746304 0.54852874 0.84321257
#> exo3 0.54892697 0.09742635 0.43730538 0.69314842
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3341472 0.08224828 -0.4324218 -0.2316372
#> lag1_var2 2.9149173 0.61417749 2.0720669 3.7462998
#> lag1_var3 4.0957839 0.89598067 2.7119423 5.2476810
#> lag1_var4 -3.1851415 0.89824911 -4.3571112 -1.8061729
#> const 4.9408986 4.30167126 -0.6710768 10.5450785
#> exo1 -0.3748838 0.46464384 -0.9863128 0.2605115
#> exo2 -3.6379621 0.46610915 -4.2226840 -3.0023949
#> exo3 -1.4487073 0.58126563 -2.2934064 -0.7480799
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3300223 0.09118519 -0.4361248 -0.2126782
#> lag1_var2 2.9750547 0.67615251 1.9773906 3.8327596
#> lag1_var3 3.4011165 1.01902193 1.7876605 4.6422951
#> lag1_var4 -2.4773123 1.01823877 -3.7439869 -0.8770451
#> const 5.0293837 4.76535242 -1.1793709 11.3791184
#> exo1 -0.4395803 0.49789747 -1.0829588 0.2487101
#> exo2 -3.5262904 0.50387624 -4.1832979 -2.8305171
#> exo3 -1.2328844 0.63568893 -2.1551557 -0.4471656
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00129462 0.0005314196 0.0007622132 0.002104576
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05420843 0.03039554 -0.1044146 -0.02901329
#> Sigma[2,2] 3.32706581 1.87555210 1.9206851 6.43294329
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03125383 0.01730394 0.01721343 0.05917658
#> Sigma[3,2] -1.82029257 1.04683208 -3.56337637 -1.05965210
#> Sigma[3,3] 1.08841781 0.57830391 0.66075574 2.04572844
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003507442 0.002928467 0.0001778353 0.008365439
#> Sigma[4,2] -0.106944504 0.120208738 -0.3071890739 0.016185964
#> Sigma[4,3] 0.163878446 0.072503375 0.0922705385 0.285478500
#> Sigma[4,4] 0.123852824 0.029246760 0.0861294136 0.165542391
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979906703 0.03568773 0.926424541 1.02324631
#> lag1_var2 0.094051225 0.06992465 0.003425200 0.18298411
#> lag1_var3 0.184672640 0.13684468 0.008871021 0.36101985
#> lag1_var4 -0.180658020 0.12645799 -0.342731919 -0.01721675
#> const 0.338196329 0.45357946 -0.368215129 0.84502090
#> exo1 0.007595364 0.05539142 -0.071488446 0.08456708
#> exo2 -0.133228513 0.03843818 -0.182667654 -0.07884524
#> exo3 0.040974305 0.03423648 -0.005547959 0.08596594
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2874989 0.9423256 -0.8289837 1.62013863
#> lag1_var2 -5.5782040 2.9408854 -9.5369934 -1.92634274
#> lag1_var3 -12.6336829 5.7178343 -20.3311020 -5.59419161
#> lag1_var4 12.2176310 5.5072280 5.3919556 19.68446163
#> const 15.3546228 17.2803855 -7.7568098 36.54653802
#> exo1 -2.1761907 1.6956301 -4.5957467 -0.06141092
#> exo2 0.8825699 1.5556350 -1.4276242 2.83751019
#> exo3 0.7240684 2.3338904 -3.3029521 3.19761103
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1693420 0.6633995 -0.6339218 1.098336724
#> lag1_var2 3.7587473 1.8944209 1.4995540 6.406335906
#> lag1_var3 8.2656267 3.6854535 3.9038386 13.408876346
#> lag1_var4 -7.1986833 3.4785877 -12.1748677 -3.103327807
#> const -8.2920262 11.0557049 -21.4855739 7.015809319
#> exo1 1.0700584 1.0281276 -0.2307846 2.467248165
#> exo2 -1.3704781 1.0556238 -2.8284460 -0.003543829
#> exo3 -0.3900493 1.2612543 -1.7602466 1.779435086
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.306869665 0.3319601 -0.09769268 0.8322070
#> lag1_var2 0.588442245 0.7083892 -0.60635346 1.3747622
#> lag1_var3 1.189824091 1.3957800 -1.16698896 2.7290882
#> lag1_var4 -0.308111010 1.2565412 -1.67489703 1.8036189
#> const -1.546846002 3.3860698 -5.71015461 3.8111414
#> exo1 -0.066095657 0.3461026 -0.45647120 0.4860126
#> exo2 -1.064637022 0.5969110 -2.06779455 -0.4497592
#> exo3 0.009439798 0.3156335 -0.36692357 0.3603388
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001768495 5.359194e-05 0.0001359241 0.0002659472
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009150395 0.0004139353 -0.001520944 -0.0004572925
#> Sigma[2,2] 0.0656794529 0.0166735716 0.044949413 0.0917184833
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001218671 0.003190808 -0.005716571 0.002923634
#> Sigma[3,2] -0.158141983 0.053522864 -0.237035942 -0.105251110
#> Sigma[3,3] 1.742896852 0.418627630 1.367365953 2.419847119
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001850686 0.003114556 -0.006180518 0.002221512
#> Sigma[4,2] -0.120598311 0.051102977 -0.199284339 -0.074828336
#> Sigma[4,3] 1.690378259 0.403885648 1.318295724 2.332406419
#> Sigma[4,4] 1.660454489 0.390566717 1.288680245 2.265280998
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984997657 0.005746211 0.97890062 0.99339206
#> lag1_var2 -0.029149651 0.051648575 -0.09205098 0.04589070
#> lag1_var3 -0.044942434 0.088215892 -0.15074063 0.07814303
#> lag1_var4 0.042414977 0.086624299 -0.07852231 0.14578779
#> const 0.567209033 0.142334141 0.34834242 0.74214959
#> exo1 0.001538955 0.011180762 -0.01730899 0.01298722
#> exo2 -0.051219628 0.014627071 -0.07286627 -0.03341573
#> exo3 0.033866609 0.007475316 0.02218691 0.04171349
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1892616 0.1243507 0.06171476 0.3907066
#> lag1_var2 -0.9187164 1.2693487 -2.97063646 0.4957917
#> lag1_var3 -2.6383069 2.0633347 -6.07741008 -0.4275604
#> lag1_var4 2.5909751 2.0280274 0.42483459 5.9754102
#> const -0.9925602 2.5365838 -4.28219633 2.2748042
#> exo1 -0.0269079 0.2078614 -0.32583979 0.2197950
#> exo2 0.3956250 0.2403574 0.08061660 0.7408784
#> exo3 -0.6304069 0.1209214 -0.82569112 -0.5067769
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.7531125 0.4720338 -2.445296 -1.2151953
#> lag1_var2 13.9100680 5.9105550 6.492706 22.5749934
#> lag1_var3 23.7271131 9.9294155 11.984285 38.9361953
#> lag1_var4 -22.4428540 9.7523212 -37.423690 -10.9449637
#> const 25.8981288 10.0060676 12.438185 38.7683417
#> exo1 -0.2924420 0.7752609 -1.084782 0.9811426
#> exo2 -0.5334048 1.3943513 -2.271607 1.4700225
#> exo3 3.4055615 0.9055003 2.185790 4.5812250
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.6763480 0.4666734 -2.324658 -1.1311926
#> lag1_var2 13.3632690 5.4104310 6.052256 20.9789265
#> lag1_var3 22.1382096 9.0488358 10.940808 35.5984987
#> lag1_var4 -20.8643424 8.8821956 -34.124510 -9.9190149
#> const 25.1194093 10.1283133 11.641983 38.1871957
#> exo1 -0.3169010 0.7592682 -1.168593 0.8384489
#> exo2 -0.3144401 1.3405883 -1.883321 1.7126021
#> exo3 3.0981299 0.8912247 1.901286 4.2223366
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005892584 0.0009286168 0.0002048601 0.001955911
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001520161 0.0107461 -0.006902948 0.01897826
#> Sigma[2,2] 2.592061245 0.6127026 2.015151846 3.58563527
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005274026 0.02232676 -0.04008565 0.007737556
#> Sigma[3,2] -1.373878026 0.42149458 -1.90365609 -0.722522019
#> Sigma[3,3] 2.027146201 0.72025247 1.48722634 3.157401466
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00391988 0.01637296 -0.03060143 0.005605879
#> Sigma[4,2] 0.35530721 0.35811372 -0.15377531 0.873729457
#> Sigma[4,3] 1.22926952 0.66884208 0.72657285 2.247572979
#> Sigma[4,4] 1.60039765 0.65887410 1.05460978 2.699952844
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965196770 0.01187965 0.94924368 0.97915343
#> lag1_var2 -0.012508673 0.01990374 -0.03468548 0.01560603
#> lag1_var3 -0.022342084 0.03005321 -0.05642292 0.02068724
#> lag1_var4 0.022511201 0.02856629 -0.01789805 0.05650109
#> const 0.767980423 0.17628848 0.58223622 1.03048871
#> exo1 0.007597160 0.01183655 -0.01142048 0.01739316
#> exo2 -0.095234921 0.01186939 -0.11010377 -0.07752580
#> exo3 0.006538278 0.03261397 -0.01640917 0.06036038
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06597812 0.9672218 -1.3830093 1.399969
#> lag1_var2 -0.62218409 2.1025673 -3.0329518 2.362327
#> lag1_var3 -2.14221607 3.2562081 -5.8102564 2.541078
#> lag1_var4 2.08306531 3.0642707 -2.3448195 5.489775
#> const 4.33285192 22.3595777 -21.3108395 39.652906
#> exo1 0.99056367 1.3697391 -0.8645644 2.524146
#> exo2 0.23542078 1.4722289 -1.5590177 2.209102
#> exo3 -0.30077730 1.4772322 -2.5235317 1.492596
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1788871 0.5424257 -0.2724064 1.1254514
#> lag1_var2 0.4044971 1.3797786 -1.7623755 1.7748336
#> lag1_var3 1.5573945 2.1257623 -1.7654757 3.6689787
#> lag1_var4 -0.6793782 1.9862604 -2.6268939 2.3965031
#> const 3.3205076 12.6336990 -10.3856473 23.2698895
#> exo1 -0.1313340 1.1764643 -1.5368358 1.6544352
#> exo2 -3.2973672 0.9176569 -4.3679366 -1.9261700
#> exo3 -0.5024574 1.0574849 -2.0094795 0.9327375
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2010469 0.6602385 -0.7548704 0.9828804
#> lag1_var2 -0.5005759 0.9551795 -1.7062692 0.9029344
#> lag1_var3 -0.5837306 1.3882283 -2.3025909 1.5115936
#> lag1_var4 1.4362944 1.2715864 -0.4905571 3.0263045
#> const 5.8656216 18.5843593 -19.4335285 32.3276903
#> exo1 0.5149528 1.0490176 -0.7041844 2.1692236
#> exo2 -3.3770258 1.1502599 -5.0229865 -1.8874449
#> exo3 -0.7704205 1.0205894 -2.3328101 0.2439142
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006748778 0.001474637 0.004877915 0.008893049
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02311872 0.005556608 -0.03113863 -0.01567284
#> Sigma[2,2] 0.16578125 0.048713480 0.10971502 0.23861934
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04250567 0.01325347 0.02633908 0.06138336
#> Sigma[3,2] -0.20457120 0.05649716 -0.27196126 -0.12589188
#> Sigma[3,3] 0.63013840 0.13619147 0.43998075 0.79739572
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03504294 0.01326256 0.02075908 0.05629528
#> Sigma[4,2] -0.13171913 0.04520234 -0.18269506 -0.06828199
#> Sigma[4,3] 0.59823026 0.13556096 0.41815316 0.76536551
#> Sigma[4,4] 0.60806905 0.13914932 0.43857908 0.77615809
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05124816 0.04327531 0.990804539 1.10628536
#> lag1_var2 0.03132745 0.15685648 -0.196403896 0.22134540
#> lag1_var3 0.03173335 0.30664655 -0.416637062 0.39868405
#> lag1_var4 -0.04962274 0.28204431 -0.384426485 0.36036473
#> const -0.18562723 1.27349508 -2.166286317 1.05557931
#> exo1 -0.06568781 0.06147027 -0.143286496 0.02299387
#> exo2 0.09269756 0.10027703 -0.004744887 0.24807634
#> exo3 -0.09898885 0.05679605 -0.172247943 -0.02660580
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3939208 0.1819457 0.2243312 0.68273403
#> lag1_var2 -0.5855022 0.5436253 -1.3669844 -0.00683142
#> lag1_var3 -2.3879565 0.9764102 -3.7070936 -1.32698898
#> lag1_var4 2.2316733 0.8829607 1.2691560 3.38400043
#> const 2.8466975 5.8508479 -4.4287181 12.32857655
#> exo1 0.1078958 0.2981076 -0.2021035 0.59822395
#> exo2 3.0109100 0.5847029 2.1827011 3.86432840
#> exo3 0.7875933 0.4992674 0.0188370 1.35163412
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6989822 0.4028985 -1.2077653 -0.2419154
#> lag1_var2 2.8043131 1.5036603 0.9264682 4.9512005
#> lag1_var3 5.9555241 2.8132798 2.2591571 9.9318878
#> lag1_var4 -4.6678572 2.5494539 -8.2850226 -1.3058177
#> const -0.8191585 10.4227071 -19.2449031 8.3703190
#> exo1 -0.3263244 0.8388632 -1.4856563 0.8398529
#> exo2 -3.5434714 0.9394250 -4.8883041 -2.3526041
#> exo3 -1.2851077 0.9147825 -2.4417489 0.1000930
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6155841 0.3667980 -1.1144351 -0.1470029658
#> lag1_var2 2.5432686 1.4314808 0.5485093 4.5333454942
#> lag1_var3 4.7681724 2.7565433 0.8262362 8.5803882931
#> lag1_var4 -3.4834815 2.5086781 -6.9566944 0.1106732215
#> const -0.6970356 8.9676923 -16.2542970 7.0899694180
#> exo1 -0.3225408 0.9045795 -1.6168659 0.9008751570
#> exo2 -2.3571559 0.8386800 -3.4824205 -1.3897112743
#> exo3 -1.0780081 0.8136114 -2.1911312 -0.0006943874
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009046849 0.0003192867 0.000553272 0.001382473
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01938874 0.009425156 -0.0343038 -0.009894748
#> Sigma[2,2] 0.76042503 0.252046254 0.4560701 1.126044336
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01268259 0.005345118 0.006866498 0.02127841
#> Sigma[3,2] -0.40301294 0.155364442 -0.654007423 -0.24354032
#> Sigma[3,3] 0.37555099 0.104503165 0.274342433 0.54959452
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008916399 0.002358803 -0.001078590 0.004629179
#> Sigma[4,2] 0.0623741781 0.043371480 -0.008948951 0.112267938
#> Sigma[4,3] 0.1353690886 0.066398714 0.066278690 0.237343497
#> Sigma[4,4] 0.1803926896 0.066230265 0.129783259 0.290266589
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97253950 0.01045866 0.960993942 0.98686747
#> lag1_var2 0.02905612 0.04354462 -0.031232525 0.08761842
#> lag1_var3 0.03315723 0.07017388 -0.061149824 0.13026195
#> lag1_var4 -0.02993399 0.06958909 -0.128565957 0.06209513
#> const 0.51939080 0.34574172 0.006124331 0.89807171
#> exo1 -0.01560672 0.02219232 -0.044953428 0.01702982
#> exo2 -0.08406596 0.03704081 -0.129990049 -0.03050007
#> exo3 0.02759145 0.03071443 -0.017700129 0.06128485
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1840479 0.2465255 -0.5015717 0.1709744
#> lag1_var2 -1.5184237 1.6149569 -3.9151755 0.4340063
#> lag1_var3 -3.7223924 2.5997373 -7.6158352 -0.7081137
#> lag1_var4 3.7336598 2.5661276 0.7278251 7.5550798
#> const 5.1550097 9.1156420 -6.7325131 19.2897662
#> exo1 -0.2157427 0.7873070 -1.4289123 0.7090280
#> exo2 2.8366676 0.6589020 1.9986157 3.7821265
#> exo3 0.3169978 0.6628581 -0.5318667 1.3546476
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2244343 0.2892493 -0.1589786 0.6214389
#> lag1_var2 1.3896931 1.0236332 -0.2465864 2.5537661
#> lag1_var3 3.0640474 1.6531687 0.4383615 5.0080402
#> lag1_var4 -2.1289764 1.6546606 -4.0741815 0.4942066
#> const -2.6188451 7.2856472 -10.6838479 7.7684071
#> exo1 -0.1190378 0.5809292 -1.0494246 0.6170493
#> exo2 -2.5907685 0.6653941 -3.3044698 -1.5644391
#> exo3 -0.2760169 0.5969665 -0.8566395 0.6726887
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1042443 0.2249298 -0.1717660 0.4306167
#> lag1_var2 0.2605250 1.3614004 -1.8497106 2.0458032
#> lag1_var3 0.4663232 2.2444574 -3.0374657 3.3577779
#> lag1_var4 0.4918526 2.2099759 -2.3367108 3.9338808
#> const -0.2531693 5.1507078 -7.4300287 6.9129476
#> exo1 -0.2580291 0.4261010 -0.8079402 0.2630352
#> exo2 -0.9414293 0.5299947 -1.7243353 -0.2639386
#> exo3 -0.1109058 0.3945491 -0.5521740 0.4655652
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000381593 7.658761e-05 0.0002741685 0.0004823937
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005631029 0.001568267 -0.001939228 0.002539078
#> Sigma[2,2] 0.6269165943 0.100803349 0.485287134 0.765986316
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003106333 0.004655698 -0.009453797 0.003192655
#> Sigma[3,2] -0.327258180 0.213280967 -0.677592544 -0.132193274
#> Sigma[3,3] 1.448777355 0.473829009 0.978392722 2.253556847
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002819175 0.004272972 -0.008919413 0.002653211
#> Sigma[4,2] 0.061956863 0.180614102 -0.234817137 0.234570246
#> Sigma[4,3] 1.311171778 0.407248310 0.912846821 2.014996420
#> Sigma[4,4] 1.419490621 0.383552415 1.076548358 2.096252914
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.972426475 0.01252680 0.95365670 0.98674742
#> lag1_var2 0.001148478 0.03130616 -0.03061035 0.05025605
#> lag1_var3 -0.008469439 0.04964504 -0.06019218 0.07047938
#> lag1_var4 0.007655811 0.04714712 -0.06680712 0.05813543
#> const 0.706218937 0.26172283 0.35128790 1.04706897
#> exo1 0.007112595 0.01994004 -0.02184611 0.03286065
#> exo2 -0.119857030 0.01359491 -0.13468173 -0.09916757
#> exo3 0.052351082 0.02416052 0.01705291 0.08071400
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7995542 0.3919529 0.2579341 1.3089386
#> lag1_var2 -1.4184554 1.4643129 -3.0398543 1.0792535
#> lag1_var3 -3.1813090 2.4096038 -5.9445811 0.9004492
#> lag1_var4 3.0659532 2.2960931 -0.8007872 5.7348882
#> const -9.4968048 12.7258841 -26.9198439 8.0243096
#> exo1 -0.8818236 0.7423163 -2.0372806 -0.1099441
#> exo2 4.7196214 0.7383560 3.9437976 5.7828094
#> exo3 0.5268630 0.7788084 -0.4045410 1.6973875
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1343396 0.6806837 -0.7070441 1.195650
#> lag1_var2 -0.5888429 2.8825332 -4.6866313 2.628826
#> lag1_var3 0.1872115 4.6808469 -6.5558100 5.404295
#> lag1_var4 0.6505152 4.5593919 -4.4020947 7.193443
#> const 7.2481173 14.2573232 -13.7510720 25.939090
#> exo1 0.3756877 1.2542082 -1.1610664 2.149376
#> exo2 -5.3662910 0.8713254 -6.5076930 -4.197419
#> exo3 2.8376565 1.4836815 0.8350835 5.020871
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6774365 0.5489112 0.09561497 1.582776
#> lag1_var2 -1.9609128 2.8785153 -6.13614090 1.183164
#> lag1_var3 -2.5397396 4.6585551 -9.33718719 2.526064
#> lag1_var4 3.3089341 4.5385802 -1.58967926 9.960875
#> const 0.1776205 10.1827730 -14.34905785 11.007290
#> exo1 -0.1947067 0.9598683 -1.50307919 1.210295
#> exo2 -2.7185041 0.8811568 -3.94524908 -1.553903
#> exo3 3.3968814 1.2414687 2.01893550 5.462620
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001815256 0.0004726221 0.001193867 0.002374846
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03401465 0.01108671 -0.04890622 -0.01862576
#> Sigma[2,2] 2.29213380 0.55370154 1.66955541 3.21180750
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01861816 0.005974655 0.01177106 0.02750318
#> Sigma[3,2] -1.27485697 0.331283815 -1.81455789 -0.92574790
#> Sigma[3,3] 0.90512547 0.227739040 0.60397244 1.20291301
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000688797 0.002450763 -0.002382952 0.00425028
#> Sigma[4,2] -0.088677033 0.130014777 -0.237811997 0.11599259
#> Sigma[4,3] 0.273805169 0.106436162 0.127786618 0.40994641
#> Sigma[4,4] 0.261039757 0.057153146 0.202111855 0.35940430
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98408831 0.03635263 0.92813939 1.02356525
#> lag1_var2 -0.01388973 0.06259386 -0.10425484 0.05549227
#> lag1_var3 -0.02767117 0.12412443 -0.20873532 0.11138816
#> lag1_var4 0.01706072 0.11213584 -0.10820724 0.18277990
#> const 0.96811183 0.71860385 -0.03470723 1.94026792
#> exo1 -0.02193513 0.04213560 -0.07571237 0.03234506
#> exo2 -0.11514616 0.04672875 -0.17633987 -0.05097345
#> exo3 0.05392783 0.02946331 0.01192017 0.08971484
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.4923951 1.219161 -4.3437370 -0.9894022
#> lag1_var2 7.3549280 3.103360 3.5045725 11.5016953
#> lag1_var3 12.4624827 5.962629 4.9737063 20.4278114
#> lag1_var4 -11.3471998 5.387578 -18.4049286 -4.5756124
#> const 4.4784628 15.168940 -14.8583687 26.7014915
#> exo1 -0.3832054 1.517763 -2.0980909 2.1868803
#> exo2 1.1427304 1.370637 -0.8846764 2.7972853
#> exo3 -0.2667335 1.253679 -2.0804478 1.3765127
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3200520 0.7558000 0.1759552 2.3405835
#> lag1_var2 -3.2009666 2.1570129 -6.1509867 -0.1555241
#> lag1_var3 -5.3011666 4.1217623 -10.9400264 0.5711196
#> lag1_var4 5.6480408 3.6985517 0.3292479 10.6398621
#> const 0.7059097 11.3952113 -12.6055975 17.4092920
#> exo1 0.6377869 0.7657300 -0.4762689 1.7421391
#> exo2 -0.5948712 0.8269927 -1.7383177 0.5948174
#> exo3 1.0669675 0.7134570 -0.1175718 1.8083324
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0305824792 0.3087649 -0.44248255 0.3451848
#> lag1_var2 0.3856371998 0.8793808 -0.67030812 1.5113098
#> lag1_var3 0.7233832265 1.6725950 -1.33519205 2.8523216
#> lag1_var4 0.2411168789 1.5257769 -1.69518681 2.1243003
#> const 2.4268414857 6.3455686 -4.96079922 12.4461144
#> exo1 0.4885806280 0.2913025 0.06560781 0.7837384
#> exo2 -0.0001529435 0.4279947 -0.62311387 0.4247361
#> exo3 1.0032602118 0.5652810 0.12813414 1.5221576
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001460117 0.0003170644 0.001089776 0.001893379
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005060894 0.002101539 -0.00700894 -0.001541253
#> Sigma[2,2] 0.210578012 0.048969631 0.15413825 0.279977196
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004686871 0.00140848 0.002303529 0.006308244
#> Sigma[3,2] -0.106770850 0.02399264 -0.140620887 -0.076238597
#> Sigma[3,3] 0.100257267 0.01435451 0.077652661 0.116154366
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001780014 0.001563053 -0.0006052883 0.00370501
#> Sigma[4,2] 0.028829147 0.019073705 0.0087310739 0.05637242
#> Sigma[4,3] 0.038174689 0.011348297 0.0248521193 0.05717577
#> Sigma[4,4] 0.064651356 0.012433632 0.0461576113 0.08089507
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971175780 0.03731748 0.91586393 1.011523676
#> lag1_var2 0.052368024 0.10043334 -0.05597177 0.217627062
#> lag1_var3 0.075296587 0.15333894 -0.09446472 0.327758782
#> lag1_var4 -0.073767060 0.13926130 -0.30022656 0.081530026
#> const 0.537609361 0.26775464 0.12822886 0.781062593
#> exo1 0.005207524 0.04642535 -0.05693814 0.070287346
#> exo2 -0.029060386 0.03561795 -0.08430141 0.002327672
#> exo3 -0.025969382 0.03107973 -0.07215496 0.009618339
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6787473 0.5355702 -0.003451164 1.5126971
#> lag1_var2 1.9215849 0.7456474 1.304351361 3.0983545
#> lag1_var3 1.4764030 1.1285164 0.500150461 3.2792950
#> lag1_var4 -1.7793310 1.0504567 -3.437230993 -0.8583242
#> const 4.5171572 6.5793526 -4.418111624 12.1697575
#> exo1 -0.7422671 0.4311057 -1.349208278 -0.2053584
#> exo2 1.6091496 0.3946794 0.993767310 1.8936460
#> exo3 -0.2629915 0.3938011 -0.763623830 0.3376786
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3732002 0.4443584 -1.017861913 0.2160154
#> lag1_var2 -0.3501522 0.8516153 -1.564893973 0.6783840
#> lag1_var3 0.3508135 1.3042970 -1.512814804 1.9195974
#> lag1_var4 0.7727415 1.1603878 -0.645169495 2.4359992
#> const -0.3889821 5.5000253 -8.672333024 4.6429618
#> exo1 0.5471750 0.2989530 0.009203105 0.7448772
#> exo2 -1.5336025 0.2607762 -1.834013179 -1.1086884
#> exo3 0.3992637 0.2010878 0.198537692 0.7032834
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03903140 0.2067611 -0.1831977 0.3564919
#> lag1_var2 0.44411305 0.6245746 -0.4516022 1.2024561
#> lag1_var3 0.60276401 0.9646267 -0.7698988 1.7922549
#> lag1_var4 0.35016262 0.8661514 -0.7290270 1.6051579
#> const 1.44360955 3.4443830 -3.8468031 5.7245259
#> exo1 0.09717651 0.3221706 -0.2855786 0.4986119
#> exo2 -0.55987053 0.1998173 -0.7653730 -0.2606937
#> exo3 0.28794174 0.2809282 -0.1207372 0.5827723
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006401591 0.0001632294 0.0004551515 0.0008675653
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01922131 0.008156964 -0.03205438 -0.01136167
#> Sigma[2,2] 1.24483322 0.419915694 0.74184468 1.72908612
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01408494 0.005914308 0.007724378 0.02280573
#> Sigma[3,2] -0.83121441 0.283171569 -1.125572119 -0.45612625
#> Sigma[3,3] 0.62573298 0.204432921 0.352451697 0.88834841
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004323599 0.00201155 0.001777975 0.007436875
#> Sigma[4,2] -0.196172249 0.09407425 -0.334897906 -0.080258176
#> Sigma[4,3] 0.206758290 0.07362458 0.123841063 0.324064615
#> Sigma[4,4] 0.112680067 0.03048276 0.080564111 0.159910477
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975627353 0.01374196 0.95750227 0.99441798
#> lag1_var2 0.006855741 0.02769899 -0.03009279 0.04575577
#> lag1_var3 0.017170555 0.05518479 -0.05757119 0.09293066
#> lag1_var4 -0.015645364 0.05346905 -0.08868718 0.05655904
#> const 0.575782342 0.32999128 0.06261736 0.97864930
#> exo1 -0.015893006 0.02228858 -0.04114866 0.01962502
#> exo2 -0.068247919 0.02218449 -0.10038761 -0.04325778
#> exo3 0.050901751 0.02269492 0.02414107 0.08218943
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43249757 0.5537570 -0.3375350 1.1579648
#> lag1_var2 -0.03809671 1.0283677 -1.5675100 1.3351544
#> lag1_var3 -1.50502468 1.9914695 -4.2658907 1.2760531
#> lag1_var4 1.25746785 1.9012234 -1.4220375 3.7979139
#> const 3.91797436 10.8380559 -6.3886137 22.0450778
#> exo1 0.33394237 0.4348693 -0.3842683 0.6798727
#> exo2 0.51753061 0.9912518 -0.8201509 2.0219016
#> exo3 -0.67142124 1.0299910 -2.1017269 0.5922144
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07893783 0.4795573 -0.6834214 0.5830094
#> lag1_var2 -0.71193086 0.8467728 -1.8317701 0.4612337
#> lag1_var3 -0.75052355 1.6437242 -3.1167407 1.4424506
#> lag1_var4 1.83966073 1.5794628 -0.2537445 4.1715146
#> const -3.97174508 10.8207599 -21.8025252 7.2543233
#> exo1 -0.52987304 0.3996282 -1.0441975 0.0342712
#> exo2 -0.68184189 0.5624431 -1.4216301 0.1410494
#> exo3 0.67113309 0.7980095 -0.1367764 1.9529252
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1771365 0.2161560 -0.09343625 0.503215201
#> lag1_var2 -1.1815912 0.4672402 -1.79134450 -0.604055016
#> lag1_var3 -2.4121764 0.9039247 -3.57958514 -1.275215401
#> lag1_var4 3.3802224 0.8690368 2.28288749 4.507454204
#> const -3.1696216 5.9066243 -13.49399186 3.056581839
#> exo1 -0.3740148 0.3224866 -0.79415177 -0.017006111
#> exo2 -0.3917321 0.3994804 -1.02484050 0.001533496
#> exo3 0.3370336 0.3272992 0.12488218 0.925836470
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001372562 0.0004198069 0.0009443821 0.002072421
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005630696 0.002671941 -0.0094526 -0.002151273
#> Sigma[2,2] 0.266564894 0.065615754 0.1947560 0.372538859
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005325669 0.005755427 -0.001113751 0.01319074
#> Sigma[3,2] -0.190957368 0.101685434 -0.359683398 -0.11729121
#> Sigma[3,3] 0.456972851 0.212046625 0.305241050 0.83342556
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001695999 0.004581888 -0.004213172 0.008144158
#> Sigma[4,2] -0.017498231 0.070077389 -0.135269459 0.029183243
#> Sigma[4,3] 0.352053811 0.164518211 0.214834544 0.646152774
#> Sigma[4,4] 0.361387003 0.134305086 0.240110367 0.599154371
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0023727710 0.01040587 0.98763697 1.01627400
#> lag1_var2 -0.0804825139 0.07067792 -0.15882885 0.03607409
#> lag1_var3 -0.1258682890 0.10171511 -0.24381493 0.03834433
#> lag1_var4 0.1160819175 0.09982057 -0.04435569 0.23324646
#> const 0.6154363207 0.36811874 0.17103398 1.11979242
#> exo1 -0.0003248184 0.03721349 -0.04684705 0.04447756
#> exo2 -0.0294939649 0.04107900 -0.08773979 0.02748591
#> exo3 0.0112674272 0.03047903 -0.03016251 0.04949801
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6230296 0.1369084 -0.8297258 -0.4660046
#> lag1_var2 4.1552016 0.6385436 3.2384594 4.9127535
#> lag1_var3 5.0552254 0.9773842 3.5709158 6.1218904
#> lag1_var4 -4.8773375 0.9817248 -5.9159747 -3.3424712
#> const 6.1330585 5.0162735 -1.3636834 12.2570285
#> exo1 -0.3178584 0.6178009 -1.0193250 0.6917367
#> exo2 0.7005655 0.5612579 -0.1969513 1.4044137
#> exo3 -0.2257181 0.3399590 -0.6960789 0.1935350
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0178192 0.2769521 0.7480802 1.4614339
#> lag1_var2 -0.9257264 1.5618219 -2.7949397 1.2492512
#> lag1_var3 -0.3699605 2.3618078 -3.0235427 2.9886933
#> lag1_var4 0.9364424 2.2542831 -2.2457602 3.4540600
#> const 1.4399105 7.7925665 -11.0197549 9.9440070
#> exo1 0.6315585 0.7500990 -0.3301275 1.7022290
#> exo2 -1.3011874 0.8090809 -2.5487328 -0.2868520
#> exo3 -1.3926165 0.6788173 -2.0760892 -0.2433856
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6246381 0.2696443 0.36251610 1.05042965
#> lag1_var2 1.5296436 1.5001435 -0.18267640 3.84180562
#> lag1_var3 2.5425324 2.2896931 0.06647636 6.09982808
#> lag1_var4 -1.8549840 2.1877443 -5.24077932 0.51897032
#> const 4.8093108 7.0331871 -5.13455070 12.94079921
#> exo1 0.4523573 0.5816766 -0.32760653 1.16718389
#> exo2 -0.8611261 0.6688740 -1.95727987 -0.09499876
#> exo3 -1.5985522 0.6133981 -2.40585707 -0.68630866
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00282798 0.00782554 0.0001913343 0.01419932
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009558886 0.003350925 -0.006209034 0.001235565
#> Sigma[2,2] 0.1185057028 0.036064400 0.081917200 0.172251447
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00541215 0.01474648 -0.02718049 0.0005473546
#> Sigma[3,2] -0.14025273 0.05759819 -0.23031403 -0.0806232815
#> Sigma[3,3] 0.29164065 0.08828985 0.19802156 0.4291648763
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006454156 0.01782819 -0.03304551 0.000431821
#> Sigma[4,2] -0.083076860 0.04442277 -0.15525234 -0.036684231
#> Sigma[4,3] 0.233415882 0.06868949 0.15890109 0.330739362
#> Sigma[4,4] 0.203587222 0.05723827 0.13465236 0.278017307
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00228443 0.01590821 0.977153034 1.01825170
#> lag1_var2 -0.08781827 0.05125518 -0.165204927 -0.03517735
#> lag1_var3 -0.16942562 0.08624123 -0.305128004 -0.07357975
#> lag1_var4 0.15685934 0.08148912 0.067577507 0.28561517
#> const 0.65267103 0.43383777 0.168968441 1.33811443
#> exo1 -0.01512867 0.02727370 -0.039575584 0.03154331
#> exo2 -0.11587573 0.05800528 -0.151700370 -0.01758655
#> exo3 0.03338105 0.02419604 0.006663258 0.06724881
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21679748 0.2554322 -0.5761649 0.1665754
#> lag1_var2 1.85502324 1.0623677 0.4809743 3.4472776
#> lag1_var3 1.42756600 2.0336685 -1.4041472 4.3845582
#> lag1_var4 -1.30567545 1.9389359 -4.1164232 1.3915922
#> const -1.30632587 3.6837221 -6.7161617 2.8380369
#> exo1 0.01177941 0.2180272 -0.3139319 0.2944112
#> exo2 1.56782562 0.4139991 0.9896127 2.1465867
#> exo3 -1.07086004 0.5374880 -1.6980072 -0.3060989
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06853234 0.4097857 -0.4899887 0.5777523
#> lag1_var2 -0.40209805 2.0585492 -3.7602378 1.6911947
#> lag1_var3 1.16488515 3.9099533 -5.1751058 5.0957749
#> lag1_var4 -0.17178353 3.7106470 -3.8815791 5.8378465
#> const 5.94341590 7.3352790 -4.5313950 14.9428293
#> exo1 -0.44045860 0.3703772 -0.8644525 0.1112059
#> exo2 -1.73941424 0.4530530 -2.3962428 -1.1565472
#> exo3 1.68381791 0.8083931 0.6459826 2.7928888
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2198164 0.3146157 -0.4742639 0.304512605
#> lag1_var2 0.2873603 1.6602920 -2.4194200 1.898659008
#> lag1_var3 1.4094666 3.1511925 -3.7266447 4.458139469
#> lag1_var4 -0.3193269 2.9852691 -3.1861055 4.545222807
#> const 4.7152361 6.5294089 -4.5480631 13.459496446
#> exo1 -0.4669240 0.3014778 -0.7981198 -0.004280178
#> exo2 -0.9711322 0.2720987 -1.3940107 -0.645531902
#> exo3 1.2090140 0.5979601 0.4972681 2.113201672
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002419226 0.001431053 0.001538332 0.004941146
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04233301 0.0265985 -0.08516594 -0.01806142
#> Sigma[2,2] 2.25760018 0.8757290 1.46615184 3.56115006
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02930043 0.01762215 0.01232521 0.05838425
#> Sigma[3,2] -1.82982238 0.64173249 -2.74454815 -1.20551325
#> Sigma[3,3] 1.78405254 0.51061494 1.18452886 2.51284864
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003059039 0.003431214 -0.002592556 0.007223824
#> Sigma[4,2] -0.437800166 0.220378468 -0.796872003 -0.248652318
#> Sigma[4,3] 0.675954621 0.243028789 0.431442812 1.081206665
#> Sigma[4,4] 0.428721906 0.164708780 0.289858864 0.707972718
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980112653 0.01390346 0.96479918 1.003999262
#> lag1_var2 0.021605722 0.05766759 -0.04264612 0.116670164
#> lag1_var3 0.038497405 0.09534034 -0.06564091 0.195097248
#> lag1_var4 -0.047590327 0.08956032 -0.18982244 0.051325081
#> const 1.167741690 0.42768520 0.46834922 1.614134114
#> exo1 -0.044856460 0.03801831 -0.10018566 0.003506197
#> exo2 -0.002827463 0.04318579 -0.07610885 0.040637068
#> exo3 0.080460904 0.03000127 0.03644067 0.118664443
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3478263 0.7459238 -1.3418099 0.6065407
#> lag1_var2 -3.3286497 2.7424498 -7.3224539 0.4403973
#> lag1_var3 -7.0485506 4.4620340 -13.4852658 -0.8750295
#> lag1_var4 7.2900491 4.1954204 1.5318861 13.3734494
#> const -7.5160235 18.2919328 -28.1226290 20.3346873
#> exo1 0.3594799 1.6709475 -2.1574715 2.4301269
#> exo2 2.8741374 0.9202371 1.6412275 4.1854550
#> exo3 2.7289750 1.6124447 0.5015352 4.9366924
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2927398 0.7007376 -0.6142029 1.304176
#> lag1_var2 5.2287141 2.2303946 2.9138330 8.583417
#> lag1_var3 9.6670934 3.6213029 5.8732049 15.092346
#> lag1_var4 -8.9154234 3.3926779 -14.0537899 -5.403014
#> const 10.2918145 17.7486761 -16.1639256 31.084574
#> exo1 -0.2794578 1.5220519 -2.3157264 1.929704
#> exo2 -4.0334485 1.0256254 -5.5313555 -2.636318
#> exo3 -0.9689687 1.6999083 -2.8622261 1.426468
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.076916427 0.2944345 -0.2739356 0.5292982
#> lag1_var2 2.889016910 0.8826332 1.7971713 4.1035616
#> lag1_var3 4.863077564 1.4266099 3.1098481 6.8257314
#> lag1_var4 -3.947411735 1.3474036 -5.8245103 -2.2485745
#> const 4.829551629 7.9239654 -6.6669172 13.8243577
#> exo1 -0.005879963 0.8452372 -0.9037874 1.3090728
#> exo2 -2.371832418 0.7522631 -3.5178050 -1.6372392
#> exo3 0.789656098 1.0258942 -0.8439967 1.9772660
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009378487 0.0002115843 0.0006465491 0.001254546
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001804814 0.005932697 -0.004507002 0.009546585
#> Sigma[2,2] 0.755095799 0.126190588 0.579378619 0.908626138
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001221348 0.003617563 -0.006421681 0.003245151
#> Sigma[3,2] -0.183020642 0.059344089 -0.281775362 -0.117141951
#> Sigma[3,3] 0.343296609 0.067347204 0.260090474 0.433808561
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004212847 0.004813171 -0.006147854 0.006733126
#> Sigma[4,2] 0.1554838124 0.088015776 0.062861185 0.266845788
#> Sigma[4,3] 0.3036370547 0.070713926 0.214737801 0.395438074
#> Sigma[4,4] 0.4227830618 0.095242403 0.284431539 0.547748779
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987014281 0.006775529 0.97829962 0.99549414
#> lag1_var2 -0.027667288 0.026242515 -0.06566583 0.00148034
#> lag1_var3 -0.059465189 0.060882320 -0.14491030 0.01762149
#> lag1_var4 0.052957047 0.054767966 -0.01522017 0.12989185
#> const 0.671688840 0.337619706 0.26511441 1.18953935
#> exo1 -0.023361391 0.032335828 -0.06528932 0.02757064
#> exo2 -0.001572609 0.026294913 -0.04090941 0.03322984
#> exo3 0.038491512 0.020391439 0.01011022 0.06693037
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1636028 0.5338477 -0.7215130 0.6178330
#> lag1_var2 0.2332990 1.2462772 -0.6791895 2.4438234
#> lag1_var3 -1.2339710 2.9707457 -3.5359461 3.9229420
#> lag1_var4 1.0794969 2.7745921 -3.7581416 3.2146161
#> const 4.8625677 11.2050683 -6.7662226 23.4092286
#> exo1 -0.2973537 0.8540024 -1.4297055 0.9046841
#> exo2 -1.0875974 0.6511512 -2.0598700 -0.2020366
#> exo3 -0.6816641 1.1429527 -1.9012065 1.1511070
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06272066 0.2713212 -0.4511593 0.2590331
#> lag1_var2 0.89144962 0.8999038 -0.6289017 1.9861599
#> lag1_var3 2.77083671 2.1193392 -0.9206932 5.1253698
#> lag1_var4 -1.69897142 1.9155089 -3.8763352 1.6018928
#> const -2.81307631 9.3582957 -18.0010727 6.8291466
#> exo1 -1.13158829 0.4937518 -1.5408625 -0.3878242
#> exo2 -1.94962091 0.4639829 -2.5928429 -1.3507494
#> exo3 -0.22833149 0.7897281 -1.3764108 0.6674714
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05560446 0.2400223 -0.405651946 0.19668371
#> lag1_var2 0.93852446 0.7380627 0.100689350 2.15841708
#> lag1_var3 2.10126795 1.7391605 0.007919751 4.88015305
#> lag1_var4 -1.02778314 1.5549766 -3.538616777 0.82771447
#> const -2.02940075 10.4868522 -17.158101791 10.82195026
#> exo1 -1.39916490 0.4888854 -2.066955603 -0.77467741
#> exo2 -2.66875848 0.6022581 -3.412400184 -1.78882554
#> exo3 -0.55362858 0.6013321 -1.610766283 -0.02597206
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01696665 0.00239525 0.01427885 0.02080784
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008114369 0.01306752 -0.02722845 0.009260024
#> Sigma[2,2] 0.253214034 0.03666648 0.19275678 0.294831513
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002688248 0.01248101 -0.01517775 0.01866487
#> Sigma[3,2] -0.156725665 0.03795433 -0.20995803 -0.10404774
#> Sigma[3,3] 0.241410298 0.06122584 0.14845579 0.29903605
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001165058 0.01030762 -0.01563846 0.010322624
#> Sigma[4,2] -0.059566907 0.04118477 -0.10416575 0.001862708
#> Sigma[4,3] 0.200530010 0.05809293 0.11560948 0.267631714
#> Sigma[4,4] 0.199978096 0.05391296 0.12918396 0.276516400
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89323655 0.03460529 0.85031466 0.94060703
#> lag1_var2 0.10709386 0.13581083 -0.05005986 0.31029799
#> lag1_var3 0.23983890 0.34228051 -0.16342467 0.74286119
#> lag1_var4 -0.20410489 0.31856760 -0.67012090 0.17607097
#> const 1.19468800 1.63358719 -1.17481816 3.08163553
#> exo1 0.02803581 0.09016319 -0.09669801 0.14407543
#> exo2 -0.09384742 0.12297543 -0.30515232 0.03445493
#> exo3 -0.07624208 0.07156067 -0.16488131 0.02630604
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5674345 0.1525377 0.3669187 0.7790943
#> lag1_var2 -1.0457821 0.6647127 -1.9193833 -0.0492076
#> lag1_var3 -4.8013203 1.6752072 -7.0178808 -2.2851525
#> lag1_var4 4.5697988 1.5418700 2.2916800 6.6973609
#> const -4.1339192 8.3723157 -17.2686715 5.3166218
#> exo1 -0.4099689 0.5658710 -1.2391528 0.2719561
#> exo2 1.7650644 0.5180932 0.9754978 2.4953882
#> exo3 0.7268295 0.4494694 0.2663449 1.4741518
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.33577061 0.1481328 -0.4905608 -0.1003408
#> lag1_var2 2.32446369 0.8078734 1.1230488 3.2268309
#> lag1_var3 6.54960579 1.9826392 3.6399774 8.7264180
#> lag1_var4 -5.48169718 1.8739586 -7.5379204 -2.8353862
#> const 5.58727077 6.8486162 -2.9386771 16.7165655
#> exo1 -0.05035926 0.4855765 -0.5493923 0.7051457
#> exo2 -1.63793069 0.8169132 -2.7611298 -0.5808443
#> exo3 -1.58443871 0.4410215 -2.2102398 -1.0556551
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1210342 0.1362053 -0.2916937 0.06262931
#> lag1_var2 1.8532332 0.7112922 0.7700588 2.65796445
#> lag1_var3 4.4627179 1.7493473 1.8205867 6.41504876
#> lag1_var4 -3.4600824 1.6527458 -5.2591751 -1.01382422
#> const 3.1252731 6.4633004 -3.5486755 13.48101016
#> exo1 -0.2434583 0.4823359 -0.7851935 0.48671918
#> exo2 -1.0771095 0.8242745 -2.2339394 0.03799816
#> exo3 -1.5445537 0.4334389 -2.1647123 -0.93499274
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002512458 0.002459132 0.001083082 0.00717169
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02631143 0.01669526 -0.04616719 0.0006794367
#> Sigma[2,2] 1.23438511 0.46426226 0.82103457 1.9721277159
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03291334 0.01072861 0.0188621 0.04648865
#> Sigma[3,2] -1.25026662 0.39094287 -1.8204549 -0.79147885
#> Sigma[3,3] 1.95523438 0.43038911 1.3133691 2.52675752
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01364462 0.01392782 0.000377948 0.03870469
#> Sigma[4,2] -0.33720030 0.13273176 -0.513140490 -0.16084833
#> Sigma[4,3] 1.05530984 0.22268539 0.734899130 1.38562092
#> Sigma[4,4] 0.83198174 0.16598313 0.627007041 1.09945138
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97527938 0.04012156 0.90629001 1.01458489
#> lag1_var2 -0.06798027 0.09204458 -0.19264783 0.05162051
#> lag1_var3 -0.09184425 0.12432854 -0.26051945 0.06927780
#> lag1_var4 0.09538172 0.11976084 -0.05400997 0.26034254
#> const 0.32897308 0.37483223 -0.02712441 0.91745115
#> exo1 -0.01268685 0.05116435 -0.08670666 0.05295125
#> exo2 -0.11878084 0.04400407 -0.17869920 -0.06568644
#> exo3 0.05163904 0.05772623 -0.01162574 0.14333277
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2249849 0.801079 -0.6657161 1.392450
#> lag1_var2 1.9322022 2.914797 -1.5720881 6.054701
#> lag1_var3 1.7362575 3.879392 -2.9089549 7.232290
#> lag1_var4 -1.8683027 3.810265 -7.2979958 2.704151
#> const 6.2051493 8.929191 -8.5060004 15.251637
#> exo1 0.4962021 1.004223 -1.1177613 1.718381
#> exo2 2.1789067 1.135331 0.5800088 3.491879
#> exo3 0.1371496 1.169670 -1.4207006 1.938860
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3231179 1.0100648 -1.127996 1.5337982
#> lag1_var2 1.9481811 3.5998228 -2.522973 7.0026801
#> lag1_var3 3.3294700 4.8064025 -2.629588 9.9788899
#> lag1_var4 -2.4120974 4.7666514 -8.897954 3.5488242
#> const -2.0348624 12.9983332 -16.831667 18.7460961
#> exo1 -0.4444357 0.7478384 -1.299349 0.7225574
#> exo2 -4.0865053 1.4067462 -5.739423 -2.1722771
#> exo3 -0.7976629 1.1878585 -2.434806 0.6522197
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.51507964 0.5310477 -0.233626876 1.16641636
#> lag1_var2 3.10759979 2.4868413 0.007502206 6.91119613
#> lag1_var3 4.24696398 3.2897155 0.120620710 9.31837601
#> lag1_var4 -3.42048639 3.2137061 -8.404190633 0.66209526
#> const 1.47410792 7.8984633 -9.381507786 12.05533202
#> exo1 -0.06971851 0.6213348 -0.744500249 0.77337164
#> exo2 -2.57504579 1.1509258 -3.785766371 -0.67653327
#> exo3 -0.74202637 0.5212416 -1.552008201 -0.04723275
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001877273 0.004622636 0.0003374077 0.008509404
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02114434 0.03046041 -0.06640742 -0.007770546
#> Sigma[2,2] 0.87787902 0.24163759 0.58798990 1.177507916
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02282982 0.03768668 0.008409343 0.07781294
#> Sigma[3,2] -0.88797786 0.27721045 -1.271984875 -0.54717760
#> Sigma[3,3] 1.09084145 0.32313356 0.699293441 1.57887944
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01084054 0.02118348 0.002105592 0.04165155
#> Sigma[4,2] -0.38248699 0.15593015 -0.605204837 -0.17952949
#> Sigma[4,3] 0.59552382 0.18496485 0.392390292 0.87688865
#> Sigma[4,4] 0.39307850 0.10831256 0.283111018 0.55926732
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971772952 0.01722251 0.94467755 0.99186685
#> lag1_var2 0.008358819 0.04860551 -0.06508232 0.06928179
#> lag1_var3 0.013202389 0.07963243 -0.10417731 0.11568702
#> lag1_var4 -0.010860461 0.07712557 -0.11114800 0.10074073
#> const 0.626599001 0.42153943 0.22791084 1.32409032
#> exo1 0.004255942 0.04154395 -0.03471376 0.07331951
#> exo2 -0.061545067 0.02273300 -0.09254449 -0.03158363
#> exo3 0.063082277 0.04127937 0.02040895 0.12851785
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38390848 0.6796092 -0.4661002610 1.4345015
#> lag1_var2 0.40157828 1.6720394 -2.2990503380 2.2238008
#> lag1_var3 -0.71915940 2.6663407 -5.0567423326 2.2029654
#> lag1_var4 0.44442455 2.4104967 -2.2274075650 4.4300520
#> const 8.14836510 11.4723678 -4.7202450229 26.1176908
#> exo1 -0.90895603 0.8026004 -2.1512128505 -0.1389469
#> exo2 0.69656349 0.5508361 -0.0007931597 1.5112442
#> exo3 0.04792702 0.9702547 -0.9370744257 1.5459859
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4773824 0.7320179 -0.7002631 1.274103
#> lag1_var2 1.1128259 1.6292512 -1.1159772 3.402105
#> lag1_var3 2.7596844 2.5680708 -0.7434568 6.376055
#> lag1_var4 -1.8134030 2.2875544 -5.1047288 1.287793
#> const -8.7858970 13.7627013 -30.4475292 4.777136
#> exo1 0.3489614 0.8261139 -0.7012949 1.486758
#> exo2 -2.1549914 0.4837653 -2.7685902 -1.596617
#> exo3 -0.4937271 1.1908117 -1.9503375 1.092139
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7442790 0.4478135 -0.02152204 1.1984984
#> lag1_var2 1.0054742 0.8831209 -0.21863363 2.1676058
#> lag1_var3 1.7406247 1.4012171 -0.14710188 3.4622955
#> lag1_var4 -0.9557406 1.2569201 -2.37499705 0.6456032
#> const -5.0187197 8.6231967 -16.53261970 5.8505574
#> exo1 -0.2287812 0.5073076 -0.89794202 0.3606108
#> exo2 -1.7978122 0.4969588 -2.34612055 -1.1494188
#> exo3 -0.4589521 0.7404659 -1.25866202 0.7121662
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00035193 7.77254e-05 0.0002728687 0.0004694208
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009834998 0.003169376 -0.0146079 -0.005925965
#> Sigma[2,2] 0.709515715 0.216218941 0.4779451 1.018599373
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00636236 0.002536516 0.002997348 0.01003555
#> Sigma[3,2] -0.42887840 0.134150168 -0.638081990 -0.27903024
#> Sigma[3,3] 0.42793066 0.117000447 0.285130191 0.60571264
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001683248 0.001598166 -0.000151395 0.00400268
#> Sigma[4,2] -0.094605696 0.065232787 -0.199743859 -0.01986334
#> Sigma[4,3] 0.245053544 0.068945471 0.165828261 0.35932572
#> Sigma[4,4] 0.222307058 0.050143027 0.155397034 0.29581110
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9762626440 0.01920107 0.94700435 0.99732930
#> lag1_var2 0.0129746521 0.03860216 -0.03406997 0.06942015
#> lag1_var3 0.0178419347 0.08192748 -0.08334455 0.14067738
#> lag1_var4 -0.0158269302 0.07177735 -0.12445810 0.07362054
#> const 0.5406704806 0.21206756 0.25671831 0.82683087
#> exo1 0.0002195731 0.01142588 -0.01088225 0.01809211
#> exo2 -0.0998191030 0.01519829 -0.11614978 -0.07469392
#> exo3 0.0658063754 0.01882565 0.03699234 0.08795471
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.79522510 0.9665061 -0.6339308 2.078603
#> lag1_var2 -0.53356286 2.3369958 -3.8635926 2.617063
#> lag1_var3 -2.90767252 4.9424706 -10.0126213 3.629843
#> lag1_var4 2.23781204 4.4668136 -3.5704401 8.666783
#> const 10.98096335 8.2373778 -1.8533205 20.899584
#> exo1 0.42508640 0.7704726 -0.6087698 1.563093
#> exo2 0.22712617 0.8187795 -0.9793967 1.087889
#> exo3 -0.00729917 1.0768095 -1.6053415 1.310854
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.14367558 0.7779503 -0.9043403 1.0992993
#> lag1_var2 0.42015395 1.8937768 -2.1913929 2.1474444
#> lag1_var3 1.72331774 3.9906214 -3.7084875 5.3121549
#> lag1_var4 -0.70275612 3.6586034 -3.9595427 4.2337629
#> const -5.57639205 7.4283403 -16.9676787 3.5659181
#> exo1 0.03680459 0.6032450 -0.8105817 0.7496343
#> exo2 -1.28175160 0.5114548 -1.9348850 -0.5030763
#> exo3 0.14669895 1.0022923 -1.2252787 1.5225955
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50202505 0.4770658 -0.1793592 1.0677186
#> lag1_var2 -0.03054268 1.3858842 -1.7023256 1.7402522
#> lag1_var3 -0.08412008 2.9128122 -3.6476489 3.6708004
#> lag1_var4 0.81602171 2.6879689 -2.7127031 4.0758364
#> const -1.24473662 7.2019573 -12.2333402 6.3067026
#> exo1 0.26704088 0.3538146 -0.3015180 0.6966025
#> exo2 -1.29514865 0.5241275 -2.0849992 -0.6611711
#> exo3 0.16710309 0.6047780 -0.6689146 0.9621639
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005541888 0.0001084733 0.0004031328 0.0007127883
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006036778 0.002088844 -0.00832699 -0.002631604
#> Sigma[2,2] 0.328309952 0.066962052 0.25165020 0.419717237
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01244353 0.005235449 0.004486223 0.01901073
#> Sigma[3,2] -0.43467848 0.128459259 -0.616225903 -0.26597991
#> Sigma[3,3] 1.10881772 0.263147180 0.754597225 1.47540529
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008973824 0.004430718 0.002696397 0.0148224
#> Sigma[4,2] -0.234617294 0.097195511 -0.367720464 -0.1064140
#> Sigma[4,3] 0.881953123 0.196789667 0.621151303 1.1542715
#> Sigma[4,4] 0.780265811 0.144978582 0.592048751 0.9837031
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969148730 0.01278528 0.953849961 0.987861670
#> lag1_var2 0.004646655 0.04212144 -0.057137529 0.051764454
#> lag1_var3 0.005559836 0.06256979 -0.081061418 0.078729370
#> lag1_var4 -0.004037496 0.05899221 -0.073505077 0.077103463
#> const 0.627192392 0.22746768 0.383639846 0.980849723
#> exo1 -0.015883893 0.01972844 -0.049035269 0.003795427
#> exo2 -0.114013121 0.02246527 -0.140999349 -0.079079352
#> exo3 0.021763955 0.01848441 -0.003401404 0.045208342
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34096590 0.6424568 -1.2655434 0.4976552
#> lag1_var2 1.92575266 1.8976113 -0.5059093 4.2304716
#> lag1_var3 1.49929169 2.9520845 -2.2421884 5.1019496
#> lag1_var4 -1.42018439 2.7584027 -4.7997138 2.0760003
#> const 2.97891180 8.0702892 -4.7246177 16.4606693
#> exo1 0.03977768 0.5726404 -0.6414020 0.8983085
#> exo2 1.64907937 0.7039609 0.4300956 2.2385563
#> exo3 -1.17033840 0.6319570 -2.0115095 -0.2115692
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1234762 1.071606 -0.9683249 1.7632271
#> lag1_var2 0.9978567 3.386739 -3.9574762 5.1371921
#> lag1_var3 2.6800026 5.304599 -4.9841903 9.0159319
#> lag1_var4 -1.6978236 4.953544 -7.5937882 5.4594340
#> const -0.7966230 13.293701 -21.4574372 14.1989490
#> exo1 -0.3450184 1.191287 -1.9017341 1.1985939
#> exo2 -3.0948122 1.227995 -4.5506547 -0.9884503
#> exo3 1.3945103 1.144316 -0.2059708 2.6265993
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1217263 0.9018385 -1.1887900 1.3726074
#> lag1_var2 1.8923566 2.7795283 -2.1789248 5.2297324
#> lag1_var3 3.0925952 4.3343828 -3.1709913 8.1694107
#> lag1_var4 -2.0357622 4.0396324 -6.7775579 3.7996810
#> const 0.1202767 10.0295524 -16.3951333 12.0220823
#> exo1 -0.3187817 0.9919275 -1.7647407 0.8759573
#> exo2 -2.1088956 0.9063309 -3.2662924 -0.7371380
#> exo3 0.6841679 0.9390864 -0.5305512 1.9132698
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005289599 8.365088e-05 0.0004126963 0.0006326007
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001436177 0.002695503 -0.001442882 0.005910658
#> Sigma[2,2] 1.058020154 0.405134612 0.645424442 1.714546236
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001839886 0.001935944 -0.002564869 0.002587165
#> Sigma[3,2] -0.2929956172 0.087032267 -0.415292715 -0.183435353
#> Sigma[3,3] 0.4049470951 0.085358954 0.303518431 0.521366239
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0004171146 0.002315878 -0.003628568 0.002505393
#> Sigma[4,2] 0.1333378016 0.127655289 -0.034294606 0.295577278
#> Sigma[4,3] 0.3373087396 0.090503310 0.216103512 0.454830412
#> Sigma[4,4] 0.4514933340 0.055616778 0.377067024 0.522989003
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97982085 0.01040704 0.965832885 0.994948026
#> lag1_var2 -0.03524503 0.01971942 -0.055388246 -0.004707019
#> lag1_var3 -0.09257080 0.05213023 -0.146742776 -0.014482230
#> lag1_var4 0.08135777 0.04648455 0.011397115 0.129850175
#> const 0.95215832 0.24053485 0.571092292 1.199398746
#> exo1 0.01936971 0.02288623 -0.006167405 0.054436586
#> exo2 -0.04572722 0.03110376 -0.083186784 -0.001951672
#> exo3 -0.00148384 0.02800069 -0.033361210 0.039642394
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6315300 0.5615265 -0.06038238 1.3680589
#> lag1_var2 -0.4009480 0.7400298 -1.67151289 0.2072223
#> lag1_var3 -2.9105350 1.9202576 -6.14759674 -1.2705722
#> lag1_var4 2.7142708 1.6764757 1.37801614 5.5943174
#> const -3.7658464 13.8976434 -20.73682944 15.4472747
#> exo1 -0.7616715 0.9607373 -2.01908109 0.6814036
#> exo2 3.4491169 1.1529113 1.84757943 4.9799009
#> exo3 0.9552807 1.1562739 -0.86002567 2.1302603
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1891004 0.2995714 -0.6187239 0.22289171
#> lag1_var2 1.1695913 0.5391005 0.6167834 1.93785378
#> lag1_var3 3.5818076 1.3551495 2.1539234 5.49662149
#> lag1_var4 -2.5827726 1.1585920 -4.2017521 -1.37713280
#> const 2.2314229 11.5279047 -15.3160678 13.68006512
#> exo1 0.2329556 0.8270389 -0.7620537 1.47018643
#> exo2 -0.6637407 0.5317985 -1.4207410 -0.04741454
#> exo3 -1.2849405 0.5607967 -1.9209941 -0.42618325
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02137922 0.3070219 -0.3751377 0.4447254
#> lag1_var2 1.06437627 0.4770798 0.6650348 1.9263024
#> lag1_var3 2.54079095 1.2538579 1.4414251 4.7934227
#> lag1_var4 -1.54763884 1.0898120 -3.5012539 -0.6705777
#> const -1.35066179 9.3619889 -16.2214334 8.5978785
#> exo1 -0.03329957 0.7469607 -1.0332472 1.0561299
#> exo2 0.84487573 0.7465567 -0.1408071 1.8070030
#> exo3 -1.05335686 0.4457789 -1.5223980 -0.3886048
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003688589 0.0001662253 0.0001859452 0.0006154567
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004252521 0.001911972 -0.007106733 -0.00186585
#> Sigma[2,2] 0.106139977 0.043753447 0.061205800 0.17821872
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004354323 0.002084946 0.001907802 0.00749117
#> Sigma[3,2] -0.109718966 0.046971369 -0.190065466 -0.06366571
#> Sigma[3,3] 0.143860944 0.048544821 0.103642704 0.22993104
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001830804 0.0009914922 0.0005804849 0.00325842
#> Sigma[4,2] -0.046456894 0.0212526864 -0.0827576531 -0.02671186
#> Sigma[4,3] 0.079394913 0.0208537160 0.0616926627 0.11670187
#> Sigma[4,4] 0.052778072 0.0091905560 0.0444770643 0.06837887
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97490381 0.01364820 0.954773845 0.99037101
#> lag1_var2 -0.01065641 0.08709832 -0.132861806 0.09403912
#> lag1_var3 -0.02476595 0.14245312 -0.220344396 0.15146257
#> lag1_var4 0.02374603 0.13780053 -0.147620565 0.21278599
#> const 0.78367556 0.25220354 0.476514353 1.13512496
#> exo1 -0.02710042 0.01300050 -0.043984728 -0.01069199
#> exo2 -0.03617715 0.01210267 -0.053182396 -0.01993852
#> exo3 0.02280723 0.01170883 0.008131428 0.03910291
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.26342896 0.2288353 -0.5309389 0.06561666
#> lag1_var2 1.31526973 1.3839043 -0.2260614 3.42848809
#> lag1_var3 0.55357898 2.2844046 -2.0314283 4.01776633
#> lag1_var4 -0.41680122 2.2121076 -3.7488957 2.08262030
#> const -0.66972505 4.6656507 -7.4902116 5.65297632
#> exo1 0.37007025 0.3445332 -0.1325296 0.76007019
#> exo2 0.35145084 0.2059915 0.1038011 0.64218387
#> exo3 -0.02218981 0.2193540 -0.3445298 0.24024413
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5963880 0.2687994 0.1841285 0.94916743
#> lag1_var2 -1.4638759 1.8407271 -4.3445108 0.78092800
#> lag1_var3 -0.9021960 3.0282668 -5.6159554 2.82593701
#> lag1_var4 1.6334976 2.9379379 -1.9847183 6.18282961
#> const 0.3008944 4.5005456 -6.5313896 5.57828062
#> exo1 -0.6168047 0.3806840 -1.0286513 -0.02766652
#> exo2 -0.7087202 0.2720210 -1.0588760 -0.34372082
#> exo3 -0.1312966 0.2501708 -0.4684108 0.20060318
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4352841 0.1740036 0.2096017 0.71152772
#> lag1_var2 -0.9542320 1.0757481 -2.6217166 0.41665886
#> lag1_var3 -1.0293868 1.7600030 -3.7511566 1.21133863
#> lag1_var4 1.8588988 1.7080808 -0.3117734 4.49208512
#> const -0.9645382 3.2760916 -6.2795166 2.25217875
#> exo1 -0.4054017 0.2300916 -0.6430408 -0.09749290
#> exo2 -0.5112155 0.1584913 -0.7229641 -0.27329238
#> exo3 -0.1434965 0.1415127 -0.3415332 0.03503889
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001133295 0.0003266618 0.0007164478 0.001571732
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02213067 0.007085685 -0.03105744 -0.01384291
#> Sigma[2,2] 1.15877068 0.208360917 0.79695261 1.36369813
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01060654 0.00443463 0.005678139 0.01756991
#> Sigma[3,2] -0.71314533 0.12857677 -0.829922210 -0.48268851
#> Sigma[3,3] 0.49769643 0.08501481 0.355573988 0.59615643
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005740134 0.002543774 -0.009734807 -0.003443294
#> Sigma[4,2] 0.126536849 0.045264102 0.074759748 0.192232710
#> Sigma[4,3] -0.014433574 0.027896443 -0.044326813 0.025387884
#> Sigma[4,4] 0.082501882 0.031731915 0.048669394 0.129371269
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04938038 0.009286305 1.0408778538 1.06559212
#> lag1_var2 0.09794077 0.065565927 -0.0003154959 0.18690220
#> lag1_var3 0.11596499 0.092715098 -0.0233465706 0.24066903
#> lag1_var4 -0.14495535 0.089806269 -0.2655145465 -0.01078523
#> const 0.71124108 0.281816585 0.3845821163 1.13868526
#> exo1 -0.02824652 0.025428928 -0.0679742016 -0.01175545
#> exo2 -0.06308480 0.029311338 -0.1029850437 -0.02402428
#> exo3 -0.01553540 0.023690313 -0.0407003483 0.02240527
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.48776448 0.4296671 -2.101515 -0.9883876
#> lag1_var2 -0.35792916 1.8328294 -2.931284 2.0129324
#> lag1_var3 -1.45463696 2.6055885 -5.088688 1.8997473
#> lag1_var4 2.07556489 2.4759374 -1.106262 5.5696649
#> const -3.43832563 7.4624817 -15.469749 4.6444188
#> exo1 0.02637707 0.7193930 -1.101986 0.9308866
#> exo2 0.22790662 1.0075118 -1.180772 1.5924134
#> exo3 1.09936722 0.8099070 0.298675 2.4979996
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0001124 0.2567537 0.68622371 1.39051757
#> lag1_var2 1.3855045 1.1940415 -0.07137861 3.06182988
#> lag1_var3 2.6865761 1.6863036 0.65789149 5.05435594
#> lag1_var4 -2.1538548 1.6230674 -4.42172611 -0.15388142
#> const 6.0488467 6.2219419 0.19071458 16.71685618
#> exo1 0.5414415 0.5392185 -0.16793794 1.37190444
#> exo2 -1.0764685 0.6262785 -1.87957876 -0.14713659
#> exo3 -0.8743691 0.5936109 -1.73825678 -0.05094645
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.061462961 0.1285765 -0.2412533851 0.1007595
#> lag1_var2 0.661295560 0.5770216 -0.0007209199 1.5295162
#> lag1_var3 0.996239638 0.8287604 0.0473348977 2.2562788
#> lag1_var4 -0.004904464 0.8010929 -1.2067497260 0.9040128
#> const 2.507081277 1.6342757 0.2928695792 4.6088545
#> exo1 0.598076606 0.1540534 0.3813843369 0.7926497
#> exo2 -0.967083617 0.2655428 -1.4112929094 -0.6860971
#> exo3 -0.118900637 0.3351550 -0.5864059342 0.3184808
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002308333 0.004073656 0.0002758679 0.01002482
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001729834 0.00599206 -0.002158842 0.01306313
#> Sigma[2,2] 0.045574772 0.01544687 0.030523639 0.07068408
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005069213 0.01608481 -0.03537367 0.0059661
#> Sigma[3,2] -0.146499413 0.04953736 -0.23339555 -0.1017385
#> Sigma[3,3] 0.525263904 0.16995351 0.39393229 0.8359291
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003972826 0.01225657 -0.02705073 0.004705457
#> Sigma[4,2] -0.118031241 0.03994908 -0.18915566 -0.082863544
#> Sigma[4,3] 0.434761952 0.13931849 0.33225256 0.691139101
#> Sigma[4,4] 0.362157999 0.11471754 0.28224140 0.574166846
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02067488 0.02490579 0.98303377 1.05470851
#> lag1_var2 -0.12689690 0.18944741 -0.29623208 0.17404473
#> lag1_var3 -0.16954382 0.29971419 -0.40725944 0.28813856
#> lag1_var4 0.15913866 0.30120572 -0.30081350 0.39037654
#> const 0.28903899 0.74461265 -0.29422533 1.43050579
#> exo1 -0.01754170 0.02831848 -0.05180980 0.02819150
#> exo2 -0.04768767 0.02566648 -0.08658952 -0.02741385
#> exo3 0.02378793 0.02433119 -0.01256527 0.05148266
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.368376730 0.1723024 0.1723686 0.6134167
#> lag1_var2 -0.498436250 0.3893898 -0.9964066 0.1409629
#> lag1_var3 -1.823669720 0.4575134 -2.2611667 -1.0520600
#> lag1_var4 1.694945400 0.4236123 1.0038230 2.1224350
#> const 0.903619301 2.4509322 -1.4219927 4.2379529
#> exo1 -0.004323134 0.2354772 -0.3624284 0.2666873
#> exo2 0.516688198 0.1908922 0.2784941 0.8146387
#> exo3 0.048146332 0.1882966 -0.1830979 0.3451020
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6625058 0.5242078 -1.4728474 -0.09742939
#> lag1_var2 3.3145495 1.6127277 1.3822616 5.84350113
#> lag1_var3 5.6616654 1.9903205 2.9250585 8.43620809
#> lag1_var4 -4.4979531 1.8608167 -6.9592207 -1.91145649
#> const 4.3668064 8.7212203 -8.4799417 13.04712829
#> exo1 0.0805941 0.6325527 -0.5301596 1.10771824
#> exo2 -0.7547509 0.6382165 -1.5532735 0.13487159
#> exo3 0.6930859 0.6762616 -0.3448420 1.54050324
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4318198 0.4237163 -1.0997775 0.02479033
#> lag1_var2 2.7281064 1.4209775 1.0432014 4.98151818
#> lag1_var3 4.0578897 1.7898000 1.6701669 6.60957313
#> lag1_var4 -2.9630355 1.6827754 -5.2492522 -0.71477149
#> const 4.1911569 7.2921417 -6.6200443 11.67957015
#> exo1 0.0797167 0.4944130 -0.4144413 0.88280241
#> exo2 -0.4314457 0.5375055 -1.0385720 0.36239303
#> exo3 0.7550827 0.5704642 -0.1046949 1.46126364
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003023232 0.001064879 0.001852228 0.004725731
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007109501 0.003516261 -0.003003094 0.006439454
#> Sigma[2,2] 0.0800451372 0.020692730 0.055395260 0.108095409
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04282650 0.01866074 -0.07518434 -0.02398460
#> Sigma[3,2] -0.04304333 0.05426249 -0.11451017 0.03211047
#> Sigma[3,3] 1.22240468 0.44831166 0.74746303 2.01843501
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.043225628 0.01861215 -0.07581449 -0.02449449
#> Sigma[4,2] 0.005632788 0.05498337 -0.06314147 0.09117805
#> Sigma[4,3] 1.231661608 0.43991887 0.76053796 2.00974232
#> Sigma[4,4] 1.271914795 0.43852739 0.79798903 2.04206281
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96741214 0.02246153 0.94661290 1.000677335
#> lag1_var2 -0.08514287 0.11656764 -0.23494377 0.076019593
#> lag1_var3 -0.23798726 0.19316954 -0.49619542 0.018677754
#> lag1_var4 0.24012794 0.19062356 -0.01270121 0.496346601
#> const 0.43775357 0.53037986 -0.28454468 1.108962965
#> exo1 0.01118492 0.06382692 -0.08582445 0.073321051
#> exo2 -0.16731465 0.06165843 -0.24612293 -0.072091846
#> exo3 -0.05707684 0.05053588 -0.13286162 -0.001221686
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03634999 0.2300480 -0.3953390 0.20428544
#> lag1_var2 0.32504275 0.4855124 -0.2687746 0.95048264
#> lag1_var3 -0.84834869 0.8113693 -1.8471060 0.20602655
#> lag1_var4 0.80333726 0.8021554 -0.2538774 1.80855422
#> const 4.17843971 5.7469801 -1.1587665 14.05770318
#> exo1 -0.12302868 0.1950159 -0.3974276 0.13559083
#> exo2 0.66393572 0.2945789 0.2727774 1.07583182
#> exo3 -0.43505071 0.2909651 -0.8110381 -0.03064984
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2122841 0.4005846 -0.7637371 0.2792966
#> lag1_var2 6.4762654 1.8701892 4.1157678 9.0930768
#> lag1_var3 12.9812313 3.1291326 9.2032165 17.3799676
#> lag1_var4 -11.9505603 3.0979715 -16.2537809 -8.1891229
#> const 5.3544633 10.1291624 -8.5424822 18.3097612
#> exo1 0.2037791 1.4072017 -1.0295118 2.3074823
#> exo2 -0.8350665 0.9839911 -1.9970523 0.6926035
#> exo3 1.9367396 1.4572245 0.2811542 3.9963030
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2287503 0.4303325 -0.88177136 0.2421754
#> lag1_var2 6.4318430 1.9106624 3.88803434 9.1162730
#> lag1_var3 12.0908293 3.1848610 8.00816038 16.6370202
#> lag1_var4 -11.0759035 3.1617535 -15.54312021 -7.0048590
#> const 7.0924841 9.9090078 -5.12924234 20.5776363
#> exo1 0.1371531 1.4637620 -1.23447658 2.3270062
#> exo2 -0.5208366 1.0153130 -1.88634514 1.0093888
#> exo3 1.7508877 1.5226459 -0.08975275 3.8471977
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008380407 0.001472021 0.006690985 0.01080655
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00232421 0.003357392 -0.008304146 0.0003694419
#> Sigma[2,2] 0.03198866 0.008789986 0.024040996 0.0465891245
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008183601 0.01656982 -0.02477003 0.02051387
#> Sigma[3,2] 0.019386158 0.03381569 -0.02825153 0.06227885
#> Sigma[3,3] 0.852822103 0.33571323 0.58594885 1.39262113
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01011981 0.01559413 -0.025885376 0.01598509
#> Sigma[4,2] 0.04609492 0.03756399 -0.004394748 0.09877869
#> Sigma[4,3] 0.87525258 0.34456681 0.592442544 1.42825442
#> Sigma[4,4] 0.92028866 0.35659811 0.615433916 1.50361446
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01981739 0.02518990 0.99942628 1.06182147
#> lag1_var2 -0.05663648 0.19328484 -0.31162572 0.22499539
#> lag1_var3 -0.09092857 0.26392678 -0.46127467 0.24457232
#> lag1_var4 0.09044507 0.26244966 -0.23677133 0.45915715
#> const -0.38067941 0.83017966 -1.71758798 0.63213193
#> exo1 0.01219021 0.07127809 -0.09639513 0.09453078
#> exo2 -0.05579501 0.07302108 -0.15688146 0.04426078
#> exo3 -0.03003513 0.09341205 -0.17703954 0.08090414
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10327939 0.03404586 -0.1388487 -0.04860030
#> lag1_var2 0.89958887 0.20858755 0.6456753 1.22655905
#> lag1_var3 0.29899068 0.34863991 -0.1810054 0.77759647
#> lag1_var4 -0.29537970 0.35245129 -0.7636368 0.20952598
#> const 2.31879430 2.33266243 -0.9129040 5.20738897
#> exo1 -0.20801455 0.13594964 -0.4083267 -0.03111782
#> exo2 0.01047499 0.19638441 -0.2489453 0.21568812
#> exo3 0.20107594 0.22662818 -0.1785041 0.39639806
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0355379 0.2796706 0.613975350 1.3863722
#> lag1_var2 -1.6567727 1.8061406 -3.720425748 0.8004903
#> lag1_var3 -2.3374800 2.3131080 -5.356843705 0.5747339
#> lag1_var4 2.9248299 2.2996427 -0.007079144 5.9027101
#> const 8.8639404 5.6176962 1.662546694 16.5271036
#> exo1 -2.1457461 0.5500271 -2.759891031 -1.2893985
#> exo2 -0.4699444 1.0629682 -2.100558221 0.6095124
#> exo3 -2.5327861 0.7399492 -3.614352067 -1.5929756
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9450409 0.3016865 0.4903044 1.3107572
#> lag1_var2 -1.1055119 1.9133523 -3.4014074 1.4637816
#> lag1_var3 -2.2832482 2.5097899 -5.5720422 1.1523866
#> lag1_var4 2.8812017 2.4872895 -0.5908399 6.1044256
#> const 10.2965670 7.0810795 0.7735904 18.9012225
#> exo1 -2.3134481 0.5578821 -3.0353760 -1.5168215
#> exo2 -0.4743904 1.1407086 -2.3010276 0.7071254
#> exo3 -2.3859270 0.7218129 -3.4877494 -1.4714008
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005031754 7.670908e-05 0.0004276816 0.0006221319
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01268301 0.002251268 -0.01620348 -0.01051057
#> Sigma[2,2] 0.53565063 0.097936286 0.41880356 0.66217415
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01384102 0.00279079 0.01088758 0.01819954
#> Sigma[3,2] -0.57577597 0.11788697 -0.73349271 -0.45500439
#> Sigma[3,3] 0.71252026 0.15031092 0.54702159 0.91225415
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006361674 0.001617595 0.004565499 0.008926525
#> Sigma[4,2] -0.259909377 0.064538167 -0.346756559 -0.188930375
#> Sigma[4,3] 0.375675841 0.085624979 0.276150045 0.489614315
#> Sigma[4,4] 0.225238407 0.050140380 0.166914981 0.292983120
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968674862 0.01116098 0.95669051 0.98506133
#> lag1_var2 0.060802216 0.05993346 -0.01565747 0.15240943
#> lag1_var3 0.086463750 0.09770827 -0.04045896 0.23579511
#> lag1_var4 -0.086793661 0.09418817 -0.23378037 0.03286034
#> const 0.903116404 0.10173941 0.79618691 1.07401749
#> exo1 -0.008977669 0.01756015 -0.03228605 0.01767941
#> exo2 -0.031819025 0.01641732 -0.04942020 -0.00681671
#> exo3 0.005355480 0.02210958 -0.02037513 0.04017355
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.42498941 0.3193514 -0.9109076 -0.05027382
#> lag1_var2 1.09774777 2.3575795 -2.4067737 4.11081884
#> lag1_var3 0.81262143 3.8866796 -4.9802101 5.70441972
#> lag1_var4 -0.58614793 3.7921924 -5.2392959 5.12265756
#> const -0.79780136 5.1471739 -8.9253917 3.81406552
#> exo1 -0.09827843 0.6606978 -1.1209847 0.56232305
#> exo2 0.15083390 0.6443006 -0.6052712 1.07310343
#> exo3 0.40440997 0.8551246 -0.8664804 1.48223813
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5535008 0.3287293 0.2072797 1.04687557
#> lag1_var2 -0.6775432 2.5103211 -3.5653989 3.46645364
#> lag1_var3 -0.5497274 4.1357415 -5.1749998 6.27213074
#> lag1_var4 1.2844188 4.0464839 -5.4136831 5.62916401
#> const 0.2217538 5.0410056 -5.3442454 8.32808051
#> exo1 -0.5595884 0.5013058 -1.2223562 0.07233517
#> exo2 -1.0177186 0.6370707 -1.9909381 -0.29223852
#> exo3 -0.2623073 1.0326366 -1.6278894 1.21144746
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30551035 0.1909993 0.06932594 0.5956644
#> lag1_var2 -0.36810237 1.2211531 -1.54320705 1.7163494
#> lag1_var3 -0.64839907 2.0045271 -2.47454853 2.7934737
#> lag1_var4 1.52966066 1.9572511 -1.84441809 3.2745810
#> const -1.09095968 2.6504100 -5.05365671 2.2536361
#> exo1 -0.63391618 0.3113698 -1.06178111 -0.1712537
#> exo2 -0.95648321 0.2827731 -1.41016804 -0.6601391
#> exo3 -0.01674641 0.5598556 -0.82853277 0.7014362
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02222546 0.03134856 0.005209129 0.08174846
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.008339191 0.01944472 -0.00522191 0.04511421
#> Sigma[2,2] 0.062234688 0.01174734 0.04955549 0.08108813
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0463224 0.10169004 -0.01315928 0.2393555
#> Sigma[3,2] -0.0378778 0.07983874 -0.10248711 0.1104305
#> Sigma[3,3] 0.5851930 0.31309452 0.38904968 1.1772756
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.053119016 0.11629116 -0.01172470 0.2742434
#> Sigma[4,2] 0.004361352 0.08442982 -0.05204682 0.1633513
#> Sigma[4,3] 0.568341049 0.37132345 0.34973387 1.2724324
#> Sigma[4,4] 0.580406310 0.43473261 0.33487803 1.4057335
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85272293 0.06725481 0.756411760 0.93227616
#> lag1_var2 0.79322152 0.64594915 -0.001598028 1.73534232
#> lag1_var3 1.08014946 0.90644767 -0.095955573 2.35240700
#> lag1_var4 -1.07147086 0.89393907 -2.327198396 0.07933715
#> const 3.09540540 1.35826330 1.314667723 4.82132285
#> exo1 -0.03337579 0.08677197 -0.155965334 0.07994948
#> exo2 0.04398549 0.13537542 -0.171512952 0.19098458
#> exo3 -0.06767242 0.18860998 -0.345976589 0.16905196
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04421980 0.1270877 -0.1315310 0.2182791
#> lag1_var2 0.06657814 0.9016951 -1.1733486 1.4345373
#> lag1_var3 -0.89692943 1.3339164 -2.7494672 1.0965945
#> lag1_var4 0.92724005 1.2893546 -0.9996261 2.7239617
#> const -2.70744829 2.0530703 -6.2465990 -0.8153678
#> exo1 0.10954742 0.2944068 -0.3221102 0.4514978
#> exo2 1.22277127 0.1423774 1.0558427 1.4491529
#> exo3 0.11419786 0.2610528 -0.1987198 0.4474971
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1516436 0.5412881 0.4560627 1.85789236
#> lag1_var2 -0.9211695 4.2095481 -7.7445151 4.12753537
#> lag1_var3 -2.3548055 5.6880312 -11.6372711 3.94730868
#> lag1_var4 2.8950521 5.6237734 -3.4097320 12.07996168
#> const 0.8179626 4.9684807 -5.8352476 7.92584978
#> exo1 -0.7187701 0.6983105 -1.7935577 0.09125102
#> exo2 -4.4990169 0.5632958 -5.2036268 -3.68629236
#> exo3 -1.3588038 0.9592350 -2.8848533 -0.46755864
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1924297 0.5387805 0.4508918 1.87623798
#> lag1_var2 -1.1836988 4.7114154 -8.7527645 4.56555432
#> lag1_var3 -3.4471124 6.4071933 -13.8093849 3.89058081
#> lag1_var4 4.0124436 6.3296485 -3.3156391 14.24831281
#> const -1.6098365 5.2784155 -8.8009275 6.08136299
#> exo1 -0.6610646 0.5967404 -1.5770964 -0.01627135
#> exo2 -3.7389104 0.5251184 -4.3889610 -3.00656257
#> exo3 -1.2862153 0.9743415 -2.8126824 -0.30924396
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001795937 0.0001573579 0.0001012369 0.0004404041
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000982615 0.001975074 -0.0003539467 0.004387436
#> Sigma[2,2] 0.083416757 0.033148205 0.0452245439 0.129949133
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001715576 0.00205222 -0.00538348 8.794262e-05
#> Sigma[3,2] -0.108410386 0.03189552 -0.14598574 -6.469430e-02
#> Sigma[3,3] 0.192286709 0.04556569 0.13271127 2.620108e-01
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001127357 0.001129234 -0.002937163 -0.0001042484
#> Sigma[4,2] -0.058794000 0.015394993 -0.079482928 -0.0362318209
#> Sigma[4,3] 0.128113017 0.032620053 0.092887406 0.1771960585
#> Sigma[4,4] 0.093546619 0.025468476 0.067679049 0.1329088109
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991437743 0.003329716 0.98610273 0.995643862
#> lag1_var2 -0.042788315 0.073632583 -0.16621599 0.032737262
#> lag1_var3 -0.058550497 0.119974956 -0.25956186 0.063720533
#> lag1_var4 0.052448894 0.118810832 -0.06779944 0.251783927
#> const 0.646422839 0.130703198 0.47070954 0.840514873
#> exo1 0.001881579 0.025622454 -0.04029733 0.022838096
#> exo2 -0.056049095 0.009382792 -0.06757607 -0.041419347
#> exo3 -0.018201865 0.016948284 -0.04599951 -0.001553362
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01610699 0.05822259 -0.10253142 0.04886106
#> lag1_var2 0.97780197 0.89137718 -0.04105625 2.45591019
#> lag1_var3 0.09590143 1.42585208 -1.52388131 2.44655266
#> lag1_var4 -0.15684875 1.41754977 -2.48460734 1.47393328
#> const 4.26772294 1.73995020 2.00754107 6.93083725
#> exo1 -0.23192217 0.38436622 -0.78187340 0.26345744
#> exo2 0.06935336 0.18451773 -0.14439965 0.34414462
#> exo3 -0.13359117 0.20426282 -0.33457764 0.18044173
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.36343479 0.1025762 0.2400541 0.5315768
#> lag1_var2 -1.17782111 1.6081509 -3.7727760 0.7002455
#> lag1_var3 -1.45185389 2.5548062 -5.4662922 1.5773451
#> lag1_var4 2.44451476 2.5262575 -0.5709521 6.4093246
#> const -8.39208156 2.2891170 -12.0050439 -6.3377060
#> exo1 0.07419314 0.5227117 -0.6613968 0.7563060
#> exo2 -0.07441211 0.3811257 -0.7187370 0.2463354
#> exo3 1.16979106 0.2947328 0.8120459 1.5924424
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35576304 0.07740593 0.2592175 0.4721370
#> lag1_var2 -0.84680622 1.19376980 -2.5515712 0.8555037
#> lag1_var3 -1.84153781 1.89761346 -4.4423714 0.8362258
#> lag1_var4 2.80539536 1.87634080 0.1432208 5.3715658
#> const -6.36316388 1.44392562 -8.4597256 -4.8625846
#> exo1 -0.06138485 0.34160357 -0.5186141 0.3856450
#> exo2 -0.02283435 0.29595649 -0.5455546 0.2419827
#> exo3 1.12018615 0.21860826 0.8312549 1.4246550
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001430262 0.0003342501 0.001116502 0.002009106
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009571726 0.003799311 -0.01541903 -0.005509542
#> Sigma[2,2] 0.177621110 0.036406138 0.13223712 0.229661052
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006400608 0.002191329 -0.00139672 0.004403703
#> Sigma[3,2] -0.0321216635 0.020667902 -0.06500694 -0.011357366
#> Sigma[3,3] 0.0884794387 0.020881757 0.06634168 0.116100113
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004537985 0.002318521 -0.006614346 -0.0009893986
#> Sigma[4,2] 0.054346207 0.019653503 0.026007104 0.0793900833
#> Sigma[4,3] 0.086470050 0.019777254 0.063852077 0.1162755847
#> Sigma[4,4] 0.130102008 0.020974882 0.105502145 0.1644643346
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95498457 0.02787752 0.913677753 0.99000353
#> lag1_var2 -0.00269664 0.06026825 -0.071406418 0.08837792
#> lag1_var3 0.03661599 0.12985312 -0.110245094 0.23913815
#> lag1_var4 -0.03040632 0.11690816 -0.211958207 0.09935899
#> const 1.01150409 0.39483834 0.506294527 1.54788876
#> exo1 0.04494036 0.04271954 0.000292391 0.11446221
#> exo2 -0.25275518 0.04207940 -0.318789648 -0.21255432
#> exo3 0.07822845 0.04476504 0.008305486 0.13003291
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1535119 0.2248782 -0.1573324 0.4422257
#> lag1_var2 0.1620548 0.4847682 -0.4503356 0.7736243
#> lag1_var3 -1.3861919 1.0239260 -2.6940749 -0.1542874
#> lag1_var4 1.4027745 0.9512784 0.2746926 2.6165352
#> const -2.5282417 5.1915034 -9.5747232 3.3161974
#> exo1 -0.9816006 0.3965444 -1.6182855 -0.5279300
#> exo2 1.5415251 0.4655193 0.9626709 2.1959815
#> exo3 -0.1029454 0.5088484 -0.8571067 0.5523264
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15656624 0.1552816 -0.03551328 0.4034050
#> lag1_var2 0.01059434 0.2506029 -0.24341041 0.3547105
#> lag1_var3 1.24632778 0.5699822 0.63761844 1.9840990
#> lag1_var4 -0.22618794 0.4852105 -0.84847004 0.3101042
#> const -3.77419496 3.0667951 -8.04882106 0.2588171
#> exo1 0.89634665 0.2808989 0.55840789 1.3227314
#> exo2 -1.94473465 0.3522122 -2.41299051 -1.5175793
#> exo3 -0.89264103 0.2579743 -1.21499351 -0.5034444
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16524410 0.1964112 -0.08397234 0.4362728
#> lag1_var2 -0.04091482 0.2538259 -0.39284017 0.3151924
#> lag1_var3 0.39188011 0.5045339 -0.37985673 1.0567678
#> lag1_var4 0.72649934 0.4487193 0.14311313 1.4083060
#> const -7.33506016 3.5414762 -11.55494325 -2.2870791
#> exo1 0.51396327 0.3417874 0.09602923 0.9950259
#> exo2 -1.34014832 0.4137782 -1.82412158 -0.8067299
#> exo3 -1.07456496 0.2829457 -1.39990067 -0.6517328
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.03585763 0.006722955 0.02508023 0.04199572
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009654305 0.004996360 -0.01721026 -0.004507641
#> Sigma[2,2] 0.031289659 0.007152433 0.02422239 0.042497680
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007825188 0.005369192 0.001507037 0.01626066
#> Sigma[3,2] -0.030737572 0.008825939 -0.044078730 -0.02271957
#> Sigma[3,3] 0.038541121 0.010848327 0.028327467 0.05470298
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001652337 0.002736993 -0.003369726 0.003889474
#> Sigma[4,2] -0.0071281785 0.003622410 -0.012963632 -0.004272405
#> Sigma[4,3] 0.0154552256 0.004510678 0.010894960 0.022384678
#> Sigma[4,4] 0.0102737543 0.002794146 0.007519842 0.014462122
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97137231 0.05258596 0.88837628 1.0272579
#> lag1_var2 0.39891856 0.52229257 -0.44140514 0.9187754
#> lag1_var3 0.61221774 0.73877774 -0.52319452 1.4527914
#> lag1_var4 -0.62779508 0.72907597 -1.44667217 0.4950383
#> const 2.03472311 2.25579055 -0.66290555 5.4936358
#> exo1 0.08091884 0.14406045 -0.09493924 0.2882556
#> exo2 -0.02782642 0.15445076 -0.26113557 0.1531154
#> exo3 0.18127803 0.25474773 -0.12789674 0.5274281
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08077808 0.05498157 -0.002195895 0.149210387
#> lag1_var2 -0.03815091 0.46104481 -0.683325355 0.498277550
#> lag1_var3 -0.95389647 0.64990648 -1.836334882 -0.209518518
#> lag1_var4 0.95034140 0.65974430 0.190093888 1.842325896
#> const -0.71187671 1.41156378 -2.307847700 1.584630160
#> exo1 -0.09973058 0.08320864 -0.211120089 0.009025428
#> exo2 1.13038711 0.15189679 0.943548840 1.364324289
#> exo3 0.17750175 0.17346103 -0.050408258 0.420737545
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04077731 0.06454606 -0.1235456 0.0557325
#> lag1_var2 0.98566374 0.58102816 0.1250598 1.7904233
#> lag1_var3 1.92945685 0.78358515 0.7966908 3.0568884
#> lag1_var4 -0.98227029 0.79301447 -2.1333277 0.1526730
#> const 4.28426715 1.86599677 1.6383361 6.5755985
#> exo1 0.08419244 0.15433679 -0.0778845 0.3341878
#> exo2 -1.57228234 0.19173955 -1.8439506 -1.3212702
#> exo3 -0.02063799 0.19487829 -0.2969443 0.2130729
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.022204195 0.02920985 -0.008772368 0.06975991
#> lag1_var2 0.624724257 0.36418637 0.084217931 1.06286642
#> lag1_var3 0.765343999 0.46503510 0.083025059 1.32268341
#> lag1_var4 0.188729609 0.46829721 -0.362175480 0.87577417
#> const 2.979979480 1.00935400 1.855832798 4.33775827
#> exo1 0.008979251 0.11211140 -0.095794950 0.19706573
#> exo2 -0.735648425 0.10984372 -0.884456295 -0.60791541
#> exo3 0.115728505 0.09929933 -0.017138665 0.23703875
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02749853 0.008320813 0.01944308 0.04144905
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00871247 0.008135585 -0.01943906 0.003617131
#> Sigma[2,2] 0.05640825 0.013824879 0.04627529 0.081512507
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.006589346 0.01204555 -0.02192139 0.009307522
#> Sigma[3,2] -0.057241132 0.02941987 -0.09590552 -0.013733596
#> Sigma[3,3] 0.228378833 0.04990306 0.18203536 0.308831869
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01789514 0.01143871 -0.03331240 -0.003134308
#> Sigma[4,2] -0.04260908 0.03131860 -0.07856528 0.005881737
#> Sigma[4,3] 0.25725424 0.05559369 0.21041083 0.344968799
#> Sigma[4,4] 0.30502703 0.06472286 0.25322569 0.409456639
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.81525761 0.1645926 0.52672456 0.9703728
#> lag1_var2 0.10786808 0.0783642 0.02969364 0.2307853
#> lag1_var3 0.14431312 0.3548914 -0.16899398 0.7243510
#> lag1_var4 -0.11052621 0.2793113 -0.57458078 0.1276826
#> const 2.21705823 3.1423304 -0.77662845 7.3476252
#> exo1 0.08435431 0.1309666 -0.13854107 0.2183836
#> exo2 -0.36187327 0.1517984 -0.57794244 -0.1841635
#> exo3 0.21176019 0.1259086 0.07048672 0.3954169
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39596031 0.1531599 0.2665661 0.6468136
#> lag1_var2 0.12761749 0.1954514 -0.1611930 0.3621882
#> lag1_var3 -0.89565491 0.4935361 -1.6440521 -0.4045569
#> lag1_var4 0.76775184 0.3917803 0.3658593 1.3569036
#> const 4.79498043 3.9326961 1.6120844 11.0452514
#> exo1 0.03429926 0.2673735 -0.3103997 0.3844967
#> exo2 0.47523545 0.1203433 0.3013815 0.6435814
#> exo3 0.55868036 0.2809543 0.2232520 0.9447349
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1662608 0.1098543 -0.3078020 -0.0150784
#> lag1_var2 0.8966064 0.3093592 0.4449191 1.2653226
#> lag1_var3 1.3411049 0.5603201 0.5934682 2.0940522
#> lag1_var4 -0.4429611 0.4600632 -1.0484153 0.1887464
#> const -4.9805035 6.1830437 -14.0052564 2.1673170
#> exo1 0.3036238 0.4805310 -0.4028287 0.8184970
#> exo2 -3.1773961 0.5340681 -3.8774577 -2.4905904
#> exo3 -0.6175465 0.4563670 -1.2672161 -0.0743488
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.199675993 0.1709240 -0.4464734 0.03710333
#> lag1_var2 1.077329070 0.2844291 0.6530841 1.44565645
#> lag1_var3 1.003963804 0.3888287 0.4966987 1.51329431
#> lag1_var4 -0.004611124 0.3158742 -0.4263690 0.42570620
#> const -6.362851306 6.9813333 -15.9457414 2.62746814
#> exo1 0.423676146 0.5394110 -0.3699408 1.02035281
#> exo2 -3.656134688 0.6662275 -4.5027216 -2.76788375
#> exo3 -0.524985304 0.4675367 -1.2211270 0.02368659
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001542909 0.0002695355 0.001132686 0.001837856
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04484985 0.01509468 -0.0683909 -0.0273472
#> Sigma[2,2] 4.78277433 1.34344696 3.6065584 7.0193021
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04604815 0.01098373 0.03089185 0.06124811
#> Sigma[3,2] -3.59345880 1.31220751 -5.91392036 -2.57125456
#> Sigma[3,3] 3.42265420 1.25201720 2.50753619 5.58088784
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01994041 0.005573816 0.009813757 0.02490614
#> Sigma[4,2] -0.54429910 0.725504763 -1.634812853 0.28493877
#> Sigma[4,3] 1.33119756 0.586364708 0.605334911 2.25271041
#> Sigma[4,4] 1.24345012 0.248093025 1.001757240 1.60297892
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97332435 0.05660692 0.89543037 1.05043408
#> lag1_var2 0.01499273 0.04443004 -0.03797683 0.07356367
#> lag1_var3 0.01225336 0.06797951 -0.07122375 0.09862511
#> lag1_var4 -0.01379728 0.05210129 -0.08114033 0.04822200
#> const 0.56685620 0.37598228 0.04985810 1.05199223
#> exo1 0.05680040 0.03101628 0.01742547 0.09905514
#> exo2 -0.26293662 0.03164267 -0.29749156 -0.21314357
#> exo3 -0.02826491 0.05896075 -0.09308592 0.06478305
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8834325 3.445502 -2.534594 6.1312392
#> lag1_var2 -0.7690573 3.056257 -5.715007 2.2846450
#> lag1_var3 -2.0439557 4.610398 -9.620570 2.4428636
#> lag1_var4 1.7241898 3.556650 -1.725319 7.5956249
#> const 9.4926110 13.463088 -12.978865 25.2398237
#> exo1 -1.7471287 1.636674 -3.717905 0.5639105
#> exo2 8.3953536 1.930439 5.406646 10.4770443
#> exo3 1.4529738 3.817924 -3.908543 6.9662976
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0562486 2.864710 -3.4333104 3.653508
#> lag1_var2 1.4193913 2.481672 -1.8912707 4.877530
#> lag1_var3 2.5584081 3.729836 -2.3344320 7.841636
#> lag1_var4 -1.4859887 2.883895 -5.6083683 2.304438
#> const -12.5539173 11.570107 -27.3838698 3.639544
#> exo1 1.9310130 1.281038 0.2813663 3.787066
#> exo2 -16.2432138 1.692552 -18.2446000 -13.482197
#> exo3 3.6178745 2.919763 -0.1003163 7.684982
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7011005 1.2354070 -0.8811647 2.590464
#> lag1_var2 0.5602300 0.9406631 -1.0897812 1.453554
#> lag1_var3 0.6223905 1.4241281 -1.8640932 1.998268
#> lag1_var4 0.2693101 1.1039189 -0.7622318 2.196613
#> const -10.2218709 10.6022778 -25.7535328 3.824983
#> exo1 1.0260555 0.5101069 0.5690338 1.847900
#> exo2 -13.9623517 0.9157377 -14.9835952 -12.493032
#> exo3 6.1048530 1.3681465 3.9986190 7.905071
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008742969 0.0002186129 0.0006169275 0.001203025
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006496155 0.002219861 -0.01008756 -0.004434432
#> Sigma[2,2] 0.293326641 0.066228177 0.19269351 0.368196969
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004323036 0.004820642 -0.001368052 0.01152113
#> Sigma[3,2] -0.229631870 0.090621067 -0.314708865 -0.08260763
#> Sigma[3,3] 0.904850957 0.185161293 0.717427247 1.22064624
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008882454 0.004290429 -0.004065501 0.006853835
#> Sigma[4,2] -0.0801987474 0.071609116 -0.162825148 0.027435460
#> Sigma[4,3] 0.8478503395 0.178360602 0.684019293 1.145972665
#> Sigma[4,4] 0.8728957809 0.189002748 0.679418262 1.160585334
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970598198 0.01246669 0.957470723 0.98920607
#> lag1_var2 -0.007879840 0.02863375 -0.044068856 0.03365606
#> lag1_var3 -0.007966813 0.04750652 -0.066125422 0.05731266
#> lag1_var4 0.010752837 0.04703969 -0.055765009 0.07057402
#> const 0.645457621 0.22405043 0.307807069 0.94339515
#> exo1 0.015004437 0.01879465 -0.006296599 0.04474981
#> exo2 -0.071418556 0.03467435 -0.119952549 -0.01834790
#> exo3 0.009075499 0.03567241 -0.044632539 0.05616776
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2336706 0.2629027 -0.6127628 0.06044528
#> lag1_var2 1.2779560 0.4343163 0.7061687 1.85702645
#> lag1_var3 0.7553961 0.7524606 -0.2422130 1.75652488
#> lag1_var4 -0.7176291 0.7459231 -1.6950014 0.29924709
#> const 4.4077793 5.4455687 -2.0009877 12.96701047
#> exo1 -0.6008514 0.3736539 -1.1153940 -0.07047050
#> exo2 0.6188835 0.4840399 -0.2526334 1.05768700
#> exo3 -0.2106633 0.4855939 -0.8568006 0.48748429
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1858917 0.2133768 -0.14883441 0.38203950
#> lag1_var2 1.5013331 1.0698420 0.04127364 3.06253979
#> lag1_var3 3.1840916 1.7986646 0.70387189 5.80210681
#> lag1_var4 -2.3796082 1.7639620 -4.94456771 0.02213587
#> const 3.7848326 7.9257701 -7.28057023 14.80448464
#> exo1 0.4746383 0.6771359 -0.38003320 1.41952075
#> exo2 -1.9289942 0.9632564 -3.37379659 -0.86409664
#> exo3 -0.9266990 0.8459747 -2.07138571 0.15858761
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05309259 0.2219643 -0.2767450 0.29072515
#> lag1_var2 2.03609140 1.0826370 0.5268960 3.60658713
#> lag1_var3 3.25903168 1.8799530 0.6569739 5.98029103
#> lag1_var4 -2.42381314 1.8182170 -5.0507308 0.09150586
#> const 5.60751249 6.8036647 -2.9837550 16.65709039
#> exo1 0.16030876 0.6711222 -0.6649775 1.12894397
#> exo2 -1.68638808 0.9893578 -3.1393994 -0.61845288
#> exo3 -1.08920510 0.9620764 -2.3010614 0.16430684
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004645682 0.0002893251 0.0002830108 0.0009528145
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001783021 0.001127117 -0.003739067 -0.0006325515
#> Sigma[2,2] 0.039988268 0.007009639 0.032606573 0.0514357050
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001524736 0.001818201 -0.001328285 0.003562303
#> Sigma[3,2] -0.054971239 0.011683613 -0.070329208 -0.037506109
#> Sigma[3,3] 0.148961070 0.029894226 0.098344984 0.184119198
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000427326 0.001677523 -0.002380437 0.001965671
#> Sigma[4,2] -0.037727432 0.011170466 -0.050298021 -0.020980706
#> Sigma[4,3] 0.139420970 0.028095583 0.091406274 0.171258345
#> Sigma[4,4] 0.140464119 0.027095335 0.094609980 0.169875619
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.967886494 0.01823981 0.943033811 0.99293092
#> lag1_var2 0.005567393 0.02686249 -0.036296034 0.04287562
#> lag1_var3 0.022526802 0.04288156 -0.034922895 0.08538166
#> lag1_var4 -0.018626933 0.03668320 -0.073008206 0.03038195
#> const 0.603287451 0.23949269 0.304575456 0.95533787
#> exo1 0.020566253 0.01599336 -0.001573619 0.04250873
#> exo2 -0.062642683 0.02179931 -0.088676321 -0.03005722
#> exo3 0.010166122 0.03681091 -0.024783821 0.06666026
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2458586 0.2204240 -0.09838334 0.5057781
#> lag1_var2 0.5431071 0.3744677 0.07038806 1.0241305
#> lag1_var3 0.2611597 0.6369405 -0.53971590 1.0051259
#> lag1_var4 -0.2291738 0.5437174 -0.86576332 0.4552016
#> const 2.8010009 1.7385429 -0.01678429 4.6894984
#> exo1 -0.1785369 0.2158714 -0.43912156 0.1384453
#> exo2 1.7668151 0.1685336 1.62551082 2.0764605
#> exo3 1.0222232 0.1264991 0.86270164 1.1709759
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9068996 0.3456313 -1.4012888 -0.4264634
#> lag1_var2 1.0489622 0.5172729 0.4036288 1.7506432
#> lag1_var3 1.3807018 0.9690858 0.2729598 2.6508982
#> lag1_var4 -0.3035671 0.8313728 -1.3926310 0.6512032
#> const 0.8710554 2.2250582 -2.1374013 4.0472805
#> exo1 0.1208427 0.3712345 -0.4335447 0.6038946
#> exo2 -1.1491468 0.4427513 -1.8736447 -0.7338094
#> exo3 -1.1247182 0.3867644 -1.7274817 -0.6453787
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.93436322 0.3149703 -1.3327493 -0.47417891
#> lag1_var2 1.05355406 0.3987070 0.5190704 1.57354151
#> lag1_var3 0.83447430 0.7655822 -0.2642949 1.78363101
#> lag1_var4 0.31062651 0.6589920 -0.5061650 1.25772390
#> const 1.63299674 2.5939877 -1.7838840 5.39746946
#> exo1 0.01093106 0.3320681 -0.4331234 0.48509217
#> exo2 -0.17143775 0.4334286 -0.8328135 0.28488389
#> exo3 -0.65984353 0.4468103 -1.3104853 -0.05105337
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003313508 0.001014756 0.002166879 0.004905698
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.08765079 0.03949108 -0.1488891 -0.05079727
#> Sigma[2,2] 7.98006608 1.80637614 6.2397754 10.86295957
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04913827 0.02095755 0.02614599 0.07667353
#> Sigma[3,2] -4.71528329 0.99871191 -6.33954041 -3.67189309
#> Sigma[3,3] 3.32832002 0.56077400 2.63457845 4.14247324
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001416554 0.008342045 -0.0121949 0.008519318
#> Sigma[4,2] 0.084126677 0.268720429 -0.2421044 0.504260585
#> Sigma[4,3] 0.537680268 0.217809906 0.2109857 0.801548278
#> Sigma[4,4] 0.648871668 0.143992114 0.4664877 0.853969999
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.043702447 0.01946915 1.02149826 1.07118486
#> lag1_var2 -0.069314454 0.02771089 -0.10042739 -0.03335925
#> lag1_var3 -0.128943844 0.04382785 -0.17727348 -0.06997599
#> lag1_var4 0.108160460 0.03768659 0.05761732 0.15181503
#> const 0.131404565 0.56121558 -0.70173710 0.91222089
#> exo1 -0.028757153 0.04579186 -0.08970215 0.03872741
#> exo2 0.007211143 0.04341408 -0.03442914 0.07345101
#> exo3 0.023819829 0.06408182 -0.05793828 0.11352813
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4097032 1.026379 -2.572498 0.1746704
#> lag1_var2 0.5920730 1.436698 -1.358355 2.3648939
#> lag1_var3 -0.1527871 2.323385 -3.356843 2.6130022
#> lag1_var4 0.3491050 2.209088 -2.241930 3.3977742
#> const 25.8825422 28.069940 -19.762038 55.9981356
#> exo1 -0.2448101 2.502516 -4.035062 2.9533596
#> exo2 0.5134349 2.110123 -2.497402 3.2420081
#> exo3 -2.0918828 3.687706 -8.331646 1.6259499
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.49581141 0.8389647 0.4576077 2.707337
#> lag1_var2 -0.30357772 0.9635904 -1.5599136 1.102726
#> lag1_var3 0.21484584 1.5303419 -1.7271741 2.478540
#> lag1_var4 0.51178493 1.4531663 -1.6226398 2.318374
#> const -21.76902316 24.8061226 -59.0789324 8.740389
#> exo1 -0.05940286 1.6924490 -1.9246454 2.492352
#> exo2 0.02968296 1.7188781 -2.1650465 2.583405
#> exo3 1.02348078 2.5976661 -2.1193562 5.287735
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6173999 0.5821202 0.1625706 1.6645310
#> lag1_var2 -0.3017936 0.3311729 -0.5690778 0.2993728
#> lag1_var3 -0.4516759 0.5451485 -0.9015684 0.5412187
#> lag1_var4 1.3296127 0.5508978 0.3355734 1.8331854
#> const -7.3689333 16.2638550 -36.6500385 4.5039465
#> exo1 -0.2153211 0.8120331 -1.4692766 0.5775223
#> exo2 0.3042345 0.9901207 -0.8926304 1.6821010
#> exo3 -0.3156454 0.7594213 -1.4344437 0.6196000
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005106347 0.0001344524 0.0003401765 0.0006805939
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001643633 0.001872164 -0.004085408 0.001254347
#> Sigma[2,2] 0.372698988 0.077231116 0.258509708 0.457901599
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002178541 0.002461549 -0.006252807 0.0002078969
#> Sigma[3,2] -0.078138674 0.074604080 -0.170517262 0.0325744441
#> Sigma[3,3] 0.457790610 0.054326970 0.386017383 0.5352094537
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003266702 0.001726109 -0.006243161 -0.001840427
#> Sigma[4,2] 0.136616504 0.096443791 0.012970655 0.284314732
#> Sigma[4,3] 0.432226716 0.066614737 0.328626583 0.516261589
#> Sigma[4,4] 0.531984055 0.100998585 0.398984097 0.673348965
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98580070 0.02107283 0.95028185 1.00389038
#> lag1_var2 0.02576842 0.05242831 -0.03760459 0.10568435
#> lag1_var3 0.03341109 0.09625218 -0.07908116 0.17931645
#> lag1_var4 -0.03727721 0.09085352 -0.17465898 0.06941778
#> const 0.56428248 0.28817962 0.21001603 1.01559824
#> exo1 -0.03507639 0.01295228 -0.05553473 -0.02211297
#> exo2 -0.01545232 0.02243654 -0.04251153 0.01714480
#> exo3 0.05761366 0.02490614 0.02138362 0.08514438
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3173297 0.4981378 -0.925322766 0.3072824
#> lag1_var2 1.1728636 1.4779612 -0.804858360 2.9633609
#> lag1_var3 1.1334796 2.7278900 -2.535377954 4.4449730
#> lag1_var4 -0.9011501 2.5702231 -4.002891747 2.5811212
#> const -3.0934127 6.0267853 -10.701948495 4.3880608
#> exo1 0.5325592 0.4393553 0.080156953 1.2481242
#> exo2 0.8254121 0.7963247 0.002925757 2.1015044
#> exo3 -0.6636460 0.6391833 -1.424901269 0.3000107
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9850122 0.5003469 0.39149444 1.7087988
#> lag1_var2 -1.8935008 1.8418149 -5.01469726 0.1589238
#> lag1_var3 -2.8518007 3.3979499 -8.63402968 0.9416805
#> lag1_var4 3.4959188 3.2126608 -0.09223136 8.9752536
#> const -5.3886008 7.8106801 -17.50641113 3.2664842
#> exo1 -0.5318569 0.4546514 -1.12230811 0.1140342
#> exo2 -0.7442865 0.8041076 -1.84710781 0.2466977
#> exo3 1.2443700 0.9129811 -0.12339840 2.3022315
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8105974 0.4993866 0.3009686 1.6290094
#> lag1_var2 -1.6148485 1.7910777 -4.4979981 0.3190679
#> lag1_var3 -2.8909929 3.1687595 -8.1109124 0.6189925
#> lag1_var4 3.6796297 3.0222888 0.3774312 8.6598453
#> const -7.9808560 8.8111891 -21.7536121 2.0795460
#> exo1 -0.2673515 0.4436617 -0.8018439 0.3867794
#> exo2 -0.2567452 0.7615831 -1.2962188 0.6691203
#> exo3 0.9153725 0.9615609 -0.7008547 1.9098934
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004526762 0.0008309999 0.003325837 0.005405544
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03938885 0.03776256 -0.1006643 0.001155674
#> Sigma[2,2] 5.23513198 1.41883245 3.6230655 7.519635376
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01972165 0.02861822 -0.01261098 0.06738162
#> Sigma[3,2] -3.58397261 0.91531930 -5.00620526 -2.55364648
#> Sigma[3,3] 2.76861594 0.60066886 2.04416202 3.63114337
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003858725 0.007272935 -0.01227441 0.007687582
#> Sigma[4,2] -0.476599488 0.141067879 -0.61920241 -0.270059405
#> Sigma[4,3] 0.682232520 0.139012581 0.49529889 0.842271445
#> Sigma[4,4] 0.447169698 0.102253914 0.32627752 0.603715290
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.096501306 0.03178256 1.05696676 1.13946390
#> lag1_var2 -0.154641719 0.08887182 -0.28349530 -0.04914243
#> lag1_var3 -0.274534203 0.14655079 -0.48785500 -0.10022035
#> lag1_var4 0.219710335 0.13156761 0.06333962 0.41634481
#> const 0.892538610 1.01114926 -0.49197593 2.14299372
#> exo1 -0.006753657 0.08233819 -0.12655025 0.08984975
#> exo2 0.026374913 0.07523589 -0.07547892 0.12857725
#> exo3 0.079281008 0.09706294 -0.03683268 0.22467874
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.4325486 2.017843 -6.622983 -1.2737814
#> lag1_var2 6.9663276 1.958643 4.546078 9.6545037
#> lag1_var3 10.5563982 3.312115 6.397542 15.1034346
#> lag1_var4 -8.6812198 2.809040 -12.682729 -5.1349068
#> const -2.8552762 22.530106 -29.100981 28.8900738
#> exo1 0.5179398 1.938350 -2.046972 2.8387302
#> exo2 -0.4748747 2.292570 -3.898653 2.1776223
#> exo3 -2.0349177 1.914172 -4.392554 0.9219137
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.02601900 1.049908 1.537422 4.206556
#> lag1_var2 -4.18495095 1.485788 -6.130872 -1.904357
#> lag1_var3 -6.23470368 2.475779 -9.508714 -2.440569
#> lag1_var4 5.85810632 2.200717 2.446252 8.691179
#> const 8.85322807 18.921870 -21.111473 27.017112
#> exo1 0.19106162 1.168939 -1.434004 1.651741
#> exo2 0.29245344 1.655817 -1.857841 2.550305
#> exo3 -0.02264953 1.071688 -1.532976 1.382131
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3675914153 0.3256961 -0.00979699 0.8583898
#> lag1_var2 -0.4390005901 1.1556758 -2.18198251 1.1904427
#> lag1_var3 -0.6045296173 1.9459607 -3.56622027 2.1141822
#> lag1_var4 1.3640664734 1.7426510 -1.01465369 4.0909462
#> const 6.5775208430 8.3704070 -8.23798436 15.1545497
#> exo1 0.5146457392 0.2934521 0.21361119 1.0238847
#> exo2 0.0001944091 0.7854952 -1.25991750 0.6914123
#> exo3 -1.3541609925 0.3959347 -1.92075355 -0.7961926
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01776846 0.00427119 0.0132501 0.02418685
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03418644 0.01195458 -0.05268436 -0.01884638
#> Sigma[2,2] 0.32988964 0.11261688 0.20722858 0.51542488
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05934064 0.01534568 0.0430794 0.08242222
#> Sigma[3,2] -0.23765352 0.08928906 -0.3779309 -0.12124475
#> Sigma[3,3] 0.78097165 0.16826685 0.6109520 1.06773457
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03737696 0.01138535 0.02334589 0.05401801
#> Sigma[4,2] -0.02285588 0.03446884 -0.06231194 0.03022291
#> Sigma[4,3] 0.64885633 0.14029132 0.50617340 0.89088115
#> Sigma[4,4] 0.65792779 0.13644785 0.53238186 0.89741417
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.143735577 0.06558167 1.0477647 1.22942919
#> lag1_var2 -0.578337240 0.35937972 -1.0730316 -0.05515015
#> lag1_var3 -0.926996765 0.56750701 -1.7256214 -0.12528886
#> lag1_var4 0.881737566 0.55483211 0.1003343 1.66539597
#> const -0.472917904 1.06452601 -1.6545294 1.06609085
#> exo1 -0.001140904 0.10342353 -0.1424302 0.12379508
#> exo2 -0.702388159 0.14486405 -0.8515052 -0.46399950
#> exo3 0.259778041 0.10867296 0.1580703 0.43157958
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.06826185 0.3739601 -1.60469559 -0.55101233
#> lag1_var2 2.66650147 1.2064260 0.93249928 4.20156815
#> lag1_var3 2.83699064 1.9331205 0.05042482 5.24988227
#> lag1_var4 -2.64664698 1.8808086 -4.99169008 0.08518168
#> const 13.56384540 5.4394410 5.74931000 20.51351965
#> exo1 -0.02782177 0.7211883 -1.11081266 0.86183093
#> exo2 0.83475017 0.5866836 -0.05426970 1.48544589
#> exo3 -1.03213325 0.5624615 -1.64890867 -0.12923260
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.845804 0.5815975 1.05915460 2.707786
#> lag1_var2 -5.043612 2.7023565 -8.79786886 -1.276570
#> lag1_var3 -6.846210 4.1990898 -12.74798500 -1.034089
#> lag1_var4 7.319010 4.0552702 1.68628629 13.015221
#> const -9.207668 10.1029075 -22.65183838 4.523297
#> exo1 1.106539 0.8295162 -0.03524562 2.314757
#> exo2 -1.851019 0.5786544 -2.66143201 -1.109907
#> exo3 1.303100 0.8902139 -0.07728765 2.364900
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1752891 0.4996093 0.6225547 1.9595310
#> lag1_var2 -3.7232062 2.7255009 -7.1788832 0.2982826
#> lag1_var3 -5.6308858 4.2369382 -11.0491959 0.5815046
#> lag1_var4 6.2295589 4.0800869 0.2139246 11.4664702
#> const -1.0734651 7.9317987 -11.8105842 8.7725056
#> exo1 1.1345084 0.6414695 0.3591260 2.1544761
#> exo2 -1.3189951 0.7668801 -2.6982430 -0.6782429
#> exo3 0.6333054 0.6963553 -0.2643696 1.6644110
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001344891 0.0002772057 0.001096937 0.001789304
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01479844 0.004463962 -0.02082572 -0.008409196
#> Sigma[2,2] 0.43152630 0.114161614 0.26917869 0.572084194
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007958574 0.003131366 0.004702031 0.01306575
#> Sigma[3,2] -0.197559900 0.061333091 -0.284784279 -0.12305328
#> Sigma[3,3] 0.175486453 0.049271843 0.122844692 0.25634725
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005049606 0.001706195 -0.001617169 0.003112216
#> Sigma[4,2] 0.0214917030 0.035069993 -0.019952687 0.073687507
#> Sigma[4,3] 0.0829613141 0.028943428 0.057628026 0.133468430
#> Sigma[4,4] 0.1025177215 0.029308850 0.070649797 0.144475378
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9780708284 0.04146898 0.91879134 1.03359175
#> lag1_var2 0.0009173763 0.11115975 -0.12743205 0.18121828
#> lag1_var3 -0.0001631207 0.22629373 -0.26610887 0.35847917
#> lag1_var4 -0.0003360679 0.20917751 -0.33268337 0.24564537
#> const 0.6002821745 0.48967487 -0.12979607 1.18692936
#> exo1 0.0107716709 0.03925162 -0.04141050 0.06545614
#> exo2 -0.1007049505 0.03661222 -0.14899712 -0.05512816
#> exo3 0.0504626780 0.01927366 0.02725141 0.08092344
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01304236 0.5284474 -0.7180081 0.6702650
#> lag1_var2 0.06130035 1.6154151 -2.4749602 1.7480229
#> lag1_var3 -1.38748036 3.1768605 -6.3470962 2.1564781
#> lag1_var4 1.38434430 2.9398528 -1.8635025 5.9762526
#> const 2.35113695 9.7622599 -11.4034629 14.8627471
#> exo1 -0.12825261 0.4021665 -0.6969161 0.3871617
#> exo2 1.88594543 0.5860863 0.9768257 2.5469060
#> exo3 0.41126020 0.5182698 -0.2601354 1.1736117
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09241409 0.2933687 -0.5412577 0.2919059
#> lag1_var2 0.35805411 0.8921239 -0.6308760 1.6713507
#> lag1_var3 1.32865828 1.7577841 -0.7530371 3.8979932
#> lag1_var4 -0.37044032 1.6223875 -2.7250317 1.5276205
#> const 2.17440468 4.5245524 -3.0840694 9.0172182
#> exo1 0.17000671 0.3379656 -0.2250159 0.6371056
#> exo2 -1.90210860 0.4330316 -2.3513379 -1.2484004
#> exo3 0.44875029 0.4194957 -0.1449980 0.9281298
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1418566 0.2894582 -0.5259642 0.3121869
#> lag1_var2 0.1489776 0.9072840 -1.2884081 1.2009723
#> lag1_var3 0.1364665 1.8218976 -2.7733999 2.2532503
#> lag1_var4 0.8597328 1.6830302 -1.0837986 3.5334268
#> const 2.6586823 1.9956561 -0.2188673 5.1781444
#> exo1 0.1197998 0.3311962 -0.2708706 0.6065345
#> exo2 -1.1731277 0.4263591 -1.8176733 -0.6800877
#> exo3 0.6910340 0.3483686 0.2420697 1.1625096
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007907591 0.00133677 0.006211883 0.009940179
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06282044 0.01943052 -0.09077927 -0.03913778
#> Sigma[2,2] 1.08824756 0.30763005 0.80449081 1.50871295
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06497734 0.02139783 0.04266544 0.1002080
#> Sigma[3,2] -0.97444084 0.35216021 -1.54496460 -0.6063613
#> Sigma[3,3] 2.11263785 0.56136203 1.48331062 2.9171803
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0275864 0.01490486 0.00767182 0.04709271
#> Sigma[4,2] -0.3255796 0.21594517 -0.68789875 -0.11135003
#> Sigma[4,3] 1.5745028 0.40890962 1.06143769 2.17531665
#> Sigma[4,4] 1.4259883 0.32499621 0.96543365 1.89490904
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85428975 0.04623108 0.79731279 0.912787801
#> lag1_var2 0.31068936 0.12613164 0.13715346 0.509747190
#> lag1_var3 0.51214791 0.21279424 0.21413537 0.841913915
#> lag1_var4 -0.49213178 0.20810791 -0.81480204 -0.201343063
#> const 2.01842843 0.97368071 0.81467277 3.357593270
#> exo1 0.10062988 0.13158693 -0.12576603 0.219459241
#> exo2 -0.05751556 0.05734142 -0.13016901 0.009396686
#> exo3 0.08615721 0.09854283 -0.05867185 0.210717244
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5410478 0.5972754 -0.4063342 1.19465672
#> lag1_var2 -1.3942626 1.4437428 -3.1884298 0.75264585
#> lag1_var3 -3.7808153 2.4102986 -6.7815314 -0.15617461
#> lag1_var4 3.6507060 2.3481189 0.1220014 6.61051981
#> const -3.5437155 12.5969106 -18.3326479 17.00314694
#> exo1 -0.7422461 1.1407642 -2.0530656 1.09026647
#> exo2 -0.8986171 0.7653980 -1.9869911 0.07621395
#> exo3 -0.3063566 0.8309478 -1.3985451 0.71520470
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2312794 0.7722189 -0.3452019 1.524484
#> lag1_var2 -0.9534666 2.3585474 -4.4112630 2.023900
#> lag1_var3 -0.4106579 4.0073972 -6.4065577 4.737271
#> lag1_var4 1.3001051 3.9282847 -3.7535559 7.228392
#> const 2.4465381 13.0247773 -17.8546472 16.676247
#> exo1 -0.1661279 1.6701385 -2.9547404 1.428788
#> exo2 0.7718825 1.1394113 -0.9751364 2.131527
#> exo3 2.3384600 1.5736189 0.6351217 4.673605
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5906325 0.5384164 -0.01881122 1.4743753
#> lag1_var2 -2.2469016 2.1508257 -5.23965881 0.6461233
#> lag1_var3 -3.4294694 3.5843734 -8.53431716 1.3817080
#> lag1_var4 4.2409094 3.5208035 -0.49904861 9.2840875
#> const -0.4310893 10.1592572 -14.22674621 13.2347823
#> exo1 -0.6305798 1.2255847 -2.47089397 0.6572535
#> exo2 0.2086741 0.9190125 -1.04167712 1.5258136
#> exo3 2.1285481 1.1826616 0.79675098 3.9107183
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001290487 0.0002977477 0.0009256481 0.001716733
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002084442 0.003977824 -0.00795388 0.002735858
#> Sigma[2,2] 0.309470180 0.084173965 0.21122922 0.421170967
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001548395 0.003873601 -0.003104514 0.0075145
#> Sigma[3,2] -0.271756983 0.072724802 -0.363614766 -0.1823308
#> Sigma[3,3] 0.252709889 0.066549304 0.171189965 0.3341019
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002585728 0.001107530 -0.001923724 0.001039437
#> Sigma[4,2] -0.0052519498 0.008844024 -0.016699250 0.006956715
#> Sigma[4,3] 0.0189947081 0.007948709 0.007592053 0.029020231
#> Sigma[4,4] 0.0149834149 0.005035009 0.008641307 0.022746457
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989381568 0.02297355 0.95987414 1.01745216
#> lag1_var2 0.002078451 0.10511220 -0.16828229 0.12665032
#> lag1_var3 0.006285474 0.12287696 -0.19276023 0.15024395
#> lag1_var4 -0.012258604 0.11929354 -0.16105267 0.17544595
#> const 0.799164564 0.58353891 0.06355094 1.67755327
#> exo1 0.031758253 0.04675212 -0.02434724 0.10047125
#> exo2 -0.109093201 0.04552746 -0.17574488 -0.04309464
#> exo3 -0.005786642 0.02422982 -0.04008230 0.02488451
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21604968 0.3875587 -0.7345049 0.3676471
#> lag1_var2 1.14454993 0.6179590 0.2541177 2.0428498
#> lag1_var3 0.25240574 0.7495264 -0.8091575 1.3729192
#> lag1_var4 -0.25949945 0.7204300 -1.3114967 0.7154300
#> const 5.70716484 7.5771708 -3.9032345 16.2700591
#> exo1 0.09323944 0.4797943 -0.4994978 0.7412415
#> exo2 0.85876651 0.4899006 0.4263663 1.7284707
#> exo3 0.20768792 0.5658199 -0.5506234 0.7870157
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32246864 0.3502028 -0.19099132 0.8141833
#> lag1_var2 -0.12607223 0.4380457 -0.71464916 0.5419625
#> lag1_var3 0.73029771 0.5476968 0.02812218 1.5584614
#> lag1_var4 0.21177021 0.5348566 -0.60105707 0.9235131
#> const -2.71610850 6.6950390 -11.41798275 6.9197831
#> exo1 0.01952543 0.4833490 -0.53819246 0.6644919
#> exo2 -1.41915289 0.4797579 -2.23338144 -0.9948008
#> exo3 0.12364011 0.5173926 -0.49270946 0.8096243
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1333218 0.07743493 0.05711002 0.2638166
#> lag1_var2 0.4896521 0.36595653 0.05844141 1.0123386
#> lag1_var3 0.5179923 0.42578274 0.01072496 1.1095929
#> lag1_var4 0.4289932 0.42166013 -0.15483845 0.9394483
#> const 1.3202850 1.39772314 -0.79870009 2.7988726
#> exo1 0.1051667 0.12571429 -0.06620843 0.2648622
#> exo2 -0.7114831 0.11468895 -0.91704015 -0.6211412
#> exo3 0.3082260 0.10205197 0.15891089 0.4360262
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003983238 0.0008327092 0.003162453 0.005256641
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01070319 0.006425414 -0.02149378 -0.004448034
#> Sigma[2,2] 0.32419466 0.087989713 0.22558873 0.456465438
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02261902 0.00843873 0.01048415 0.03402929
#> Sigma[3,2] -0.35118559 0.06561197 -0.44776473 -0.27476331
#> Sigma[3,3] 0.79881064 0.16851751 0.58191027 1.05186661
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01785184 0.007126622 0.007039461 0.02692534
#> Sigma[4,2] -0.19264552 0.060881983 -0.278934721 -0.11835832
#> Sigma[4,3] 0.64183353 0.151547248 0.452116418 0.86145769
#> Sigma[4,4] 0.56328399 0.129445132 0.407022445 0.74820385
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02557262 0.05533502 0.96112223 1.11242545
#> lag1_var2 -0.15978328 0.14041089 -0.36261244 0.02612459
#> lag1_var3 -0.29522749 0.26700170 -0.67907674 0.06024038
#> lag1_var4 0.27998509 0.25221744 -0.05959805 0.63727188
#> const 0.32690833 0.81402747 -0.67873266 1.28018078
#> exo1 0.03906236 0.06785846 -0.06944945 0.10115768
#> exo2 -0.44024458 0.06631330 -0.53238333 -0.36700831
#> exo3 0.20052484 0.04559789 0.13747833 0.26016874
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0517252 0.4760396 -1.6168066 -0.3360435
#> lag1_var2 4.8345242 0.7431058 3.8256805 5.7114396
#> lag1_var3 7.2145300 1.3889321 5.3365273 8.8265033
#> lag1_var4 -6.8313274 1.2895765 -8.3325903 -5.0965397
#> const 2.5951765 5.7439972 -5.6501597 9.5980809
#> exo1 0.5583457 0.6864196 -0.4683577 1.4540565
#> exo2 0.7851451 0.7005680 -0.2218085 1.5764756
#> exo3 -0.3726174 0.4171094 -0.9767299 0.1789603
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.1591487 0.9271483 0.9584624 3.4118801
#> lag1_var2 -6.1642605 1.2290677 -7.7631646 -4.5969315
#> lag1_var3 -10.4234285 2.3065154 -13.4203363 -7.4238554
#> lag1_var4 10.7987391 2.1200317 8.0103272 13.5211957
#> const -12.7013876 10.8050432 -26.2036993 0.4013508
#> exo1 -0.5424139 1.0699026 -1.9694469 0.9678446
#> exo2 -6.1797833 0.8102249 -7.0023473 -4.8442971
#> exo3 0.3711760 0.7874858 -0.5293197 1.6182211
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6836551 0.9194033 0.5773136 2.9411090
#> lag1_var2 -4.1966036 1.0871889 -5.7874749 -2.9038195
#> lag1_var3 -7.7156642 2.0250265 -10.7073123 -5.4121425
#> lag1_var4 8.2823408 1.8600448 6.1725503 11.0334848
#> const -12.4345356 11.9772622 -30.1195684 0.7526354
#> exo1 -0.2867934 0.8100725 -1.3025421 0.7857997
#> exo2 -5.9832820 0.6160074 -6.7772880 -5.0866056
#> exo3 0.1872238 0.7637437 -0.7347145 1.2735423
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007250169 0.0001405564 0.0005592941 0.0009432516
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01310699 0.003598714 -0.01781293 -0.008964498
#> Sigma[2,2] 0.46579578 0.125802749 0.33135219 0.657423460
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01192154 0.002966228 0.007988575 0.01538025
#> Sigma[3,2] -0.33174763 0.115259320 -0.512861298 -0.19696131
#> Sigma[3,3] 0.47393695 0.142305721 0.312068055 0.69782920
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00421384 0.002121468 0.001698549 0.007239714
#> Sigma[4,2] -0.05532519 0.056881065 -0.138185005 0.009603747
#> Sigma[4,3] 0.28604311 0.100679389 0.196250109 0.448953722
#> Sigma[4,4] 0.26260255 0.079573392 0.180806761 0.385142823
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979347671 0.02105365 0.94626359 1.00309839
#> lag1_var2 -0.005908502 0.08052862 -0.11359795 0.08753853
#> lag1_var3 -0.019623910 0.13450743 -0.20019772 0.13641684
#> lag1_var4 0.019441425 0.12953012 -0.13094371 0.19412977
#> const 0.583236872 0.22347920 0.26761586 0.87754453
#> exo1 -0.004119210 0.01805933 -0.02890833 0.02056278
#> exo2 -0.101797108 0.02784617 -0.13674114 -0.06046156
#> exo3 0.022679840 0.03516618 -0.01667181 0.07607041
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1255796 0.5562890 -0.8685376 0.6643653
#> lag1_var2 1.0606695 1.1904445 -0.8936675 2.6327196
#> lag1_var3 0.5415122 2.0657259 -2.8145404 3.3199847
#> lag1_var4 -0.5869517 1.9260007 -3.0411058 2.6308912
#> const 7.1898066 9.0454653 -5.7423931 17.6871851
#> exo1 0.3873794 0.5869386 -0.5349383 1.1020003
#> exo2 0.8992203 0.9068486 -0.4925410 1.9408049
#> exo3 -0.2371856 0.7181003 -1.3607852 0.5896974
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9019553 0.4187646 0.2085906 1.3511396
#> lag1_var2 -1.2128177 2.2784025 -4.7767576 1.2369510
#> lag1_var3 -1.4317427 3.7717991 -7.3086693 2.6973130
#> lag1_var4 2.0151267 3.6781066 -2.0027542 7.6809621
#> const -0.6912324 7.7402726 -9.3812869 11.6049350
#> exo1 -0.2475920 0.6060563 -1.1031874 0.5564034
#> exo2 -4.3816593 0.3457059 -4.7698931 -3.8902977
#> exo3 1.5700858 0.8082545 0.4193888 2.5120800
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84752056 0.4760183 0.1856522 1.4357772
#> lag1_var2 -0.93079764 2.1348006 -4.5533669 1.0172836
#> lag1_var3 -1.70526053 3.5333775 -7.7763057 1.5390671
#> lag1_var4 2.26250690 3.4162316 -0.9131638 8.0859214
#> const 2.96607783 5.4531824 -4.6991581 10.0384688
#> exo1 -0.01862024 0.4703328 -0.6551761 0.6255754
#> exo2 -4.01364422 0.2970119 -4.3650426 -3.6080167
#> exo3 1.50111080 0.6620757 0.4891398 2.2158258
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007572124 0.0002546826 0.0005097558 0.001181333
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03633271 0.02130206 -0.06879884 -0.01542985
#> Sigma[2,2] 7.60763610 2.78218452 4.25335507 11.80091172
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01879409 0.01121179 0.007013339 0.03608495
#> Sigma[3,2] -4.34935742 1.46175724 -6.515246128 -2.45910443
#> Sigma[3,3] 2.64645590 0.79533012 1.573024212 3.74101149
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00132794 0.003527925 -0.007214279 0.001708513
#> Sigma[4,2] -0.26133879 0.411928074 -0.815077327 0.370028550
#> Sigma[4,3] 0.35957398 0.249897938 0.024991612 0.704235913
#> Sigma[4,4] 0.29043013 0.082185900 0.198874881 0.417691503
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0670068648 0.02521137 1.028959732 1.09870886
#> lag1_var2 -0.0622284223 0.01637585 -0.081289613 -0.03550357
#> lag1_var3 -0.1245752559 0.03183504 -0.160387145 -0.07164846
#> lag1_var4 0.0796477038 0.02498494 0.041708529 0.11188999
#> const 0.7639115083 0.33760254 0.355847308 1.28937940
#> exo1 -0.0009385522 0.02482159 -0.032553126 0.03502602
#> exo2 -0.0498548459 0.02076554 -0.074118633 -0.01850122
#> exo3 0.0379790915 0.02436309 0.003698124 0.06990923
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -7.8253284 3.136086 -12.021043 -3.463363
#> lag1_var2 8.7272774 1.680244 6.168375 10.742428
#> lag1_var3 15.1334201 3.308598 10.010561 19.142351
#> lag1_var4 -11.4351426 2.424608 -14.065721 -8.079280
#> const -8.8876324 25.787443 -49.855370 19.345676
#> exo1 2.1627008 2.648277 -1.349971 5.811295
#> exo2 -0.4847386 2.622198 -2.837154 3.619320
#> exo3 -1.0168219 2.254425 -3.961784 2.341251
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 4.65612649 1.9299564 1.828145 7.076356
#> lag1_var2 -4.45660708 0.9885406 -5.627968 -2.896603
#> lag1_var3 -7.76260616 1.9577121 -10.084645 -4.644622
#> lag1_var4 6.45126402 1.3818402 4.426914 7.992507
#> const 10.79831075 16.8151356 -5.401002 39.913095
#> exo1 -1.01519235 1.4686590 -3.180041 0.855208
#> exo2 -0.22305772 1.6756551 -2.796211 1.442218
#> exo3 0.07344984 1.3144599 -1.853907 1.914052
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4468170 0.5063871 -0.3658894 1.0378537
#> lag1_var2 -0.1328252 0.3516949 -0.6507002 0.3254361
#> lag1_var3 -0.3111329 0.6836668 -1.3067338 0.5986862
#> lag1_var4 0.9960994 0.4917903 0.3565342 1.7339735
#> const 5.6130229 8.0230030 -4.2818057 18.8343800
#> exo1 0.2933736 0.3524153 -0.2113722 0.7218076
#> exo2 -0.5624908 0.6282249 -1.3693756 0.4035029
#> exo3 -0.6534487 0.5555809 -1.3940073 0.1546118
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008386812 0.0001997221 0.0005772874 0.001115797
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006115927 0.001342944 -0.002000515 0.001433808
#> Sigma[2,2] 0.0822334125 0.018898834 0.052559071 0.104385856
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001186226 0.001717669 -0.003046042 0.001489391
#> Sigma[3,2] -0.0814001090 0.018622271 -0.099456150 -0.049623018
#> Sigma[3,3] 0.1293768792 0.023358733 0.087107053 0.149226735
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005406245 0.001022917 -0.002082907 0.0007790066
#> Sigma[4,2] -0.0258685518 0.006828761 -0.033107458 -0.0143466676
#> Sigma[4,3] 0.0749827562 0.013018937 0.054204197 0.0903166400
#> Sigma[4,4] 0.0582206746 0.009481124 0.045154339 0.0712866877
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9983619570 0.01695615 0.97960968 1.02522245
#> lag1_var2 -0.0196330521 0.07576076 -0.12223620 0.08596181
#> lag1_var3 -0.0129515754 0.11144037 -0.15951215 0.14452089
#> lag1_var4 0.0072669911 0.11017635 -0.14908259 0.15232789
#> const 0.4939470890 0.50921825 -0.25652557 1.14815449
#> exo1 -0.0003581204 0.02222119 -0.02559184 0.02822467
#> exo2 -0.0517136527 0.01694722 -0.07255704 -0.02919742
#> exo3 -0.0117387874 0.02587672 -0.05202901 0.01894579
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3177222 0.08060073 0.19899217 0.4218060
#> lag1_var2 0.5411526 0.71566930 -0.52707002 1.4514180
#> lag1_var3 0.3980191 1.05644216 -1.08065464 1.8910284
#> lag1_var4 -0.5719876 1.05311720 -2.10549773 0.8554608
#> const 6.0894691 5.52405718 0.01361411 15.4327496
#> exo1 -0.2798174 0.34777392 -0.68874852 0.2391946
#> exo2 0.8180992 0.30657914 0.47822330 1.2542933
#> exo3 0.6529356 0.11976667 0.50079098 0.8359551
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4720536 0.1848334 -0.68353754 -0.1932467
#> lag1_var2 0.4932222 1.0455457 -0.34518550 2.1585638
#> lag1_var3 0.5797708 1.5773690 -0.84093972 3.0279426
#> lag1_var4 0.5847104 1.5766308 -1.80834944 2.0748699
#> const -2.0540466 6.6484148 -11.67135010 6.3901107
#> exo1 0.4725406 0.3877655 -0.13174347 0.8459164
#> exo2 -2.1863645 0.2655871 -2.52469891 -1.8398305
#> exo3 0.4404732 0.3384972 -0.06093723 0.8296224
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2648667 0.1486131 -0.45375922 -0.04885535
#> lag1_var2 0.6926304 0.6633833 -0.03513612 1.72348374
#> lag1_var3 0.5964873 1.0242213 -0.55696684 2.13372970
#> lag1_var4 0.4623621 1.0191567 -1.06215352 1.62792893
#> const 1.4150304 3.7488186 -3.83327760 6.65639605
#> exo1 0.2890672 0.2215566 -0.06410054 0.52195172
#> exo2 -1.6813746 0.1677441 -1.85379847 -1.43660535
#> exo3 0.8814918 0.2992044 0.46643586 1.28450996
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001005814 0.0002141633 0.0007811073 0.00132311
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003861116 0.001572184 -0.006088762 -0.001990981
#> Sigma[2,2] 0.093060981 0.033643246 0.065378427 0.145876460
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006318617 0.002481399 -0.00302841 0.00396242
#> Sigma[3,2] -0.0875497071 0.051186432 -0.16703896 -0.03723334
#> Sigma[3,3] 0.2648068804 0.072854752 0.18722981 0.37969724
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001346912 0.002421369 -0.00489668 0.001528382
#> Sigma[4,2] -0.041576681 0.040726156 -0.09858322 0.012315490
#> Sigma[4,3] 0.234927539 0.054382161 0.16961355 0.316218193
#> Sigma[4,4] 0.229084744 0.046948972 0.16143117 0.286674387
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974941969 0.01734878 0.95526477 0.99851226
#> lag1_var2 -0.072797122 0.02696535 -0.11827148 -0.04546612
#> lag1_var3 -0.127026154 0.04029948 -0.17844299 -0.06999747
#> lag1_var4 0.124438561 0.03801129 0.07120424 0.17195546
#> const 0.795984331 0.26420515 0.39159404 1.12835626
#> exo1 0.005230773 0.01591712 -0.01479495 0.03081926
#> exo2 -0.087039330 0.04334707 -0.15235767 -0.04083690
#> exo3 0.075478667 0.04744369 0.02541776 0.14862561
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07318889 0.1384735 -0.13427817 0.2481009
#> lag1_var2 1.27516397 0.2971218 0.83961784 1.6099892
#> lag1_var3 1.13908319 0.5355413 0.31691893 1.7573689
#> lag1_var4 -1.19083696 0.5082532 -1.77887912 -0.4260354
#> const 2.84785223 2.3004958 0.04294878 6.0352269
#> exo1 -0.45393824 0.2857307 -0.87808541 -0.1422678
#> exo2 0.94278842 0.2764006 0.58740902 1.2952176
#> exo3 -0.34696184 0.4222659 -1.02078680 0.1562821
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9473380 0.2514565 0.5561700 1.2757996
#> lag1_var2 -2.9667143 0.6463091 -3.8584374 -2.0657856
#> lag1_var3 -4.1269398 1.2835635 -5.8323924 -2.1649963
#> lag1_var4 4.8222619 1.2284887 2.9556564 6.4586697
#> const -3.2524788 3.9684402 -8.6276958 2.3287159
#> exo1 -0.1760935 0.6762624 -0.8824373 0.8875566
#> exo2 -0.4013049 0.5031655 -1.1720473 0.1513109
#> exo3 0.2188348 0.5298473 -0.5754681 0.8440007
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04709855 0.2244826 0.7279704 1.3585160
#> lag1_var2 -2.82586519 0.6548770 -3.7344484 -1.9329160
#> lag1_var3 -4.49559914 1.3001658 -6.2411345 -2.5692911
#> lag1_var4 5.15570691 1.2495158 3.3141510 6.8345269
#> const -2.59321589 3.6358089 -7.5221985 2.6356907
#> exo1 -0.42320069 0.6130837 -1.1216049 0.4773568
#> exo2 0.19111717 0.4658446 -0.5065827 0.7526364
#> exo3 -0.02150625 0.4559958 -0.7324050 0.5546534
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007869407 0.0001283555 0.0006778969 0.0009930287
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003736993 0.001315378 -0.005674059 -0.001817207
#> Sigma[2,2] 0.067893568 0.023268232 0.049947048 0.104956706
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007218699 0.001972586 0.004649153 0.009802957
#> Sigma[3,2] -0.094226070 0.037494729 -0.156790528 -0.053159466
#> Sigma[3,3] 0.318791561 0.074774350 0.229157785 0.425399919
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005141228 0.001677557 0.003102234 0.007732421
#> Sigma[4,2] -0.056248253 0.026515103 -0.098188167 -0.023478494
#> Sigma[4,3] 0.267930341 0.065243130 0.190838366 0.354142458
#> Sigma[4,4] 0.238447467 0.063019793 0.170383469 0.315530505
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98687782 0.00667608 0.975990942 0.9926676
#> lag1_var2 0.04544258 0.10589369 -0.085938214 0.2060031
#> lag1_var3 0.10137619 0.19513216 -0.148773215 0.4034862
#> lag1_var4 -0.09961630 0.19515067 -0.402418217 0.1508451
#> const 0.29493070 0.24791832 0.073745804 0.6826024
#> exo1 0.02123469 0.02226871 -0.003638343 0.0556743
#> exo2 -0.16538283 0.03608259 -0.207437499 -0.1120927
#> exo3 -0.14795247 0.02670868 -0.192174897 -0.1229248
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007713939 0.06291683 -0.09602115 0.05472147
#> lag1_var2 0.027986569 0.81282132 -1.24916972 1.06281186
#> lag1_var3 -1.131670638 1.54010139 -3.54264949 0.83522487
#> lag1_var4 1.088659028 1.53585185 -0.85292183 3.49953981
#> const 3.253724029 2.57554442 0.65592574 7.24551117
#> exo1 -0.004032547 0.20593387 -0.24788235 0.28720717
#> exo2 0.829156771 0.25941303 0.39835455 1.10113304
#> exo3 2.381223980 0.19799150 2.17999229 2.69003695
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23207993 0.1324185 -0.4028952 -0.05204094
#> lag1_var2 1.52033312 1.9353608 -1.0962080 4.02284746
#> lag1_var3 2.70160840 3.7451088 -2.4007366 7.42834899
#> lag1_var4 -1.62728350 3.7484010 -6.3577599 3.48590141
#> const -0.08576398 3.9968042 -4.9761795 5.75043673
#> exo1 0.27976679 0.5905639 -0.2851320 1.28253708
#> exo2 0.08988764 0.6913757 -0.6100612 1.27857260
#> exo3 -4.74994113 0.5507997 -5.5648047 -4.06140887
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2307362 0.1180765 -0.38598162 -0.07683462
#> lag1_var2 1.2480802 1.5862758 -0.87973079 3.12692542
#> lag1_var3 1.5314565 3.1177988 -2.62764578 5.20078762
#> lag1_var4 -0.4738817 3.1273683 -4.15829003 3.68655955
#> const 1.1382305 3.3583882 -3.26383418 5.92419261
#> exo1 0.2825488 0.5168960 -0.15043182 1.15193498
#> exo2 0.6061501 0.6154522 -0.07846724 1.61433638
#> exo3 -3.4742402 0.4690251 -4.11800883 -2.86292205
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002035069 0.000470429 0.001575112 0.002822512
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0841317 0.01966199 -0.1131082 -0.05937052
#> Sigma[2,2] 5.6343534 1.17744348 3.7984604 7.04967450
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07136505 0.01629072 0.05812497 0.09648672
#> Sigma[3,2] -4.49650624 0.84691405 -5.71656783 -3.46363172
#> Sigma[3,3] 4.57557584 0.82972425 3.66409393 5.90495030
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03333203 0.01100682 0.02080896 0.05107146
#> Sigma[4,2] -1.93242665 0.53844098 -2.67258216 -1.30306187
#> Sigma[4,3] 2.68868689 0.65938173 1.89335284 3.60697278
#> Sigma[4,4] 1.99700419 0.52645945 1.39337989 2.84614941
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.05725967 0.03964108 0.99273784 1.09256927
#> lag1_var2 -0.09497564 0.02713234 -0.13360765 -0.05599382
#> lag1_var3 -0.19448116 0.05480536 -0.27303436 -0.11632976
#> lag1_var4 0.16063780 0.04506379 0.09784127 0.22528524
#> const 0.41756341 0.56139160 -0.25173717 1.37313039
#> exo1 0.03662944 0.03726225 -0.02000968 0.08000556
#> exo2 -0.16721727 0.04105950 -0.21639936 -0.10362819
#> exo3 0.10115225 0.05048806 0.03165585 0.17539907
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -6.5882667 2.826400 -9.534392 -2.2459601
#> lag1_var2 7.9666043 2.493794 4.603498 11.4465846
#> lag1_var3 14.4803302 5.124407 7.574133 21.6034156
#> lag1_var4 -11.7972580 4.243825 -17.708021 -6.0868417
#> const 15.3894170 35.291449 -39.853019 61.7269410
#> exo1 -1.4654050 1.968065 -4.184990 0.4789911
#> exo2 1.3392241 2.137251 -1.329181 3.7994046
#> exo3 -0.8819077 2.627852 -5.104042 2.3054318
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 6.4626325 2.039118 3.138802 8.499708
#> lag1_var2 -7.1585592 1.612707 -9.404257 -4.885808
#> lag1_var3 -13.6156318 3.322363 -18.232752 -8.920122
#> lag1_var4 11.8528819 2.768024 7.978159 15.697869
#> const -5.5180958 28.194735 -50.175702 30.252127
#> exo1 0.2104043 1.767240 -2.150851 2.244569
#> exo2 -4.7908704 1.760388 -6.514840 -1.821992
#> exo3 -2.5315222 2.419156 -4.955594 1.762453
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.6356932 1.0387267 2.223629 4.8708769
#> lag1_var2 -4.1166476 0.6188228 -4.737013 -3.1275779
#> lag1_var3 -8.2485908 1.2513055 -9.476737 -6.2577673
#> lag1_var4 7.6393701 1.0738228 5.962497 8.6642392
#> const 1.5748625 16.2118346 -24.073291 21.6024112
#> exo1 -0.5909663 1.2511961 -2.403201 0.9827311
#> exo2 -4.8196564 1.2070005 -5.846356 -2.6804006
#> exo3 -3.5261914 1.3839416 -4.768839 -1.0117558
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001953204 0.0003786554 0.00166841 0.002632222
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006611493 0.005944918 -0.01440558 0.002070588
#> Sigma[2,2] 0.682644643 0.170014437 0.50983738 0.947559544
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003444813 0.005800894 -0.004697037 0.01122617
#> Sigma[3,2] -0.107266818 0.158365208 -0.308442881 0.11663369
#> Sigma[3,3] 0.738360049 0.136110048 0.581658575 0.94792310
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003978797 0.006163501 -0.009326682 0.006125662
#> Sigma[4,2] 0.3349669648 0.158255206 0.146681540 0.593178692
#> Sigma[4,3] 0.7319360122 0.174310260 0.568367171 1.013800786
#> Sigma[4,4] 1.0178463027 0.256093002 0.783028505 1.451310778
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019131777 0.02069046 0.99576925 1.053329331
#> lag1_var2 -0.093204129 0.07195979 -0.19091005 -0.007209858
#> lag1_var3 -0.176078589 0.11976568 -0.34243490 -0.025801702
#> lag1_var4 0.166486479 0.11619452 0.02080938 0.328667083
#> const 0.122187149 0.45074047 -0.46065254 0.716291460
#> exo1 0.009366877 0.02735713 -0.03059793 0.039982680
#> exo2 -0.194955459 0.09213088 -0.32114721 -0.080121328
#> exo3 -0.054449252 0.05021625 -0.11392900 0.014696489
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0440808 0.3287533 -0.4925908 0.3439432
#> lag1_var2 0.6000380 1.6505079 -2.0676412 2.4698114
#> lag1_var3 0.1489926 2.9101253 -4.5739945 3.3077592
#> lag1_var4 -0.1478037 2.7347433 -3.2243786 4.2383600
#> const 1.9326034 9.1050963 -6.7618268 17.1107925
#> exo1 -1.0609223 0.9956986 -2.3780752 0.3261624
#> exo2 -0.9683342 1.3300672 -2.3991081 1.1434137
#> exo3 1.3921563 0.8124166 0.5199995 2.6858148
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7880025 0.3185173 0.3621912 1.2525045
#> lag1_var2 1.0089177 2.0622339 -1.9744146 3.1348669
#> lag1_var3 1.8483162 3.4446775 -3.1183541 5.6269406
#> lag1_var4 -1.3046506 3.2503035 -4.7853791 3.4462634
#> const 6.6217790 9.1641760 -6.2601631 16.9615639
#> exo1 -0.5095087 0.8749523 -1.8810471 0.4806837
#> exo2 0.1898869 1.2074676 -1.7304438 1.2417138
#> exo3 -1.6492893 0.9098981 -2.8383881 -0.3949901
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8876394 0.4612763 0.3207255 1.5120119
#> lag1_var2 1.0731679 2.7889329 -3.3049691 4.1389663
#> lag1_var3 1.4280473 4.7449547 -6.0588033 6.5156659
#> lag1_var4 -0.9009169 4.4551583 -5.7304538 6.1680169
#> const 7.1099238 11.9808100 -6.2934423 24.3998919
#> exo1 -1.2233586 0.8546061 -2.6641395 -0.3005827
#> exo2 -0.4421950 1.9148958 -3.4269262 1.9662842
#> exo3 -0.8371580 1.1728352 -2.4173505 0.7534301
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001339284 0.0002809863 0.0009147742 0.001628264
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001487424 0.001540446 -0.003155288 0.0009928696
#> Sigma[2,2] 0.057118184 0.013478739 0.039986028 0.0756952514
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002290116 0.001092334 -0.00159573 0.001402481
#> Sigma[3,2] 0.0024221571 0.012670431 -0.01148811 0.021123317
#> Sigma[3,3] 0.0832146534 0.010450259 0.06687812 0.095721939
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001382603 0.001821907 -0.003643966 0.001138215
#> Sigma[4,2] 0.049347869 0.015626129 0.027494038 0.070964376
#> Sigma[4,3] 0.085836567 0.012507276 0.065848476 0.099382517
#> Sigma[4,4] 0.127327041 0.022341941 0.095233303 0.152080816
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988916079 0.00841634 0.97871426 1.00067498
#> lag1_var2 -0.035899532 0.06486072 -0.12152825 0.05772139
#> lag1_var3 -0.038527131 0.08130869 -0.14357215 0.07435485
#> lag1_var4 0.037250685 0.08041443 -0.07371210 0.13891908
#> const 0.435229018 0.24392714 0.18438084 0.77309960
#> exo1 0.007428782 0.02727940 -0.02571665 0.05166838
#> exo2 -0.049791739 0.02824642 -0.08359049 -0.01444209
#> exo3 0.014908214 0.02619868 -0.01675547 0.05498879
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.104615028 0.08576129 -0.04359584 0.1913966
#> lag1_var2 0.897126801 0.36568039 0.39074109 1.3470242
#> lag1_var3 -0.071437753 0.43367022 -0.73132192 0.4196065
#> lag1_var4 0.037491600 0.42443854 -0.45029401 0.6750214
#> const 0.652575615 2.09871712 -1.86079606 3.5265035
#> exo1 -0.005818038 0.19296840 -0.27414745 0.2386067
#> exo2 0.399279107 0.23099785 0.03802392 0.6233924
#> exo3 0.048839197 0.26114201 -0.31687831 0.3949851
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29940436 0.09287894 -0.4428707 -0.1960925
#> lag1_var2 0.79417365 0.60349068 -0.1124150 1.4680185
#> lag1_var3 1.86754108 0.75731979 0.7538632 2.7276894
#> lag1_var4 -0.83008085 0.75113445 -1.6822429 0.2577566
#> const 3.23187997 3.06508355 -0.7297906 6.9624014
#> exo1 -0.07205577 0.26664378 -0.3580988 0.3202650
#> exo2 -0.78141985 0.28270967 -1.1437602 -0.3547693
#> exo3 -0.05677734 0.12868302 -0.2003114 0.1339261
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23727890 0.1578951 -0.5026744 -0.06688774
#> lag1_var2 1.36848329 0.6767968 0.4572248 2.06824697
#> lag1_var3 1.64660909 0.7686634 0.6023458 2.36365055
#> lag1_var4 -0.61698282 0.7543906 -1.3292112 0.40514930
#> const 2.74795321 3.5445447 -1.7977719 7.26904421
#> exo1 -0.06762660 0.3274824 -0.3504215 0.50214006
#> exo2 -0.49389080 0.2895759 -0.9752497 -0.21235060
#> exo3 -0.04891036 0.3017474 -0.4386024 0.37971485
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001465979 0.0004000123 0.0009855181 0.002065236
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003603821 0.001329718 -0.005932019 -0.00218577
#> Sigma[2,2] 0.023781754 0.005382016 0.017716140 0.03221881
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009689778 0.0007065894 0.0001751188 0.002029870
#> Sigma[3,2] -0.0125967686 0.0046965170 -0.0189246248 -0.006225764
#> Sigma[3,3] 0.0327905789 0.0055553072 0.0247699563 0.040725002
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007193065 0.000893929 -0.001667467 0.0008047815
#> Sigma[4,2] -0.0022071896 0.004477323 -0.008656413 0.0039088755
#> Sigma[4,3] 0.0300259336 0.005179481 0.022186276 0.0362268755
#> Sigma[4,4] 0.0322675786 0.005307894 0.025305995 0.0395516935
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96657262 0.03410472 0.90755956 1.002868034
#> lag1_var2 0.04918144 0.07419659 -0.03246616 0.171242255
#> lag1_var3 0.08766175 0.14833189 -0.07311068 0.321596901
#> lag1_var4 -0.08696681 0.13566535 -0.30158764 0.059343162
#> const 0.64157784 0.46116678 0.06992137 1.351251421
#> exo1 -0.03201453 0.04356537 -0.09132025 0.009565186
#> exo2 -0.05477065 0.03338307 -0.09621957 -0.001479495
#> exo3 -0.04914690 0.02581666 -0.08532120 -0.014938683
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15156622 0.1466901 -0.01062035 0.3939772
#> lag1_var2 0.49999515 0.4263556 -0.15458147 0.9561573
#> lag1_var3 -0.20079591 0.9910462 -1.68246341 1.0260264
#> lag1_var4 0.17560053 0.9143256 -0.96170485 1.5472098
#> const 1.86150020 1.8825904 -0.56580594 4.2768636
#> exo1 0.05658374 0.1466193 -0.13606131 0.2782114
#> exo2 0.64536164 0.2302313 0.30937556 0.9196250
#> exo3 0.35269252 0.1305164 0.13914049 0.5101777
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31056527 0.09447363 -0.4288692 -0.19098990
#> lag1_var2 0.61930458 0.24361594 0.2846623 0.94264994
#> lag1_var3 1.61845165 0.51209995 0.8964977 2.30337323
#> lag1_var4 -0.57470895 0.47528926 -1.2134299 0.08943008
#> const 1.35828920 1.71396021 -1.1865299 3.27866630
#> exo1 0.01177586 0.14753398 -0.1924359 0.18176711
#> exo2 -0.57498512 0.18483837 -0.8244624 -0.30157932
#> exo3 -0.04014505 0.13987030 -0.2127028 0.18092186
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30978796 0.1123318 -0.47508782 -0.1622584
#> lag1_var2 0.64584740 0.2925783 0.34262420 1.1208406
#> lag1_var3 1.05526671 0.6007945 0.42277897 1.9868195
#> lag1_var4 0.02198822 0.5530251 -0.82828763 0.6122574
#> const 1.50941168 1.6416722 -1.02647171 3.4913247
#> exo1 0.04838281 0.1581172 -0.20962652 0.2184584
#> exo2 -0.35637736 0.1694654 -0.61932992 -0.1850947
#> exo3 0.11364418 0.1630799 -0.03596838 0.3833810
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002692234 7.075692e-05 0.0001805831 0.0003651956
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002054058 0.0008309321 -0.003372796 -0.0009410902
#> Sigma[2,2] 0.114471366 0.0170813818 0.097727899 0.1418904960
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003867432 0.002249168 0.001411705 0.007694222
#> Sigma[3,2] -0.048156525 0.040534944 -0.098473674 0.013741698
#> Sigma[3,3] 0.580701347 0.192913220 0.366098415 0.847027916
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002904292 0.00222569 0.0004790236 0.006632031
#> Sigma[4,2] 0.020635408 0.03882628 -0.0175146237 0.083359511
#> Sigma[4,3] 0.596260282 0.20995299 0.3717448749 0.895845022
#> Sigma[4,4] 0.656840756 0.23281849 0.4229722019 0.998537349
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995310170 0.01015932 0.98162311 1.007415191
#> lag1_var2 -0.026758994 0.02594788 -0.06170498 0.009905132
#> lag1_var3 -0.051404787 0.04734174 -0.11279435 0.016771742
#> lag1_var4 0.043058242 0.04396777 -0.02030140 0.100365502
#> const 0.613686414 0.14355920 0.41312482 0.800530808
#> exo1 0.008337929 0.01598143 -0.01308140 0.033015639
#> exo2 -0.182856361 0.01446275 -0.20226103 -0.162504404
#> exo3 -0.019056542 0.01471101 -0.04107320 0.001837537
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8368299 0.2708887 -1.14201274 -0.4945543
#> lag1_var2 1.8931693 0.9191274 0.87463238 3.1684968
#> lag1_var3 1.9251101 1.6511677 0.03104496 4.2448531
#> lag1_var4 -1.6210835 1.5378877 -3.77783695 0.1346812
#> const 2.9921885 5.0243847 -1.54426837 10.9281548
#> exo1 -0.7045361 0.2580530 -0.99560971 -0.2854776
#> exo2 2.1523186 0.2714076 1.74313902 2.4919312
#> exo3 0.1596427 0.3588180 -0.31569255 0.5424270
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.619548464 0.3220042 0.1803512 1.0096229
#> lag1_var2 1.387017612 1.6649268 -1.6426089 2.8727450
#> lag1_var3 3.147425822 2.9389392 -2.1561545 5.9538083
#> lag1_var4 -2.514003825 2.6860568 -5.1032390 2.3220087
#> const 6.780911165 12.5970193 -9.1094143 25.3389441
#> exo1 0.009828423 0.7052017 -0.9283658 0.9364642
#> exo2 -5.061998715 0.5024094 -5.7194642 -4.2855567
#> exo3 -4.383310443 0.7106163 -5.3729544 -3.3306389
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1087859 0.3846300 -0.3722753 0.7005575
#> lag1_var2 2.3288554 1.9904146 -1.3648451 3.7848084
#> lag1_var3 3.9974209 3.4976013 -2.4343144 6.7760026
#> lag1_var4 -3.1716909 3.1856599 -5.6448778 2.6939997
#> const 8.2406412 15.5322313 -11.7275690 31.8473758
#> exo1 -0.4310718 0.8244055 -1.5227171 0.5751210
#> exo2 -4.1221391 0.5186457 -4.7688386 -3.3602864
#> exo3 -4.6417560 0.8275155 -5.7771905 -3.4778643
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002142452 0.0005280925 0.001246446 0.002722383
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003976108 0.001227896 -0.005542439 -0.002469212
#> Sigma[2,2] 0.018302452 0.004653085 0.011979446 0.023847496
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002926711 0.004054537 -0.005659376 0.0046066815
#> Sigma[3,2] -0.0122921165 0.010225730 -0.028949614 -0.0005164981
#> Sigma[3,3] 0.4816757450 0.185528109 0.328658115 0.7888242587
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003053284 0.004508703 -0.01001733 0.001592109
#> Sigma[4,2] 0.001314688 0.011110607 -0.01536914 0.013904097
#> Sigma[4,3] 0.498177506 0.189875064 0.34407112 0.811513666
#> Sigma[4,4] 0.526379926 0.193685701 0.36538006 0.843969648
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.014368723 0.02589262 0.98002357 1.04493791
#> lag1_var2 -0.163560508 0.14516571 -0.35162919 0.04868787
#> lag1_var3 -0.263176939 0.23353595 -0.57304327 0.09609649
#> lag1_var4 0.250885060 0.22328120 -0.09311166 0.54680779
#> const 0.464388472 0.46286498 -0.24930427 0.98677309
#> exo1 0.038050918 0.03946686 -0.01345564 0.09087756
#> exo2 -0.013145984 0.04804781 -0.08421493 0.04968930
#> exo3 -0.006999807 0.04807101 -0.07009999 0.06086582
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01640277 0.08355132 -0.1129735 0.11688986
#> lag1_var2 0.83982525 0.38879816 0.2598884 1.22961442
#> lag1_var3 0.65694069 0.58391617 -0.2412529 1.29311310
#> lag1_var4 -0.62328765 0.55589608 -1.2273395 0.23159441
#> const 1.10755688 1.41635635 -1.0304273 2.92397611
#> exo1 -0.14882952 0.09651318 -0.2920773 -0.02354432
#> exo2 0.70476094 0.18303578 0.5131291 0.94986127
#> exo3 0.41519459 0.10003785 0.3138690 0.57540002
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.00531102 0.4321347 -1.49567737 -0.3017640
#> lag1_var2 2.67064714 1.9756091 -0.06976385 5.0773588
#> lag1_var3 2.72289656 3.3379426 -2.08967491 6.5748531
#> lag1_var4 -1.65140797 3.1940733 -5.33296155 2.9499325
#> const 9.84669448 6.9713185 1.13053774 20.0560534
#> exo1 0.06844673 0.4637887 -0.54493387 0.7282033
#> exo2 4.68205705 0.6870109 3.85618950 5.7407636
#> exo3 -4.48933494 0.5668083 -5.33833432 -3.8958823
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1097514 0.4304556 -1.5299526 -0.3866495
#> lag1_var2 3.1039048 1.9299020 0.2673454 5.2466660
#> lag1_var3 2.8965487 3.2954214 -1.9845440 6.3061684
#> lag1_var4 -1.7688293 3.1559748 -5.0364026 2.8997509
#> const 10.1875164 7.0337344 1.0866562 20.0776078
#> exo1 -0.0469269 0.4840691 -0.7016993 0.6390443
#> exo2 5.4245354 0.6601311 4.5369829 6.3938345
#> exo3 -4.4430439 0.6198257 -5.3915214 -3.7671785
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005871127 0.01032725 0.0005204984 0.02557438
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006960404 0.003595338 -0.01264055 -0.003541418
#> Sigma[2,2] 0.075095654 0.017434519 0.05456566 0.103693629
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03362008 0.06090516 0.00175760 0.14981671
#> Sigma[3,2] -0.07486242 0.02206921 -0.11001092 -0.04665443
#> Sigma[3,3] 0.29677433 0.34439895 0.09633155 0.95271832
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03046625 0.06117181 -0.001294517 0.147124288
#> Sigma[4,2] -0.03093123 0.01930483 -0.057514986 -0.002528352
#> Sigma[4,3] 0.25996306 0.34982837 0.069073170 0.926664436
#> Sigma[4,4] 0.24917595 0.35365992 0.067325856 0.923237772
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.928622225 0.04116933 0.88891066 0.99863487
#> lag1_var2 0.225065415 0.31702161 -0.02006995 0.80466025
#> lag1_var3 0.303485645 0.48895648 -0.07567015 1.18909643
#> lag1_var4 -0.286923899 0.47334791 -1.14778076 0.07328552
#> const 0.756409631 0.71605724 -0.39027861 1.56697828
#> exo1 0.029754221 0.08364909 -0.06368893 0.17607118
#> exo2 -0.056735443 0.09288286 -0.14402430 0.09489150
#> exo3 0.009663474 0.08459185 -0.07182706 0.15263779
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07449349 0.1928784 -0.21623787 0.3170837
#> lag1_var2 0.38655457 0.6918649 -0.66450838 1.2153515
#> lag1_var3 -0.33342567 1.2202544 -2.07557550 1.1232238
#> lag1_var4 0.31290032 1.1519225 -1.07270341 1.9735609
#> const 0.67136472 2.9920063 -2.78474021 4.8375001
#> exo1 0.07880223 0.2422171 -0.21374180 0.4549322
#> exo2 1.10446956 0.2980634 0.78259101 1.6104763
#> exo3 0.47327056 0.3299904 -0.01190684 0.9200326
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.287302404 0.2544107 -0.68755492 0.001425223
#> lag1_var2 1.413365471 1.7323215 -0.40627418 4.157542152
#> lag1_var3 2.937315066 2.7790811 -0.02181402 7.401246592
#> lag1_var4 -1.848681116 2.6764636 -6.10448615 0.990435525
#> const 1.607495305 3.3910923 -3.69493239 5.271347681
#> exo1 0.003136512 0.7680789 -0.77719345 1.357369317
#> exo2 -1.219131803 0.6478051 -2.01501612 -0.259203724
#> exo3 -0.057620249 0.6333107 -0.67621602 0.942369003
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25655328 0.2205480 -0.5766901 0.01528605
#> lag1_var2 1.34870419 1.9857098 -0.5118328 4.51770366
#> lag1_var3 2.23935424 3.1904931 -0.6989341 7.33181271
#> lag1_var4 -1.14376987 3.0755368 -6.0860334 1.69061815
#> const 1.21743044 3.7182008 -4.3762618 4.69998109
#> exo1 0.05466499 0.7058042 -0.5789030 1.31295153
#> exo2 -0.52173400 0.5543071 -1.1048775 0.38147853
#> exo3 0.26268881 0.6410445 -0.3804944 1.33295842
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007669858 0.0001271139 0.000583896 0.0009114951
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006088776 0.01047195 -0.01780266 0.01059286
#> Sigma[2,2] 2.228050286 0.51251889 1.65070174 2.94133258
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009638345 0.008873496 -0.002116672 0.02279311
#> Sigma[3,2] -1.592995449 0.457668017 -2.184770423 -1.03605742
#> Sigma[3,3] 1.547508019 0.459259932 0.897320829 2.10010602
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00777781 0.004885733 0.003133249 0.01650184
#> Sigma[4,2] -0.40470651 0.341583043 -0.827690710 0.13727242
#> Sigma[4,3] 0.80212413 0.315894831 0.313563243 1.17233616
#> Sigma[4,4] 0.71903446 0.190117736 0.436569935 0.97170144
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.003015927 0.02201008 0.97278659 1.03135103
#> lag1_var2 -0.009033895 0.02639195 -0.05023848 0.02099851
#> lag1_var3 -0.014520699 0.04562930 -0.08440289 0.03777826
#> lag1_var4 0.007252591 0.03360373 -0.03237284 0.05807397
#> const 0.396985210 0.44442524 -0.26152192 0.91765532
#> exo1 -0.009549688 0.03928727 -0.07264637 0.03046833
#> exo2 -0.101199212 0.02118415 -0.13359751 -0.07526902
#> exo3 -0.012633731 0.03590729 -0.06320785 0.03457362
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55921992 1.143863 -2.2901230 0.5255324
#> lag1_var2 1.45226454 1.278005 -0.1933166 3.3191471
#> lag1_var3 2.09236808 2.207826 -0.7429254 5.2876074
#> lag1_var4 -1.70195346 1.655995 -4.1009627 0.4548232
#> const 5.84616436 12.803022 -5.7955266 27.4318441
#> exo1 -0.04869597 1.228145 -1.7083257 1.5493173
#> exo2 -0.37879737 1.154835 -2.1294036 0.9789018
#> exo3 1.14064906 2.280022 -2.3729587 3.5247745
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6625400 0.6397567 0.9886928 2.59532488
#> lag1_var2 -0.7041640 0.8487709 -2.0922868 0.28703915
#> lag1_var3 -0.8216626 1.4914675 -3.3264881 0.88050746
#> lag1_var4 1.1947692 1.1652784 -0.1676606 3.15727234
#> const -8.9286881 10.8372310 -26.5489273 3.75905299
#> exo1 0.1787419 1.0790666 -1.0921430 1.49776776
#> exo2 -1.8805788 1.2328401 -3.2220862 -0.01682134
#> exo3 -1.3875173 1.5358879 -3.2554458 0.82599520
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6625836 0.4945897 1.0869938 2.4939498
#> lag1_var2 -0.4738678 0.6974395 -1.1370253 0.6511019
#> lag1_var3 -0.6353466 1.2620132 -1.8591764 1.2867485
#> lag1_var4 1.1658280 1.0058129 -0.3803170 2.1575114
#> const -8.6202101 13.1677621 -30.3420490 5.1148822
#> exo1 0.1888717 0.7230685 -0.9119848 1.0273873
#> exo2 -2.6098789 0.8640139 -3.6139700 -1.3582062
#> exo3 -0.8865308 1.0308893 -2.5017719 0.2541882
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006119176 0.0001790903 0.0004397173 0.0008675104
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004589322 0.002610529 -0.008080251 -0.001517923
#> Sigma[2,2] 0.238325890 0.091732501 0.145925186 0.386347341
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003350421 0.002245209 0.001147985 0.006737676
#> Sigma[3,2] -0.091201689 0.049718794 -0.176837305 -0.047873199
#> Sigma[3,3] 0.111295062 0.036997687 0.080883618 0.174421612
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007075895 0.001770002 -0.001083512 0.003315129
#> Sigma[4,2] 0.0627358525 0.035563580 0.034581255 0.118089118
#> Sigma[4,3] 0.0633947388 0.011919913 0.044705920 0.077201108
#> Sigma[4,4] 0.1170280682 0.020805992 0.093910672 0.152338898
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.883885152 0.02994863 0.84004062 0.914822521
#> lag1_var2 0.171528466 0.07209749 0.09098387 0.268348042
#> lag1_var3 0.273039597 0.11045382 0.15030040 0.424506201
#> lag1_var4 -0.240461476 0.10056904 -0.37630219 -0.127583238
#> const 0.626687779 0.19104827 0.34421294 0.857317013
#> exo1 -0.013950096 0.01838245 -0.04337058 0.006723775
#> exo2 -0.007951498 0.02648294 -0.03820957 0.031394312
#> exo3 -0.041409448 0.03598025 -0.08487983 0.008995745
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5388654 0.5112534 0.9364343 2.3439002
#> lag1_var2 -3.1787902 1.2067211 -4.9674090 -1.8352503
#> lag1_var3 -6.3799122 1.8191851 -9.1573560 -4.4480368
#> lag1_var4 5.8047218 1.6496115 4.0151743 8.3153520
#> const 2.9281039 7.6181723 -4.6466667 15.1255541
#> exo1 -0.1704846 0.5247625 -0.7728898 0.6013415
#> exo2 2.8278430 0.6305323 1.9939151 3.7884290
#> exo3 -0.3626171 0.4968425 -1.1526052 0.1592935
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7471905 0.4046922 -1.2232524 -0.2010496
#> lag1_var2 1.8509060 0.8363809 0.8748186 3.0194802
#> lag1_var3 3.6595165 1.2688058 2.1876873 5.4159411
#> lag1_var4 -2.4568217 1.1527599 -4.0772342 -1.1211241
#> const 1.6600836 3.2148696 -2.1354987 6.2976625
#> exo1 0.2590492 0.4104163 -0.2910275 0.8917388
#> exo2 -1.0911813 0.3230797 -1.5405049 -0.7352939
#> exo3 0.4007947 0.5194480 -0.2012719 1.1730688
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1251195 0.4023381 -0.3954306 0.64321665
#> lag1_var2 -0.4279587 0.3903841 -0.9658137 0.05015165
#> lag1_var3 -0.8474402 0.6505424 -1.7313690 -0.01335395
#> lag1_var4 1.7283080 0.5564110 1.0470972 2.47795284
#> const 2.6948079 5.3333426 -3.7460807 10.39379603
#> exo1 0.1732742 0.3982673 -0.3987253 0.74212258
#> exo2 0.6310780 0.2837703 0.1180442 0.85974063
#> exo3 0.1480157 0.4835272 -0.3190504 0.87146933
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009527764 0.0002422059 0.0006464038 0.001218173
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001779619 0.002122101 -0.001213489 0.004109005
#> Sigma[2,2] 0.201656023 0.056707452 0.144410800 0.295548493
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002827536 0.00660872 -0.01446651 0.003778339
#> Sigma[3,2] -0.230553418 0.08172542 -0.34905514 -0.132401998
#> Sigma[3,3] 0.993444770 0.36440738 0.65515943 1.644522967
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001557129 0.006337356 -0.01289488 0.003771858
#> Sigma[4,2] -0.073566326 0.059603430 -0.15502252 0.006712397
#> Sigma[4,3] 0.820615335 0.337034361 0.50772420 1.421196394
#> Sigma[4,4] 0.770224437 0.326700507 0.45805283 1.343051126
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00545513 0.01497790 0.993468808 1.031612789
#> lag1_var2 -0.05117963 0.09348968 -0.188218166 0.073595245
#> lag1_var3 -0.05789772 0.12367120 -0.241619581 0.104471187
#> lag1_var4 0.05503518 0.12400641 -0.107688213 0.239067260
#> const 0.15075619 0.52641220 -0.708560272 0.636585347
#> exo1 0.02750309 0.01585048 0.006246347 0.050140430
#> exo2 -0.02292999 0.02934148 -0.067552749 0.006895991
#> exo3 -0.04591849 0.02236427 -0.083051599 -0.021457443
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.30267300 0.1721204 -0.5138974 -0.07039967
#> lag1_var2 -0.53784007 1.0668671 -2.0034021 0.84975915
#> lag1_var3 -1.29925676 1.3535843 -3.1250412 0.45760957
#> lag1_var4 1.37730277 1.3673796 -0.3960718 3.21152528
#> const 1.42011278 4.1495350 -4.2030050 6.63846309
#> exo1 -0.06745019 0.4099316 -0.6385069 0.46879492
#> exo2 0.17142801 0.5456515 -0.3950624 1.02222107
#> exo3 0.24265400 0.2754923 -0.1248148 0.60082187
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.598245734 0.3526811 0.14756628 1.051766
#> lag1_var2 0.019143669 2.8490281 -4.15190392 4.100863
#> lag1_var3 0.174581320 3.7258724 -5.11601112 5.562229
#> lag1_var4 0.695100047 3.7098046 -4.70249020 5.935179
#> const -4.364999798 9.2427204 -18.14712124 7.119251
#> exo1 -0.005491297 0.8515638 -1.13564512 1.052719
#> exo2 1.469395774 1.0990128 -0.08931344 2.879186
#> exo3 1.813530370 0.7406129 0.84680411 2.755160
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37369209 0.3124436 -0.007232214 0.8358596
#> lag1_var2 -0.73003245 2.6903153 -5.014216456 2.7255557
#> lag1_var3 -1.27522490 3.4426052 -6.674339507 3.2698442
#> lag1_var4 2.20979467 3.4326687 -2.347431287 7.5651023
#> const -3.84273299 8.9758611 -17.300791670 6.3032943
#> exo1 -0.05910781 0.7791698 -1.019212324 0.9739621
#> exo2 1.61311790 0.7665399 0.707751194 2.7203450
#> exo3 2.01280325 0.6554804 1.110490901 2.9102194
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001292501 0.0009603671 0.0008407317 0.002752657
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002755486 0.001940626 -0.005855535 -0.0003153135
#> Sigma[2,2] 0.101513753 0.028557151 0.074917634 0.1468287551
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001614417 0.003342012 -0.006647211 0.002855533
#> Sigma[3,2] -0.140240367 0.036000865 -0.196449362 -0.108502602
#> Sigma[3,3] 0.274653195 0.042199258 0.225362569 0.337857162
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004063683 0.002117406 -0.007214992 -0.001122061
#> Sigma[4,2] -0.060772442 0.015989016 -0.086933580 -0.044121238
#> Sigma[4,3] 0.167807649 0.020411814 0.137010255 0.193147068
#> Sigma[4,4] 0.123403504 0.015293032 0.101233126 0.144235585
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978884014 0.01439381 0.95697532 0.99390532
#> lag1_var2 0.102098826 0.10482890 -0.05632791 0.24659569
#> lag1_var3 0.153026224 0.13905140 -0.05624228 0.35148800
#> lag1_var4 -0.156051622 0.13796896 -0.35322090 0.05068206
#> const 0.942535755 0.53446035 0.48890370 1.80496269
#> exo1 0.012619400 0.02774131 -0.02265466 0.04773158
#> exo2 -0.028492070 0.04046444 -0.07909513 0.03375441
#> exo3 0.004993406 0.03865489 -0.05697216 0.04783342
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03745251 0.1318622 -0.16143807 0.2339848
#> lag1_var2 0.03388197 1.2635211 -1.42505342 1.8860233
#> lag1_var3 -0.78790659 1.6092437 -2.78962309 1.4688523
#> lag1_var4 0.79197562 1.5981558 -1.44463899 2.7746956
#> const -0.07113863 4.4045799 -5.36440229 6.5509911
#> exo1 -0.03828725 0.2119792 -0.32894752 0.2307410
#> exo2 0.75542560 0.5359269 0.13792161 1.5093774
#> exo3 0.44439964 0.3283240 0.01819359 0.9134615
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04833190 0.1315838 -0.1280436 0.2316298
#> lag1_var2 0.02638679 1.2122206 -1.4579242 2.0152518
#> lag1_var3 0.44134938 1.5811184 -1.2984071 3.0160242
#> lag1_var4 0.47479080 1.5846534 -2.1260275 2.2006532
#> const 3.70427466 4.6033584 -3.1647502 9.8338454
#> exo1 -0.03194705 0.3112422 -0.4245908 0.4137345
#> exo2 -2.23575721 0.5944357 -3.0607841 -1.4875527
#> exo3 -0.08904803 0.5221080 -0.6665145 0.7385996
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07122171 0.06015516 -0.02629769 0.1360982
#> lag1_var2 -0.36269191 0.72456912 -1.16569144 0.7085302
#> lag1_var3 -0.72399927 0.91209779 -1.70590972 0.6125675
#> lag1_var4 1.65624640 0.90822376 0.31278369 2.6133430
#> const 2.76999316 2.30705301 -0.70056849 5.1868959
#> exo1 -0.06296754 0.17371725 -0.26561219 0.2030271
#> exo2 -1.72465869 0.24315873 -2.15290124 -1.4705987
#> exo3 0.27294178 0.43826785 -0.17414968 1.0294706
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006863912 0.0002366532 0.000457413 0.001070057
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01134474 0.005346861 -0.02000272 -0.005615611
#> Sigma[2,2] 0.40450275 0.146012626 0.24902586 0.606035830
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009385555 0.004126341 0.005509821 0.01633669
#> Sigma[3,2] -0.275267873 0.101133515 -0.417095709 -0.16933382
#> Sigma[3,3] 0.214406121 0.073984526 0.143417556 0.33351934
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002353755 0.0009778286 0.001582463 0.003913281
#> Sigma[4,2] -0.018613725 0.0257638727 -0.059701419 0.012630033
#> Sigma[4,3] 0.041954371 0.0190263364 0.018554142 0.072352510
#> Sigma[4,4] 0.032814408 0.0031488553 0.028946421 0.036967717
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970851554 0.03299136 0.939688849 1.01891464
#> lag1_var2 -0.046598000 0.07465378 -0.156123455 0.04694463
#> lag1_var3 -0.079961075 0.11378231 -0.247333658 0.06227690
#> lag1_var4 0.079252670 0.10182205 -0.050225355 0.22829145
#> const 0.729275715 0.23620684 0.350898183 0.94290285
#> exo1 -0.008736107 0.02708294 -0.050144244 0.02324609
#> exo2 -0.057071423 0.02410440 -0.085103201 -0.02205723
#> exo3 0.051560587 0.02490958 0.007144263 0.07546519
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4842574 0.7420505 -0.32466243 1.710456
#> lag1_var2 1.4741398 1.7640705 -1.39994379 3.578048
#> lag1_var3 1.3291993 2.7327209 -3.15611082 4.591283
#> lag1_var4 -1.4571370 2.4655612 -4.41003533 2.592847
#> const -1.0924524 7.5267413 -10.95525461 7.831960
#> exo1 0.9624170 0.7415591 -0.09202938 1.848750
#> exo2 0.7646382 0.6315084 -0.13020475 1.448465
#> exo3 0.4844137 0.5163297 -0.26846599 1.065338
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1538014 0.5749481 -0.6822245 0.8265306
#> lag1_var2 -1.7104186 1.3696083 -3.3330382 0.3136440
#> lag1_var3 -2.1535806 2.0914471 -4.6512671 0.9624271
#> lag1_var4 3.0267960 1.8789134 0.2223904 5.2621498
#> const 3.1837398 4.8364821 -3.8452541 9.0961841
#> exo1 -0.5075574 0.5809013 -1.2849524 0.2706849
#> exo2 -1.2443469 0.4514894 -1.8376051 -0.6408168
#> exo3 0.1948453 0.3751806 -0.3169518 0.6956743
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4669471 0.2563908 0.1612328 0.8580958
#> lag1_var2 -1.2699593 0.5535213 -2.1626711 -0.6741149
#> lag1_var3 -2.0931582 0.8549699 -3.4725834 -1.1477209
#> lag1_var4 2.8967279 0.7655257 2.0441734 4.1238121
#> const 1.6221921 1.9311560 -0.5595511 4.6835834
#> exo1 0.1113266 0.1889414 -0.1970978 0.2922226
#> exo2 -0.8019494 0.1544927 -0.9558448 -0.5483254
#> exo3 0.5418875 0.1305254 0.3578330 0.7127189
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002795872 4.776013e-05 0.0002163144 0.0003466451
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005542209 0.001747186 -0.00747289 -0.002755944
#> Sigma[2,2] 0.483896111 0.091333147 0.38687504 0.637280713
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004811926 0.001490009 0.002381342 0.006735131
#> Sigma[3,2] -0.367365324 0.067039541 -0.457350959 -0.282751442
#> Sigma[3,3] 0.328649281 0.063860744 0.252416117 0.430263476
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001155541 0.0006271694 0.0004926278 0.002088237
#> Sigma[4,2] -0.045461568 0.0364532867 -0.1017034287 -0.002552967
#> Sigma[4,3] 0.086371707 0.0282112278 0.0570511275 0.130407198
#> Sigma[4,4] 0.058385007 0.0145314757 0.0389032826 0.079471554
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977267562 0.01101731 0.95966524 0.98962766
#> lag1_var2 -0.022876944 0.06845310 -0.10803321 0.07159000
#> lag1_var3 -0.038417317 0.10462303 -0.16847887 0.10805026
#> lag1_var4 0.037270886 0.10355440 -0.10552136 0.16559471
#> const 0.703441148 0.18749047 0.47381315 0.94347999
#> exo1 -0.003138074 0.01332901 -0.02284671 0.01474282
#> exo2 -0.050002962 0.01094463 -0.06395742 -0.03645746
#> exo3 0.042846911 0.01388059 0.02246109 0.06238723
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04267791 0.4709898 -0.4365174 0.7541547
#> lag1_var2 -1.26558051 2.6726927 -4.9085354 2.3346332
#> lag1_var3 -3.09323409 4.0985488 -8.6488349 2.4689449
#> lag1_var4 3.06071154 3.9863214 -2.4778555 8.4330320
#> const 1.81524778 6.0888526 -6.5894820 10.3199335
#> exo1 -0.22614159 0.3157349 -0.6485148 0.2064315
#> exo2 -0.00423377 0.6869380 -0.8665080 0.8733147
#> exo3 0.58528264 0.5768365 -0.2486860 1.2977545
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02197838 0.3853373 -0.5702804 0.4381607
#> lag1_var2 2.43802060 2.5398958 -1.3227451 5.5323160
#> lag1_var3 4.50018700 3.8784714 -1.2706081 9.2806938
#> lag1_var4 -3.55870852 3.7764603 -8.1244225 2.1208172
#> const 4.19756816 4.6799213 -2.6508939 10.5745038
#> exo1 0.08936040 0.2606217 -0.3341313 0.4358194
#> exo2 -0.26289184 0.5604000 -0.9529502 0.4848182
#> exo3 -0.57468843 0.5054536 -1.2620111 0.1556550
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.002928166 0.1324989 -0.1271054 0.2201780666
#> lag1_var2 1.318354918 0.9264147 -0.1516591 2.1464726750
#> lag1_var3 2.027189710 1.4063847 -0.2018462 3.2643930722
#> lag1_var4 -1.093971113 1.3601411 -2.2998759 1.0553317764
#> const 4.782718754 2.3907672 0.7948764 7.2183935430
#> exo1 -0.062190177 0.2322017 -0.3391861 0.2909513704
#> exo2 -0.275207068 0.1995581 -0.5780177 -0.0211797370
#> exo3 -0.195338463 0.1554323 -0.4329200 0.0007713876
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001521228 1.807362e-05 0.0001367482 0.0001801472
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006507869 0.0008148713 -0.001802049 0.000290325
#> Sigma[2,2] 0.2178547751 0.0494337303 0.169511796 0.298488128
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001356974 0.0005377576 0.0006164312 0.001888458
#> Sigma[3,2] -0.171623555 0.0424221423 -0.2329722214 -0.127401476
#> Sigma[3,3] 0.208037779 0.0339448090 0.1682496250 0.262288159
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009744751 0.0005361407 0.0003996194 0.001804537
#> Sigma[4,2] -0.0294895491 0.0180641610 -0.0540637980 -0.005383114
#> Sigma[4,3] 0.0982617195 0.0165764853 0.0820714143 0.124020143
#> Sigma[4,4] 0.0814430307 0.0190464872 0.0587583104 0.109532177
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980627064 0.012104360 0.966786474 0.99837682
#> lag1_var2 -0.031215980 0.033086393 -0.070680004 0.01764805
#> lag1_var3 -0.062232022 0.050471787 -0.122889890 0.01033117
#> lag1_var4 0.060753337 0.048318868 -0.006987506 0.11961745
#> const 0.593797906 0.144722151 0.441959594 0.82860024
#> exo1 -0.002973873 0.013834748 -0.023628012 0.01107479
#> exo2 -0.032314831 0.013798343 -0.051988648 -0.01590252
#> exo3 0.020691033 0.009049966 0.008569321 0.03398087
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22425626 0.3698447 -0.283150902 0.7620930
#> lag1_var2 1.50077579 1.0204429 0.424148716 3.1774242
#> lag1_var3 1.37901362 1.6658779 -0.364242035 4.0171857
#> lag1_var4 -1.49168452 1.6172155 -4.059173719 0.1773099
#> const 3.09253190 5.5414767 -3.727649571 11.4620054
#> exo1 -0.16579666 0.3270317 -0.638580698 0.2241312
#> exo2 0.63900040 0.5432430 0.006258165 1.4539011
#> exo3 0.01214659 0.5665506 -0.714612547 0.7754003
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3418145 0.2344508 -0.7709808 -0.16048198
#> lag1_var2 0.3117796 0.8175810 -0.7261127 1.46647573
#> lag1_var3 0.8639779 1.3399294 -0.9471876 2.59934681
#> lag1_var4 0.2105396 1.2963015 -1.4299026 1.98826136
#> const 2.6526696 3.5853356 -2.1401163 7.41255168
#> exo1 0.2157891 0.2830715 -0.1889241 0.56129863
#> exo2 -0.7449152 0.5919091 -1.6650112 -0.01820345
#> exo3 -0.0780658 0.4742743 -0.7766231 0.46637099
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.20466088 0.1958769 -0.533528580 -0.00472143
#> lag1_var2 0.91495333 0.4189543 0.284415588 1.41797324
#> lag1_var3 1.17802705 0.6596545 0.189606905 2.02248059
#> lag1_var4 -0.16100701 0.6272564 -0.986492713 0.77406749
#> const 3.84571753 3.6407311 -0.004069109 9.49993273
#> exo1 0.09838016 0.1352268 -0.103018713 0.27609265
#> exo2 -0.34325601 0.3606944 -0.749392972 0.19756552
#> exo3 -0.07184993 0.1857268 -0.295766018 0.20587441
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004842185 0.009303344 0.0005570594 0.02161603
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001385853 0.002401494 -5.439021e-05 0.004960347
#> Sigma[2,2] 0.023085677 0.006378798 1.504814e-02 0.032549652
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005135325 0.009057258 -0.021908761 -0.0004420885
#> Sigma[3,2] -0.009656067 0.003614181 -0.013908354 -0.0046070897
#> Sigma[3,3] 0.019982917 0.010776739 0.009801291 0.0365750999
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0051881502 0.009283640 -0.022609322 -0.0003675238
#> Sigma[4,2] -0.0004735244 0.005277565 -0.006516592 0.0075223920
#> Sigma[4,3] 0.0173403615 0.011574721 0.007126319 0.0355481720
#> Sigma[4,4] 0.0186297385 0.013061577 0.007932219 0.0394619810
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.026430721 0.03870164 0.96110829 1.05849309
#> lag1_var2 -0.169746570 0.05319557 -0.23416840 -0.09539387
#> lag1_var3 -0.254733131 0.11422174 -0.38716783 -0.09889504
#> lag1_var4 0.232705275 0.10844279 0.08339812 0.35620868
#> const 1.013113337 1.16475523 0.29819064 2.76000416
#> exo1 0.006737162 0.03126507 -0.04367034 0.03789839
#> exo2 -0.083076604 0.03910267 -0.14175941 -0.03061101
#> exo3 0.152237736 0.08185049 0.06657161 0.29140130
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35575533 0.09540282 0.2238809 0.4812623
#> lag1_var2 -0.56314983 0.28966167 -0.8938698 -0.1222627
#> lag1_var3 -1.65304555 0.54191858 -2.4176756 -0.9853006
#> lag1_var4 1.62724035 0.51245728 0.9758712 2.3452896
#> const 2.05071160 0.89826785 0.8900431 3.1903226
#> exo1 -0.03108723 0.13731278 -0.2426319 0.1221874
#> exo2 2.23476422 0.12401996 2.1118547 2.4314904
#> exo3 1.31562093 0.17422247 1.0495405 1.5044486
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24746932 0.07511668 -0.34299484 -0.1341711
#> lag1_var2 0.69656133 0.24055930 0.31839242 0.9862804
#> lag1_var3 1.64843940 0.60967202 0.79685460 2.4791756
#> lag1_var4 -0.65507708 0.57304520 -1.43259247 0.1582585
#> const 1.47606338 2.04770677 -1.52840975 3.7292497
#> exo1 0.05111882 0.13360537 -0.09840801 0.2780256
#> exo2 -1.11690948 0.09176077 -1.21989446 -0.9727782
#> exo3 -0.50668243 0.21121886 -0.77022536 -0.2011715
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.147148908 0.05164026 -0.21476761 -0.07642801
#> lag1_var2 0.290065497 0.16683969 0.07634729 0.54464240
#> lag1_var3 0.497273414 0.44240289 -0.09565343 1.16636182
#> lag1_var4 0.521400559 0.41015806 -0.08291384 1.08489314
#> const 1.712462734 2.20094589 -1.59720448 3.98987174
#> exo1 0.041421153 0.09031092 -0.05901921 0.19520339
#> exo2 -0.264732433 0.08076143 -0.36373808 -0.14562057
#> exo3 0.003179789 0.19362089 -0.20191230 0.30445700
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001356477 0.003564268 0.000151393 0.006459301
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01532794 0.02750934 -0.05548842 -0.003313833
#> Sigma[2,2] 0.52297026 0.25220079 0.29115568 0.946968147
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01950744 0.03738184 0.003879131 0.07363438
#> Sigma[3,2] -0.54278370 0.31653806 -1.058760972 -0.26639928
#> Sigma[3,3] 0.69580898 0.41859919 0.355005701 1.35319284
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01017273 0.02122013 0.001362299 0.04109154
#> Sigma[4,2] -0.20953581 0.17314231 -0.469162097 -0.07226761
#> Sigma[4,3] 0.35701632 0.23549903 0.187082936 0.71126053
#> Sigma[4,4] 0.23154476 0.13466245 0.141169641 0.44131792
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977168755 0.02227673 0.94314311 0.998728939
#> lag1_var2 0.002636451 0.04728951 -0.04222288 0.084539431
#> lag1_var3 0.002376046 0.07252806 -0.06697645 0.128230876
#> lag1_var4 -0.002399532 0.06737571 -0.11905784 0.061174493
#> const 0.608640931 0.20903842 0.38132297 0.942030903
#> exo1 -0.024306699 0.01291152 -0.04361613 -0.008127828
#> exo2 -0.015745931 0.01179276 -0.03123384 0.001050786
#> exo3 0.024492055 0.05207988 -0.05499827 0.061530423
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13146982 0.6810940 -0.9730233 0.8277569
#> lag1_var2 0.82773541 1.8883464 -1.7277247 3.4197695
#> lag1_var3 0.02388013 2.9076790 -3.7819479 4.1187593
#> lag1_var4 0.02072603 2.7197588 -3.8590218 3.4851307
#> const 1.32214220 5.7462384 -5.5457179 10.2002261
#> exo1 0.45167398 0.4826027 -0.1991984 1.1448530
#> exo2 -0.24689861 0.5628630 -0.9794685 0.5008336
#> exo3 -0.92610749 0.8333206 -2.0431611 0.2443858
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4669977 0.6686125 -0.4913073 1.2563830
#> lag1_var2 -0.2609362 1.8012166 -2.7840646 2.1173079
#> lag1_var3 0.5807348 2.8022932 -3.3839609 4.3294496
#> lag1_var4 0.2233127 2.6328779 -3.3402612 3.9733329
#> const 1.3372529 6.8033050 -7.2565832 10.3791544
#> exo1 -0.7309829 0.5896076 -1.5286154 0.1047958
#> exo2 0.1872931 0.5083328 -0.4677023 0.9123071
#> exo3 1.0861836 0.9393876 -0.2861972 2.1520318
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40194755 0.2576046 0.01769355 0.6871181
#> lag1_var2 -0.16498111 0.7336621 -1.11591457 0.8620959
#> lag1_var3 -0.06904439 1.1493570 -1.56029374 1.5358771
#> lag1_var4 0.90961961 1.0854998 -0.58540890 2.3273533
#> const 1.26451462 4.3928396 -3.91201859 7.4579939
#> exo1 -0.44995784 0.4445172 -1.01163184 0.1389415
#> exo2 0.03571757 0.3293084 -0.36976027 0.4659693
#> exo3 0.46909168 0.5338827 -0.32846020 1.1173364
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006401067 0.0001161705 0.0005183276 0.0008336856
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005041702 0.001075225 -0.0007558566 0.002034751
#> Sigma[2,2] 0.0570373105 0.007691669 0.0459769919 0.066695100
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01038012 0.003906877 0.006471327 0.01620639
#> Sigma[3,2] -0.04977401 0.038971174 -0.088190240 0.01183202
#> Sigma[3,3] 0.70254486 0.138805521 0.547422486 0.90811689
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01133086 0.004087107 0.006891207 0.01750508
#> Sigma[4,2] -0.01255519 0.042947229 -0.049356163 0.05861639
#> Sigma[4,3] 0.70129493 0.130628299 0.557794962 0.90258867
#> Sigma[4,4] 0.72603985 0.126369340 0.582259804 0.92338483
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979786079 0.01531967 0.961158015 0.99847173
#> lag1_var2 -0.048444131 0.05888415 -0.121187750 0.03643511
#> lag1_var3 -0.067093201 0.08467580 -0.168667432 0.05269343
#> lag1_var4 0.064382831 0.08039231 -0.049396319 0.15930450
#> const 0.731374475 0.19949121 0.509545051 1.05080928
#> exo1 0.040975866 0.03005347 -0.005148692 0.07200110
#> exo2 -0.051584626 0.01625301 -0.078997675 -0.03390318
#> exo3 0.003637012 0.02582071 -0.032324785 0.03236731
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2638944 0.1716503 -0.008285314 0.44772841
#> lag1_var2 0.0410723 1.0070189 -1.288348220 1.52970194
#> lag1_var3 -0.6057139 1.5207696 -2.657992638 1.61450234
#> lag1_var4 0.4985042 1.4507697 -1.609984335 2.46392476
#> const 2.2806444 1.6085650 0.133779493 4.58681120
#> exo1 -0.1562785 0.1785720 -0.436735008 0.06744264
#> exo2 0.6386996 0.2128702 0.372556743 0.94595144
#> exo3 -0.9732730 0.2800984 -1.304026794 -0.60342516
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.33356056 0.3529065 0.9267829 1.8417995
#> lag1_var2 -6.51330647 2.2772491 -10.1715500 -3.9582062
#> lag1_var3 -9.26932848 3.5819505 -15.1847271 -5.1803536
#> lag1_var4 9.84772246 3.4436981 5.9198096 15.5272459
#> const -5.52978316 5.8082397 -15.0479619 0.4291468
#> exo1 0.09802048 1.1101580 -1.4046454 1.5609805
#> exo2 -3.73939834 0.3418915 -4.2254589 -3.2638063
#> exo3 -0.40959532 0.6422756 -1.3281000 0.3891954
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.574033154 0.3157938 1.137518 1.977171
#> lag1_var2 -7.197985442 2.0680709 -10.136514 -4.866445
#> lag1_var3 -10.740506284 3.2480500 -15.456091 -6.987459
#> lag1_var4 11.241362798 3.1321313 7.625034 15.811000
#> const -5.201531714 6.7965461 -15.427796 2.562656
#> exo1 0.006447769 1.1017036 -1.479745 1.401094
#> exo2 -3.385106120 0.3161981 -3.867924 -3.010982
#> exo3 -1.073845153 0.7457274 -2.257934 -0.190510
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003790623 7.435481e-05 0.0002741636 0.0004808186
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00139144 0.002756409 -0.004202109 0.002597107
#> Sigma[2,2] 0.50643433 0.123173579 0.379974592 0.675360297
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 3.639935e-05 0.001731426 -0.002707224 0.001497006
#> Sigma[3,2] -2.070197e-01 0.075203785 -0.315877387 -0.131778178
#> Sigma[3,3] 1.817742e-01 0.043113699 0.138786188 0.241270514
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007407435 0.001268512 -0.00268327 0.0008504605
#> Sigma[4,2] 0.0531797460 0.022573794 0.01739877 0.0796993728
#> Sigma[4,3] 0.0771499352 0.016318490 0.05470779 0.0986977505
#> Sigma[4,4] 0.1063995776 0.018173298 0.07816771 0.1296929698
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.961208351 0.01762171 0.93617911 0.98463484
#> lag1_var2 0.021467461 0.02422581 -0.01355320 0.04748713
#> lag1_var3 0.037745457 0.04392044 -0.02953835 0.08295251
#> lag1_var4 -0.029063656 0.04320386 -0.07380441 0.03408980
#> const 0.608530213 0.21473041 0.31870834 0.83825664
#> exo1 -0.009032773 0.01561427 -0.02660775 0.01653308
#> exo2 -0.037450723 0.01457632 -0.05254449 -0.01593554
#> exo3 0.011103980 0.02876512 -0.01575177 0.05977502
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7479475 0.5098467 -0.08008768 1.2873932
#> lag1_var2 -0.3352740 2.3174179 -2.93274719 3.1138991
#> lag1_var3 -2.4245138 4.5336459 -7.53111295 4.3436077
#> lag1_var4 2.1240154 4.3533802 -4.34374279 7.0066354
#> const -3.9921005 6.5829368 -14.12653075 4.1142193
#> exo1 -0.3646402 0.5754204 -1.02089925 0.5224408
#> exo2 1.2243095 0.7108001 0.41386927 2.2662358
#> exo3 0.5755875 0.8719042 -0.68411680 1.7296436
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31553652 0.3161927 -0.07580010 0.73930784
#> lag1_var2 0.17081056 0.7664626 -0.92202954 1.26055197
#> lag1_var3 1.19726077 1.5303513 -1.00806859 3.34965656
#> lag1_var4 -0.45370257 1.4421749 -2.45729013 1.60315742
#> const 4.58820255 2.8869594 0.66335062 9.21821089
#> exo1 -0.02836321 0.3080997 -0.47415557 0.31619593
#> exo2 -0.73288280 0.4268040 -1.24685167 -0.04962392
#> exo3 0.53043493 0.4106297 -0.06815331 1.05871591
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7133398 0.2328507 0.4299414 1.0557640
#> lag1_var2 -0.2665893 1.0439012 -1.3758430 1.4711080
#> lag1_var3 -0.5664839 1.9667828 -2.6527341 2.7372787
#> lag1_var4 1.1576653 1.9522200 -2.1549803 3.1368090
#> const 2.0802721 3.2536465 -2.3186149 5.9991239
#> exo1 -0.2144655 0.3368383 -0.7548188 0.1792379
#> exo2 -0.1132639 0.3766221 -0.6640344 0.4051125
#> exo3 0.8888207 0.2700034 0.5101489 1.2384362
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001170352 0.0002511503 0.0008995845 0.00155603
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01399341 0.003927093 -0.01932024 -0.009192986
#> Sigma[2,2] 0.50239061 0.123382484 0.31782299 0.661221123
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01447818 0.006863071 0.005292012 0.0235640
#> Sigma[3,2] -0.27709274 0.097461206 -0.397765387 -0.1307513
#> Sigma[3,3] 0.86336165 0.192280087 0.593500961 1.0953093
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005871472 0.005496542 -0.0009021655 0.01310072
#> Sigma[4,2] 0.057143834 0.088782507 -0.0665299875 0.16607836
#> Sigma[4,3] 0.729327995 0.186785593 0.4583704110 0.96142283
#> Sigma[4,4] 0.821891469 0.203925716 0.5366263468 1.07145205
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012201201 0.01372241 0.995000025 1.03140265
#> lag1_var2 -0.104020769 0.06862063 -0.203579497 -0.02897706
#> lag1_var3 -0.171220493 0.10709980 -0.329121107 -0.05297774
#> lag1_var4 0.159925035 0.10225130 0.046500117 0.30905625
#> const 0.450007919 0.35197881 -0.022713473 0.92610411
#> exo1 0.024868009 0.02518801 -0.006836005 0.05928866
#> exo2 -0.259249946 0.04842597 -0.328878226 -0.19094654
#> exo3 0.007131259 0.05585034 -0.079221267 0.06308480
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2336052 0.2728931 -0.4765290 0.2179483
#> lag1_var2 1.5593923 2.3742949 -0.8219793 5.5918812
#> lag1_var3 1.4651249 3.6738437 -2.1636115 7.6926077
#> lag1_var4 -1.3196321 3.4424008 -7.2048376 2.0167009
#> const -1.4375080 12.4699999 -19.9677763 14.9604593
#> exo1 -0.1190237 0.4244371 -0.7076778 0.3900749
#> exo2 8.1950592 0.8501902 7.0686291 9.3858760
#> exo3 -0.6046660 0.8644448 -1.7123014 0.6269302
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5456185 0.6303404 0.8083355 2.4201706
#> lag1_var2 -0.5932392 2.1334521 -3.7379015 1.5242020
#> lag1_var3 -0.2769046 3.3053583 -5.0846389 3.0547513
#> lag1_var4 0.7370137 3.0670657 -2.3908493 5.1575475
#> const -3.9448871 8.1139034 -15.9365183 5.3187353
#> exo1 0.9417435 0.6949387 0.2070528 2.0894458
#> exo2 -7.2250538 0.7268359 -8.0838664 -6.1914432
#> exo3 -1.7458392 1.5501743 -3.3226003 0.5265374
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.49390982 0.6507159 0.61633464 2.3724707
#> lag1_var2 0.01532475 1.7419534 -2.88302885 1.5247878
#> lag1_var3 0.04821696 2.7145741 -4.51933369 2.3451702
#> lag1_var4 0.49922828 2.5094604 -1.56535838 4.7866292
#> const -6.86263638 6.4499853 -15.68009529 2.4982207
#> exo1 0.90979604 0.7361418 -0.06451373 2.0029792
#> exo2 -1.90247109 0.6837560 -2.40653146 -0.7372608
#> exo3 -2.46116514 1.5231387 -4.10598684 -0.3568352
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007217139 0.0001756762 0.0005298477 0.000992945
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003851752 0.002425461 -0.00755292 -0.001916319
#> Sigma[2,2] 0.127617698 0.062126177 0.07264197 0.221695872
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01063351 0.006094257 0.00289356 0.01917828
#> Sigma[3,2] -0.24634700 0.104830890 -0.41553763 -0.13491506
#> Sigma[3,3] 1.58922200 0.409319793 1.06468515 2.16333930
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008332841 0.006704339 -0.001094586 0.01787306
#> Sigma[4,2] -0.161375906 0.075946422 -0.271551972 -0.06649477
#> Sigma[4,3] 1.476127423 0.382645207 0.992037969 2.02487428
#> Sigma[4,4] 1.422287353 0.363755201 0.981213017 1.93723876
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96491505 0.01807359 0.939071815 0.98724918
#> lag1_var2 0.01867485 0.07083102 -0.090497184 0.10353454
#> lag1_var3 0.02880562 0.09777287 -0.119912968 0.15310574
#> lag1_var4 -0.02531025 0.09266758 -0.143343062 0.11527188
#> const 0.69707422 0.27182808 0.417322538 1.14883453
#> exo1 0.02595824 0.03015060 -0.007495402 0.07468796
#> exo2 -0.14836380 0.02225413 -0.178882008 -0.12331736
#> exo3 0.09748269 0.02074818 0.065363975 0.12336788
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16730147 0.2261540 -0.07941649 0.4953922
#> lag1_var2 -0.02993116 0.7253689 -1.05100610 0.9698940
#> lag1_var3 -0.83323835 1.0342797 -2.34888206 0.6120820
#> lag1_var4 0.75840291 0.9843508 -0.61919856 2.2034712
#> const 2.89325712 4.6383853 -4.29864677 8.4434663
#> exo1 0.16917532 0.6089680 -0.79951241 0.7242438
#> exo2 3.47158879 0.2744244 3.09037606 3.8002704
#> exo3 -0.86949075 0.4712522 -1.50312074 -0.1959494
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4103405 0.6134481 -0.6610466 1.0031648
#> lag1_var2 -2.1359164 2.2500514 -5.0930836 1.0561329
#> lag1_var3 -3.3632574 2.8069416 -7.0498694 0.5699251
#> lag1_var4 4.1443935 2.6696273 0.3854762 7.6228993
#> const 1.6431794 9.3859178 -8.9428929 16.7808054
#> exo1 -0.9569445 1.5391464 -2.7486813 1.1668819
#> exo2 -9.7813358 1.7354950 -11.6189532 -7.0931240
#> exo3 0.8116862 0.8747941 -0.5563484 1.7216173
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5551155 0.5962151 -0.4648094 1.2596968
#> lag1_var2 -2.7433799 2.4231274 -5.7906489 0.8756845
#> lag1_var3 -4.8332558 2.9967262 -8.6085164 -0.3322278
#> lag1_var4 5.5638834 2.8424042 1.2872441 9.1258463
#> const 2.7083475 9.2930932 -8.9504448 16.7964398
#> exo1 -0.8711261 1.3053711 -2.4279418 0.7673696
#> exo2 -7.6460072 1.6727904 -9.3453243 -5.0703958
#> exo3 0.2352699 1.0342236 -1.2744395 1.6935864
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004134169 9.094059e-05 0.0002923857 0.0005416568
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001712251 0.0006116119 -0.002515025 -0.0008888235
#> Sigma[2,2] 0.045383639 0.0088657561 0.036076679 0.0603105871
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001341873 0.001817843 -0.003236347 0.001274664
#> Sigma[3,2] -0.0143351069 0.022116892 -0.043262294 0.017744773
#> Sigma[3,3] 0.3407816912 0.058643476 0.273671154 0.434450198
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001213664 0.00198505 -0.004578706 0.0004740604
#> Sigma[4,2] 0.013503101 0.02443267 -0.015947648 0.0522379289
#> Sigma[4,3] 0.341825995 0.05956148 0.283521167 0.4443629418
#> Sigma[4,4] 0.360284803 0.06256578 0.296482000 0.4704051004
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.018544406 0.01116228 1.00079979 1.032170829
#> lag1_var2 -0.162523811 0.07264896 -0.26593435 -0.059871617
#> lag1_var3 -0.274010803 0.11606092 -0.43807311 -0.108459097
#> lag1_var4 0.262207406 0.11402211 0.09954078 0.422802172
#> const 0.270433292 0.29284394 -0.25005208 0.538475356
#> exo1 -0.008693064 0.01355060 -0.03028088 0.009151345
#> exo2 -0.162597628 0.01594421 -0.18570097 -0.143353635
#> exo3 -0.025812294 0.01726939 -0.05250181 -0.003854277
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2846230 0.07910191 -0.3990161 -0.1685735
#> lag1_var2 0.6621532 0.59242941 -0.2754141 1.3323467
#> lag1_var3 -0.1048945 0.88437362 -1.5211829 0.8981231
#> lag1_var4 0.1821766 0.87838105 -0.8175432 1.5905004
#> const 3.5255950 1.62961306 1.5360307 6.1363880
#> exo1 0.3005959 0.13665267 0.1645064 0.5190656
#> exo2 0.4353694 0.21809749 0.2239678 0.7349516
#> exo3 1.3039485 0.20558062 1.0504756 1.5845376
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8629805 0.2049550 0.5662178 1.0878230
#> lag1_var2 4.2707351 1.8825947 2.4079898 7.1690837
#> lag1_var3 5.7908073 3.2075009 2.3477645 10.5525373
#> lag1_var4 -5.3355815 3.1290553 -9.9984095 -1.9418662
#> const 6.3997168 7.8987305 -5.6902192 16.9096961
#> exo1 -0.2839210 0.5279498 -1.0774293 0.3181681
#> exo2 -4.7054691 0.4322112 -5.2829631 -4.1484142
#> exo3 -2.2672742 0.6640898 -3.0109180 -1.2419470
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7099309 0.2003646 0.4085476 0.9477663
#> lag1_var2 4.4963274 1.8663052 2.6984361 7.4562062
#> lag1_var3 5.3737190 3.1571869 2.1705673 10.2188785
#> lag1_var4 -4.8731954 3.0714124 -9.5747680 -1.7253558
#> const 8.0088704 7.8532762 -3.7005026 18.3076188
#> exo1 -0.1079268 0.4906192 -0.8667967 0.4731557
#> exo2 -4.5633994 0.4811428 -5.2695636 -3.9679901
#> exo3 -1.5514889 0.6837006 -2.3263171 -0.4831321
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001773445 0.0005582992 0.001051345 0.002538818
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003246147 0.001467279 -0.005567947 -0.001748009
#> Sigma[2,2] 0.020324877 0.005490539 0.015288840 0.029217930
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009226248 0.001187624 -0.002757331 0.0005358865
#> Sigma[3,2] -0.0011476363 0.003459328 -0.004768401 0.0048725244
#> Sigma[3,3] 0.0261219526 0.003373517 0.021418389 0.0300388088
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002550349 0.0009341229 -0.004173798 -0.001843975
#> Sigma[4,2] 0.009249916 0.0044211840 0.004153312 0.014494418
#> Sigma[4,3] 0.025844125 0.0034970938 0.020643989 0.030365697
#> Sigma[4,4] 0.030981235 0.0049608810 0.024521289 0.037910056
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94038931 0.02838604 0.90764163 0.985236781
#> lag1_var2 -0.07860823 0.09044631 -0.17775875 0.066723483
#> lag1_var3 -0.05577204 0.18704454 -0.26589881 0.238239380
#> lag1_var4 0.07621215 0.18070543 -0.21140598 0.277736709
#> const 0.56552180 0.39676302 -0.01035907 1.091076452
#> exo1 -0.03152819 0.04371839 -0.08828133 0.033872446
#> exo2 -0.12150091 0.08001668 -0.24477291 -0.024968849
#> exo3 -0.04849509 0.03560953 -0.10153042 -0.004041772
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1893511 0.06698377 0.085534234 0.26717481
#> lag1_var2 0.2504456 0.36206090 -0.341037099 0.49349175
#> lag1_var3 -0.8155797 0.71734478 -1.982824216 -0.33427235
#> lag1_var4 0.7305628 0.69956409 0.260345062 1.86951266
#> const 0.6298675 0.93760455 -0.592114124 1.91788685
#> exo1 -0.1391821 0.12427691 -0.295455137 0.04898246
#> exo2 0.3735603 0.23760679 0.109894796 0.73091931
#> exo3 0.2230523 0.16503595 -0.006479417 0.41204086
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.307522037 0.15701771 0.1348161 0.5318474
#> lag1_var2 -0.205798526 0.41575699 -0.7794560 0.3589494
#> lag1_var3 0.030793243 0.77229454 -0.9281432 1.2256470
#> lag1_var4 0.870957206 0.75025134 -0.2829495 1.8141660
#> const -2.963832699 2.76112831 -7.0986619 0.1847635
#> exo1 -0.003811649 0.16229471 -0.2133703 0.2452159
#> exo2 -0.384955161 0.16193597 -0.6416702 -0.2274122
#> exo3 0.324234291 0.09726441 0.1726394 0.4352756
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40663775 0.16887429 0.2107649 0.64053877
#> lag1_var2 -0.36803773 0.43596576 -0.8600973 0.24507062
#> lag1_var3 -0.95313277 0.87727584 -2.0315736 0.33360460
#> lag1_var4 1.82292022 0.84941436 0.5798789 2.86589559
#> const -3.27960520 2.97241097 -7.8197224 -0.18677905
#> exo1 -0.07139966 0.14154251 -0.2065675 0.16106741
#> exo2 -0.20270752 0.15307070 -0.4212076 -0.01162813
#> exo3 0.45098006 0.08390931 0.3591435 0.58188928
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001844566 0.004661937 0.000237292 0.008617023
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02335481 0.02047567 -0.05444909 -0.01011453
#> Sigma[2,2] 2.29306733 0.47691173 1.57492431 2.82639888
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003949982 0.01162046 -0.01373273 0.0115628
#> Sigma[3,2] -1.147730149 0.29798739 -1.50197585 -0.7523344
#> Sigma[3,3] 0.679083206 0.17202403 0.42585327 0.8929834
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01066000 0.02631884 -0.04890629 -0.0002887386
#> Sigma[4,2] 0.15023107 0.14803864 -0.01886787 0.3723519418
#> Sigma[4,3] 0.04447811 0.08083746 -0.03152454 0.1671988920
#> Sigma[4,4] 0.14822436 0.14632970 0.07731328 0.3732141607
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970911173 0.02192797 0.93539468 0.99945751
#> lag1_var2 0.013375059 0.04053391 -0.02832155 0.08353432
#> lag1_var3 0.025685895 0.07409947 -0.05015994 0.15429917
#> lag1_var4 -0.021863706 0.06544014 -0.13445476 0.04679925
#> const 0.606431923 0.20508705 0.27157220 0.76418028
#> exo1 0.007883894 0.02850072 -0.02922342 0.04819541
#> exo2 -0.068128224 0.04714108 -0.14576231 -0.03661803
#> exo3 0.041528460 0.03090305 0.01201721 0.08956728
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06860241 1.032504 -1.247938 1.5591483
#> lag1_var2 0.21210449 2.431221 -2.232546 4.1556179
#> lag1_var3 -1.29926406 4.326537 -5.667785 5.6750514
#> lag1_var4 1.06533517 3.840071 -5.064839 4.9980934
#> const 15.44646966 24.175145 -8.609782 52.9562529
#> exo1 -2.02205896 1.926409 -4.627867 0.3336361
#> exo2 -0.53842478 1.792897 -2.197772 2.1956933
#> exo3 -0.22732984 1.345915 -2.092388 1.6044564
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6413224 0.6554105 -0.23341220 1.5850262
#> lag1_var2 -0.6356785 1.5700357 -3.44177913 0.7596786
#> lag1_var3 -0.1404192 2.7964326 -5.12871865 2.3402196
#> lag1_var4 0.9584147 2.4838956 -1.21722517 5.3525072
#> const -6.7472494 12.2321090 -26.06164550 4.4491764
#> exo1 1.1356058 0.9622213 -0.02687620 2.5235927
#> exo2 0.1435775 0.8253744 -1.24987364 0.9352456
#> exo3 1.0072650 0.7712338 -0.07463273 1.9954319
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66254879 0.2661556 0.2705565 1.03923734
#> lag1_var2 -1.08782893 0.6410992 -1.8375380 -0.07546018
#> lag1_var3 -1.88431973 1.1525735 -3.2635930 -0.07037729
#> lag1_var4 2.55451365 1.0414443 0.8879364 3.78126030
#> const 1.27008325 3.2108007 -2.9966633 5.33999760
#> exo1 0.07427231 0.2990136 -0.3734518 0.44692105
#> exo2 -0.15627285 0.4459753 -0.6438388 0.55175731
#> exo3 0.89632130 0.3773271 0.3572298 1.30792682
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001106491 0.00172653 0.0004386923 0.003665398
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01753982 0.01096627 -0.03666071 -0.007469271
#> Sigma[2,2] 1.70886653 0.52491077 1.08223664 2.448419912
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00986001 0.006796664 0.0004472423 0.01903263
#> Sigma[3,2] -1.04452332 0.430421860 -1.6056082234 -0.42626608
#> Sigma[3,3] 1.01026354 0.374204519 0.5012956614 1.46304524
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002185639 0.009814101 -0.01339641 0.008016685
#> Sigma[4,2] -0.332526746 0.290991606 -0.65230167 0.104955944
#> Sigma[4,3] 0.639958110 0.240841107 0.30021671 0.920107028
#> Sigma[4,4] 0.579249327 0.151596967 0.36966043 0.743729380
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99626730 0.02461716 0.96342892 1.031353168
#> lag1_var2 -0.06944165 0.03130991 -0.11350499 -0.026841210
#> lag1_var3 -0.16723742 0.07241165 -0.26916932 -0.069542917
#> lag1_var4 0.15133094 0.06285339 0.06582320 0.239896523
#> const 0.75357946 0.30121018 0.35898211 1.176408918
#> exo1 -0.02049587 0.02998143 -0.04804973 0.026019419
#> exo2 -0.04046568 0.04133075 -0.11142257 0.004974297
#> exo3 0.02694750 0.05147382 -0.02482378 0.103835141
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.0568710 0.9059644 -3.27185491 -0.8731649
#> lag1_var2 5.2789334 1.5116826 3.15842201 7.0618010
#> lag1_var3 10.4789955 3.4783435 5.50819239 14.5171242
#> lag1_var4 -9.1104636 3.0582274 -12.72617025 -4.7425377
#> const -4.2591650 15.5758567 -24.86885384 16.5388946
#> exo1 -0.2582115 1.2798819 -1.79806896 1.3597545
#> exo2 1.5894869 1.4973396 -0.03497011 3.8824694
#> exo3 -0.4528393 1.4002768 -1.98472267 1.3513928
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5611400 1.0583620 -0.08687002 2.8388717
#> lag1_var2 -3.9653808 1.2499750 -5.45269681 -2.2559835
#> lag1_var3 -8.4303408 2.8534221 -11.90622390 -4.5380542
#> lag1_var4 8.2596959 2.5053642 4.80547785 11.2658730
#> const 9.5995066 15.7443481 -9.34757140 32.0788334
#> exo1 -0.6913681 0.9238067 -1.85677203 0.6182000
#> exo2 -0.7952569 1.1959492 -2.56192563 0.6110552
#> exo3 1.5395965 0.9518310 0.36268152 2.8764145
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7088192 0.8802733 -0.6213906 1.8835507
#> lag1_var2 -2.2116162 0.9497561 -3.5037104 -0.9783429
#> lag1_var3 -5.1091631 2.1767837 -8.1208424 -2.3417558
#> lag1_var4 5.5027977 1.9124711 3.0492462 8.1471253
#> const 8.0559064 13.0895124 -5.9953949 28.2180366
#> exo1 -0.9124333 0.8424477 -1.9172351 0.4960896
#> exo2 -0.1477863 0.8561679 -1.2182208 0.9581544
#> exo3 1.4854041 0.7306313 0.7010831 2.6537931
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005998952 0.0001878934 0.0003957446 0.0008837682
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0007039185 0.0007076137 -0.0004400724 0.001432073
#> Sigma[2,2] 0.0070303525 0.0029764972 0.0036164557 0.011421641
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001458720 0.0008521366 -0.002393316 -0.0002085332
#> Sigma[3,2] -0.009073478 0.0036352088 -0.012815319 -0.0036489143
#> Sigma[3,3] 0.059375043 0.0100870451 0.045352012 0.0734090402
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0008965288 0.0004844551 -0.001450313 -0.0001531545
#> Sigma[4,2] -0.0037730118 0.0041036248 -0.007988997 0.0023886823
#> Sigma[4,3] 0.0537409267 0.0095552641 0.041756527 0.0686025289
#> Sigma[4,4] 0.0522440532 0.0092998748 0.042570881 0.0678355984
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9663586989 0.03244014 0.928957377 1.010151922
#> lag1_var2 -0.0647364569 0.09468516 -0.172056440 0.066573835
#> lag1_var3 -0.1626809735 0.13148156 -0.308420611 0.006658289
#> lag1_var4 0.1631020604 0.13188749 -0.001726547 0.319204980
#> const 0.5209491646 0.28903597 0.146484577 0.854232329
#> exo1 0.0085216277 0.02956954 -0.036627860 0.044785570
#> exo2 -0.0387812476 0.02537765 -0.077496440 -0.009787116
#> exo3 -0.0001123536 0.01798728 -0.023091347 0.021786002
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14161344 0.07569711 -0.218537784 -0.02195695
#> lag1_var2 0.30120335 0.33516327 -0.179694353 0.64239403
#> lag1_var3 -0.49509905 0.42143232 -1.095247995 -0.04844544
#> lag1_var4 0.53890377 0.41966176 0.101047309 1.13325135
#> const 0.72451737 1.05231474 -0.757156892 2.10700382
#> exo1 -0.09776019 0.08025800 -0.195597431 0.03614701
#> exo2 0.13770764 0.08824804 0.004864696 0.22501884
#> exo3 0.19938794 0.09350771 0.062543031 0.31422734
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.76788232 0.3521905 0.4238360 1.3474675
#> lag1_var2 0.36105989 0.9083070 -1.0282394 1.2770830
#> lag1_var3 0.87698382 1.3109016 -1.0300870 2.3253580
#> lag1_var4 -0.17295695 1.2349056 -1.5275871 1.5885608
#> const 4.77838300 3.4007730 0.9329443 9.4387501
#> exo1 0.02878018 0.2288435 -0.2989806 0.2718782
#> exo2 -1.52233506 0.1880854 -1.7596151 -1.2521266
#> exo3 -0.31115522 0.2014163 -0.5249071 0.0161455
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66534912 0.3185861 0.3355749 1.1931223
#> lag1_var2 0.23739842 0.7701631 -0.8950939 1.1476114
#> lag1_var3 0.01256726 1.1424683 -1.5251499 1.5550119
#> lag1_var4 0.73308317 1.0778370 -0.7610832 2.1330591
#> const 4.57092359 2.9394612 0.5574176 8.4154753
#> exo1 -0.04575146 0.2378681 -0.3847822 0.2581674
#> exo2 -1.46409568 0.1511133 -1.6579157 -1.2504312
#> exo3 -0.16274010 0.1735649 -0.3599958 0.0899971
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004477833 0.0001297012 0.0003339143 0.0006611131
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01523216 0.002312419 -0.01828711 -0.01238641
#> Sigma[2,2] 1.01881490 0.117235102 0.83496682 1.15736239
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01456232 0.00426405 0.009437795 0.02087958
#> Sigma[3,2] -0.79739492 0.16693219 -1.021686833 -0.56838055
#> Sigma[3,3] 0.91703540 0.24820374 0.585313911 1.29831482
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005811515 0.003446635 0.001781857 0.01067842
#> Sigma[4,2] -0.199008621 0.138405440 -0.402847906 -0.02417422
#> Sigma[4,3] 0.468428106 0.165921256 0.259162622 0.73169273
#> Sigma[4,4] 0.373157980 0.105400202 0.238672940 0.52670373
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.995792851 0.01982081 0.974684379 1.02871833
#> lag1_var2 0.009582901 0.05720456 -0.074701788 0.08228606
#> lag1_var3 0.019129475 0.09692201 -0.121972185 0.14334896
#> lag1_var4 -0.026605992 0.09143291 -0.144765885 0.10365049
#> const 0.587198137 0.22249570 0.310324001 0.83383693
#> exo1 0.009643203 0.01968499 -0.007803077 0.03927704
#> exo2 -0.106609385 0.02482524 -0.137814799 -0.06849976
#> exo3 0.021649398 0.01971834 -0.004017814 0.04598381
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7432083 1.1173906 -0.8215739 2.160363
#> lag1_var2 -5.2137196 3.0201102 -9.6342691 -1.079092
#> lag1_var3 -10.2345033 5.0932111 -17.7372136 -3.323896
#> lag1_var4 9.9105653 4.7116267 3.5907639 16.886135
#> const 0.8598862 5.0721920 -4.1284508 9.324490
#> exo1 -1.6309891 0.9888817 -3.2313066 -0.538115
#> exo2 0.3461931 1.1699810 -1.6270616 1.656898
#> exo3 0.4011548 1.0595422 -1.0260699 1.583971
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02008056 1.105732 -1.49439071 1.6111961
#> lag1_var2 2.82420513 3.650147 -1.87760671 7.7313611
#> lag1_var3 5.70211496 6.163817 -2.13757051 13.9839018
#> lag1_var4 -4.73500520 5.732768 -12.38466027 2.5575285
#> const 1.34151883 8.284019 -9.21738716 12.3301613
#> exo1 1.11348138 1.126293 -0.04222978 2.9889937
#> exo2 -1.69548713 1.033150 -3.24105351 -0.3595425
#> exo3 -1.27102008 1.211813 -2.87820158 0.3346061
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4830575 0.5245977 -0.2161578 1.2214144
#> lag1_var2 -0.7616865 2.1728442 -4.1805608 1.6395956
#> lag1_var3 -1.1915762 3.6691258 -6.9734299 2.9034990
#> lag1_var4 1.9737512 3.4300328 -1.8215730 7.3754393
#> const 0.8935082 6.9632757 -7.0878308 9.9492769
#> exo1 0.1534048 0.6830410 -0.5988850 1.2733049
#> exo2 -1.5926979 0.5580820 -2.4709185 -1.0205991
#> exo3 -1.0875560 0.7143906 -2.0551852 -0.1557138
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008331357 0.000165522 0.0006082772 0.00105072
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01524137 0.009159499 -0.03113827 -0.006974935
#> Sigma[2,2] 1.43479132 0.562736749 1.02004745 2.299566001
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001209956 0.005739959 -0.005647058 0.009696531
#> Sigma[3,2] -0.867361070 0.451482791 -1.518799923 -0.348002533
#> Sigma[3,3] 1.658078850 0.316580296 1.263037361 2.153636676
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009800498 0.003762108 -0.01551313 -0.005077065
#> Sigma[4,2] 0.140724436 0.249877853 -0.12135936 0.537583946
#> Sigma[4,3] 1.114183586 0.292819865 0.84392937 1.577647111
#> Sigma[4,4] 1.282620290 0.440505111 0.96824028 2.019260938
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99575030 0.01432116 0.973143408 1.01198956
#> lag1_var2 -0.02956874 0.05601914 -0.117854007 0.03674786
#> lag1_var3 -0.03834969 0.07948318 -0.161349576 0.06023119
#> lag1_var4 0.03326782 0.07753163 -0.060523049 0.15296144
#> const 0.50165955 0.26584814 0.185366985 0.89509442
#> exo1 0.02401293 0.03569637 -0.022882909 0.06970221
#> exo2 -0.03554403 0.01668941 -0.061281441 -0.01285342
#> exo3 0.02613838 0.02270532 -0.008093857 0.05292416
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2191818 0.4893285 -0.8543993 0.3710947
#> lag1_var2 0.9871989 2.8450554 -1.7329051 5.3849983
#> lag1_var3 0.8865797 3.9809853 -2.8643118 7.0255115
#> lag1_var4 -0.7552362 3.8093706 -6.5926191 2.8184297
#> const -0.2473988 7.8676778 -12.3694804 9.2381693
#> exo1 -0.6293400 1.0476650 -1.7618242 0.9869066
#> exo2 1.3792375 0.9951993 0.1606903 2.8559647
#> exo3 0.3289532 1.1495077 -1.1689952 2.0122428
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0129196 0.6323157 0.1922567 1.7198541
#> lag1_var2 2.0024199 3.0738108 -2.5568162 5.7486839
#> lag1_var3 3.1447709 4.4822315 -3.5696214 8.4697545
#> lag1_var4 -2.6028497 4.2427928 -7.7017483 3.7779627
#> const 4.7977544 8.5897610 -4.8406598 17.9499659
#> exo1 0.5383245 0.6219840 -0.4126373 1.0747654
#> exo2 -2.4571003 1.5341740 -4.5263249 -0.5384456
#> exo3 0.3719697 1.5612477 -2.0615134 2.1485304
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90536014 0.4545939 0.2890505 1.4016593
#> lag1_var2 2.39732303 2.2545723 -0.7835386 5.2414203
#> lag1_var3 3.33848448 3.3007023 -1.2919331 7.5654214
#> lag1_var4 -2.70545667 3.1223178 -6.7568041 1.6506498
#> const 3.56345536 8.7799155 -10.0145220 13.9608438
#> exo1 0.09898859 0.5001589 -0.4246912 0.8782613
#> exo2 -1.59336629 1.5113172 -3.8944725 -0.1442441
#> exo3 0.67584564 1.3291020 -1.3489077 2.1797030
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007398232 0.001005917 0.005785482 0.008586673
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1597446 0.03817951 -0.2214504 -0.1187903
#> Sigma[2,2] 8.0256931 1.42503197 6.5266417 10.4363055
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.08642328 0.02099337 0.06506925 0.1225737
#> Sigma[3,2] -4.72272295 0.87377002 -6.23814863 -3.9207130
#> Sigma[3,3] 3.02666158 0.55807480 2.48743513 3.9422769
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02558788 0.008843104 0.01463918 0.03989956
#> Sigma[4,2] -1.87089840 0.449561400 -2.53221303 -1.34035877
#> Sigma[4,3] 1.43118760 0.314990720 1.05106189 1.92871173
#> Sigma[4,4] 0.88774105 0.207252469 0.66314301 1.22708776
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.87445911 0.05575884 0.80950257 0.95606933
#> lag1_var2 0.11444880 0.05339321 0.05745905 0.19149557
#> lag1_var3 0.27474537 0.12803744 0.13978806 0.45974153
#> lag1_var4 -0.21032380 0.09253494 -0.33792424 -0.10582594
#> const 0.24297488 1.06405191 -1.36264439 1.44200878
#> exo1 0.02100438 0.07055894 -0.08220677 0.12049447
#> exo2 -0.07380260 0.08164882 -0.18759545 0.02859956
#> exo3 0.05492820 0.08140784 -0.06348698 0.13982384
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.6957822 1.261905 1.9698825 5.35944138
#> lag1_var2 -2.7385495 1.862694 -4.8214451 -0.04370223
#> lag1_var3 -8.7569999 4.567475 -14.0967976 -2.33255254
#> lag1_var4 6.7742223 3.405941 1.9844170 10.90643274
#> const -0.5907875 42.503349 -39.3619716 65.55534822
#> exo1 3.1461110 2.138800 0.5300436 6.08631211
#> exo2 -1.4141827 3.281365 -5.2428573 2.68272703
#> exo3 -0.1235816 2.368752 -3.6285935 2.45621055
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.848004 0.869882 -3.1327496 -0.6371394
#> lag1_var2 2.155484 1.127392 0.5054830 3.4603214
#> lag1_var3 5.958237 2.783668 2.0106695 9.2145842
#> lag1_var4 -3.902848 2.075149 -6.2471859 -0.9111437
#> const -3.003054 29.155704 -47.8021369 27.2256224
#> exo1 -1.818130 1.090417 -3.2859691 -0.3947214
#> exo2 -1.621279 2.185590 -4.2825975 0.9187364
#> exo3 1.148129 1.593257 -0.7996657 3.4770617
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6478913 0.5404405 -1.4106418 0.15181392
#> lag1_var2 1.0368681 0.5947525 0.2457934 1.95364952
#> lag1_var3 2.3149256 1.4886664 0.4014046 4.64290876
#> lag1_var4 -0.8312201 1.1315011 -2.5491222 0.66775326
#> const -6.2737612 17.8902772 -34.6778478 13.83584913
#> exo1 -0.7405480 0.4568284 -1.3299320 -0.02467633
#> exo2 -2.9852432 1.2152876 -4.5729601 -1.42907019
#> exo3 1.5580353 0.9597167 0.3124393 3.03895609
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003932535 0.0001026145 0.0003213727 0.0005586438
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00174556 0.0005507626 -0.002486887 -0.001067476
#> Sigma[2,2] 0.02149422 0.0059664590 0.014420822 0.030265478
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001096173 0.001053650 -0.001023428 0.001618397
#> Sigma[3,2] -0.0040390702 0.005941571 -0.013795381 0.002341304
#> Sigma[3,3] 0.0339154310 0.008826714 0.024340532 0.048065667
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001245817 0.001164763 -0.002669274 0.000510878
#> Sigma[4,2] 0.008655272 0.007450818 -0.002214809 0.017850097
#> Sigma[4,3] 0.036092517 0.009304850 0.026258882 0.051195305
#> Sigma[4,4] 0.046677783 0.011718295 0.033161558 0.062706705
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977357766 0.01775644 0.95801442 1.00546268
#> lag1_var2 -0.011391719 0.05188442 -0.09276851 0.04789546
#> lag1_var3 -0.012064962 0.08276915 -0.13861056 0.06988539
#> lag1_var4 0.010615636 0.07345310 -0.06221538 0.12304113
#> const 0.648298876 0.27753979 0.34039125 1.09739337
#> exo1 -0.002761112 0.01430990 -0.02276097 0.01580163
#> exo2 -0.071757196 0.02061044 -0.10606293 -0.04833602
#> exo3 0.011968767 0.02556043 -0.01649709 0.04902456
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05386580 0.21652658 -0.25504076 0.3184292
#> lag1_var2 0.70157190 0.49779370 0.19425221 1.4787967
#> lag1_var3 0.28956337 0.92515450 -0.75292026 1.7645850
#> lag1_var4 -0.24502756 0.82357506 -1.55410363 0.6832078
#> const 1.69024752 1.68529248 -0.93508558 3.5742276
#> exo1 0.05190556 0.08973922 -0.05651308 0.1908692
#> exo2 1.29143521 0.23202596 0.95688590 1.5709687
#> exo3 0.15691142 0.18353065 -0.08809406 0.3890652
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02534194 0.1747011 -0.27738086 0.2092838
#> lag1_var2 -0.13433616 0.4669681 -0.76594801 0.4484790
#> lag1_var3 0.06923153 0.8464538 -1.13812619 1.0585728
#> lag1_var4 0.84882943 0.7569742 -0.03348586 1.9317106
#> const 0.40238880 2.9648606 -4.19622506 4.3559807
#> exo1 0.17443034 0.1738393 -0.02200149 0.4287410
#> exo2 -1.25262949 0.2001119 -1.51597713 -0.9555557
#> exo3 -0.18850713 0.2769745 -0.65848265 0.1293672
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06610345 0.2679922 -0.4121500 0.2405512
#> lag1_var2 -0.08574627 0.7196502 -0.8966216 0.9783649
#> lag1_var3 -0.39169742 1.2309770 -1.8836222 1.3672957
#> lag1_var4 1.38115638 1.1000567 -0.1835285 2.7046989
#> const 0.25632740 4.0736907 -6.1047991 5.6376941
#> exo1 0.23574021 0.2034873 0.0180590 0.5338727
#> exo2 -0.62959642 0.2576245 -0.9123510 -0.2334007
#> exo3 -0.10797963 0.4033858 -0.7841597 0.3526962
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004001076 0.0009493058 0.002790045 0.00529159
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -4.529601e-05 0.0007751398 -0.001206120 0.0008623118
#> Sigma[2,2] 8.076646e-03 0.0023951887 0.005266316 0.0118728386
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009397626 0.004406069 -0.005974575 0.005739576
#> Sigma[3,2] -0.0139204254 0.006383979 -0.022586478 -0.006457711
#> Sigma[3,3] 0.1933990409 0.025040197 0.168390189 0.232988460
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001033452 0.004378812 -0.006140922 0.0054476484
#> Sigma[4,2] -0.007172118 0.006187726 -0.015383749 -0.0001895256
#> Sigma[4,3] 0.182445392 0.024012347 0.158781155 0.2224629968
#> Sigma[4,4] 0.177455539 0.024465431 0.153020155 0.2174171352
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02283980 0.01829607 0.99617689 1.04316929
#> lag1_var2 -0.03319989 0.14842247 -0.26052842 0.14852292
#> lag1_var3 -0.09446815 0.16587615 -0.37132958 0.06493154
#> lag1_var4 0.08186229 0.16367315 -0.08157474 0.35475730
#> const 0.54765269 0.56194601 -0.32891245 1.21605334
#> exo1 0.05986924 0.05986619 -0.03631054 0.14209723
#> exo2 -0.05588635 0.07724698 -0.15828335 0.04498699
#> exo3 -0.01430010 0.07139938 -0.10644031 0.09027335
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1118539061 0.05848486 -0.16606889 -0.01335092
#> lag1_var2 0.6173410937 0.24389353 0.22125772 0.87048063
#> lag1_var3 -0.0986473857 0.39470541 -0.77361589 0.26448821
#> lag1_var4 0.0962948549 0.38732578 -0.27112609 0.75450545
#> const 3.1311454297 0.72215291 1.97045640 3.95243845
#> exo1 -0.1411631989 0.06332012 -0.21693352 -0.04591288
#> exo2 0.0375692144 0.08039098 -0.07214451 0.14609574
#> exo3 -0.0008462134 0.10619367 -0.12325070 0.15077799
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7116028 0.1663030 0.50447422 0.92010172
#> lag1_var2 -1.2396976 0.7187318 -2.19943415 -0.30060313
#> lag1_var3 -1.2019581 1.1424403 -2.62799613 0.57530260
#> lag1_var4 1.9807858 1.1442333 0.20413574 3.41366753
#> const 0.9142027 5.3287530 -5.77305815 8.08872801
#> exo1 0.6235337 0.4057276 -0.08824231 0.97756255
#> exo2 -0.4489203 0.2574666 -0.72236563 -0.04233805
#> exo3 -0.6872198 0.3138962 -1.07169720 -0.26809904
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6036679 0.1413425 0.4195996 0.78746398
#> lag1_var2 -0.9419845 0.5984839 -1.8079830 -0.15416985
#> lag1_var3 -1.5337461 0.7964638 -2.6460463 -0.57256959
#> lag1_var4 2.3187663 0.7975632 1.3583536 3.43362783
#> const 3.2058845 5.0141827 -2.9052674 9.90541805
#> exo1 0.5045323 0.4134670 -0.2017456 0.88805455
#> exo2 -0.4255767 0.2216787 -0.6671772 -0.08136812
#> exo3 -0.6982233 0.2730662 -1.0063847 -0.32442727
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002210133 0.001104837 0.001169497 0.00394071
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009584381 0.01324938 -0.03108494 0.0004099377
#> Sigma[2,2] 0.480713688 0.16084789 0.33925828 0.7488750454
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006914559 0.008945659 -0.005394164 0.01836187
#> Sigma[3,2] -0.400721364 0.118639704 -0.573924154 -0.24190991
#> Sigma[3,3] 0.812378839 0.146622204 0.607583530 1.01254945
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002428983 0.009515647 -0.01090279 0.01563138
#> Sigma[4,2] -0.170009475 0.086712405 -0.29880701 -0.06748603
#> Sigma[4,3] 0.650001493 0.106778029 0.50857419 0.78878806
#> Sigma[4,4] 0.600506821 0.083018067 0.47469482 0.69674335
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98299219 0.03592031 0.93592618 1.034423423
#> lag1_var2 -0.02290401 0.12878490 -0.18560885 0.137244534
#> lag1_var3 -0.05108728 0.26338148 -0.37799046 0.282063312
#> lag1_var4 0.05806352 0.24598871 -0.25167326 0.365995133
#> const 0.08883273 0.46857576 -0.62081128 0.652289737
#> exo1 0.03554050 0.05129869 -0.03598603 0.094398268
#> exo2 -0.05831728 0.05857475 -0.15271912 0.001737673
#> exo3 0.03676078 0.05804398 -0.05467508 0.089505182
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3326505 0.4218193 -0.9111286 0.1345703
#> lag1_var2 -0.1032909 1.1827050 -1.6512052 1.6958886
#> lag1_var3 -1.7117381 2.4894191 -4.7967395 2.1235668
#> lag1_var4 1.6732908 2.3514730 -1.9258540 4.6327397
#> const 11.8745162 7.7954762 1.1847931 21.2361380
#> exo1 -0.2709610 0.7244060 -0.9514099 0.9730533
#> exo2 0.5043553 0.8144083 -0.7162521 1.4212306
#> exo3 0.3660782 0.8509207 -0.7093056 1.6799144
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7105034 0.6716360 -0.4104802 1.3829847
#> lag1_var2 2.0878803 1.6499952 0.1865836 4.7444893
#> lag1_var3 4.9700160 3.3980946 0.8353028 10.3832692
#> lag1_var4 -4.2669284 3.1104779 -9.1310859 -0.3918383
#> const -3.5792819 7.8069026 -15.5768826 5.7798137
#> exo1 0.3677590 0.7457983 -0.7246511 1.2223028
#> exo2 -0.6113811 0.7620223 -1.4092435 0.4638527
#> exo3 0.6733714 1.0011418 -0.4245529 2.2060268
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5514514 0.5727048 -0.42116172 1.1340719
#> lag1_var2 1.9324808 1.3305301 0.67568970 4.2621724
#> lag1_var3 3.9069956 2.7201011 1.10735558 8.5968099
#> lag1_var4 -3.2126973 2.4978227 -7.52022730 -0.5785049
#> const 1.6769422 7.4675906 -7.25821446 10.6519771
#> exo1 0.2454212 0.8043237 -1.04135148 1.1024037
#> exo2 -0.3644428 0.6349173 -1.25710466 0.4678178
#> exo3 0.9333182 0.8908266 -0.08179632 2.3616160
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001617939 0.0003674431 0.001225841 0.002186813
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02633294 0.005114216 -0.03364862 -0.01992817
#> Sigma[2,2] 0.82787747 0.093768269 0.70753308 0.96808777
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02329539 0.003063747 0.01920964 0.02738028
#> Sigma[3,2] -0.71405602 0.066895480 -0.79916434 -0.61753265
#> Sigma[3,3] 0.91697508 0.088822238 0.81336423 1.05569911
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008019158 0.004481094 0.0008479378 0.01265079
#> Sigma[4,2] -0.231074263 0.077357862 -0.3392075731 -0.11885097
#> Sigma[4,3] 0.536069415 0.071461389 0.4755119686 0.65966401
#> Sigma[4,4] 0.441986239 0.062362715 0.3583184579 0.53644183
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.086706081 0.01816250 1.05957730 1.10976095
#> lag1_var2 -0.180518912 0.07721777 -0.29517358 -0.10090643
#> lag1_var3 -0.304081898 0.13020179 -0.49481565 -0.16783219
#> lag1_var4 0.259712869 0.12228758 0.13323087 0.43797103
#> const 0.309820656 0.47083605 -0.34512670 0.94247838
#> exo1 0.006898575 0.03694364 -0.03054662 0.06327799
#> exo2 -0.069277513 0.04601509 -0.14837746 -0.02141671
#> exo3 0.004688006 0.03849792 -0.04171556 0.06073769
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4049653 0.5592716 -2.0599340 -0.5349988
#> lag1_var2 4.1543369 1.6992972 1.8398574 6.4748492
#> lag1_var3 5.4198877 2.8291216 1.6007520 9.2844629
#> lag1_var4 -4.9828849 2.6189224 -8.5497038 -1.4584736
#> const 13.0265450 16.7613349 -9.7334603 36.7238695
#> exo1 0.5006072 0.7446093 -0.5022269 1.5780246
#> exo2 1.4432274 1.1294110 -0.1076949 3.0023904
#> exo3 -0.2418754 1.0767902 -1.8648167 1.0529331
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.36156974 0.4896480 0.7817853 2.1074099
#> lag1_var2 -0.67230551 0.9928010 -1.9911323 0.6358231
#> lag1_var3 -0.21019148 1.6546454 -2.3242640 1.9816896
#> lag1_var4 0.78648010 1.5279520 -1.3175433 2.7022146
#> const -12.07287091 12.7086084 -28.0199936 5.8552755
#> exo1 0.26187927 1.1283780 -1.2034863 1.7604776
#> exo2 -1.31799323 0.8885633 -2.6867168 -0.4117213
#> exo3 0.07929962 0.8358405 -0.9656961 1.3259166
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.49007496 0.3585703 -0.006962838 0.9705273
#> lag1_var2 1.70751252 0.9172714 0.169927441 2.6341176
#> lag1_var3 2.85360096 1.5335233 0.204769185 4.3019737
#> lag1_var4 -1.97985829 1.4421795 -3.281261507 0.5676096
#> const -5.57173908 5.0123522 -13.493952048 0.3544192
#> exo1 0.61572679 0.8848813 -0.584120129 1.7836845
#> exo2 -0.45244905 0.4837586 -1.091615602 0.2091415
#> exo3 -0.08874872 0.5915610 -0.898535955 0.5597579
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02034871 0.003320902 0.01550092 0.02456279
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009791822 0.01353684 -0.02835171 0.00894919
#> Sigma[2,2] 0.193676043 0.04434407 0.13217301 0.24892159
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000762828 0.01423520 -0.02009059 0.01722295
#> Sigma[3,2] -0.242482981 0.07464715 -0.36200800 -0.16925401
#> Sigma[3,3] 0.440885465 0.12445303 0.33800994 0.63963754
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007924814 0.007679901 -0.01668598 0.002486052
#> Sigma[4,2] -0.142433131 0.060414108 -0.24093244 -0.083215242
#> Sigma[4,3] 0.333005547 0.091751971 0.26094638 0.478704799
#> Sigma[4,4] 0.279206683 0.066056774 0.21442519 0.387339530
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94180604 0.03992597 0.89795779 1.0078184
#> lag1_var2 0.14408136 0.14146493 -0.05597290 0.3274041
#> lag1_var3 0.22636214 0.25782774 -0.07298914 0.6209117
#> lag1_var4 -0.21965152 0.24314827 -0.60228504 0.0658617
#> const 0.88703730 1.75936780 -1.78311876 3.1701312
#> exo1 0.05860735 0.10015575 -0.09819620 0.1562382
#> exo2 -0.02619589 0.09187977 -0.13816266 0.1001644
#> exo3 0.13302328 0.17150699 -0.07664113 0.3850179
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1962977 0.1108771 -0.3173052 -0.0197143
#> lag1_var2 2.1288399 0.5983745 1.2067205 2.9257407
#> lag1_var3 2.6440045 0.9417836 1.0926398 3.8122846
#> lag1_var4 -2.4888956 0.8706779 -3.5732619 -1.0620568
#> const 0.5792056 5.5344228 -5.3247897 7.9130779
#> exo1 -0.2167262 0.3141689 -0.5686218 0.2677131
#> exo2 0.2532031 0.4918849 -0.2739065 1.0748715
#> exo3 3.9697169 0.3062833 3.5585542 4.4139136
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09028844 0.2145724 -0.40064009 0.1823241
#> lag1_var2 -0.46804065 0.9215308 -1.54977358 0.8039075
#> lag1_var3 -1.31118176 1.4791530 -2.99097238 0.8438549
#> lag1_var4 2.05353037 1.3736990 0.02189005 3.6364800
#> const 6.59456700 6.4769457 -2.27691796 15.4304825
#> exo1 0.29839171 0.5300432 -0.40035378 1.0254696
#> exo2 3.59974804 0.7533262 2.60877017 4.6601076
#> exo3 -5.54244319 0.5851682 -6.36119888 -4.7549310
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2510804 0.1825044 -0.50391586 0.01126925
#> lag1_var2 0.4255269 0.7028392 -0.46510265 1.34738653
#> lag1_var3 -0.5170364 1.1569485 -1.96110799 0.90592892
#> lag1_var4 1.3538458 1.0771124 -0.01246873 2.70589772
#> const 6.7585484 4.8288728 -0.25340443 12.70849137
#> exo1 0.1917705 0.4088090 -0.31155917 0.79950940
#> exo2 4.2336471 0.5923128 3.50304008 5.12864320
#> exo3 -3.6362365 0.4654108 -4.25269832 -2.97810079
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000779717 0.0002046489 0.0004780456 0.0009587161
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001542154 0.002532808 -0.002046719 0.005533497
#> Sigma[2,2] 0.130662934 0.036849690 0.100332001 0.194658714
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006698474 0.004544374 0.001797838 0.01304261
#> Sigma[3,2] -0.056837374 0.049975681 -0.113207183 0.02493918
#> Sigma[3,3] 0.555438766 0.115975304 0.384661778 0.69314533
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007940364 0.004408399 0.003390213 0.01365474
#> Sigma[4,2] 0.019728045 0.050274248 -0.041814622 0.09518049
#> Sigma[4,3] 0.551975199 0.127460970 0.364114866 0.70886061
#> Sigma[4,4] 0.596073956 0.138565467 0.397279831 0.77247693
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00029821 0.02093464 0.9737736543 1.030749673
#> lag1_var2 -0.05762545 0.05487208 -0.1384766726 0.014416072
#> lag1_var3 -0.10894756 0.09373850 -0.2484546670 0.009031745
#> lag1_var4 0.10238850 0.08808683 -0.0095045615 0.233079600
#> const 0.37183744 0.45437971 -0.3943983910 0.855086978
#> exo1 0.03552072 0.01992116 0.0008295269 0.055534493
#> exo2 -0.06724021 0.02027177 -0.0877016289 -0.037136260
#> exo3 0.01243559 0.02650658 -0.0230496941 0.047105950
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1111230 0.2103406 -0.1576432 0.38124778
#> lag1_var2 0.5891717 0.7390947 -0.3935318 1.57410230
#> lag1_var3 -0.4086193 1.2873419 -2.1238088 1.29989501
#> lag1_var4 0.3432334 1.2081493 -1.2492511 1.94690541
#> const 1.4515162 3.3328764 -3.3039311 4.54403925
#> exo1 -0.4145490 0.3884804 -1.0148440 0.02314087
#> exo2 2.2300698 0.2394118 1.8955213 2.55388939
#> exo3 -0.1231330 0.3472873 -0.6803397 0.26249095
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.83243844 0.4665112 0.02315767 1.2772881
#> lag1_var2 -2.37103348 1.4990415 -4.63810256 -0.7203618
#> lag1_var3 -3.49063566 2.8569409 -7.97784951 -0.3640302
#> lag1_var4 4.26594340 2.6911075 1.35321832 8.4974282
#> const -9.98894777 10.4764911 -26.10953245 2.6974803
#> exo1 0.43899266 0.8978689 -0.63675452 1.8171135
#> exo2 -1.33784393 0.5279470 -1.93851717 -0.5020058
#> exo3 -0.09910539 1.0887840 -1.84515247 0.8046280
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95473362 0.4574120 0.2558855 1.4911520
#> lag1_var2 -2.59661650 1.4414273 -4.6881170 -0.8995053
#> lag1_var3 -4.71725236 2.7604248 -8.9114851 -1.7471307
#> lag1_var4 5.45205488 2.6054835 2.6424424 9.4081388
#> const -10.58362725 11.1929101 -27.8216315 2.2071774
#> exo1 0.25276983 0.9342048 -0.6971813 1.7213135
#> exo2 0.06668531 0.5728959 -0.4706776 0.9685290
#> exo3 -0.16434127 1.1335400 -1.9740953 0.8453673
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003721081 0.0009504513 0.002706544 0.005282268
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03607253 0.0101086 -0.04967627 -0.02258185
#> Sigma[2,2] 1.30019440 0.3413889 0.89111660 1.79977769
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004326347 0.005536369 -0.003539627 0.01143916
#> Sigma[3,2] -0.401489386 0.100949014 -0.560178769 -0.28970250
#> Sigma[3,3] 0.209984654 0.047460281 0.162790650 0.28363139
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01156243 0.005177186 -0.01974551 -0.005733809
#> Sigma[4,2] 0.14927287 0.055463787 0.07797097 0.230671202
#> Sigma[4,3] 0.04706275 0.029478412 0.01908316 0.099315330
#> Sigma[4,4] 0.12311496 0.030314646 0.08984145 0.170569139
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.940663558 0.03308896 0.88994510 0.97657903
#> lag1_var2 0.089385874 0.06341079 0.01272229 0.17892631
#> lag1_var3 0.201815348 0.14492217 0.02553165 0.40651403
#> lag1_var4 -0.163204010 0.12530579 -0.34061497 -0.01122536
#> const -0.272052708 0.75176636 -1.32130689 0.68078374
#> exo1 0.007428364 0.04466751 -0.05516595 0.07121238
#> exo2 0.045256397 0.06794384 -0.02967392 0.14956923
#> exo3 0.099629987 0.04873969 0.02168205 0.15660935
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01968737 0.6243349 -0.8147475 0.7883435
#> lag1_var2 -0.31353768 1.2072264 -1.6684557 1.5499647
#> lag1_var3 -1.05310439 2.7889599 -4.5465950 3.0558276
#> lag1_var4 1.21797027 2.4182503 -2.3865264 4.1532352
#> const 4.42242839 4.6907683 -2.5728582 9.6536719
#> exo1 0.75656311 1.0415320 -0.4892445 2.0721924
#> exo2 -0.43833512 1.1668466 -2.1563858 0.9315344
#> exo3 -0.04656526 0.9026643 -1.3363556 1.0568299
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14650983 0.2407282 -0.4259424 0.2245803
#> lag1_var2 -0.16308843 0.4839326 -0.9856429 0.3083500
#> lag1_var3 0.30643949 1.1410232 -1.5648430 1.5841721
#> lag1_var4 0.57174288 0.9826711 -0.4928944 2.2068699
#> const 6.65362237 4.3466508 1.5519079 13.8088487
#> exo1 -0.25425163 0.3924771 -0.7743744 0.2493854
#> exo2 -0.55814562 0.3812355 -1.1506530 -0.1219128
#> exo3 -0.06649542 0.3027944 -0.4056705 0.3888719
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22946365 0.1344016 -0.3521536 -0.03824954
#> lag1_var2 -0.61510228 0.2086598 -0.8878454 -0.30629918
#> lag1_var3 -0.78605385 0.5103990 -1.4356773 -0.05186492
#> lag1_var4 1.80671688 0.4389789 1.1664638 2.36437474
#> const 7.81510467 2.3630491 4.7480896 11.41831952
#> exo1 0.07639043 0.2259664 -0.2728872 0.33525664
#> exo2 -0.78354582 0.4111816 -1.2904910 -0.30425704
#> exo3 -0.02855996 0.3389371 -0.5028346 0.40187741
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001491285 0.003390505 0.0002881261 0.006439399
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001409225 0.00389702 -0.007806917 0.001798455
#> Sigma[2,2] 0.234880348 0.06285165 0.177421984 0.343247203
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003233452 0.005997978 -0.01339066 0.003843919
#> Sigma[3,2] -0.425198459 0.120064580 -0.60020520 -0.312804307
#> Sigma[3,3] 1.396310823 0.206088892 1.13647588 1.641000236
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004153824 0.007270443 -0.01698274 0.002970243
#> Sigma[4,2] -0.330137115 0.098924421 -0.46350817 -0.228540176
#> Sigma[4,3] 1.248893960 0.166329241 1.01332089 1.442825736
#> Sigma[4,4] 1.141116837 0.136945942 0.92703154 1.291320252
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.001943337 0.01345672 0.98861833 1.024841525
#> lag1_var2 -0.035259784 0.02795659 -0.07370024 0.001353873
#> lag1_var3 -0.073686874 0.07984160 -0.16417203 0.047044706
#> lag1_var4 0.066364060 0.08080976 -0.05651939 0.155594498
#> const 0.351216558 0.17423976 0.10369138 0.580959285
#> exo1 0.004899704 0.01570310 -0.01475861 0.027021368
#> exo2 -0.020193279 0.02087956 -0.04976133 0.003922010
#> exo3 0.018860836 0.02140340 -0.01034474 0.049813186
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16499314 0.1949436 -0.05808085 0.4698159
#> lag1_var2 0.29198372 0.8229294 -1.15373411 1.0542952
#> lag1_var3 -0.74634041 1.7183947 -3.82327977 0.7122519
#> lag1_var4 0.58493948 1.6872684 -0.81899243 3.6087633
#> const 5.22996966 5.1356305 -1.54402920 12.3052279
#> exo1 -0.08432665 0.4277409 -0.78293549 0.4045668
#> exo2 0.59292902 0.3507232 0.08010661 0.9965068
#> exo3 0.07213352 0.2943511 -0.28108383 0.5605737
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3808150 0.4567928 -1.0125663 0.07239028
#> lag1_var2 3.1804837 2.3029907 0.7964001 6.64991735
#> lag1_var3 6.7954714 4.6746511 1.8325974 14.12268335
#> lag1_var4 -5.6634129 4.5332931 -12.8092955 -0.83421756
#> const 1.2944402 7.3671775 -9.3371492 11.42825541
#> exo1 -0.6231781 1.3883503 -1.8511058 1.92557908
#> exo2 -0.5635652 1.0853648 -1.7842376 1.02646250
#> exo3 0.6884679 0.9260960 -0.7621396 1.80950878
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3214678 0.4235593 -0.9446506 0.1084232
#> lag1_var2 3.1871608 2.0641105 0.8534035 6.0997017
#> lag1_var3 6.1370640 4.1800801 1.2759168 12.2734681
#> lag1_var4 -5.0628373 4.0410610 -11.0352212 -0.3435698
#> const 3.2859114 6.0357671 -4.9989900 12.1725269
#> exo1 -0.6834991 1.2611350 -1.8051390 1.6207524
#> exo2 -0.2741225 1.0260474 -1.4008281 1.2316366
#> exo3 0.7687164 0.8625170 -0.5272342 1.9138590
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008821188 0.0003968014 0.0005506654 0.001551566
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006803852 0.004140586 -0.0124034 -0.0009347746
#> Sigma[2,2] 0.433448695 0.118432147 0.3187547 0.6246993044
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004364207 0.003802539 -0.001446664 0.009201858
#> Sigma[3,2] -0.370905145 0.101016703 -0.511360580 -0.232043786
#> Sigma[3,3] 0.465233559 0.110652187 0.301097505 0.600630402
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -6.641363e-05 0.001680724 -0.002462285 0.001777605
#> Sigma[4,2] -8.963139e-02 0.050869609 -0.154963833 -0.019557738
#> Sigma[4,3] 2.320849e-01 0.061803429 0.154890319 0.330407546
#> Sigma[4,4] 1.819982e-01 0.038660395 0.141998520 0.240531988
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02926244 0.03550926 0.988521213 1.082651077
#> lag1_var2 -0.14499430 0.07151941 -0.216676740 -0.037632413
#> lag1_var3 -0.23862479 0.10469197 -0.327165914 -0.079970171
#> lag1_var4 0.21642077 0.09548607 0.069943510 0.297651503
#> const 0.71123549 0.24188211 0.376916080 1.044630092
#> exo1 -0.03416262 0.02371105 -0.069918228 -0.004715561
#> exo2 -0.05720209 0.02250325 -0.091986403 -0.029181700
#> exo3 0.04731276 0.02779171 0.008811737 0.086078681
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3073850 0.5411251 -1.0391668 0.4272971
#> lag1_var2 2.5597278 1.8715217 -0.4889143 4.4682093
#> lag1_var3 3.1486305 2.9497536 -1.6603737 6.1760327
#> lag1_var4 -3.0407173 2.7758949 -5.8438854 1.4964068
#> const 2.9800153 4.9737799 -4.4224763 9.2590253
#> exo1 -0.0956404 0.3448548 -0.6134163 0.3200636
#> exo2 0.4859946 0.6738553 -0.4581393 1.1988151
#> exo3 0.6787078 0.3546429 0.1644613 1.1493319
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8377985 0.6671592 0.0467382 1.8778704
#> lag1_var2 -1.8930887 2.0912439 -4.6672323 1.1317948
#> lag1_var3 -2.4151715 3.2662366 -6.6964669 2.2608628
#> lag1_var4 3.0894217 3.0583035 -1.3604176 6.9582074
#> const -1.5581614 6.0089411 -10.2284759 7.1614226
#> exo1 0.8043278 0.4862372 0.1801993 1.5715219
#> exo2 -0.6637437 0.8362004 -1.9458840 0.2454214
#> exo3 1.2124699 0.3929948 0.8244353 1.8368309
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6453161 0.5332206 -0.00502858 1.4841058
#> lag1_var2 -0.5790322 1.2770607 -2.28221275 1.2350364
#> lag1_var3 -0.9083098 1.9679647 -3.47636520 1.9118051
#> lag1_var4 1.6636986 1.8056385 -0.93132408 3.9779366
#> const -0.5202260 3.8394395 -5.53159255 5.3511805
#> exo1 0.7819403 0.3435402 0.34369916 1.3226781
#> exo2 -0.3342778 0.5570221 -1.31016734 0.1898659
#> exo3 1.7625491 0.2550786 1.41973025 2.0957164
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002258621 0.0006565153 0.001410393 0.003222042
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003989379 0.001883924 -0.006113158 -0.001012926
#> Sigma[2,2] 0.034599074 0.006792338 0.025500198 0.043788002
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004615715 0.002251364 -0.00773063 -0.002200549
#> Sigma[3,2] -0.010751421 0.006132933 -0.01921255 -0.003243122
#> Sigma[3,3] 0.037469596 0.006146394 0.02989138 0.046586075
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00809787 0.002850588 -0.01277433 -0.005291648
#> Sigma[4,2] 0.01868677 0.005395435 0.01162047 0.026058979
#> Sigma[4,3] 0.02900423 0.009193181 0.01542611 0.040509779
#> Sigma[4,4] 0.04579127 0.012400601 0.02917679 0.063024870
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.88899887 0.05039965 0.82616698 0.960469162
#> lag1_var2 0.14699823 0.18257864 -0.11912677 0.410772303
#> lag1_var3 0.24252477 0.23516414 -0.10044923 0.575657237
#> lag1_var4 -0.22087312 0.22798962 -0.54509070 0.108712039
#> const 0.60328660 0.71276923 -0.41242005 1.538506342
#> exo1 0.03747071 0.05749898 -0.04040774 0.126189791
#> exo2 -0.06681447 0.04605111 -0.12977755 -0.002679893
#> exo3 0.01870957 0.04524787 -0.02726194 0.090159085
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21669638 0.1767930 0.01099716 0.4583614
#> lag1_var2 0.33192397 0.6722786 -0.34728494 1.2541001
#> lag1_var3 -0.80153127 0.7864968 -1.65519995 0.2614377
#> lag1_var4 0.70662449 0.7793926 -0.36582026 1.5150341
#> const 3.45198316 1.1110740 2.11023338 5.3222196
#> exo1 0.06763612 0.1659080 -0.16079218 0.2901917
#> exo2 0.05881076 0.2182269 -0.25039616 0.3410364
#> exo3 -0.07171260 0.2210618 -0.41184056 0.1881896
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1642641 0.1037757 0.04716453 0.32892437
#> lag1_var2 -0.1077894 0.5903601 -0.84804077 0.72205771
#> lag1_var3 0.6479317 0.7265883 -0.25045445 1.70977439
#> lag1_var4 0.3106218 0.7233744 -0.74055793 1.20242975
#> const -0.1605440 1.9148035 -2.84225302 2.34706725
#> exo1 -0.2278677 0.1602098 -0.46142452 -0.01984485
#> exo2 -0.8763371 0.2037323 -1.15403791 -0.59345946
#> exo3 0.3343767 0.1355412 0.17038801 0.53375699
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3430480 0.1492533 0.11170427 0.51837903
#> lag1_var2 -0.1338355 0.6438464 -1.29385690 0.47889520
#> lag1_var3 -0.3904560 0.8274894 -1.84247464 0.46582123
#> lag1_var4 1.2792823 0.8132308 0.44376699 2.70950961
#> const 1.9660795 1.9943839 -0.10511966 5.08483955
#> exo1 -0.1717941 0.1974085 -0.41458333 0.09129656
#> exo2 -0.8416253 0.1346622 -1.00309498 -0.64765799
#> exo3 0.2812615 0.1846069 -0.01701775 0.49889066
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007405545 0.00149369 0.005678717 0.009616534
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003016661 0.002324471 -0.006334747 -0.0001412621
#> Sigma[2,2] 0.036676319 0.007873832 0.029255112 0.0492234480
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003575182 0.009252289 -0.01374874 0.01146449
#> Sigma[3,2] -0.066594250 0.028063930 -0.11185158 -0.04619978
#> Sigma[3,3] 0.281233861 0.103732981 0.18090971 0.44018741
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005795443 0.008330506 -0.01462368 0.007735796
#> Sigma[4,2] -0.046842209 0.025224056 -0.08745223 -0.025587222
#> Sigma[4,3] 0.250440449 0.090707447 0.15674786 0.387292931
#> Sigma[4,4] 0.230577836 0.078926372 0.14487189 0.349403784
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00237115 0.07024488 0.92351044 1.11859120
#> lag1_var2 -0.17337706 0.26324738 -0.53231690 0.15377751
#> lag1_var3 -0.26237345 0.45306507 -0.87982088 0.31161900
#> lag1_var4 0.25207757 0.44071420 -0.30571341 0.85502266
#> const 0.65474595 1.23504457 -1.22881319 2.20966766
#> exo1 0.03259106 0.09685866 -0.08020301 0.19227809
#> exo2 -0.08329295 0.08440706 -0.19321693 0.03810667
#> exo3 0.01286820 0.08527373 -0.11236045 0.12758667
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15225929 0.1632373 -0.01619824 0.3954832
#> lag1_var2 -0.25634995 0.7453750 -1.29690438 0.7356816
#> lag1_var3 -1.89610644 1.3157632 -3.70427688 -0.1132080
#> lag1_var4 1.85987035 1.2706669 0.13985720 3.6098103
#> const -0.81841641 2.3630597 -4.57286555 1.4712820
#> exo1 0.04024691 0.1047061 -0.12557889 0.1571136
#> exo2 0.42280213 0.1571351 0.18441522 0.6142161
#> exo3 0.17528917 0.1101956 0.05640604 0.3235169
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4919957 0.4504192 -1.1774776 -0.009843912
#> lag1_var2 1.1009269 1.5367143 -0.7299759 3.296518863
#> lag1_var3 3.3673408 2.7569451 0.2475340 7.434379369
#> lag1_var4 -2.2906653 2.6608236 -6.2048886 0.708449548
#> const 7.3527035 10.3869004 -4.3842950 24.622493136
#> exo1 -0.4417694 0.4189864 -0.9935787 0.114697416
#> exo2 -0.3279985 0.6843603 -1.1854728 0.636876644
#> exo3 0.5068017 0.5434289 -0.1208783 1.186101701
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4265902 0.3851586 -0.98608104 0.01862020
#> lag1_var2 0.6579115 1.3431313 -0.92724774 2.66306980
#> lag1_var3 1.7943911 2.3641779 -0.73055105 5.48770969
#> lag1_var4 -0.7192829 2.2829551 -4.27706610 1.72376921
#> const 6.3378019 9.4221294 -4.57536094 21.90414791
#> exo1 -0.4334331 0.4034362 -0.98940034 0.09242464
#> exo2 -0.1014369 0.6398249 -0.92505911 0.74781129
#> exo3 0.6223863 0.5072938 0.03533485 1.25885214
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002730646 7.448689e-05 0.0001989017 0.0003938975
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0008627643 0.002318028 -0.004427629 0.002178675
#> Sigma[2,2] 0.5541810913 0.088870243 0.418939787 0.669351583
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006298677 0.003196152 0.003112776 0.01127974
#> Sigma[3,2] -0.260669234 0.146031053 -0.476162452 -0.09410277
#> Sigma[3,3] 0.735761257 0.210812571 0.504898759 1.06974717
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006171362 0.003228643 0.002821217 0.01104942
#> Sigma[4,2] 0.083005545 0.135457418 -0.137976377 0.24736963
#> Sigma[4,3] 0.613142636 0.180476402 0.396599969 0.85004171
#> Sigma[4,4] 0.706401788 0.206130352 0.457801836 1.02617568
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973379614 0.01253435 0.95761897 0.99159750
#> lag1_var2 -0.002427216 0.06033640 -0.07183178 0.07952876
#> lag1_var3 -0.003025716 0.09992587 -0.11869619 0.13287020
#> lag1_var4 0.001526331 0.09532621 -0.12803397 0.11019752
#> const 0.751351003 0.24980547 0.38774826 1.08972754
#> exo1 0.002332393 0.01633126 -0.01657474 0.02633387
#> exo2 -0.101279683 0.01745290 -0.12519259 -0.07939323
#> exo3 0.082308831 0.01730176 0.05460362 0.10135893
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5967596 0.4677559 -2.23924610 -0.9488103
#> lag1_var2 4.4084875 2.1637741 1.29848572 7.3562560
#> lag1_var3 6.2239158 3.6184383 0.94544889 11.1357812
#> lag1_var4 -5.6547042 3.4271335 -10.29967603 -0.7326405
#> const 5.4530380 11.2718307 -10.07503129 20.4100043
#> exo1 -0.1861310 0.8810413 -1.39893241 0.8964679
#> exo2 0.8036958 0.5520654 -0.04960824 1.4624745
#> exo3 0.2860641 1.0460046 -1.58833440 1.1340456
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2266581 0.3509627 0.8478713 1.7838610
#> lag1_var2 -0.9624018 1.6828557 -3.2077894 1.2177379
#> lag1_var3 -1.1228898 2.7753643 -4.7431804 2.5706528
#> lag1_var4 1.5138820 2.6660276 -2.0424641 5.0163343
#> const 6.0921993 10.1716346 -8.6917625 18.8743386
#> exo1 -0.1378749 0.8866840 -1.4077734 0.9797676
#> exo2 -3.5247315 0.7318744 -4.6102804 -2.6382900
#> exo3 0.4896352 0.9076324 -0.8509953 1.5361268
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2403293 0.5413216 -0.3764877 1.040751
#> lag1_var2 1.5126836 1.4131607 -0.6475859 3.288001
#> lag1_var3 2.3112080 2.3627270 -1.2457394 5.309316
#> lag1_var4 -1.5649732 2.2070598 -4.3213928 1.816031
#> const 9.1843760 10.0145559 -3.9335671 21.816291
#> exo1 -0.2587993 0.9491798 -1.4707460 1.172720
#> exo2 -3.1944312 0.7840756 -4.3677427 -2.188458
#> exo3 0.6824396 0.9519452 -0.6553089 1.974642
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003576285 0.0006603233 0.002668688 0.004477774
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01516202 0.003653791 -0.01920898 -0.01035149
#> Sigma[2,2] 0.09687244 0.026033245 0.06326160 0.13169883
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007986581 0.002406098 0.005430596 0.01184387
#> Sigma[3,2] -0.056130545 0.016300991 -0.081697718 -0.03916215
#> Sigma[3,3] 0.044038681 0.011281275 0.033877493 0.06304519
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002935287 0.001602850 0.001422571 0.005663857
#> Sigma[4,2] -0.022851437 0.008904061 -0.037273679 -0.014642430
#> Sigma[4,3] 0.025434863 0.006732473 0.017752579 0.035771621
#> Sigma[4,4] 0.018702424 0.004241980 0.013231209 0.024784560
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02805422 0.02408252 1.0047459 1.06473189
#> lag1_var2 -0.11272349 0.05689347 -0.1945094 -0.04366484
#> lag1_var3 -0.40115059 0.15507747 -0.6409503 -0.20695789
#> lag1_var4 0.35534637 0.13882245 0.1862120 0.55889965
#> const 0.54971423 0.95622749 -0.8288418 1.65692180
#> exo1 -0.02151291 0.06622306 -0.1180685 0.06371987
#> exo2 -0.09698643 0.04667311 -0.1685144 -0.03474906
#> exo3 -0.04775807 0.05772465 -0.1087041 0.04956515
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16433321 0.07896238 -0.2725290 -0.05173242
#> lag1_var2 1.02138290 0.29931470 0.6226978 1.43009597
#> lag1_var3 2.27443098 0.83020364 1.2315081 3.45758669
#> lag1_var4 -1.78114878 0.75455591 -2.9335504 -0.87453077
#> const 0.96289172 4.73651056 -5.6504306 6.62498909
#> exo1 0.01106887 0.25909702 -0.2827677 0.43531947
#> exo2 0.70040572 0.35609229 0.3062545 1.32591576
#> exo3 0.91184662 0.33412030 0.3923889 1.31769452
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09777001 0.0617674 0.02317598 0.1820136
#> lag1_var2 -0.05120028 0.2138764 -0.30993160 0.2647211
#> lag1_var3 -0.49003851 0.5153220 -1.13823865 0.2832255
#> lag1_var4 1.11956868 0.4945771 0.36004900 1.6920945
#> const 1.88884107 2.4775172 -0.86516550 5.7555897
#> exo1 0.02941452 0.1916101 -0.21975211 0.3048180
#> exo2 -0.61814715 0.2275834 -0.95358514 -0.3124095
#> exo3 -0.46063612 0.1702797 -0.69579666 -0.2627406
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03466850 0.04739933 -0.01994681 0.1082571
#> lag1_var2 0.07381626 0.14078538 -0.12406858 0.2627448
#> lag1_var3 -0.32580348 0.34279459 -0.76854170 0.1547075
#> lag1_var4 1.15318393 0.34419182 0.68689883 1.6040235
#> const 1.64146666 1.32225713 0.22470224 3.7390979
#> exo1 0.04646524 0.14166048 -0.08027719 0.2859409
#> exo2 -0.43988613 0.12083453 -0.61074554 -0.2759432
#> exo3 -0.14712211 0.12169907 -0.27350296 0.0263271
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001056762 0.0001268711 0.0008634516 0.001204255
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002353883 0.004453757 -0.006148641 0.005739987
#> Sigma[2,2] 3.5220989440 1.407217849 2.197975767 5.809989317
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002946362 0.003797133 -0.008331524 0.001819881
#> Sigma[3,2] -2.511519692 1.153894546 -4.452759444 -1.487391086
#> Sigma[3,3] 2.048287607 0.923632336 1.270688026 3.634170975
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003526623 0.002578448 -0.00635428 0.0003112785
#> Sigma[4,2] -0.786387062 0.514994200 -1.69118818 -0.3061112706
#> Sigma[4,3] 0.854432511 0.386670106 0.49482688 1.5392741470
#> Sigma[4,4] 0.513157425 0.143371977 0.36786451 0.7641574063
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99820047 0.01699284 0.975121068 1.024905901
#> lag1_var2 -0.03113396 0.03195755 -0.071690068 0.016214433
#> lag1_var3 -0.05466779 0.06284524 -0.134249256 0.037026794
#> lag1_var4 0.04512179 0.05597605 -0.036134981 0.115832082
#> const 0.61058863 0.45746290 -0.151616392 1.174304283
#> exo1 0.03095148 0.03101734 -0.009178446 0.080010714
#> exo2 -0.04570073 0.02661695 -0.080155403 -0.006285553
#> exo3 0.06285820 0.01796914 0.040702892 0.086003511
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3893656 1.192504 -2.273465 1.02127040
#> lag1_var2 0.9004405 1.412936 -1.044440 2.71543340
#> lag1_var3 0.3826102 2.572109 -3.133432 3.73662714
#> lag1_var4 -0.6766825 2.257449 -3.644133 2.35136955
#> const 29.9191999 20.260895 4.544423 61.17888098
#> exo1 -2.4835063 1.753196 -4.763209 -0.04820572
#> exo2 -2.4298767 2.045136 -5.467754 -0.33974358
#> exo3 -0.6238883 1.669927 -3.014735 1.83407863
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3597362 1.120171 -0.9453396 2.178802
#> lag1_var2 0.6854018 1.481154 -1.3224544 2.386377
#> lag1_var3 2.0518196 2.747208 -1.7543108 5.235004
#> lag1_var4 -0.7836161 2.396097 -3.5913767 2.570289
#> const -24.9953518 15.519270 -48.7085230 -7.355874
#> exo1 0.7825756 1.498444 -1.2744094 2.408816
#> exo2 0.3655859 1.522692 -1.2013244 2.694742
#> exo3 2.0758213 1.620641 -0.2189137 4.370119
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1423913 0.6255908 -0.5404256 1.10739381
#> lag1_var2 0.8121249 1.0555082 -0.5785910 2.02700532
#> lag1_var3 1.5767341 2.0209516 -1.0523351 3.95751235
#> lag1_var4 -0.4164262 1.7655094 -2.5301323 1.87153532
#> const -11.5859131 6.3751457 -20.1769006 -2.95756922
#> exo1 -0.6323741 0.8090340 -1.6404424 0.44657250
#> exo2 -0.9602690 0.7431648 -1.9525754 -0.05619275
#> exo3 2.0392001 0.9309185 0.8710472 3.46478726
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004906178 0.0008415779 0.003867106 0.006123399
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005041049 0.001587763 -0.007672085 -0.003542352
#> Sigma[2,2] 0.042805599 0.006973106 0.036398344 0.055073542
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006377976 0.002742791 0.002924295 0.01057754
#> Sigma[3,2] -0.032740962 0.008339245 -0.044773924 -0.02425145
#> Sigma[3,3] 0.045278432 0.012289022 0.037319501 0.06566174
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003167097 0.002368470 0.0002254477 0.006612675
#> Sigma[4,2] -0.001546070 0.006187557 -0.0104496365 0.006886703
#> Sigma[4,3] 0.023844762 0.008011701 0.0164900288 0.037249549
#> Sigma[4,4] 0.025628934 0.006094755 0.0184602126 0.035284149
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94704277 0.05875650 0.88004800 1.04253322
#> lag1_var2 -0.43740139 0.25982314 -0.82084355 -0.09432000
#> lag1_var3 -0.60867177 0.35607562 -1.14976742 -0.16732637
#> lag1_var4 0.61907681 0.34122881 0.19570628 1.13775806
#> const 0.28071432 1.06664121 -1.41743546 1.58723478
#> exo1 0.05911479 0.08060183 -0.04270312 0.17404342
#> exo2 -0.11311465 0.05066337 -0.17299631 -0.04506307
#> exo3 0.07464637 0.07633681 -0.04769237 0.14566674
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1732955 0.1241420 0.0001164767 0.35591549
#> lag1_var2 1.2364751 0.7137854 0.1133459003 2.05615828
#> lag1_var3 1.2555290 0.9593652 -0.2615956727 2.42493043
#> lag1_var4 -1.2050050 0.9398958 -2.3459796062 0.27297259
#> const 0.9119515 2.0581192 -1.6622533774 3.53686459
#> exo1 -0.0757034 0.1389502 -0.2640203205 0.09432368
#> exo2 1.8625228 0.1319310 1.7134671357 2.03923925
#> exo3 0.8802094 0.2405113 0.6022750194 1.26741956
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18553840 0.1185620 -0.3231462 -0.01811479
#> lag1_var2 0.24736567 0.5595314 -0.4685418 1.07190343
#> lag1_var3 0.77682017 0.8274383 -0.3452535 1.97015340
#> lag1_var4 0.17638991 0.7976091 -0.9726863 1.25802486
#> const 2.57740059 2.0849126 0.2975956 5.28998720
#> exo1 -0.00882298 0.1571046 -0.2046402 0.22345367
#> exo2 -1.93758813 0.2417996 -2.3231595 -1.67765714
#> exo3 -0.31489382 0.1848676 -0.5811237 -0.08498314
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09203069 0.07845357 -0.2176932 -0.01245911
#> lag1_var2 0.84228649 0.40895510 0.2628474 1.32314234
#> lag1_var3 1.31471498 0.62039115 0.3991343 2.00885429
#> lag1_var4 -0.29655253 0.60833941 -0.9917857 0.59338854
#> const 2.39528002 1.40053232 0.2344292 4.01699795
#> exo1 -0.06852443 0.19491133 -0.2713984 0.25215137
#> exo2 -0.65549416 0.22599961 -1.0258061 -0.36575167
#> exo3 0.38111287 0.16760560 0.1660327 0.64660639
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004269987 0.0001487639 0.0002717704 0.0006755776
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00332568 0.001928949 -0.006314829 -0.000914602
#> Sigma[2,2] 0.38764651 0.080543562 0.269930193 0.507001952
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006858256 0.0006724252 -0.0003738194 0.001355098
#> Sigma[3,2] -0.0950341986 0.0209708012 -0.1336913347 -0.076836191
#> Sigma[3,3] 0.0341062371 0.0057016032 0.0278582924 0.043256647
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.802404e-05 0.0005450664 -0.0008023337 0.0005486866
#> Sigma[4,2] -1.054490e-02 0.0148906717 -0.0314869989 0.0052596732
#> Sigma[4,3] 1.367352e-02 0.0041959214 0.0080918289 0.0191874765
#> Sigma[4,4] 1.344522e-02 0.0034322779 0.0095515251 0.0186089010
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996614868 0.009609494 0.981599991 1.007577086
#> lag1_var2 0.005850029 0.005997025 -0.002822586 0.014300884
#> lag1_var3 0.005013774 0.025043162 -0.027771477 0.041574314
#> lag1_var4 -0.028284242 0.022994185 -0.058307098 0.004097692
#> const 0.590869364 0.263159107 0.257041795 1.003832354
#> exo1 0.010464482 0.018506599 -0.006284745 0.043637599
#> exo2 0.007598764 0.024827019 -0.022077880 0.048255328
#> exo3 -0.004282814 0.021743566 -0.031831804 0.028457802
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4629538 0.2718811 -0.83581217 -0.07538425
#> lag1_var2 0.4149761 0.3725038 -0.06727117 0.88559840
#> lag1_var3 -2.2071938 1.5109870 -4.21837548 -0.31382551
#> lag1_var4 2.2286601 1.2596543 0.68128126 3.87091602
#> const 8.9121769 6.6467346 1.78754053 18.95935021
#> exo1 -0.2566402 0.3408784 -0.70927215 0.23331016
#> exo2 1.0188466 0.5849339 0.33608303 1.72118755
#> exo3 -0.1260057 0.6538943 -0.99685805 0.62551456
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.162309739 0.09200888 0.03758497 0.2933799
#> lag1_var2 0.001224712 0.14784528 -0.16816306 0.2010886
#> lag1_var3 0.909699563 0.61195057 0.22360226 1.7389369
#> lag1_var4 -0.046112102 0.52353779 -0.74617364 0.5414239
#> const -0.116953457 2.30670474 -3.13199334 3.0787304
#> exo1 0.058344889 0.13927994 -0.17746097 0.2281363
#> exo2 -0.726223299 0.20365950 -1.03900833 -0.5024572
#> exo3 0.174981280 0.23255931 -0.08796008 0.4957105
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008692544 0.04903915 -0.05483180 0.07386990
#> lag1_var2 0.096780407 0.05599840 0.04138448 0.18204161
#> lag1_var3 0.360327760 0.22793648 0.14839384 0.71206941
#> lag1_var4 0.585173998 0.20692277 0.27786199 0.80609766
#> const 0.986622005 1.41679028 -0.68942490 3.08792175
#> exo1 -0.002329488 0.07768612 -0.11905468 0.08447453
#> exo2 -0.530763315 0.10117568 -0.69395745 -0.44500277
#> exo3 0.170484822 0.10969869 0.04741212 0.35195753
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009101086 0.0002724404 0.0005552012 0.001258685
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01341616 0.003058444 -0.01774022 -0.009373501
#> Sigma[2,2] 1.42873850 0.242566489 1.12244602 1.784985542
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01045227 0.002958316 0.006092821 0.01374944
#> Sigma[3,2] -0.84264018 0.154694154 -1.087916279 -0.70009470
#> Sigma[3,3] 0.59859178 0.094442790 0.488265503 0.74967911
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004413643 0.002478835 0.0007629064 0.007616443
#> Sigma[4,2] -0.165500548 0.068199433 -0.2718172154 -0.071827091
#> Sigma[4,3] 0.209135515 0.036587978 0.1554845626 0.249503379
#> Sigma[4,4] 0.142503729 0.019700765 0.1131457506 0.165497124
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0287582117 0.02144989 0.99886664 1.0600538864
#> lag1_var2 -0.1064448523 0.04582350 -0.16629435 -0.0427772776
#> lag1_var3 -0.2133123550 0.09613774 -0.34036166 -0.0809632959
#> lag1_var4 0.1899254410 0.08817473 0.06739805 0.3065410872
#> const 0.5727942313 0.22761662 0.16746968 0.7604017651
#> exo1 0.0001924206 0.03234469 -0.05308955 0.0399377613
#> exo2 -0.1688847289 0.03873753 -0.22063143 -0.1156250952
#> exo3 -0.0543100041 0.03703061 -0.09805165 0.0005538624
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0925387 0.8841178 -2.3547615 -0.01407197
#> lag1_var2 5.2653479 1.6241951 2.9631051 7.34288556
#> lag1_var3 9.9459021 3.3414475 5.2381236 14.21404334
#> lag1_var4 -9.3630367 3.0482749 -13.3342350 -5.13589160
#> const 1.2719321 13.4745458 -14.4269013 22.17583998
#> exo1 0.2244403 1.2223486 -1.6737103 1.50434077
#> exo2 2.3140158 0.9014066 0.9855208 3.46525255
#> exo3 1.1735932 1.3853993 -1.2891977 2.45605715
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0083023 0.6153768 0.1966436 1.8986848
#> lag1_var2 -2.9555999 1.1546535 -4.3551553 -1.1166556
#> lag1_var3 -5.6869542 2.3424343 -8.5740569 -1.9778623
#> lag1_var4 6.2452429 2.1241139 2.9061117 8.8964782
#> const -3.2872695 9.0706661 -15.7821561 7.7744720
#> exo1 -0.1091119 0.5933664 -0.5987589 0.8872882
#> exo2 -4.8166202 0.7265307 -5.5742414 -3.6881633
#> exo3 -0.5251470 0.9765731 -1.5050555 1.1880189
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47349407 0.2962823 0.1940533 0.9550329342
#> lag1_var2 -0.69873006 0.5226775 -1.3410075 -0.0006142446
#> lag1_var3 -1.46642118 1.0582861 -2.8172425 -0.0739982350
#> lag1_var4 2.33812340 0.9535498 1.1129608 3.5607920316
#> const -3.99360491 5.1460738 -11.7329691 2.2554458416
#> exo1 0.01439385 0.1682970 -0.1911100 0.2707971495
#> exo2 -3.94684648 0.4346439 -4.4746017 -3.4061325862
#> exo3 0.06958617 0.3990897 -0.4187644 0.6429513332
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009029015 0.0002259859 0.0006838149 0.001247316
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02535645 0.01020489 -0.04263325 -0.01705927
#> Sigma[2,2] 1.99675012 0.53908222 1.43285109 2.87260867
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01349061 0.007099854 0.008235538 0.02600215
#> Sigma[3,2] -1.25119677 0.399560294 -1.906503556 -0.84506129
#> Sigma[3,3] 0.93477579 0.298616941 0.631094701 1.41205221
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002140203 0.002803246 -0.005614881 0.00185992
#> Sigma[4,2] -0.064399387 0.107015154 -0.219318195 0.06163173
#> Sigma[4,3] 0.208710389 0.073894499 0.107921074 0.31164175
#> Sigma[4,4] 0.190788702 0.037507698 0.133418018 0.23300883
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996379564 0.02085675 0.96951444 1.024693792
#> lag1_var2 -0.039020421 0.03679974 -0.07903153 0.008238491
#> lag1_var3 -0.069028700 0.06354901 -0.13955769 0.013222092
#> lag1_var4 0.056598471 0.05777244 -0.01737422 0.121330184
#> const 0.838948121 0.32719548 0.33688628 1.210731923
#> exo1 -0.009088094 0.02960524 -0.06024469 0.017461494
#> exo2 -0.048128338 0.04070604 -0.09517478 0.012064993
#> exo3 0.013314490 0.03465826 -0.03502512 0.062848006
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.1903710 0.894813 -3.3876560 -1.024060
#> lag1_var2 6.7851264 1.986727 3.5187383 8.999026
#> lag1_var3 9.9084394 3.379575 4.3653737 13.702757
#> lag1_var4 -9.1076776 2.945579 -12.4402532 -4.263518
#> const 8.2589102 18.304926 -7.7932319 36.979361
#> exo1 -0.3896386 1.574849 -2.0725000 2.018974
#> exo2 0.6696854 1.466959 -1.4181617 2.325347
#> exo3 0.9480849 1.179802 -0.2242554 2.889157
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.9649313 0.6022252 1.098442 2.7163110
#> lag1_var2 -3.9300016 1.6012022 -5.794408 -1.5476563
#> lag1_var3 -5.7609100 2.6939305 -8.917897 -1.7419062
#> lag1_var4 5.9564013 2.3742037 2.409228 8.6966535
#> const -2.2153753 12.1273401 -23.100854 7.4556536
#> exo1 0.2043115 1.0978487 -1.324320 1.5542383
#> exo2 -1.0312177 0.9400030 -2.145546 0.3955061
#> exo3 0.5795617 1.0003543 -1.030413 1.5896701
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68991906 0.1173085 0.4915436 0.803065168
#> lag1_var2 -0.27574108 0.5872654 -1.1710149 0.429413649
#> lag1_var3 -0.51384224 0.9451501 -1.9429340 0.611368263
#> lag1_var4 1.18699545 0.8490879 0.1388808 2.464520714
#> const 1.88223477 5.3969563 -6.1605232 8.999038360
#> exo1 -0.02240115 0.3588639 -0.4972845 0.478669475
#> exo2 -0.64808528 0.5396675 -1.4893160 -0.001653918
#> exo3 1.25102181 0.5344634 0.5705197 1.957318554
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008181437 0.0001629958 0.0005409926 0.001008145
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01132808 0.003468079 -0.01610591 -0.006864373
#> Sigma[2,2] 0.44686278 0.138466001 0.30560927 0.657860118
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009482831 0.004956913 0.003178703 0.01683859
#> Sigma[3,2] -0.319085176 0.116812230 -0.505497155 -0.18223636
#> Sigma[3,3] 0.578926705 0.197168055 0.420750890 0.89133652
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003032518 0.003597458 -0.00110929 0.008927016
#> Sigma[4,2] -0.061790453 0.075685672 -0.19509235 0.000908496
#> Sigma[4,3] 0.418182674 0.154194097 0.28992822 0.683168681
#> Sigma[4,4] 0.407213010 0.135054597 0.27802196 0.642132596
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98407536 0.01443284 0.96171798 1.00288117
#> lag1_var2 -0.01902365 0.11136828 -0.16759600 0.11424610
#> lag1_var3 -0.03297348 0.19339589 -0.29513109 0.19875888
#> lag1_var4 0.02635279 0.18700127 -0.20005165 0.28167275
#> const 0.79756866 0.32494777 0.37366197 1.22637292
#> exo1 0.02257424 0.02350708 -0.01355421 0.04647717
#> exo2 -0.06583998 0.03361161 -0.12198522 -0.02910801
#> exo3 0.03421470 0.02993245 -0.01120600 0.06755248
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6439097 0.2455223 -1.0289568 -0.3588167
#> lag1_var2 0.7223473 1.8529088 -2.3314732 2.7552183
#> lag1_var3 -0.4401108 3.2995137 -5.9111851 3.2372910
#> lag1_var4 0.7137565 3.2851135 -2.9512456 6.1549794
#> const -0.2983887 7.0589100 -10.0387945 7.9624221
#> exo1 -0.9230309 0.4675118 -1.5447701 -0.3882707
#> exo2 0.9929187 0.7086248 0.1135448 2.0360070
#> exo3 0.6142965 0.6805506 -0.3598885 1.5173329
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4138020 0.6054499 -0.2917644 1.3584613
#> lag1_var2 2.9095270 2.4725837 0.1240769 6.3780002
#> lag1_var3 6.1636524 4.3736982 1.2879857 12.3549449
#> lag1_var4 -5.4703810 4.2216547 -11.6154680 -0.9246955
#> const 8.5429350 13.6384553 -5.0789169 30.1052205
#> exo1 0.7693601 0.8474685 -0.3598905 1.9051410
#> exo2 -1.2854200 0.6247051 -2.1795108 -0.4864526
#> exo3 -0.2966738 0.7343902 -1.3666876 0.6457328
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02234728 0.7035045 -0.8002155 1.1739515
#> lag1_var2 3.19789398 2.0265989 0.4619809 5.5967879
#> lag1_var3 5.70002768 3.5153070 0.8847076 9.8358265
#> lag1_var4 -4.83204856 3.2759201 -8.6365052 -0.3364554
#> const 7.95129916 11.7736810 -3.6194618 27.2597508
#> exo1 0.23857204 0.6781470 -0.6443997 1.0683916
#> exo2 -0.74485749 0.3523934 -1.0694425 -0.1306376
#> exo3 0.06218528 0.5951658 -0.8140551 0.6646936
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003705013 9.103169e-05 0.0002835147 0.0005269739
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007643351 0.002310345 -0.01006928 -0.004004934
#> Sigma[2,2] 0.717661272 0.223712794 0.44632304 1.026274715
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005301183 0.001704905 0.0024247 0.006968731
#> Sigma[3,2] -0.523241302 0.141420868 -0.7116920 -0.334936846
#> Sigma[3,3] 0.468230876 0.093293067 0.3349412 0.586470359
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.000506286 0.0004789751 -0.0001977107 0.001122712
#> Sigma[4,2] -0.076628988 0.0331876144 -0.1268675246 -0.041139191
#> Sigma[4,3] 0.149211403 0.0314411665 0.1084067075 0.193196737
#> Sigma[4,4] 0.108846045 0.0194175217 0.0831354795 0.135094889
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99046685 0.01952740 0.963451277 1.018864594
#> lag1_var2 0.01305552 0.06566900 -0.089328799 0.084438610
#> lag1_var3 0.01340550 0.10294728 -0.146955386 0.125554889
#> lag1_var4 -0.01935177 0.09541176 -0.121329048 0.128754156
#> const 0.62030806 0.27890932 0.309945126 1.054349415
#> exo1 -0.02470676 0.02335095 -0.066831271 -0.004702329
#> exo2 -0.02680048 0.02021462 -0.056822415 -0.001323288
#> exo3 0.03985810 0.02233789 0.006485849 0.064820140
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.858629286 0.4440772 -1.40708426 -0.2663822
#> lag1_var2 0.252738260 1.5302424 -1.52472935 2.6540272
#> lag1_var3 -0.681257685 2.4088378 -3.46492407 3.0652371
#> lag1_var4 1.000291023 2.3637158 -2.67579421 3.6398494
#> const 5.149544867 5.5842670 -2.11201691 13.7093297
#> exo1 0.008228664 0.6412163 -0.80683225 0.9051750
#> exo2 0.626608534 0.6189271 -0.08141262 1.5212246
#> exo3 0.605789009 0.6099955 -0.26985773 1.3848884
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.58181437 0.3469186 1.1133091 1.96041626
#> lag1_var2 -0.97367741 1.1028731 -2.1795108 0.34226714
#> lag1_var3 -0.90043809 1.7340581 -2.8560158 1.15436047
#> lag1_var4 1.25069622 1.7096055 -0.6545530 3.12485384
#> const -2.86499587 4.9031666 -11.0460232 2.70470916
#> exo1 0.05467783 0.5501002 -0.8050859 0.73550801
#> exo2 -0.71112466 0.6027575 -1.4794979 0.09182447
#> exo3 -0.55565712 0.4813714 -1.1769036 0.14674435
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.09168044 0.1259925 0.9497431 1.283666827
#> lag1_var2 -1.31963864 0.6123445 -2.1772418 -0.571585289
#> lag1_var3 -2.13089552 0.9606751 -3.4322269 -0.940319157
#> lag1_var4 2.67787680 0.9379219 1.4890620 3.943834585
#> const -0.69670713 3.5483211 -5.2702332 4.176841222
#> exo1 0.05289944 0.3041161 -0.3031273 0.464994036
#> exo2 -0.32058079 0.3313617 -0.7380925 0.153011983
#> exo3 -0.16654384 0.1530496 -0.4107212 -0.005029024
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002592676 6.725966e-05 0.0001753387 0.0003503718
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005850235 0.004093995 -0.01177657 -0.0006429437
#> Sigma[2,2] 1.978595136 0.616878405 1.09828481 2.8132958355
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002770224 0.00211921 0.0001571054 0.005911504
#> Sigma[3,2] -1.124667955 0.34631890 -1.5963617586 -0.630209271
#> Sigma[3,3] 0.660979930 0.19459380 0.3855628298 0.929380333
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002305511 0.000584166 -0.001174553 0.0003643464
#> Sigma[4,2] -0.1768458504 0.055774626 -0.250592702 -0.1059696638
#> Sigma[4,3] 0.1277911951 0.030573263 0.088583508 0.1705418615
#> Sigma[4,4] 0.0509724586 0.007429101 0.041045969 0.0614522581
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.772630e-01 0.01203123 0.96276738 0.9924339003
#> lag1_var2 -8.612261e-05 0.01326240 -0.01571403 0.0188366440
#> lag1_var3 -3.347675e-03 0.02521587 -0.03285308 0.0325640252
#> lag1_var4 1.584318e-03 0.02131854 -0.02859129 0.0256438568
#> const 5.765281e-01 0.16368293 0.33753995 0.7922788263
#> exo1 -1.892467e-02 0.01792710 -0.04250870 0.0007013013
#> exo2 -3.365670e-02 0.01062126 -0.04829838 -0.0194252384
#> exo3 6.108402e-02 0.01713393 0.03713188 0.0852968498
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.9026937 1.214294 2.353271 5.517158
#> lag1_var2 -3.7130191 1.697783 -6.016521 -1.467742
#> lag1_var3 -9.0053910 3.290528 -13.415069 -4.577945
#> lag1_var4 7.6021022 2.813320 3.776863 11.342927
#> const -11.2247249 14.848351 -32.190615 6.910236
#> exo1 -0.9154706 1.853463 -3.427567 1.884730
#> exo2 4.7484907 1.509884 2.696823 6.698033
#> exo3 3.4464145 1.509421 1.797879 5.980030
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.6803433 0.6747375 -3.561369 -1.789374
#> lag1_var2 3.2422362 0.9061915 2.037244 4.488464
#> lag1_var3 7.1674480 1.7542099 4.786667 9.551810
#> lag1_var4 -5.2259328 1.4903059 -7.215268 -3.176355
#> const 8.4789877 8.6598992 -1.166935 21.376359
#> exo1 0.5003685 1.0755017 -1.056176 1.965489
#> exo2 -3.0535619 0.8810336 -4.206869 -1.879170
#> exo3 -2.1090943 0.8697840 -3.537488 -1.148999
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.05616852 0.1494545 -1.2723918 -0.8681167
#> lag1_var2 1.35919413 0.1220570 1.1876206 1.5211165
#> lag1_var3 2.56269763 0.2311398 2.2289521 2.8575385
#> lag1_var4 -1.17858186 0.1962470 -1.4094010 -0.8909947
#> const 2.33036158 2.4174606 -0.5027419 6.1499470
#> exo1 0.04521697 0.2560277 -0.3510011 0.3460278
#> exo2 -0.98801697 0.2006756 -1.3056169 -0.7449712
#> exo3 -0.60149327 0.2249857 -0.9284259 -0.3069301
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006110608 0.001189267 0.004688784 0.007764565
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06358972 0.0160303 -0.08519616 -0.04158175
#> Sigma[2,2] 1.30134803 0.2671453 0.97156536 1.65929136
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05677133 0.01086087 0.04181638 0.07192574
#> Sigma[3,2] -0.98352375 0.22009804 -1.30491176 -0.73231718
#> Sigma[3,3] 1.04274737 0.21423430 0.79079944 1.36623014
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03410858 0.006817422 0.02460236 0.04365043
#> Sigma[4,2] -0.47139354 0.135239104 -0.66140169 -0.28753800
#> Sigma[4,3] 0.70000704 0.143365440 0.53250012 0.91172699
#> Sigma[4,4] 0.56792643 0.106037780 0.44579750 0.71964582
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91282285 0.04668814 0.837667279 0.96335493
#> lag1_var2 -0.01146512 0.04414838 -0.070841597 0.04599237
#> lag1_var3 -0.01277646 0.09898299 -0.156187392 0.11615623
#> lag1_var4 0.01795620 0.08899593 -0.097584173 0.14876611
#> const 1.89949124 1.32342020 0.508004012 3.84792134
#> exo1 0.08876747 0.07577779 -0.008907924 0.17982837
#> exo2 0.02233960 0.08222717 -0.076181823 0.12145864
#> exo3 0.05680742 0.08822272 -0.050536942 0.19039853
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.55761910 0.2490188 0.2120842 0.9104526
#> lag1_var2 0.72421780 0.5588335 -0.1729746 1.3727062
#> lag1_var3 -0.01441979 1.1843362 -1.8190021 1.3614054
#> lag1_var4 -0.07974250 1.0482998 -1.2924397 1.4932771
#> const -6.16156646 9.0716599 -20.0141681 4.2108889
#> exo1 1.06914083 1.2766844 -0.5915993 2.9668159
#> exo2 1.71991348 0.9981944 0.2931372 3.1632534
#> exo3 0.67732383 1.2376655 -0.8530989 2.4618602
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9269824 0.3619243 -1.4570382 -0.4111541
#> lag1_var2 0.8977169 0.4631149 0.2770885 1.4423059
#> lag1_var3 2.9066545 1.0045798 1.5428002 4.0282058
#> lag1_var4 -1.6917594 0.8791611 -2.6767024 -0.5280401
#> const 11.2383031 8.1117186 1.4537156 22.6125896
#> exo1 -0.1153440 1.0840695 -1.7363291 1.1695179
#> exo2 -1.8017005 1.1471326 -3.7076592 -0.4384729
#> exo3 -0.2315117 1.2337832 -2.0452138 1.1821334
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.78743653 0.3826465 -1.3736595 -0.3137842
#> lag1_var2 0.98455844 0.3603491 0.5153608 1.4534638
#> lag1_var3 2.38515998 0.8018490 1.4464798 3.4430427
#> lag1_var4 -1.15937740 0.7018467 -2.0823365 -0.3097386
#> const 8.67578661 7.2567922 1.4801385 20.8498686
#> exo1 0.47653320 0.7385438 -0.5230985 1.4030536
#> exo2 -1.34082537 0.8418993 -2.7719151 -0.5386913
#> exo3 0.09190855 0.8255020 -1.2307431 1.0372465
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005068831 0.000962769 0.003767694 0.006250375
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002045101 0.001166422 -0.003923684 -0.0007902557
#> Sigma[2,2] 0.005884742 0.001552788 0.004006707 0.0079807692
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002686203 0.004071875 -0.008173616 0.003358877
#> Sigma[3,2] -0.007393943 0.003582704 -0.013335414 -0.003816305
#> Sigma[3,3] 0.057132098 0.013658086 0.037655753 0.074736559
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004079806 0.003551982 -0.009382254 0.0006738656
#> Sigma[4,2] -0.003647421 0.003164394 -0.008826112 -0.0004828509
#> Sigma[4,3] 0.052250034 0.012487206 0.034375516 0.0662700237
#> Sigma[4,4] 0.049911738 0.011379649 0.033840745 0.0615740758
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.740335e-01 0.02441293 0.93978519 1.00938029
#> lag1_var2 4.209737e-02 0.12201804 -0.10854295 0.21869531
#> lag1_var3 1.095809e-01 0.14145281 -0.04324491 0.33410368
#> lag1_var4 -1.124642e-01 0.13795926 -0.33171108 0.03784097
#> const 8.431359e-01 0.77768083 -0.19849050 1.92269958
#> exo1 7.551211e-05 0.07771542 -0.10690570 0.10138728
#> exo2 -4.396593e-02 0.10876603 -0.18606970 0.10738651
#> exo3 -1.419214e-02 0.09775263 -0.15403613 0.10471960
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02748105 0.04306844 -0.03640415 0.07936947
#> lag1_var2 0.01926064 0.09077713 -0.10189719 0.14996464
#> lag1_var3 -0.79238426 0.20128976 -1.06317824 -0.53634330
#> lag1_var4 0.77682708 0.20499656 0.51385802 1.05187909
#> const 0.79981622 1.37010370 -0.77801626 2.96111285
#> exo1 0.03302487 0.08035239 -0.09612820 0.12865947
#> exo2 0.65292876 0.09958273 0.49055730 0.76234707
#> exo3 0.17167334 0.07691866 0.08980451 0.27890774
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14411801 0.1041063 -0.3077465 -0.0389156
#> lag1_var2 0.99407447 0.5969875 0.4907696 1.8830442
#> lag1_var3 1.66916209 1.0208944 0.6691257 3.1582514
#> lag1_var4 -0.67642038 1.0298828 -2.1736563 0.3327943
#> const 2.85967758 3.1471870 -0.4914985 7.6817788
#> exo1 -0.05233236 0.2531095 -0.4181267 0.3054402
#> exo2 -0.75372257 0.3053634 -1.1238161 -0.2444821
#> exo3 0.06309105 0.3729451 -0.5391452 0.4963151
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12286581 0.09387671 -0.2536142 -0.0162035
#> lag1_var2 0.89322510 0.44443426 0.5094996 1.6051443
#> lag1_var3 0.96576646 0.77962069 0.2115834 2.1920678
#> lag1_var4 0.02506752 0.78902055 -1.2133816 0.7915925
#> const 2.75550281 2.95959932 -0.7585831 6.6978873
#> exo1 -0.03145416 0.24980094 -0.4091288 0.3106263
#> exo2 -0.36828689 0.32298773 -0.7539107 0.1553499
#> exo3 0.14549233 0.34466439 -0.3909956 0.5387705
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002795319 0.0006263869 0.001947721 0.003727796
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00742584 0.004202893 -0.01215836 -0.0009458244
#> Sigma[2,2] 0.11810199 0.032528901 0.08711249 0.1682981652
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004636973 0.00228102 0.001075532 0.007409451
#> Sigma[3,2] -0.069413398 0.02077235 -0.103468644 -0.048931438
#> Sigma[3,3] 0.049691401 0.01535303 0.035125232 0.075913409
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003028308 0.0008490035 -0.0007424113 0.001465184
#> Sigma[4,2] -0.0007182273 0.0047503397 -0.0073821319 0.005625176
#> Sigma[4,3] 0.0097395311 0.0049113388 0.0044673473 0.017243592
#> Sigma[4,4] 0.0098067093 0.0026492436 0.0068926279 0.014044961
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987177726 0.03574165 0.94202870 1.038114787
#> lag1_var2 -0.038155646 0.18299741 -0.25786542 0.218838046
#> lag1_var3 -0.030715956 0.31886880 -0.42331741 0.399027920
#> lag1_var4 0.020669870 0.31284922 -0.41096085 0.394901189
#> const 0.971859349 0.44336681 0.43266445 1.565564232
#> exo1 0.018018582 0.04520425 -0.03343636 0.085005549
#> exo2 -0.051576713 0.03496940 -0.09049059 0.000117479
#> exo3 -0.007226818 0.04734754 -0.07002941 0.043012780
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2990073 0.2379013 -0.6168491 0.011731655
#> lag1_var2 0.2899257 1.8736774 -3.0454515 1.853074719
#> lag1_var3 -0.8653136 3.1899972 -6.5558009 1.662161794
#> lag1_var4 0.9930994 3.1538181 -1.5430615 6.618779312
#> const -0.2307290 3.0664116 -5.1954619 3.005987823
#> exo1 -0.4191419 0.3532686 -0.9536158 -0.008105998
#> exo2 0.2315635 0.3599960 -0.2837116 0.698044644
#> exo3 0.1970474 0.3643316 -0.1438237 0.789625088
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2338580 0.1509631 0.076767734 0.4356220
#> lag1_var2 0.7109596 1.1941194 -0.351673005 2.8894075
#> lag1_var3 1.9863047 2.0282664 0.187083452 5.6835394
#> lag1_var4 -1.1322800 2.0068357 -4.794390335 0.6397599
#> const 2.9028277 2.0467576 0.274516396 5.6086432
#> exo1 0.2324509 0.1817629 0.006810208 0.4679622
#> exo2 -0.6647114 0.2146013 -0.869857713 -0.3242402
#> exo3 0.1004344 0.2140214 -0.222189307 0.3649778
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05933615 0.04592144 -0.003210829 0.12221814
#> lag1_var2 0.58637677 0.33292832 0.219114868 1.16986448
#> lag1_var3 0.97718926 0.58324957 0.357563415 2.00930530
#> lag1_var4 -0.03589428 0.56665291 -1.034417726 0.57476001
#> const 2.02622317 0.98437637 0.894876396 3.28778912
#> exo1 -0.01204405 0.10766791 -0.202335364 0.07411635
#> exo2 -0.54379638 0.09374530 -0.689832348 -0.42642344
#> exo3 0.22491952 0.08660888 0.125993977 0.34495922
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000851102 0.0001573212 0.0006370022 0.001083855
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009976376 0.002812987 -0.0140474 -0.006810693
#> Sigma[2,2] 0.254069360 0.062087459 0.1783388 0.348508452
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008324436 0.006450941 0.003064237 0.01871435
#> Sigma[3,2] -0.221815997 0.125682899 -0.416971790 -0.09372821
#> Sigma[3,3] 0.698498497 0.241815644 0.470644319 1.09807907
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009738585 0.005207593 -0.004153375 0.008887484
#> Sigma[4,2] -0.0350168277 0.102623691 -0.176982846 0.097532928
#> Sigma[4,3] 0.5384834981 0.160916478 0.375470462 0.796075682
#> Sigma[4,4] 0.5159400464 0.121178821 0.382968361 0.673426123
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98178952 0.01162980 0.96736645 0.99591570
#> lag1_var2 -0.04286725 0.06946746 -0.13944573 0.06661151
#> lag1_var3 -0.06975327 0.09597648 -0.21067748 0.07485325
#> lag1_var4 0.06896812 0.09580862 -0.07660029 0.20816583
#> const 0.56413426 0.36609598 0.04362331 1.02954958
#> exo1 -0.01101163 0.02389375 -0.04433829 0.02190480
#> exo2 -0.07778765 0.03505905 -0.11488186 -0.02322305
#> exo3 -0.01391903 0.03737306 -0.06149084 0.04053661
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21159684 0.2382782 -0.6078574 0.04674028
#> lag1_var2 1.10739150 1.3798387 -0.4606823 3.09414477
#> lag1_var3 0.68695904 1.9641482 -1.4882225 3.64343032
#> lag1_var4 -0.64325411 1.9596432 -3.5920613 1.51645559
#> const 2.86891770 7.9935072 -5.9402765 16.06345656
#> exo1 -0.05010359 0.3650391 -0.4125141 0.52323512
#> exo2 0.32322657 0.6041711 -0.5450879 1.15724385
#> exo3 0.26493559 0.6242733 -0.5355355 1.11234957
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06662680 0.3501939 -0.6575630 0.3312631
#> lag1_var2 1.60392438 3.0968184 -3.0147944 5.0144022
#> lag1_var3 2.77723158 4.4364139 -3.7464215 7.8110606
#> lag1_var4 -1.81784911 4.4260354 -6.8255203 4.6925678
#> const 4.09512906 9.0131911 -7.7042207 17.9702932
#> exo1 0.22547109 0.7316027 -0.9028853 1.0494963
#> exo2 -0.07225205 0.7252255 -1.2002830 0.8400114
#> exo3 0.27578607 1.0684648 -0.8420288 1.9520869
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2135044 0.2667391 -0.6102613 0.1040555
#> lag1_var2 2.1165249 2.4099186 -1.7148512 4.8856635
#> lag1_var3 2.8783778 3.4799131 -2.7509415 6.8759341
#> lag1_var4 -1.8804526 3.4558391 -5.8482723 3.6996658
#> const 5.5115161 7.3366417 -3.0850270 16.3708068
#> exo1 0.1866350 0.7453777 -1.0941680 0.9450512
#> exo2 0.1523475 0.8944264 -0.9793758 1.4457032
#> exo3 0.4604842 0.8249399 -0.5284933 1.7485999
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008400878 0.01117374 0.003677339 0.02503289
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006213611 0.008808052 -0.01878615 0.004512024
#> Sigma[2,2] 0.221683352 0.065544595 0.15212962 0.321497979
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004425011 0.01396838 -0.01746914 0.01865112
#> Sigma[3,2] -0.107549341 0.04177839 -0.17043605 -0.06012596
#> Sigma[3,3] 0.346280903 0.06495522 0.26032955 0.43834040
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.007634103 0.01587934 -0.02112246 0.01733059
#> Sigma[4,2] -0.007069918 0.03504604 -0.05212247 0.04013609
#> Sigma[4,3] 0.310007300 0.05114882 0.24346312 0.37887927
#> Sigma[4,4] 0.320539931 0.04866165 0.25500354 0.38598520
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01564745 0.03855223 0.96742611 1.07509728
#> lag1_var2 -0.29223438 0.27663488 -0.74285186 -0.05909605
#> lag1_var3 -0.71810222 0.63367160 -1.73091690 -0.23894493
#> lag1_var4 0.68555493 0.60598743 0.23087539 1.65286619
#> const 1.06967569 1.35162274 -0.24414518 3.24980257
#> exo1 0.01299019 0.07733987 -0.08545236 0.12904607
#> exo2 0.02661291 0.07982288 -0.04138000 0.15778389
#> exo3 0.08967909 0.07246998 -0.01478845 0.18217189
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04157479 0.2555556 -0.2955534 0.3910706
#> lag1_var2 0.13317484 0.6539706 -0.6683809 1.0503133
#> lag1_var3 -1.31228367 1.3527954 -3.0198606 0.6262515
#> lag1_var4 1.19275355 1.2944040 -0.6616940 2.8331647
#> const 6.26568768 4.7074203 -1.0268700 12.1422336
#> exo1 0.85950411 0.3988930 0.2871478 1.3591751
#> exo2 0.44313268 0.5290648 -0.2714273 1.1571980
#> exo3 -0.09343067 0.5039676 -0.9222753 0.4667172
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.967246996 0.2445353 -1.2708991 -0.5784395
#> lag1_var2 4.231273309 0.6364720 3.2725192 4.9822366
#> lag1_var3 8.876946723 1.1967723 7.1829470 10.5229596
#> lag1_var4 -7.405139380 1.1250412 -8.9869936 -5.8305514
#> const -4.803803956 9.4067888 -18.7840608 5.7365805
#> exo1 -0.005402583 0.5300999 -0.5968548 0.7785458
#> exo2 -0.169330597 0.7087154 -0.9501141 0.9601602
#> exo3 0.223973291 0.7948676 -0.9679219 1.0987590
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.02683584 0.2830861 -1.3321552 -0.6206598
#> lag1_var2 4.23335876 0.7901429 2.9502179 5.0131013
#> lag1_var3 8.09746822 1.5247891 5.7446088 9.8673035
#> lag1_var4 -6.63815077 1.4431717 -8.3412323 -4.4372794
#> const -2.34925017 9.0911900 -17.0679261 8.0538711
#> exo1 0.43845828 0.4862966 -0.1498202 1.1337478
#> exo2 -0.03412276 0.7277197 -0.7470263 1.0650643
#> exo3 0.14858729 0.6410082 -0.8088984 0.9089642
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005892278 0.004013088 0.003388251 0.01277275
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007447148 0.03427375 -0.03400276 0.04614077
#> Sigma[2,2] 0.655840491 0.20484247 0.47226542 0.97056977
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.05695047 0.02753286 -0.1050083 -0.03863405
#> Sigma[3,2] -0.11660530 0.24156943 -0.4896242 0.15089786
#> Sigma[3,3] 0.72615852 0.20257876 0.5289989 1.06730806
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.06518678 0.02369622 -0.10494477 -0.04456751
#> Sigma[4,2] 0.25358099 0.20098241 -0.01333575 0.50468001
#> Sigma[4,3] 0.70748700 0.21559209 0.54388241 1.08895381
#> Sigma[4,4] 0.90265318 0.30258923 0.65133069 1.45636556
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99896084 0.03703104 0.94042295 1.032918387
#> lag1_var2 -0.00796921 0.08302355 -0.12812061 0.092276370
#> lag1_var3 -0.03669953 0.15608321 -0.25253863 0.155403386
#> lag1_var4 0.02592189 0.14968479 -0.15937833 0.233219962
#> const 0.52063252 0.98313788 -0.70241158 2.015350619
#> exo1 0.13479987 0.11406104 -0.01298952 0.315118390
#> exo2 -0.11624404 0.07396541 -0.22758083 -0.025381969
#> exo3 -0.08791006 0.08040297 -0.21198149 0.001971942
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2887414 0.3705230 -0.20554730 0.8083999
#> lag1_var2 -1.8464329 1.4672925 -3.43452809 0.4340268
#> lag1_var3 -4.8614162 2.7964373 -7.95911476 -0.4875795
#> lag1_var4 4.8384144 2.6646598 0.67698478 7.7646940
#> const -3.1742990 9.5224081 -19.62798878 7.1052735
#> exo1 -0.2576156 0.9155724 -1.54912422 1.0736393
#> exo2 0.7140807 1.2256310 -1.34778756 1.8686117
#> exo3 0.6405841 0.4855255 -0.07482689 1.2839589
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4306739 0.3170559 -0.7935714 0.05761304
#> lag1_var2 1.5005678 0.7795359 0.5405005 2.70187754
#> lag1_var3 3.8515333 1.4282016 2.0795712 5.99512005
#> lag1_var4 -2.7754694 1.3916743 -4.8929627 -1.04039074
#> const 5.9811328 8.7028107 -5.5049354 18.44735222
#> exo1 -1.3776645 1.1384105 -3.0235768 0.12021424
#> exo2 -0.6792962 0.6962567 -1.5657656 0.17781642
#> exo3 0.5005143 1.0050188 -0.7019087 2.02173434
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2931230 0.5012922 -0.7605143 0.49752537
#> lag1_var2 0.1964965 1.2686500 -1.5093497 2.01812111
#> lag1_var3 0.6718635 2.3992902 -2.5296340 4.10765807
#> lag1_var4 0.4116410 2.3121234 -2.9228687 3.53373668
#> const 3.6789172 12.6949889 -16.9012408 19.92378651
#> exo1 -1.6049011 1.1234263 -3.2143113 -0.04473185
#> exo2 -0.3417920 0.9926784 -1.4104569 1.11307766
#> exo3 0.8783826 1.1815990 -0.5264493 2.84090880
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01394148 0.003255766 0.01034863 0.01883312
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004110764 0.006092652 -0.01119137 0.00466496
#> Sigma[2,2] 0.080585411 0.019900497 0.05267037 0.10622689
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.05564343 0.01524299 -0.07387946 -0.03496813
#> Sigma[3,2] -0.04869103 0.02602231 -0.08822137 -0.02038573
#> Sigma[3,3] 0.32153626 0.08851668 0.23745682 0.45465006
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.06073135 0.01433008 -0.07945427 -0.04410505
#> Sigma[4,2] 0.00507813 0.02468607 -0.03324078 0.02976711
#> Sigma[4,3] 0.30036934 0.08269420 0.21258250 0.43076656
#> Sigma[4,4] 0.31556061 0.07773773 0.23647273 0.44564650
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.93878372 0.06299422 0.84666148 1.01185329
#> lag1_var2 -0.04518226 0.43698670 -0.47091771 0.61591804
#> lag1_var3 -0.06215691 0.66173771 -0.69142860 0.95568427
#> lag1_var4 0.05857713 0.65048272 -0.94401537 0.67799467
#> const 1.57258171 1.33829913 -0.54111829 2.96526563
#> exo1 0.06518917 0.08196906 -0.02500573 0.18449733
#> exo2 -0.03674062 0.11555839 -0.22223557 0.08673754
#> exo3 -0.02380259 0.07614514 -0.11244769 0.10304562
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03584759 0.1796644 -0.2380079 0.255571053
#> lag1_var2 0.34989714 0.9582548 -1.0093488 1.660029528
#> lag1_var3 -0.85991097 1.4682437 -3.0308945 0.976161183
#> lag1_var4 0.86388788 1.4373099 -0.9323072 2.983238774
#> const 0.61863913 3.8473824 -4.0174863 5.955204320
#> exo1 -0.08209152 0.1399193 -0.2324214 0.133448098
#> exo2 -0.32476719 0.2400242 -0.6482260 -0.009558517
#> exo3 -0.31446407 0.2004467 -0.5398012 -0.010609039
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03807656 0.2658924 -0.2414802 0.47061712
#> lag1_var2 1.98769842 1.6227624 -0.6269602 3.31693125
#> lag1_var3 4.00857023 2.5549800 -0.1805131 6.23495795
#> lag1_var4 -3.00904762 2.5118842 -5.1780669 1.12617316
#> const -0.57917829 4.7273124 -6.8342767 6.99668265
#> exo1 -0.35510350 0.3200267 -0.8083955 0.03723641
#> exo2 -0.61452677 0.5455605 -1.2287908 0.31766033
#> exo3 0.72709566 0.3104559 0.3655711 1.22729425
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007049048 0.2585837 -0.3199440 0.42756130
#> lag1_var2 1.953722527 1.6611968 -0.7049485 3.53087973
#> lag1_var3 3.036903387 2.5492949 -0.9799194 5.69098051
#> lag1_var4 -2.018911827 2.5096354 -4.6188668 1.93113941
#> const -1.060840230 5.5107162 -7.7089772 6.46637117
#> exo1 -0.426047607 0.2925996 -0.8607195 -0.07586964
#> exo2 -0.860607717 0.4756366 -1.3989937 -0.03951301
#> exo3 0.537733173 0.3198872 0.0707722 0.92637758
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006944163 0.0001932933 0.0004587338 0.0009751551
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004048222 0.002358895 0.001827109 0.00789796
#> Sigma[2,2] 0.191298535 0.065486318 0.123632536 0.29860147
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002594745 0.001742232 -0.005600755 -0.0009903013
#> Sigma[3,2] -0.119377557 0.047696856 -0.187806324 -0.0633783804
#> Sigma[3,3] 0.181028958 0.052962657 0.130537909 0.2626638973
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002786363 0.0009317004 -0.001749866 0.0008824274
#> Sigma[4,2] -0.0091475856 0.0324624275 -0.048142621 0.0405501999
#> Sigma[4,3] 0.1136305038 0.0350110456 0.079066146 0.1718417250
#> Sigma[4,4] 0.1098315928 0.0320001782 0.071332975 0.1571230884
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971524964 0.01209000 0.954435044 0.98710966
#> lag1_var2 -0.019708884 0.08104112 -0.131301853 0.08783568
#> lag1_var3 -0.029488847 0.13641947 -0.211226850 0.15340831
#> lag1_var4 0.029448498 0.13509874 -0.151479025 0.20933722
#> const 0.587931100 0.19598107 0.318581230 0.87845439
#> exo1 0.025583735 0.01539657 0.006403501 0.04710035
#> exo2 0.002772138 0.03376473 -0.037783767 0.05831221
#> exo3 0.022931056 0.02742095 -0.017374526 0.06086249
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01372404 0.3488221 -0.38885122 0.49100130
#> lag1_var2 -0.27660795 1.8638887 -3.49520009 1.71036160
#> lag1_var3 -1.90742506 3.2289899 -7.50376965 1.53758754
#> lag1_var4 1.92841911 3.1705807 -1.47340139 7.40372513
#> const -0.92424628 5.6499323 -9.40242920 6.39987730
#> exo1 -0.38021991 0.3232512 -0.92099372 -0.03222508
#> exo2 0.75308127 0.5437440 0.08561181 1.47893916
#> exo3 -0.30001818 0.4062060 -0.89404993 0.21108927
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.63065231 0.5411513 -1.4441663 0.09741396
#> lag1_var2 1.87171408 2.1585108 -1.7449170 4.56699014
#> lag1_var3 4.22124304 3.7303808 -1.9985743 8.87861921
#> lag1_var4 -3.12578397 3.6573782 -7.6732717 2.98727283
#> const 6.80765991 10.0032604 -2.6685546 22.83417001
#> exo1 0.04499270 0.3458456 -0.4143097 0.52318897
#> exo2 -1.13970754 0.4262909 -1.7832172 -0.66131480
#> exo3 0.02032904 0.3550201 -0.4063350 0.60880671
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6258562 0.4395115 -1.2162713 -0.03010101
#> lag1_var2 1.3984876 1.9683586 -1.5717126 3.92487538
#> lag1_var3 2.5798486 3.3824300 -2.5294917 6.96886100
#> lag1_var4 -1.4606529 3.3269388 -5.7709104 3.55490021
#> const 5.6705646 7.7717757 -2.9344955 18.06839342
#> exo1 -0.1770440 0.2267322 -0.5257320 0.08012870
#> exo2 -0.7512026 0.3225930 -1.2659001 -0.38717041
#> exo3 -0.1387593 0.3739549 -0.5362326 0.36651758
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001236234 0.0003509973 0.000860844 0.001820919
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00518649 0.005152819 -0.01348788 0.0004509463
#> Sigma[2,2] 0.58141645 0.137297445 0.46413632 0.8053531825
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0150625 0.007124714 0.009999205 0.02642383
#> Sigma[3,2] -0.4615768 0.118887664 -0.647562123 -0.33210453
#> Sigma[3,3] 0.6739900 0.175798767 0.508782951 0.94464281
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0128181 0.005464061 0.008656197 0.02254299
#> Sigma[4,2] -0.1317833 0.089457652 -0.275242668 -0.05560506
#> Sigma[4,3] 0.4341328 0.129646619 0.331294847 0.64361832
#> Sigma[4,4] 0.3854266 0.090713239 0.300674883 0.53619292
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97511431 0.01528274 0.94984941 0.99041569
#> lag1_var2 -0.06548146 0.03002582 -0.10346568 -0.01635923
#> lag1_var3 -0.11243478 0.05026009 -0.17634082 -0.03057944
#> lag1_var4 0.11016992 0.04607065 0.03485961 0.16822547
#> const 0.72497883 0.31633798 0.20212767 1.08984170
#> exo1 0.02175886 0.02994715 -0.02809805 0.05015093
#> exo2 -0.07593944 0.03799245 -0.11436765 -0.01730986
#> exo3 -0.01930873 0.03095712 -0.05705264 0.02871521
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11117801 0.5973194 -0.56812650 0.8140725
#> lag1_var2 0.54664767 0.4117284 0.03519977 1.0256977
#> lag1_var3 -0.64516555 0.7301537 -1.52491397 0.2005017
#> lag1_var4 0.54547977 0.6723206 -0.22341043 1.3953024
#> const 3.53748856 10.8350261 -11.51949239 16.5504701
#> exo1 -0.58023159 0.8012504 -1.59614197 0.3320596
#> exo2 0.89904140 0.5009538 0.18640683 1.4661518
#> exo3 0.03318636 0.7857628 -1.34796282 0.8135136
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06159569 0.6373541 -0.98144435 0.6805832
#> lag1_var2 -0.24576853 0.7807131 -1.11102133 0.9318774
#> lag1_var3 0.43707396 1.3315001 -1.01641127 2.4347398
#> lag1_var4 0.50541808 1.2331083 -1.37370924 1.8695765
#> const 1.55083594 11.5328108 -11.40952868 19.6198609
#> exo1 1.04731629 0.6444793 0.08030552 1.7461020
#> exo2 -2.25521805 0.9095711 -3.24173698 -0.8934113
#> exo3 -1.06115875 0.7582103 -1.89182735 0.1491685
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1171376 0.4632508 -0.6344805 0.5792843
#> lag1_var2 -0.2555097 0.6254521 -1.0466331 0.5637162
#> lag1_var3 -0.5291201 1.0526260 -1.8300747 0.8452827
#> lag1_var4 1.4285946 0.9785427 0.1428827 2.6245229
#> const 2.8858838 9.7787679 -9.5040841 16.7111614
#> exo1 0.7164623 0.5792637 -0.1025295 1.5014499
#> exo2 -1.8052155 0.8699496 -2.7397171 -0.3633495
#> exo3 -1.0750173 0.4957988 -1.8488921 -0.4357260
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003972207 7.461982e-05 0.000299025 0.0005146582
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01355944 0.004094073 -0.01970033 -0.008557664
#> Sigma[2,2] 1.14347103 0.236882302 0.82423810 1.495338556
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007788421 0.002042169 0.005822546 0.01143426
#> Sigma[3,2] -0.480236424 0.118228449 -0.642981380 -0.30113254
#> Sigma[3,3] 0.369146644 0.093045723 0.241914632 0.50265111
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00163254 0.00151219 -0.000140454 0.00391495
#> Sigma[4,2] 0.07587413 0.12208485 -0.079545567 0.25226412
#> Sigma[4,3] 0.16988472 0.06846245 0.097769555 0.27616565
#> Sigma[4,4] 0.24880649 0.07832718 0.178211700 0.37772545
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.944702736 0.01211865 0.92921359 0.95766911
#> lag1_var2 0.056447413 0.02530363 0.02297172 0.09534017
#> lag1_var3 0.109883679 0.05612183 0.03684482 0.19522071
#> lag1_var4 -0.098641987 0.04876795 -0.17363288 -0.03630465
#> const 0.777358233 0.26233531 0.55014313 1.24978652
#> exo1 0.018917501 0.01358435 -0.00426544 0.03303152
#> exo2 -0.098805806 0.02179276 -0.12571508 -0.06417172
#> exo3 0.006730146 0.01796256 -0.01657082 0.03009400
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4347843 0.7362104 0.6271003 2.664597160
#> lag1_var2 -2.5200280 1.6705351 -5.3267312 -0.753563786
#> lag1_var3 -5.9645289 3.5364655 -11.8748319 -2.075932447
#> lag1_var4 5.5887561 3.1285734 2.3391107 10.888338134
#> const -6.7967599 12.6186842 -27.6876878 2.905886633
#> exo1 -0.9604974 0.9389680 -2.3233832 0.002901862
#> exo2 0.7368236 1.2403986 -1.0600497 2.469198206
#> exo3 1.4499523 1.4672453 -0.5517805 3.482814087
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5889742 0.4332915 -1.3497944 -0.1619346
#> lag1_var2 1.8187856 0.9511663 0.7006682 3.4197486
#> lag1_var3 4.0825835 2.1183356 1.6169511 7.6281664
#> lag1_var4 -2.9218243 1.7971405 -5.9600258 -0.8838483
#> const 1.3868203 7.7418872 -6.5844762 15.2447616
#> exo1 0.8367576 0.2922065 0.3838564 1.1597211
#> exo2 -3.5620993 0.4813551 -4.2664460 -2.9180263
#> exo3 -1.0944292 0.7264539 -2.2850270 -0.2675694
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03995322 0.2771177 -0.42413766 0.35784787
#> lag1_var2 0.44482085 0.5431397 -0.22365531 1.19746175
#> lag1_var3 0.84399258 1.1699268 -0.60194625 2.54664269
#> lag1_var4 0.19516439 1.0303770 -1.27169754 1.47853458
#> const -3.49948177 5.4959842 -11.50588006 3.39503792
#> exo1 0.45996647 0.4262580 -0.03187262 1.12764406
#> exo2 -3.81822710 0.4814559 -4.53645676 -3.29600621
#> exo3 -0.53500450 0.3750028 -1.07992823 -0.08789617
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001364221 0.0001490021 0.001159077 0.001552041
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01657054 0.004422709 -0.02232587 -0.009982886
#> Sigma[2,2] 1.06599784 0.178341136 0.81160436 1.322399276
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009162712 0.01037498 -0.02414866 0.004561784
#> Sigma[3,2] -0.649535449 0.22407221 -0.98528946 -0.364191623
#> Sigma[3,3] 1.366378459 0.39398568 0.88793673 1.899005084
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01918911 0.009592592 -0.03296798 -0.007354656
#> Sigma[4,2] -0.12038369 0.197440056 -0.36157028 0.180472521
#> Sigma[4,3] 1.13909175 0.359072552 0.70261368 1.675989591
#> Sigma[4,4] 1.18479349 0.339838521 0.78602959 1.721518164
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97173535 0.01578424 0.949868667 0.996611775
#> lag1_var2 0.02850186 0.01015943 0.012590122 0.041348895
#> lag1_var3 0.03128174 0.02645701 -0.002845775 0.071823156
#> lag1_var4 -0.02779821 0.02499801 -0.067367363 0.003518686
#> const 0.51545125 0.42103244 -0.142657115 1.062785503
#> exo1 -0.05346666 0.03613478 -0.103173477 -0.007224848
#> exo2 -0.04669118 0.03946504 -0.099013786 0.001490840
#> exo3 0.01955119 0.03615643 -0.024621449 0.071869974
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6381400 0.3990121 0.07288645 1.142223
#> lag1_var2 -0.4751953 1.2253560 -1.76673379 1.549309
#> lag1_var3 -2.0166647 2.4683372 -4.67660273 2.062006
#> lag1_var4 1.6918059 2.2319287 -1.99688037 4.100582
#> const 3.5870873 14.9559725 -20.14987743 21.521256
#> exo1 0.4364607 1.0966956 -1.19032591 1.790482
#> exo2 0.5914523 1.3111505 -1.43040341 2.341354
#> exo3 0.2643492 0.7835840 -0.55621262 1.262833
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09761274 0.3304500 -0.3633677 0.5175616
#> lag1_var2 -0.28140976 1.4277345 -2.4650604 1.5856454
#> lag1_var3 -0.23195111 2.8643465 -4.6278878 3.5746814
#> lag1_var4 1.10207880 2.6147242 -2.3375493 5.1424265
#> const 0.67585493 15.7224577 -17.8428225 23.9392197
#> exo1 0.41379655 1.2223425 -1.4087015 1.8311303
#> exo2 -4.16426186 0.9670907 -5.4882421 -3.0490121
#> exo3 0.95038084 0.7986573 -0.1078867 2.1206688
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4567646 0.2889984 0.12050681 0.8781847
#> lag1_var2 -1.0079890 1.1312126 -2.46441878 0.5641666
#> lag1_var3 -2.2482643 2.3629327 -5.22359572 0.9978661
#> lag1_var4 2.9492701 2.1875509 -0.03679137 5.7268248
#> const 1.5826709 11.2603136 -15.70243392 14.9851182
#> exo1 0.6813851 0.8388618 -0.63618401 1.5588350
#> exo2 -4.4144248 0.8436758 -5.48469857 -3.4205986
#> exo3 1.2327136 0.8154368 -0.04743018 2.0585700
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002180961 0.005251693 0.0003551762 0.009819619
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002872263 0.01555909 -0.01308423 0.01999444
#> Sigma[2,2] 0.235391409 0.08459665 0.15782631 0.38068591
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002464839 0.01500356 -0.01971226 0.01250384
#> Sigma[3,2] -0.198990683 0.08644735 -0.35356711 -0.12464600
#> Sigma[3,3] 0.194344487 0.08877623 0.11934143 0.35438632
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009058013 0.006054767 -0.008099172 0.005268816
#> Sigma[4,2] -0.0651613886 0.040364750 -0.138356397 -0.033747777
#> Sigma[4,3] 0.0821227880 0.040984574 0.046554335 0.155478938
#> Sigma[4,4] 0.0460787421 0.019152442 0.026896483 0.078357908
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92480337 0.05121569 0.84847465 0.9484241
#> lag1_var2 -0.01037506 0.15749257 -0.27771790 0.1416808
#> lag1_var3 -0.05284838 0.30104958 -0.56386035 0.2152419
#> lag1_var4 0.07569656 0.32128150 -0.19070530 0.6187569
#> const 0.65354113 0.45652825 0.30798304 1.3970691
#> exo1 -0.01621865 0.03688814 -0.05112228 0.0467852
#> exo2 0.02559456 0.05230296 -0.01341587 0.1053907
#> exo3 0.06529344 0.03982639 0.02409577 0.1322447
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5752253 0.2274435 0.2597198 0.8726767
#> lag1_var2 1.1026286 1.7748384 -1.0017142 3.5584907
#> lag1_var3 0.9025011 3.0473183 -2.6748667 5.2311129
#> lag1_var4 -1.2234082 3.0158626 -5.5626847 2.2002800
#> const 4.8490403 5.1834987 -3.3297361 10.9308220
#> exo1 0.3017339 0.3466886 -0.1611832 0.7183374
#> exo2 0.2296234 0.4409658 -0.3599875 0.8751311
#> exo3 -0.2261148 0.3018477 -0.5884545 0.1944166
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2297355 0.1869941 -0.4581081 0.03786112
#> lag1_var2 -0.1399513 1.4362871 -2.2539823 1.43743492
#> lag1_var3 0.2523509 2.5108121 -3.5410770 3.02340473
#> lag1_var4 0.8530992 2.5281412 -1.9028343 4.69393215
#> const -1.0778082 5.1317157 -6.9149329 6.80086573
#> exo1 -0.2449631 0.3114311 -0.6202514 0.20538189
#> exo2 -0.1255415 0.5284251 -0.8846178 0.57485417
#> exo3 0.1742081 0.3017213 -0.2254900 0.60193939
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.108587728 0.08574679 0.01163215 0.2512026
#> lag1_var2 0.165080694 0.51105346 -0.64107435 0.7176564
#> lag1_var3 0.193415633 0.90147152 -1.23209794 1.1271920
#> lag1_var4 0.737267484 0.92919022 -0.17704007 2.2212505
#> const 0.938438671 2.57462927 -1.57512297 5.3234268
#> exo1 -0.071534611 0.15494994 -0.26422778 0.1626215
#> exo2 0.008676615 0.30850885 -0.43652550 0.4126871
#> exo3 0.048828421 0.14927713 -0.13480534 0.2793211
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002042356 0.005369516 0.0002539235 0.009716991
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002557703 0.007106693 -0.01300706 0.0008114123
#> Sigma[2,2] 0.049459989 0.010106485 0.03886627 0.0651961722
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001867873 0.001982536 -0.001587407 0.003414145
#> Sigma[3,2] -0.0398838263 0.007156542 -0.050617536 -0.030444759
#> Sigma[3,3] 0.0985872653 0.024982842 0.073201708 0.138501339
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002082282 0.004461831 -0.00882826 0.0002306631
#> Sigma[4,2] 0.001927962 0.010326414 -0.01060556 0.0169943366
#> Sigma[4,3] 0.067156067 0.022858565 0.04313587 0.1054651382
#> Sigma[4,4] 0.071324343 0.018012310 0.05272996 0.1027969608
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99806080 0.03575597 0.981971646 1.054398072
#> lag1_var2 -0.08452142 0.25110368 -0.455375891 0.030902384
#> lag1_var3 -0.09344797 0.34186882 -0.596237349 0.058080048
#> lag1_var4 0.08884397 0.33049838 -0.059324091 0.574400434
#> const 0.50350928 0.17490535 0.214128720 0.687781133
#> exo1 0.01502170 0.01815601 -0.007283136 0.040492336
#> exo2 -0.01810266 0.02079907 -0.043872667 0.010825416
#> exo3 -0.02630202 0.05239324 -0.106799743 0.008386725
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.271059687 0.1159927 -0.44787348 -0.12142849
#> lag1_var2 0.008754535 0.7752662 -0.99656354 0.97925442
#> lag1_var3 -0.761663831 0.9697390 -2.02828823 0.49966561
#> lag1_var4 0.831279317 0.9549455 -0.40032677 2.07641442
#> const 1.462354120 2.1448140 -1.81899259 4.10026432
#> exo1 -0.206359883 0.2037194 -0.47549407 0.07559901
#> exo2 0.014601738 0.2484518 -0.31911767 0.35131683
#> exo3 0.287950602 0.3222291 -0.07356513 0.74271212
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2716708 0.09191224 -0.4109818 -0.1707970
#> lag1_var2 2.0700332 0.93387676 0.8978217 3.3492113
#> lag1_var3 3.6259327 1.13759811 2.2509884 5.1986543
#> lag1_var4 -2.5697784 1.12274906 -4.1215768 -1.2045875
#> const 2.2387063 2.50242544 -0.8813271 5.3548868
#> exo1 -0.2977682 0.42076787 -0.9342424 0.1793373
#> exo2 -0.9584065 0.29402152 -1.3883398 -0.5453309
#> exo3 0.7914467 0.25489765 0.4988493 1.1644464
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5263167 0.1380160 -0.6517110 -0.30113857
#> lag1_var2 1.7383665 0.6885240 0.9752542 2.77992328
#> lag1_var3 2.6031767 0.9241404 1.5805945 3.94002350
#> lag1_var4 -1.4696619 0.8877505 -2.7644781 -0.50405137
#> const 2.5796320 2.0855226 -0.0397368 5.29536350
#> exo1 -0.4916189 0.3309405 -0.9996726 -0.09900471
#> exo2 -0.9723572 0.2327382 -1.3438423 -0.66666076
#> exo3 1.0602474 0.1403227 0.8864705 1.27942493
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003477973 8.664492e-05 0.000268505 0.0004838367
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -1.320304e-05 0.001108364 -0.001655663 0.001438136
#> Sigma[2,2] 1.473522e-01 0.054092201 0.085538490 0.223318755
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003696548 0.005664624 -0.004425669 0.01128384
#> Sigma[3,2] -0.649973010 0.356357607 -1.223165633 -0.29548881
#> Sigma[3,3] 6.832258563 2.185754417 4.443383580 10.40010854
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003920275 0.005800501 -0.004043247 0.01160932
#> Sigma[4,2] -0.553850903 0.330547826 -1.087166558 -0.23684058
#> Sigma[4,3] 6.531155155 1.993596654 4.285920832 9.75370050
#> Sigma[4,4] 6.296953002 1.818564194 4.183221185 9.19467455
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986328658 0.004188189 0.981043660 0.99187070
#> lag1_var2 -0.042473214 0.045542547 -0.093774259 0.03146530
#> lag1_var3 -0.043509184 0.060593653 -0.118484104 0.04933016
#> lag1_var4 0.041535478 0.059945273 -0.049640360 0.11612842
#> const 0.566103863 0.128809225 0.410535002 0.77041043
#> exo1 0.007924121 0.014613639 -0.015559320 0.02179908
#> exo2 -0.070952917 0.012264366 -0.087015663 -0.05587914
#> exo3 0.018463744 0.020916335 -0.005476975 0.05387852
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1681335 0.1430534 -0.34779212 0.04604627
#> lag1_var2 0.0256132 0.8460796 -1.13922328 1.10053957
#> lag1_var3 -0.7869689 1.2020730 -2.42899882 0.78549546
#> lag1_var4 0.8051892 1.1577318 -0.70616565 2.39929387
#> const 3.7828195 2.3574912 0.77057511 7.14417333
#> exo1 0.1673055 0.2915899 -0.15655054 0.61436322
#> exo2 0.6967328 0.4244369 0.07539357 1.18329648
#> exo3 -0.1855871 0.4132943 -0.88545187 0.19074784
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.57956228 1.005697 1.4743020 4.1896703
#> lag1_var2 7.15080964 8.779444 0.1746866 22.4535927
#> lag1_var3 9.65183665 12.459191 -0.6394816 31.6147476
#> lag1_var4 -9.48393565 12.182255 -31.0258206 0.6574486
#> const -0.52081175 15.262816 -18.3004865 18.3012341
#> exo1 -0.62704775 2.132016 -3.6373103 2.2363966
#> exo2 -0.03423552 2.443024 -2.7559131 4.0456891
#> exo3 3.34265610 2.789025 0.4096747 7.5038355
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.5128120 0.9828198 1.4284833 4.046331
#> lag1_var2 7.0236558 8.5931246 -0.1764921 21.952065
#> lag1_var3 8.8653449 12.1768671 -1.4350529 30.341479
#> lag1_var4 -8.6902793 11.9131986 -29.7664442 1.458398
#> const 1.4004724 14.3265713 -15.0729682 18.583698
#> exo1 -0.5314907 2.0787800 -3.2849688 2.359630
#> exo2 0.5307021 2.2655624 -1.9111083 4.348516
#> exo3 3.3186438 2.8625955 0.1166281 7.481173
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007330968 0.001322632 0.005968278 0.009388419
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02340853 0.01584789 -0.04447639 -0.0003309459
#> Sigma[2,2] 1.01671463 0.23389481 0.76712175 1.4042366591
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03946808 0.01012504 0.02443266 0.0524874
#> Sigma[3,2] -0.53314612 0.13280800 -0.68871104 -0.3242288
#> Sigma[3,3] 0.50947621 0.09800775 0.35679929 0.6258710
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02884483 0.01127244 0.01691544 0.04674352
#> Sigma[4,2] 0.05421674 0.07760937 -0.03833373 0.14330937
#> Sigma[4,3] 0.22374248 0.07349138 0.13821100 0.32018499
#> Sigma[4,4] 0.27966338 0.07327953 0.19526867 0.38804140
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97921728 0.06636362 0.90265424 1.0802702
#> lag1_var2 -0.08626440 0.26507171 -0.46552917 0.1880916
#> lag1_var3 -0.18906469 0.46220277 -0.85757859 0.2881384
#> lag1_var4 0.18146240 0.43370027 -0.26493760 0.8096048
#> const 0.76772299 0.70645151 0.21241612 1.9931803
#> exo1 0.02627913 0.08928735 -0.08016699 0.1452064
#> exo2 0.01119611 0.09069536 -0.11017077 0.1261358
#> exo3 0.02934562 0.10082290 -0.07266889 0.1954356
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8518613 1.2165741 -2.7749328 0.4718617
#> lag1_var2 1.8624880 2.9059441 -1.4920808 5.9617556
#> lag1_var3 1.8542229 5.0811538 -4.0310987 9.0967828
#> lag1_var4 -1.6478615 4.7995018 -8.5155129 3.8778003
#> const 11.4399967 19.7494677 -5.0383234 45.0612673
#> exo1 -0.1271585 0.7700926 -1.3994268 0.7525923
#> exo2 1.1569303 1.2507111 -0.6650794 2.7364720
#> exo3 0.4876609 0.8731053 -0.8370991 1.6737188
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24356864 0.6718934 -0.8041066 0.9779342
#> lag1_var2 0.62560087 1.9346929 -2.3283269 2.9036542
#> lag1_var3 1.93474783 3.4246929 -3.3081716 5.9729707
#> lag1_var4 -1.02450194 3.2352687 -4.7709664 3.9530440
#> const -2.07580790 9.7571046 -18.8832169 8.0873817
#> exo1 0.08054603 0.7629952 -0.9021941 1.0814476
#> exo2 -1.40443472 0.9587299 -2.7991688 -0.4464459
#> exo3 -0.61561121 0.6664349 -1.2570656 0.3952976
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.291563613 0.4874372 -0.9806832 0.3064835
#> lag1_var2 1.422071375 1.6025495 -0.7462248 3.6250630
#> lag1_var3 2.530604025 2.8263594 -1.2961000 6.3932603
#> lag1_var4 -1.471531274 2.6874784 -5.1410676 2.1804488
#> const 3.915416072 5.2461951 -1.7819730 11.7606374
#> exo1 0.007368402 0.6782371 -0.8403950 0.8561579
#> exo2 -0.827550742 0.6706101 -1.6547943 0.1175638
#> exo3 -0.382613637 0.4884087 -0.9395220 0.3413692
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00115819 0.0002767899 0.0007951368 0.00152303
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02719853 0.006880346 -0.03518297 -0.01747839
#> Sigma[2,2] 1.38228580 0.214030594 1.11423151 1.68032225
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02636262 0.006870582 0.01609301 0.03578466
#> Sigma[3,2] -1.05331417 0.215492652 -1.34305436 -0.79972620
#> Sigma[3,3] 1.38486092 0.246959313 1.09126703 1.69380106
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01097763 0.004087587 0.005942006 0.01666919
#> Sigma[4,2] -0.24581066 0.139719719 -0.466091959 -0.08458891
#> Sigma[4,3] 0.82788386 0.142023760 0.653001955 1.01920989
#> Sigma[4,4] 0.74976957 0.115745456 0.601308732 0.91381695
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92708601 0.02989522 0.88038019 0.96076420
#> lag1_var2 0.12741572 0.07093395 0.06267605 0.24995182
#> lag1_var3 0.21839744 0.11815891 0.10517960 0.42099988
#> lag1_var4 -0.19967485 0.10610932 -0.38189416 -0.09697085
#> const 0.72424823 0.46855534 0.13941095 1.40854938
#> exo1 0.02548030 0.03946801 -0.03658122 0.06112840
#> exo2 -0.07957200 0.03373629 -0.13533807 -0.04572751
#> exo3 0.05147565 0.02551192 0.01395885 0.08187140
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1707808 1.5165921 -0.7829717 3.5508138
#> lag1_var2 -2.3621460 2.8436520 -6.5469425 1.0193346
#> lag1_var3 -5.3371943 4.6789322 -12.1792103 0.2430063
#> lag1_var4 4.7575447 4.2052461 -0.3353891 10.9051945
#> const 7.8818118 15.6801918 -12.5743192 30.4227083
#> exo1 -0.5634711 1.4567142 -2.4042485 1.4995685
#> exo2 1.4327487 0.8667504 0.4371187 2.7197362
#> exo3 -1.4102667 0.9644343 -2.8139591 -0.1469793
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08812792 1.225244 -1.99690708 1.355059
#> lag1_var2 1.17682298 2.345819 -1.06777068 5.128215
#> lag1_var3 2.93543990 3.888967 -0.70152980 9.543156
#> lag1_var4 -1.90378917 3.508670 -7.89420215 1.425536
#> const -3.61744961 13.516283 -22.46528180 14.119170
#> exo1 0.81766090 1.603330 -1.32476162 3.046808
#> exo2 -3.07353219 1.210132 -4.67386553 -1.229428
#> exo3 1.40486655 0.985439 0.06859473 2.767015
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8572983 0.4732317 0.1082186 1.361813
#> lag1_var2 -0.6806367 1.2423021 -1.7756312 1.257402
#> lag1_var3 -0.9843368 2.0576536 -2.7466150 2.179485
#> lag1_var4 1.6658317 1.8752997 -1.1609792 3.248599
#> const -0.2117401 6.6615308 -10.7280514 7.886815
#> exo1 0.5150357 0.9092143 -0.5573969 1.805182
#> exo2 -2.3650664 1.1419863 -3.4292035 -0.560796
#> exo3 0.6082595 1.1660179 -1.3017829 1.978609
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001624228 0.002902813 0.0001758845 0.007164097
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01055381 0.007289321 -0.02211961 -0.005845066
#> Sigma[2,2] 0.60361085 0.083148741 0.50222784 0.723430891
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005470081 0.004230928 -0.001155281 0.009018405
#> Sigma[3,2] -0.481373440 0.076236629 -0.594924593 -0.380166332
#> Sigma[3,3] 0.430171005 0.075317434 0.329912659 0.543512375
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001411175 0.005960783 -0.01268279 0.002595616
#> Sigma[4,2] -0.098323336 0.038326158 -0.15469123 -0.056467897
#> Sigma[4,3] 0.127307727 0.035168876 0.08403141 0.177044330
#> Sigma[4,4] 0.067810629 0.018722570 0.04424392 0.096528810
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97042879 0.02319151 0.93559656 0.997396551
#> lag1_var2 0.06768765 0.12671110 -0.02593825 0.272247301
#> lag1_var3 0.10898278 0.20386491 -0.04624262 0.438333918
#> lag1_var4 -0.10773395 0.19794028 -0.42838215 0.040721091
#> const 0.85642117 0.36078878 0.43389716 1.426702311
#> exo1 -0.02561972 0.01586959 -0.04840744 -0.005968617
#> exo2 -0.06361490 0.04351615 -0.12965894 -0.021838715
#> exo3 0.01881359 0.02119878 -0.01706511 0.035952166
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3864326 0.3813179 -0.1463710 0.8574815
#> lag1_var2 -3.3290978 2.7095247 -7.0557229 0.3255045
#> lag1_var3 -6.6619072 4.2718717 -12.5227814 -0.8981343
#> lag1_var4 6.5977949 4.1332490 1.0676707 12.3242329
#> const -7.5494472 13.5736048 -27.8350713 9.3348774
#> exo1 1.1001666 0.7747800 -0.1601778 2.0146452
#> exo2 4.8222378 0.7873091 3.6883701 5.7570325
#> exo3 -1.0929753 0.5347772 -1.6461445 -0.3207028
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4570236 0.3480740 -1.0041501 -0.02096718
#> lag1_var2 3.5791899 2.5004281 0.8487987 7.67469982
#> lag1_var3 6.6581209 3.9489895 2.3086251 13.09021165
#> lag1_var4 -5.5970333 3.8249774 -11.8598524 -1.42896727
#> const 10.3462784 10.9962216 -0.7798123 26.71961396
#> exo1 -0.7571463 0.7185195 -1.6247823 0.38865596
#> exo2 -4.3571714 0.6118724 -5.1723942 -3.58552085
#> exo3 0.6931508 0.5775723 -0.1153895 1.37995722
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23456655 0.1682206 -0.5014211 -0.03221695
#> lag1_var2 1.15241573 1.0414474 0.0437988 2.91168586
#> lag1_var3 1.94385164 1.6457411 0.1768049 4.70153951
#> lag1_var4 -0.90223424 1.5905480 -3.5744776 0.79109318
#> const 4.93329425 3.2072237 1.3965966 9.88947880
#> exo1 -0.04467645 0.2666458 -0.3514319 0.38370065
#> exo2 -1.42611598 0.2594480 -1.7409035 -1.03247467
#> exo3 0.02079622 0.2670305 -0.3153784 0.36500417
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006009454 8.120251e-05 0.0004986296 0.0007133261
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002633607 0.00331375 -0.004564061 0.00497382
#> Sigma[2,2] 0.5078861553 0.09589045 0.391577508 0.62748444
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002592171 0.001960586 -0.005032821 0.0005051456
#> Sigma[3,2] -0.248785000 0.061301875 -0.349427832 -0.1779919124
#> Sigma[3,3] 0.203087471 0.052267285 0.135436237 0.2794625400
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002507594 0.000897197 -0.003914876 -0.001437864
#> Sigma[4,2] 0.046290942 0.037437082 -0.009650821 0.092461014
#> Sigma[4,3] 0.062771980 0.024662808 0.034128580 0.102292900
#> Sigma[4,4] 0.094218307 0.022564963 0.072446635 0.130136857
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04558701 0.007689652 1.036605548 1.0576073221
#> lag1_var2 -0.06757127 0.068014819 -0.182504691 -0.0003448705
#> lag1_var3 -0.13228237 0.120646528 -0.336255771 -0.0139598591
#> lag1_var4 0.09975733 0.116963412 -0.014303142 0.2979420769
#> const 0.70836910 0.129426991 0.545348631 0.8728396658
#> exo1 0.01310426 0.018137620 -0.007240272 0.0392798977
#> exo2 -0.04137997 0.017913929 -0.067422598 -0.0165123901
#> exo3 -0.01228516 0.024420907 -0.049545547 0.0192105411
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7038099 0.2467492 -1.0302048 -0.3773625
#> lag1_var2 -1.2442883 1.9638548 -3.0787402 1.9474555
#> lag1_var3 -3.5360167 3.4757115 -6.8726131 2.1153194
#> lag1_var4 3.8434532 3.3341332 -1.6113731 6.8760186
#> const 1.6886731 8.4312825 -7.5910834 14.6613942
#> exo1 0.1932460 0.7684145 -1.0020551 1.1721423
#> exo2 0.5601393 0.5804508 -0.2407644 1.2748462
#> exo3 1.0853146 0.4752631 0.4853772 1.7040913
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5917389 0.1709242 0.3702929 0.8506995
#> lag1_var2 0.6238645 1.3303829 -1.1444300 2.5205507
#> lag1_var3 1.9253802 2.3711593 -1.2424917 5.3192728
#> lag1_var4 -1.1694829 2.2357346 -4.3112897 1.8398660
#> const -1.4809356 6.8955788 -12.9954386 6.5657842
#> exo1 -0.2824570 0.4498035 -0.8726054 0.3891656
#> exo2 -1.6012888 0.3682372 -2.0303286 -1.0694622
#> exo3 -0.4110799 0.3676743 -0.7882074 0.1771630
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1940030 0.06563854 0.12438501 0.3060557
#> lag1_var2 -0.4865993 0.62395799 -1.30392045 0.3910432
#> lag1_var3 -0.7875675 1.08971415 -2.20488286 0.7493339
#> lag1_var4 1.7345101 1.04425058 0.27904233 3.0939798
#> const -1.4777386 2.93506621 -5.87075549 2.5437272
#> exo1 -0.1824350 0.13325329 -0.32446550 0.0408352
#> exo2 -1.3496652 0.27486120 -1.69933314 -0.9506622
#> exo3 0.2345831 0.26801767 -0.01026322 0.6541605
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009131342 0.0001709768 0.0007100971 0.001184026
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01003927 0.002395944 -0.01307575 -0.006670539
#> Sigma[2,2] 0.17559562 0.046691648 0.11201668 0.242306427
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009337566 0.002185111 0.006344831 0.01182332
#> Sigma[3,2] -0.159677536 0.042487084 -0.214651609 -0.10138799
#> Sigma[3,3] 0.155679569 0.039433707 0.103716778 0.20310344
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003266568 0.0008294199 0.002152351 0.004264493
#> Sigma[4,2] -0.053133236 0.0154432494 -0.074687854 -0.035030823
#> Sigma[4,3] 0.060212107 0.0151687480 0.043759431 0.082620990
#> Sigma[4,4] 0.029844080 0.0064552961 0.023134524 0.039654589
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.982166665 0.05014679 0.91091653 1.03939119
#> lag1_var2 -0.004650787 0.04137960 -0.05351439 0.05429939
#> lag1_var3 -0.033047893 0.05967411 -0.10798326 0.05200809
#> lag1_var4 0.026165023 0.04378295 -0.03610394 0.08266856
#> const 0.505386532 0.24988316 0.23671404 0.91456254
#> exo1 -0.011169885 0.02476360 -0.03554597 0.02937713
#> exo2 -0.066113975 0.03186848 -0.10438056 -0.01907329
#> exo3 -0.014825910 0.03898109 -0.06525635 0.03532522
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1434460 0.8240184 -1.17389536 1.0719361
#> lag1_var2 1.2737020 0.5649185 0.38747362 1.8851672
#> lag1_var3 1.1314764 0.7640190 0.01599565 2.0279038
#> lag1_var4 -0.9905859 0.5302637 -1.59952701 -0.2460511
#> const 2.8201332 2.4043621 -0.72119254 5.4491480
#> exo1 -0.2242292 0.3043623 -0.67478342 0.1521514
#> exo2 1.4048890 0.3660603 0.79038842 1.8305921
#> exo3 0.2718001 0.3358517 -0.12807738 0.7522371
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3636962 0.7277604 -0.6440834 1.3483871
#> lag1_var2 -0.3891394 0.5157224 -1.0029060 0.3729257
#> lag1_var3 -0.1929274 0.6938599 -1.0116166 0.8309847
#> lag1_var4 0.9520176 0.4781638 0.2304342 1.5189904
#> const 0.8701688 2.7714569 -2.6857965 4.4465412
#> exo1 0.1944949 0.2771739 -0.1264084 0.6017966
#> exo2 -1.7507208 0.3698438 -2.1578270 -1.1202125
#> exo3 -0.1893922 0.2833245 -0.5995122 0.1576728
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31105343 0.2723448 -0.04870533 0.732637318
#> lag1_var2 -0.15476091 0.2057829 -0.42541289 0.129529370
#> lag1_var3 -0.39238492 0.2962294 -0.77174154 -0.009455407
#> lag1_var4 1.24306181 0.2206148 0.96689816 1.534905963
#> const 1.64169574 1.7912246 -0.79930202 4.086967411
#> exo1 0.06040495 0.1100198 -0.06702361 0.231074261
#> exo2 -1.00369804 0.1575651 -1.17646306 -0.736651871
#> exo3 -0.01003588 0.1032300 -0.15503016 0.114398267
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009103695 0.002730776 0.006068055 0.01374302
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0663393 0.03422898 -0.1159427 -0.0221854
#> Sigma[2,2] 2.2177592 0.66797590 1.6665288 3.3910585
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.09967366 0.03217564 0.06344015 0.1490333
#> Sigma[3,2] -1.87379936 0.60410572 -2.89832809 -1.2241311
#> Sigma[3,3] 1.98548940 0.56479351 1.30002022 2.9089816
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.06239347 0.01579493 0.04174384 0.08535779
#> Sigma[4,2] -0.51581755 0.22205197 -0.82140383 -0.19231963
#> Sigma[4,3] 0.87182358 0.22397291 0.57266398 1.17058381
#> Sigma[4,4] 0.59314296 0.12957655 0.39752319 0.73722649
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.904089705 0.06095811 0.828796884 0.993281513
#> lag1_var2 0.176258935 0.12997186 0.004770395 0.367157588
#> lag1_var3 0.267869058 0.20481844 0.005663989 0.570697882
#> lag1_var4 -0.244299510 0.18792854 -0.523641739 -0.005440066
#> const 0.977258308 0.84121654 -0.233134958 2.021224759
#> exo1 -0.020665445 0.06681800 -0.097517924 0.081690343
#> exo2 -0.269372942 0.08871588 -0.401440492 -0.156245761
#> exo3 0.001880873 0.10145135 -0.141885024 0.105715387
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4284559 0.9217838 -1.1677650 1.290669
#> lag1_var2 -2.9502470 3.7348385 -7.6367618 2.320959
#> lag1_var3 -6.1011798 5.8862918 -13.5042157 2.302015
#> lag1_var4 5.7460811 5.4905398 -2.0967549 12.678959
#> const 11.6766478 16.9354175 -11.6283411 31.127586
#> exo1 0.4337012 1.4152834 -1.6125001 2.030193
#> exo2 1.7640573 1.2674155 0.2705814 3.739038
#> exo3 1.1006464 1.7903117 -1.6067574 3.380383
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8111742 0.8328497 -1.706566 0.5466895
#> lag1_var2 4.5041820 2.3450032 1.230196 7.2912534
#> lag1_var3 7.9263095 3.7008870 2.621218 12.2437035
#> lag1_var4 -6.5237085 3.4430203 -10.531133 -1.5843756
#> const -5.1349928 15.3205991 -27.900403 14.6291147
#> exo1 -0.3654482 1.2881491 -2.170792 1.2271210
#> exo2 -6.8424881 1.4750074 -9.344793 -5.2184205
#> exo3 -1.2943515 1.3656293 -2.929070 0.6911676
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6328737 0.4653199 -1.0620104 0.1119371
#> lag1_var2 2.5731429 0.8115448 1.7814825 3.7817448
#> lag1_var3 3.9573646 1.2935252 2.6057220 5.8796771
#> lag1_var4 -2.7264914 1.1855483 -4.4985032 -1.5098473
#> const 1.3141194 7.0418978 -10.3649307 8.3791674
#> exo1 -0.1150381 0.5706995 -0.9956646 0.4911555
#> exo2 -6.3613777 0.7663119 -7.7381871 -5.6288848
#> exo3 -0.7629224 0.7109245 -1.4704687 0.2927298
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001519622 0.0004719927 0.001107053 0.002338417
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006231976 0.002072221 -0.008977436 -0.00355212
#> Sigma[2,2] 0.136758024 0.034889010 0.097472454 0.19324407
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00759396 0.01074791 -0.00375206 0.02595496
#> Sigma[3,2] -0.23707630 0.10234242 -0.39150663 -0.10042487
#> Sigma[3,3] 2.82335083 1.25540282 1.90662092 4.89335280
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004224308 0.01197291 -0.008120402 0.02442953
#> Sigma[4,2] -0.176568258 0.11254128 -0.353494714 -0.03975171
#> Sigma[4,3] 3.025943219 1.36868591 2.027747583 5.29659174
#> Sigma[4,4] 3.295048689 1.48712422 2.205290797 5.77170185
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92202210 0.04839605 0.86543663 0.99638108
#> lag1_var2 0.06317224 0.06824106 -0.02604727 0.16484361
#> lag1_var3 0.14550987 0.11970115 -0.01518478 0.31472847
#> lag1_var4 -0.12853462 0.10603376 -0.27809351 0.01335058
#> const 0.96704300 0.50394022 0.24652012 1.61019244
#> exo1 0.00563788 0.02320422 -0.02369311 0.03902582
#> exo2 -0.19322367 0.02811119 -0.22760271 -0.15102886
#> exo3 0.04617801 0.04226482 -0.02126214 0.09315548
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2443710 0.4434998 -0.4664721 0.81197012
#> lag1_var2 0.2385916 0.9205970 -1.1064485 1.34084649
#> lag1_var3 -0.8909784 1.6816818 -3.3560871 1.13221661
#> lag1_var4 0.7979929 1.4881483 -0.9967842 2.97352407
#> const 2.6682704 4.9779822 -3.9568013 8.72705559
#> exo1 -0.3425213 0.1973757 -0.5463916 -0.03751619
#> exo2 2.9721888 0.5130479 2.3423307 3.76654278
#> exo3 0.3086395 0.4109069 -0.2537880 0.82688783
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.60283707 1.4438169 -1.7069697 2.1757436
#> lag1_var2 -0.09699121 2.7240011 -2.5070147 4.8145022
#> lag1_var3 0.90429300 5.0471971 -3.3868670 10.1564871
#> lag1_var4 -0.02536249 4.5005459 -8.2884126 3.6952876
#> const -6.11139565 20.9187937 -37.8121527 17.1339981
#> exo1 0.22295287 1.3233569 -1.1447245 2.1357634
#> exo2 -2.26897609 1.9932618 -4.8002064 0.5051778
#> exo3 0.87239308 0.6818086 -0.2150803 1.5359503
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.80059920 1.6275522 -1.6257018 2.680218
#> lag1_var2 -0.41492811 2.8037290 -3.1311861 4.489054
#> lag1_var3 -0.36910282 5.2406189 -5.2801338 8.893320
#> lag1_var4 1.20810085 4.6695813 -7.0656131 5.472886
#> const -6.46092831 23.4578600 -42.8409215 20.312676
#> exo1 0.03596396 1.4649152 -1.5893015 2.128396
#> exo2 -0.78010809 2.1927268 -3.2375017 2.325191
#> exo3 1.18137499 0.8227366 -0.1277728 1.884764
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002127673 3.328897e-05 0.0001611934 0.000250618
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006575871 0.0007044003 -0.001669096 0.0001076743
#> Sigma[2,2] 0.1055246845 0.0202167699 0.081225715 0.1374015789
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001758701 0.002330676 -0.001105557 0.004822706
#> Sigma[3,2] -0.117386660 0.031879187 -0.163855537 -0.082032485
#> Sigma[3,3] 0.426200015 0.115169759 0.306963903 0.589455506
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001314886 0.002046691 -0.001325718 0.003808529
#> Sigma[4,2] -0.038085730 0.027528860 -0.074241093 -0.003584508
#> Sigma[4,3] 0.343299766 0.098385973 0.234094340 0.484892115
#> Sigma[4,4] 0.320178139 0.082904700 0.220784187 0.437326732
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98560783 0.00423785 0.97897927 0.991021464
#> lag1_var2 -0.03731030 0.03288066 -0.07657437 0.009420163
#> lag1_var3 -0.04554152 0.04401303 -0.09570150 0.018667752
#> lag1_var4 0.04482136 0.04412988 -0.01934716 0.094372958
#> const 0.49688130 0.09505453 0.38680812 0.644084875
#> exo1 -0.01008363 0.00720157 -0.02071573 -0.002413276
#> exo2 -0.02712615 0.01729694 -0.05104454 -0.004868529
#> exo3 -0.02761449 0.01647994 -0.04934627 -0.008386549
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24388713 0.1108538 -0.3806091 -0.07426762
#> lag1_var2 1.60059024 1.7035491 -0.5175301 4.27093602
#> lag1_var3 1.52656013 2.4240173 -1.4549861 5.37471336
#> lag1_var4 -1.48646764 2.4104134 -5.3082253 1.48705087
#> const 4.29722617 3.1535430 0.6117198 9.16469066
#> exo1 -0.04203092 0.1785011 -0.3232595 0.14727547
#> exo2 0.32970282 0.4851878 -0.2066365 1.12705450
#> exo3 0.70180252 0.1662689 0.4929839 0.91460637
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2395855 0.1544004 0.05316498 0.4667328
#> lag1_var2 0.4339914 3.0385701 -3.82371095 4.5655930
#> lag1_var3 1.3369909 4.3218552 -4.91571139 7.0434192
#> lag1_var4 -0.4324117 4.2728876 -6.05044132 5.7771955
#> const 0.6066816 4.7942425 -5.95960452 7.4656526
#> exo1 0.6476439 0.5903133 -0.23129277 1.3970473
#> exo2 -2.2229557 0.9567460 -3.40864398 -0.7830720
#> exo3 -1.1347788 0.6643808 -1.88952952 -0.2111308
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05699036 0.1784384 -0.1439341 0.3396091
#> lag1_var2 1.32923074 2.6345064 -2.3288620 5.2308841
#> lag1_var3 2.08081181 3.7580662 -3.3373297 7.3735966
#> lag1_var4 -1.13690217 3.7265679 -6.3334582 4.2442627
#> const 3.13447648 6.1205590 -2.9116851 13.8673848
#> exo1 0.62731186 0.5453316 -0.1732099 1.3303018
#> exo2 -2.01691431 0.9027108 -3.0492136 -0.6283619
#> exo3 -0.62939435 0.5642573 -1.2890180 0.1619092
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007613843 0.0001614445 0.0005591489 0.0009596615
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002421502 0.001530909 -0.003871413 -3.231851e-05
#> Sigma[2,2] 0.121767919 0.027333391 0.083647350 1.563157e-01
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002058279 0.002957629 -0.005152883 0.002509221
#> Sigma[3,2] 0.0751212656 0.027776771 0.042764194 0.120457158
#> Sigma[3,3] 0.2400648653 0.079043017 0.165979821 0.353305013
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.00222501 0.003710336 -0.007590395 0.002690571
#> Sigma[4,2] 0.17406937 0.045721682 0.116914976 0.239693558
#> Sigma[4,3] 0.31621420 0.099428926 0.227780396 0.471024484
#> Sigma[4,4] 0.47445924 0.126970066 0.371610102 0.686646290
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9714695625 0.02814036 0.932847575 1.011987803
#> lag1_var2 0.0063723316 0.08198906 -0.123023255 0.110482965
#> lag1_var3 0.0007391948 0.11377486 -0.177269837 0.148916909
#> lag1_var4 -0.0027840428 0.10755282 -0.142358379 0.165548693
#> const 0.7090030519 0.23707540 0.303916490 0.939422691
#> exo1 0.0248672674 0.01776348 0.001262698 0.052015087
#> exo2 -0.0747401641 0.03342707 -0.121548972 -0.033361400
#> exo3 -0.0418332990 0.02986191 -0.088276203 -0.007556589
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3284281 0.2797031 -0.04888473 0.6709795
#> lag1_var2 -0.9852179 1.0185856 -2.54420858 0.2736330
#> lag1_var3 -2.7021044 1.3121611 -4.67784606 -1.0136923
#> lag1_var4 2.5508142 1.2537646 0.93983355 4.4455618
#> const 4.2064312 4.0706084 -1.61905397 9.5673880
#> exo1 -0.6433037 0.3593357 -1.08390452 -0.1181775
#> exo2 -1.1925428 0.4057125 -1.68483014 -0.6246870
#> exo3 0.3353976 0.3644219 -0.21459972 0.7150097
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.67147556 0.2250595 0.3461833 0.96604257
#> lag1_var2 -1.55196806 0.7776213 -2.7128942 -0.53109478
#> lag1_var3 -2.58413181 1.0055963 -4.0429742 -1.20245218
#> lag1_var4 3.21778427 0.9639447 1.9000699 4.62035683
#> const 4.71950833 3.3430987 0.1677902 9.65487225
#> exo1 -0.63529008 0.4127099 -1.1416634 -0.05906407
#> exo2 0.05816844 0.4283426 -0.4269525 0.77360490
#> exo3 0.56729784 0.3695690 0.1587830 1.07759465
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9155672 0.3692594 0.3756060 1.3921430
#> lag1_var2 -2.8066390 1.3802929 -4.7228477 -1.0797449
#> lag1_var3 -5.3846572 1.7819045 -7.7473955 -2.9265919
#> lag1_var4 5.9063396 1.7070344 3.5688945 8.1849210
#> const 7.2948562 6.1284237 -0.2184499 15.7374859
#> exo1 -1.2062597 0.6297825 -1.9070452 -0.3475920
#> exo2 -0.6713018 0.7080160 -1.4816168 0.5052736
#> exo3 0.8520270 0.5219473 0.2673998 1.5771621
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001105356 0.0003858643 0.0007123552 0.001735291
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001937845 0.002510041 -0.005636892 0.001409912
#> Sigma[2,2] 0.286081911 0.048506408 0.217381189 0.349923186
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002631813 0.002396567 -9.318404e-06 0.006373248
#> Sigma[3,2] -0.067143188 0.031338530 -1.129924e-01 -0.034023032
#> Sigma[3,3] 0.159651157 0.053927352 1.041767e-01 0.234108407
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001591195 0.002048932 -0.001470944 0.003942738
#> Sigma[4,2] 0.097825929 0.034889738 0.048676016 0.141606936
#> Sigma[4,3] 0.133409458 0.044375209 0.091218844 0.205198194
#> Sigma[4,4] 0.203901392 0.036312956 0.158442607 0.260958867
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98345465 0.02805640 0.95184352 1.019482163
#> lag1_var2 -0.09153533 0.08958958 -0.19242149 0.045460047
#> lag1_var3 -0.16366119 0.15764828 -0.34554935 0.072355395
#> lag1_var4 0.15262869 0.14983985 -0.07094337 0.326007540
#> const 0.97992817 0.57200982 0.44184138 1.982331715
#> exo1 0.01094150 0.03548521 -0.03469299 0.062750129
#> exo2 -0.04664049 0.03260940 -0.08644593 -0.005957266
#> exo3 -0.06447314 0.02857504 -0.10729104 -0.030670088
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6377776 0.3219652 0.2476621 1.0510661
#> lag1_var2 -1.3198606 1.4268376 -3.2708292 0.4254975
#> lag1_var3 -3.9847019 2.5732948 -7.4956257 -0.8191460
#> lag1_var4 3.8475496 2.4521231 0.8345491 7.1830829
#> const -4.4460750 4.5709822 -10.6880812 2.3558651
#> exo1 -0.4158631 0.5322934 -1.0438609 0.4143711
#> exo2 0.2865247 0.6315003 -0.5466228 1.2100518
#> exo3 0.2733071 0.4426329 -0.3560475 0.7605455
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16181928 0.3220040 -0.2178306 0.6302093
#> lag1_var2 -1.30375654 0.8288365 -2.5474695 -0.4268854
#> lag1_var3 -1.23519239 1.4643333 -3.4339030 0.2560416
#> lag1_var4 2.15239408 1.3946711 0.7154411 4.2492617
#> const 1.39943531 5.1628983 -7.3745376 5.8520294
#> exo1 0.01120831 0.2863822 -0.4564918 0.3432431
#> exo2 -1.14882491 0.5811280 -2.0081979 -0.4145818
#> exo3 -0.21959342 0.3720670 -0.8050423 0.2043183
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5098923 0.4190734 -0.1489640 1.0413383
#> lag1_var2 -2.3842999 1.4783929 -4.0288126 -0.3871054
#> lag1_var3 -4.0536302 2.6454360 -6.9910750 -0.5257101
#> lag1_var4 4.9146193 2.5286623 1.5227828 7.7187572
#> const -2.0111445 4.8949234 -8.3822534 3.5279786
#> exo1 -0.2237446 0.3154791 -0.5110509 0.2790659
#> exo2 -1.1280967 0.7586683 -2.1406217 -0.1429161
#> exo3 -0.1187411 0.4487209 -0.7890908 0.3873622
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004649247 0.001036243 0.003173391 0.005926833
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04884075 0.01044588 -0.06314311 -0.03430073
#> Sigma[2,2] 0.65325225 0.11474230 0.51839930 0.82302029
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05345297 0.01035491 0.03936833 0.06666046
#> Sigma[3,2] -0.65906717 0.11962716 -0.82667427 -0.50934050
#> Sigma[3,3] 0.79542127 0.13059538 0.60441809 0.98106548
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0433429 0.008102736 0.03171473 0.05311617
#> Sigma[4,2] -0.5128078 0.095118557 -0.64959179 -0.38384166
#> Sigma[4,3] 0.6716307 0.107054189 0.51186798 0.81848178
#> Sigma[4,4] 0.5863409 0.090113791 0.45467640 0.70186325
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90043522 0.03372279 0.84671005 0.93671532
#> lag1_var2 0.05153427 0.02607852 0.01903181 0.09056709
#> lag1_var3 0.10728105 0.06089510 0.03501188 0.19439961
#> lag1_var4 -0.07753714 0.05221928 -0.15012770 -0.01410998
#> const 1.13030798 1.04115459 -0.27686915 2.73944827
#> exo1 0.03471302 0.06112774 -0.02682125 0.12575363
#> exo2 -0.07015516 0.08501162 -0.18975334 0.04525632
#> exo3 0.02429064 0.09768967 -0.11605531 0.16107115
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.909707261 0.4256927 0.4116513 1.5486399
#> lag1_var2 0.007171868 0.3554028 -0.5299725 0.4113608
#> lag1_var3 -2.038116388 0.9421193 -3.3873756 -0.8166217
#> lag1_var4 1.650578154 0.8212128 0.5719088 2.7891389
#> const -3.953983982 12.3534532 -23.6376468 12.6841310
#> exo1 -0.268244735 0.8447836 -1.4972144 0.7450476
#> exo2 1.095154312 1.0753191 -0.3578773 2.5233120
#> exo3 0.658803935 1.1702825 -0.9473197 2.2561769
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3855193 0.4939678 -2.1062152 -0.7689975
#> lag1_var2 1.4541920 0.4287630 0.9688477 2.1204768
#> lag1_var3 4.3643839 1.1157947 2.9490080 6.0859680
#> lag1_var4 -2.8131440 0.9716772 -4.2905857 -1.5657655
#> const 9.6162036 15.6425303 -11.4677810 32.5570098
#> exo1 0.4393122 0.8208948 -0.4491751 1.6309532
#> exo2 -0.6392495 0.9355388 -1.9425128 0.5910420
#> exo3 -0.5422520 1.2972829 -2.5301626 1.2635756
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2552967 0.4188768 -1.8248468 -0.7167793
#> lag1_var2 1.3660908 0.3908206 0.8858274 1.9507486
#> lag1_var3 3.2637441 0.9965685 1.9693059 4.7836862
#> lag1_var4 -1.7465494 0.8649566 -3.0581208 -0.6126154
#> const 8.4735705 13.9543338 -10.0826094 28.5769304
#> exo1 0.4145855 0.6702835 -0.3898699 1.4188172
#> exo2 -0.3307049 0.7054560 -1.3586685 0.5943311
#> exo3 -0.3915639 1.0956110 -2.0818441 1.1618955
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003123036 4.95654e-05 0.000241722 0.0003729288
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004804287 0.001720214 -0.006941365 -0.002436381
#> Sigma[2,2] 0.439573174 0.078498157 0.336022043 0.548177296
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004611605 0.002391064 0.001408106 0.007578297
#> Sigma[3,2] -0.372841135 0.068438824 -0.461582486 -0.278846997
#> Sigma[3,3] 0.471727231 0.093746570 0.349926698 0.602888638
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002639643 0.002155339 -3.887429e-05 0.00557374
#> Sigma[4,2] -0.181557439 0.055899336 -2.517537e-01 -0.10525459
#> Sigma[4,3] 0.359386262 0.085152205 2.489092e-01 0.47394307
#> Sigma[4,4] 0.347736435 0.077602232 2.525412e-01 0.46024008
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.958702256 0.01474046 0.942721676 0.98264024
#> lag1_var2 0.028345189 0.01530109 0.006679164 0.04647307
#> lag1_var3 0.055821436 0.02687062 0.017081219 0.08831520
#> lag1_var4 -0.047454503 0.02145861 -0.073945178 -0.01621620
#> const 0.708775492 0.24896516 0.490096983 1.11061157
#> exo1 0.003891638 0.02075699 -0.022096848 0.03309380
#> exo2 -0.065399457 0.02058935 -0.095552472 -0.04023557
#> exo3 0.018281363 0.02565864 -0.018507694 0.04740117
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.0346594 0.5945646 1.135093 2.7589139
#> lag1_var2 -1.2184444 0.6630634 -2.096585 -0.2785995
#> lag1_var3 -3.9044309 1.2358560 -5.605528 -2.1547567
#> lag1_var4 3.0536432 1.0254075 1.627762 4.5032216
#> const -4.8029574 8.7489489 -19.208922 5.2160032
#> exo1 -0.2790542 0.6353754 -1.298445 0.4203996
#> exo2 0.1137670 0.8490204 -1.128922 1.1112673
#> exo3 5.0647739 0.6728067 4.051392 5.7786474
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.1797379 0.6035743 -2.8296874 -1.183137
#> lag1_var2 2.4712036 0.6658379 1.4501044 3.149625
#> lag1_var3 5.2728494 1.2249187 3.3372210 6.570582
#> lag1_var4 -3.4263627 1.0061221 -4.5344282 -1.817692
#> const 7.7418568 8.0650000 -2.8978837 16.497749
#> exo1 0.3824072 0.5944917 -0.3890787 1.119008
#> exo2 -2.9557771 0.9151208 -3.9693144 -1.638009
#> exo3 -3.0910340 0.3474667 -3.4104836 -2.505622
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5173932 0.4563734 -1.9177111 -0.7665630
#> lag1_var2 1.8711065 0.5108269 0.9649333 2.3274452
#> lag1_var3 3.1860822 0.9337624 1.5079166 4.0091774
#> lag1_var4 -1.6057355 0.7507147 -2.2270971 -0.2453148
#> const 5.1354317 5.9045075 -1.4452568 13.0899243
#> exo1 0.3180452 0.4735494 -0.3685394 0.8735994
#> exo2 -4.1046464 0.6941519 -4.9199238 -3.0433659
#> exo3 -0.6327626 0.3359761 -1.0738957 -0.1568534
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001043212 0.0003099315 0.0007799464 0.001555152
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.004902711 0.009160571 -0.005883938 0.01933067
#> Sigma[2,2] 1.968018293 0.823830445 1.200838866 3.23460240
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00458191 0.007147641 -0.01587761 0.003682443
#> Sigma[3,2] -1.15514634 0.506104636 -1.97749200 -0.721715748
#> Sigma[3,3] 0.86292079 0.301343429 0.57388482 1.368290384
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001872740 0.002876496 -0.006422721 0.0002369238
#> Sigma[4,2] -0.002751308 0.101670950 -0.135955795 0.1423103783
#> Sigma[4,3] 0.199656246 0.062643832 0.128264812 0.3027922828
#> Sigma[4,4] 0.212713819 0.053195439 0.139665918 0.2800678633
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.983150676 0.02177108 0.95407278 1.01272227
#> lag1_var2 0.010021433 0.06897936 -0.09861652 0.09198448
#> lag1_var3 0.022060950 0.12060746 -0.16659291 0.16701616
#> lag1_var4 -0.024957296 0.11399693 -0.16101808 0.15606440
#> const 0.644135876 0.22926909 0.35470892 0.95985043
#> exo1 0.017691718 0.03880205 -0.02957702 0.07323241
#> exo2 -0.077488053 0.02798205 -0.11871545 -0.05138400
#> exo3 0.005668933 0.03604175 -0.04604780 0.05705957
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6504446 0.5124492 -1.212230 0.09475063
#> lag1_var2 -5.4582281 2.4755523 -8.660837 -2.28168788
#> lag1_var3 -10.5638749 4.1732487 -16.108092 -5.23591311
#> lag1_var4 10.7090771 4.0927316 5.695483 16.40234581
#> const 8.2350412 13.2862085 -8.229194 24.84838787
#> exo1 -1.7573761 1.8296021 -3.405360 1.45883924
#> exo2 -0.6723690 1.2755231 -2.116551 1.28012245
#> exo3 -1.9470008 1.5559627 -4.055196 0.16822900
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7484123 0.4048606 0.2671220 1.310435
#> lag1_var2 3.3852022 1.2736022 1.5372256 4.855906
#> lag1_var3 6.4892992 2.1711216 3.3750610 9.015806
#> lag1_var4 -5.7745623 2.1067820 -8.3814307 -2.844656
#> const -1.6102953 11.4954717 -15.6404728 13.349877
#> exo1 0.7893400 1.1866904 -1.2640079 1.666550
#> exo2 1.5227221 0.8319265 0.2397765 2.292768
#> exo3 0.5627201 0.9655681 -0.4480415 2.214283
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3430807 0.2894082 -0.03809251 0.7039364
#> lag1_var2 0.1042016 0.7208726 -0.99551086 0.9497654
#> lag1_var3 0.1498380 1.2315053 -1.71336096 1.6025721
#> lag1_var4 0.6768070 1.1927750 -0.72414387 2.5056706
#> const 2.2118331 6.6441500 -5.82921263 12.7277629
#> exo1 -0.2659014 0.4013169 -0.76526028 0.2800546
#> exo2 1.2291970 0.4641908 0.70906308 1.9218627
#> exo3 -0.6047974 0.6533485 -1.44404158 0.3483373
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004455009 0.0009617383 0.002976191 0.005789801
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.002993884 0.004658629 -0.002395546 0.009811533
#> Sigma[2,2] 0.133112920 0.047256252 0.095584057 0.204671880
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0009011962 0.007324897 -0.01100446 0.009184356
#> Sigma[3,2] -0.1352905677 0.053590831 -0.22139127 -0.083915293
#> Sigma[3,3] 0.2576224917 0.079613282 0.17062154 0.373751730
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001065178 0.005887313 -0.005900421 0.009791196
#> Sigma[4,2] -0.052095191 0.028324647 -0.094693832 -0.019220762
#> Sigma[4,3] 0.184369718 0.056627855 0.115244830 0.253023802
#> Sigma[4,4] 0.164300056 0.047077114 0.110078617 0.227807187
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.86189027 0.07137247 0.78360741 0.97472792
#> lag1_var2 0.16710611 0.18535085 -0.10608879 0.39685425
#> lag1_var3 0.21906152 0.28536509 -0.20389561 0.57867786
#> lag1_var4 -0.17799677 0.27663527 -0.53371350 0.23731526
#> const 0.43508125 0.65527211 -0.41771514 1.34896049
#> exo1 -0.16426143 0.07976279 -0.27412376 -0.07067621
#> exo2 -0.07873945 0.08279439 -0.16453695 0.05511449
#> exo3 0.01938236 0.07313595 -0.06817194 0.13262343
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2344785 0.2800901 -0.16735187 0.5924714
#> lag1_var2 -0.7754074 1.0659540 -2.25017235 0.8487493
#> lag1_var3 -2.6144155 1.6004968 -4.84442397 -0.1620370
#> lag1_var4 2.5208283 1.5513105 0.14844206 4.6823236
#> const 0.9809220 5.5776655 -5.93970962 8.5178411
#> exo1 0.4852293 0.3285624 -0.02065491 0.8637453
#> exo2 1.2557818 0.3378550 0.75168547 1.6468333
#> exo3 1.1897020 0.3361807 0.74628667 1.6926339
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5020356 0.3100357 -0.9638715 -0.1040323
#> lag1_var2 3.7422334 1.2834692 2.1052020 5.3777825
#> lag1_var3 6.3479781 1.9386068 3.9864537 8.9146890
#> lag1_var4 -5.2023373 1.8978217 -7.7825541 -2.8616462
#> const 1.0311892 7.2556268 -7.1033205 10.3551274
#> exo1 -0.4399629 0.5099658 -1.1661878 0.2529523
#> exo2 -2.3759900 0.5024855 -2.9030992 -1.5845722
#> exo3 -1.1009007 0.6276207 -1.9447041 -0.2045805
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3843049 0.2529884 -0.7607730 -0.1103782
#> lag1_var2 3.0403197 1.1855014 1.2954198 4.4606110
#> lag1_var3 4.3052626 1.8086983 1.7638764 6.4797467
#> lag1_var4 -3.1943433 1.7334270 -5.2335919 -0.7360890
#> const 0.6631907 5.8447017 -5.5814334 8.8366096
#> exo1 -0.1362524 0.3932403 -0.6904727 0.3937577
#> exo2 -1.7041724 0.4321745 -2.1914968 -0.9609180
#> exo3 -0.3682739 0.5317151 -1.0830290 0.3629722
#>
#>
#>
# workflow with the pipe |>
############################################################
ilo_dynamic_panel |>
specify_bvarPANEL$new(exogenous = ilo_exogenous_variables) |>
estimate(S = 10) |>
estimate(S = 10) |>
summary()
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> **************************************************|
#> bpvars: Forecasting with Bayesian Panel VARs |
#> **************************************************|
#> Progress of the MCMC simulation for 10 draws
#> Every draw is saved via MCMC thinning
#> Press Esc to interrupt the computations
#> **************************************************|
#> $AFG
#> $AFG$Sigma
#> $AFG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003959625 0.000525457 0.003423939 0.004869594
#>
#> $AFG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01021583 0.006963071 -0.01794827 0.001012861
#> Sigma[2,2] 0.21288617 0.045777716 0.15559356 0.268433111
#>
#> $AFG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01382881 0.005798194 0.005031772 0.01980519
#> Sigma[3,2] -0.22017131 0.059530502 -0.302345863 -0.14764890
#> Sigma[3,3] 0.39227786 0.098820268 0.266120481 0.52553406
#>
#> $AFG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01103718 0.004640868 0.004214712 0.01678589
#> Sigma[4,2] -0.15026646 0.050319832 -0.218302120 -0.08535699
#> Sigma[4,3] 0.34897615 0.087961340 0.232883680 0.46456717
#> Sigma[4,4] 0.33443706 0.081369722 0.221438855 0.43700249
#>
#>
#> $AFG$A
#> $AFG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990965175 0.01489548 0.97242905 1.01012852
#> lag1_var2 -0.007811876 0.04274066 -0.06377862 0.04024630
#> lag1_var3 0.010317817 0.08742800 -0.11215042 0.10504341
#> lag1_var4 -0.011955683 0.07753600 -0.10473238 0.09618160
#> const 0.448854504 0.54250614 -0.40783389 1.04541364
#> exo1 0.003727663 0.05855413 -0.08969923 0.05971490
#> exo2 -0.030742723 0.05858469 -0.10499308 0.05313913
#> exo3 -0.174822332 0.06968532 -0.28093485 -0.09835244
#>
#> $AFG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3325245 0.1838860 0.10354815 0.5560677
#> lag1_var2 0.3274509 0.3015671 -0.04424738 0.7000695
#> lag1_var3 -1.4466367 0.5757533 -2.03829782 -0.5338989
#> lag1_var4 1.2702475 0.5006697 0.46103315 1.7857763
#> const 0.7352828 3.3704928 -3.39042482 5.7094710
#> exo1 -0.1099710 0.2812585 -0.40812079 0.3823555
#> exo2 0.2763817 0.3828710 -0.10619493 0.8785794
#> exo3 -0.1610102 0.7527222 -0.75868565 1.0515535
#>
#> $AFG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29743132 0.2326197 -0.6286095 -0.01321405
#> lag1_var2 1.15965225 0.3675791 0.6166391 1.51426884
#> lag1_var3 4.09579631 0.6388162 3.1752063 4.91380814
#> lag1_var4 -2.82938240 0.5489796 -3.5949252 -2.06783198
#> const -3.44993678 3.1310551 -8.8334284 0.06004517
#> exo1 0.08078335 0.5875647 -0.7654580 0.80530006
#> exo2 -1.24418930 0.5760918 -2.0644977 -0.50732177
#> exo3 0.02920300 0.7303281 -1.0800639 0.81589384
#>
#> $AFG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18616548 0.2003945 -0.4712110 0.09046502
#> lag1_var2 1.05860270 0.3672950 0.4982253 1.46959922
#> lag1_var3 2.94823198 0.6774876 1.9673564 3.84285741
#> lag1_var4 -1.70941498 0.5882518 -2.5247639 -0.88642665
#> const -4.39551914 3.7315225 -9.9548056 0.18494463
#> exo1 0.03931143 0.6058970 -0.7258963 0.85491953
#> exo2 -1.26558446 0.5161293 -1.9051748 -0.56371624
#> exo3 -0.03758876 0.5611022 -0.7553910 0.70180146
#>
#>
#>
#> $AGO
#> $AGO$Sigma
#> $AGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005968793 0.001174608 0.004254861 0.007421907
#>
#> $AGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01762174 0.005455663 -0.02370423 -0.01066859
#> Sigma[2,2] 0.16574175 0.035215318 0.12035884 0.21180336
#>
#> $AGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01058273 0.00420429 0.004581496 0.01651551
#> Sigma[3,2] -0.07146415 0.02743667 -0.114706804 -0.04157527
#> Sigma[3,3] 0.07878216 0.02203344 0.050744734 0.11171255
#>
#> $AGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003417163 0.006935859 -0.01276708 0.005130935
#> Sigma[4,2] 0.064459797 0.031340865 0.02718276 0.114107876
#> Sigma[4,3] 0.029161259 0.007617015 0.01749042 0.038089034
#> Sigma[4,4] 0.093103357 0.023933805 0.06174783 0.126818079
#>
#>
#> $AGO$A
#> $AGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98715347 0.02497377 0.95315955 1.02251670
#> lag1_var2 -0.09446216 0.10854863 -0.23588663 0.04147003
#> lag1_var3 -0.12836659 0.16216551 -0.31238686 0.07240270
#> lag1_var4 0.12108237 0.15189819 -0.07304031 0.29336570
#> const 0.84502628 0.51375308 0.06776916 1.41522005
#> exo1 0.06101053 0.04269500 -0.00116250 0.11581656
#> exo2 -0.01282765 0.08023386 -0.13877815 0.08461269
#> exo3 0.01700217 0.06253836 -0.05885059 0.11015391
#>
#> $AGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05897321 0.1910708 -0.20967832 0.32453377
#> lag1_var2 0.27938171 0.7438631 -0.48518393 1.40077909
#> lag1_var3 -0.69808187 1.0082262 -1.79504787 0.80256181
#> lag1_var4 0.72002419 0.9603581 -0.72228594 1.72825229
#> const -0.21411587 3.3055464 -4.90767968 3.94723458
#> exo1 -0.15443945 0.1752823 -0.37646185 0.08338758
#> exo2 0.53340123 0.3755348 -0.02291404 0.97892012
#> exo3 -0.10997274 0.5677793 -0.73900676 0.79016149
#>
#> $AGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2775618 0.1443528 -0.43186277 -0.07497374
#> lag1_var2 0.9862468 0.4129590 0.51544110 1.60826311
#> lag1_var3 2.1707896 0.5196553 1.54178949 2.90904971
#> lag1_var4 -1.1259926 0.4875568 -1.82334204 -0.53356158
#> const 1.9210998 1.9202042 -0.65009184 4.91907430
#> exo1 0.1601421 0.2082316 -0.05267417 0.49672839
#> exo2 -1.4960732 0.3021576 -1.97435284 -1.17913587
#> exo3 2.3715488 0.3923003 1.75743338 2.86115593
#>
#> $AGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28804325 0.1294663 -0.4764699 -0.1500128
#> lag1_var2 0.64577517 0.5042145 0.1903914 1.4882536
#> lag1_var3 0.92860623 0.7316204 0.2296678 2.1536898
#> lag1_var4 0.16034167 0.6937452 -1.0045557 0.8180234
#> const 1.22261579 3.6485629 -4.9269317 5.2090099
#> exo1 0.06018168 0.2493343 -0.2175948 0.4192679
#> exo2 -1.33960456 0.3437897 -1.8390468 -0.8964826
#> exo3 2.71536125 0.3809087 2.2155848 3.1937451
#>
#>
#>
#> $ALB
#> $ALB$Sigma
#> $ALB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001573178 0.000426462 0.001066924 0.002281974
#>
#> $ALB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.049993 0.03450821 -0.1084153 -0.0155048
#> Sigma[2,2] 10.234114 2.26172377 7.9310700 14.0859726
#>
#> $ALB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01779695 0.0209828 -0.006333694 0.0463828
#> Sigma[3,2] -6.68150671 1.5565983 -9.169585825 -4.8205179
#> Sigma[3,3] 6.18466787 1.4049514 4.405938175 8.1055140
#>
#> $ALB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01801395 0.02001044 -0.03960344 0.01086094
#> Sigma[4,2] 0.15380694 0.84096834 -0.81773003 1.37164705
#> Sigma[4,3] 2.07521408 0.84720063 1.02763569 3.23888548
#> Sigma[4,4] 2.61576378 0.57894274 1.80104174 3.45398398
#>
#>
#> $ALB$A
#> $ALB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996427158 0.01396853 0.978624162 1.015568560
#> lag1_var2 -0.008239198 0.01985910 -0.035892036 0.019437375
#> lag1_var3 -0.022307479 0.03033112 -0.064567293 0.020247991
#> lag1_var4 0.017900885 0.02649864 -0.018883345 0.055738735
#> const 0.301612571 0.44698903 -0.334643342 0.960833455
#> exo1 0.024442760 0.03875489 -0.020122719 0.082638294
#> exo2 -0.051217712 0.04565465 -0.129841265 -0.006556904
#> exo3 0.061393441 0.04472488 0.005234981 0.120036058
#>
#> $ALB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.62704137 1.499027 -4.8641035 -0.9135101
#> lag1_var2 2.73971661 1.932252 0.2126813 5.4878748
#> lag1_var3 3.51948008 2.795568 -0.2607591 7.3438726
#> lag1_var4 -2.93412022 2.449581 -6.3082115 0.3978011
#> const 30.81000024 38.211798 -11.9908850 89.0693232
#> exo1 -2.80155837 2.579899 -4.8535059 1.3484727
#> exo2 0.06271494 4.257642 -5.1391130 5.5714319
#> exo3 -1.11729350 1.275288 -2.3419414 1.0151332
#>
#> $ALB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4468259 0.823844 1.203477 3.6028231
#> lag1_var2 -2.5448726 1.553538 -4.590143 -0.5516600
#> lag1_var3 -3.4174937 2.218648 -6.402823 -0.6503758
#> lag1_var4 3.6441722 1.940708 1.197617 6.2745912
#> const -11.2431283 29.624183 -55.574495 17.8591294
#> exo1 1.1081677 1.898825 -2.071014 3.1577910
#> exo2 -1.8467031 3.156888 -5.446414 2.7907355
#> exo3 0.5564468 1.350757 -1.046397 2.6992188
#>
#> $ALB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6876658 0.5770768 -0.212083 1.38476248
#> lag1_var2 -1.3961763 1.1351076 -2.921328 0.04075446
#> lag1_var3 -2.0547567 1.7452993 -4.387011 0.21657646
#> lag1_var4 2.6637794 1.5169550 0.679964 4.70207161
#> const 10.2853036 13.2502548 -4.771712 30.72987164
#> exo1 -0.5583489 1.2737458 -1.840491 1.65187484
#> exo2 -2.0443801 2.0658952 -4.021754 1.38967080
#> exo3 -0.2148659 1.6348560 -2.581539 1.79998118
#>
#>
#>
#> $ARE
#> $ARE$Sigma
#> $ARE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001014445 0.0002564587 0.0006580852 0.001344933
#>
#> $ARE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001604914 0.001155127 -0.003277677 -5.415292e-05
#> Sigma[2,2] 0.059249100 0.018366911 0.039884266 8.855768e-02
#>
#> $ARE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005192686 0.002772209 0.001458806 0.009430411
#> Sigma[3,2] -0.061356899 0.027557403 -0.104662716 -0.028081226
#> Sigma[3,3] 0.203957201 0.057263957 0.121725405 0.292808733
#>
#> $ARE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004079574 0.002376632 0.0006427259 0.007484874
#> Sigma[4,2] -0.015760077 0.016812319 -0.0419153080 0.005176838
#> Sigma[4,3] 0.159951641 0.044965639 0.0886417108 0.217397070
#> Sigma[4,4] 0.151193369 0.042023414 0.0822768640 0.194252293
#>
#>
#> $ARE$A
#> $ARE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95933370 0.01830856 0.939478705 0.989892481
#> lag1_var2 0.09638431 0.06849952 0.019736960 0.198926458
#> lag1_var3 0.10163031 0.09384467 -0.004245907 0.247897091
#> lag1_var4 -0.09598519 0.08989916 -0.234494551 0.007184209
#> const 0.63113243 0.32976569 0.185956830 1.094162805
#> exo1 -0.01573602 0.01781578 -0.038904369 0.005383188
#> exo2 -0.07956060 0.02080542 -0.110689803 -0.058714102
#> exo3 -0.00425338 0.03832072 -0.061810769 0.048185667
#>
#> $ARE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1424490 0.1168547 -0.01684601 0.3167182
#> lag1_var2 0.7836453 0.6900283 -0.29848544 1.5243788
#> lag1_var3 0.1449995 0.9027396 -1.26572244 1.1506181
#> lag1_var4 -0.1965946 0.9053349 -1.19651929 1.2155249
#> const 0.9815029 2.2267012 -2.57541252 3.3977668
#> exo1 0.2388017 0.1627106 0.01992317 0.4297964
#> exo2 1.8553527 0.2520299 1.48525406 2.1728550
#> exo3 -0.5562683 0.2584540 -0.76267657 -0.1037092
#>
#> $ARE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.15186439 0.1956906 -0.1182279 0.35403079
#> lag1_var2 0.37938472 1.1307837 -1.2476989 1.81319481
#> lag1_var3 1.03479217 1.5557860 -1.1148676 2.98210741
#> lag1_var4 -0.04962827 1.5572123 -2.0119519 2.06319180
#> const -3.51198358 3.7150901 -9.7560970 0.23783137
#> exo1 -0.65578626 0.4782973 -1.2376672 0.05859488
#> exo2 -2.28202918 0.2557600 -2.7040102 -2.02031804
#> exo3 -1.07552118 0.5625610 -1.9658957 -0.41220616
#>
#> $ARE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2568532 0.1853950 0.005128334 0.52339669
#> lag1_var2 0.5236446 0.7065152 -0.679385078 1.17103029
#> lag1_var3 0.5450867 1.0204803 -1.093130505 1.43766987
#> lag1_var4 0.4102519 1.0054082 -0.496262491 2.01196730
#> const -3.4002014 2.9767956 -8.771613640 -0.63302153
#> exo1 -0.4799075 0.3780237 -0.965974457 0.08128703
#> exo2 -0.8445965 0.1842560 -1.090209953 -0.59809803
#> exo3 -1.5613920 0.4345211 -2.152533501 -0.97845654
#>
#>
#>
#> $ARG
#> $ARG$Sigma
#> $ARG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002236492 0.000376057 0.00170472 0.002709975
#>
#> $ARG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05521494 0.01723055 -0.08347312 -0.03701198
#> Sigma[2,2] 3.32235700 0.94881106 2.29970932 4.87673289
#>
#> $ARG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04273667 0.01246178 0.02669738 0.05984428
#> Sigma[3,2] -2.33350484 0.59261303 -3.25676637 -1.60395945
#> Sigma[3,3] 1.91328681 0.42353188 1.33075055 2.46570402
#>
#> $ARG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01051362 0.004106017 0.005110912 0.01625363
#> Sigma[4,2] -0.35149322 0.160843104 -0.573824939 -0.13369884
#> Sigma[4,3] 0.55309446 0.141954513 0.358765263 0.70012763
#> Sigma[4,4] 0.38003057 0.067479301 0.270556716 0.45189747
#>
#>
#> $ARG$A
#> $ARG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.911249384 0.03058096 0.86723390 0.94630902
#> lag1_var2 0.151347821 0.09201627 0.02180652 0.24744059
#> lag1_var3 0.252368407 0.15090144 0.04128793 0.41045234
#> lag1_var4 -0.228707462 0.13782393 -0.37626415 -0.03489076
#> const 0.992460321 0.47297152 0.39079548 1.61313149
#> exo1 0.001798769 0.04641019 -0.06773912 0.06056880
#> exo2 -0.093244857 0.03607915 -0.14930977 -0.05966711
#> exo3 0.063158592 0.06182891 -0.01811190 0.14761560
#>
#> $ARG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.94463824 1.063844 -2.2158590 0.63328717
#> lag1_var2 0.81958983 3.516431 -3.5024061 5.67149512
#> lag1_var3 0.06057536 5.719801 -6.9281267 8.02193523
#> lag1_var4 0.38511140 5.311136 -6.9189779 6.84702071
#> const 0.76287067 9.586865 -11.1706270 13.92840113
#> exo1 -0.96867113 1.042583 -2.6596741 0.05214891
#> exo2 1.36632218 1.451484 -0.1970979 3.60565027
#> exo3 -0.95748773 1.684601 -3.3422592 1.20971775
#>
#> $ARG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2111709 0.6602320 -0.8586902 0.9694589
#> lag1_var2 1.6773653 2.4142119 -1.0522034 4.9241729
#> lag1_var3 3.5232135 3.9034383 -0.8462133 8.7469552
#> lag1_var4 -2.7314345 3.6596995 -7.6023880 1.4538784
#> const 5.5598938 7.7825543 -5.6866286 15.8651034
#> exo1 0.1253876 0.8320609 -0.8452085 1.2910763
#> exo2 -4.8412574 1.1655522 -6.6266070 -3.6913557
#> exo3 3.1076644 1.2977806 1.2762011 4.8390232
#>
#> $ARG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4471913 0.2296078 -0.83586452 -0.2257388
#> lag1_var2 1.9486874 0.8479792 0.68135175 2.9187188
#> lag1_var3 3.1836744 1.3635308 1.17136186 4.7532133
#> lag1_var4 -2.0878208 1.2934148 -3.54922102 -0.1465555
#> const 6.2788291 4.4642561 -0.04060185 12.4897067
#> exo1 -0.4894535 0.5488003 -1.28134488 0.2292903
#> exo2 -4.5370860 0.3811315 -5.17012344 -4.2761841
#> exo3 2.8278843 0.6993152 2.01884546 3.8316202
#>
#>
#>
#> $ARM
#> $ARM$Sigma
#> $ARM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01179381 0.003456984 0.007898327 0.01693246
#>
#> $ARM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006200407 0.02505723 -0.03828925 0.0301491
#> Sigma[2,2] 1.195319080 0.21785162 0.92052479 1.5233427
#>
#> $ARM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008836436 0.02241816 -0.03433994 0.02347485
#> Sigma[3,2] -0.640992581 0.16607411 -0.87962296 -0.44859519
#> Sigma[3,3] 0.633939620 0.11077211 0.46534320 0.77573839
#>
#> $ARM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0141267 0.01116850 -0.02876224 0.001154319
#> Sigma[4,2] 0.1194984 0.07404585 0.02583910 0.233024660
#> Sigma[4,3] 0.2755532 0.08934226 0.16088872 0.395024414
#> Sigma[4,4] 0.4105531 0.11126263 0.29605031 0.559820358
#>
#>
#> $ARM$A
#> $ARM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02148196 0.10230750 0.86703782 1.1610557
#> lag1_var2 -0.15386755 0.25560428 -0.47546639 0.2577115
#> lag1_var3 -0.24878012 0.39909805 -0.75106261 0.3904861
#> lag1_var4 0.21533637 0.37206741 -0.37172196 0.6913183
#> const 1.62450492 0.93911515 0.24622333 2.7979749
#> exo1 -0.01361937 0.09740001 -0.15654115 0.1193360
#> exo2 -0.05137981 0.14476240 -0.28406189 0.1292282
#> exo3 0.03590957 0.10797467 -0.07311147 0.1905854
#>
#> $ARM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8623017 0.950168 -2.25184588 0.1997506
#> lag1_var2 3.3582655 2.661587 0.09882948 6.7331941
#> lag1_var3 3.8229946 4.149076 -1.29373290 9.0281360
#> lag1_var4 -3.5529867 3.883142 -8.36853226 1.3198265
#> const 2.9144824 9.413540 -11.94275765 13.8014845
#> exo1 4.4319354 1.231590 2.67806261 6.2536224
#> exo2 -0.0899292 1.344917 -1.24172968 2.1846566
#> exo3 -2.5510277 1.160024 -3.97286563 -0.9646649
#>
#> $ARM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2427992 0.5965991 -0.96106384 0.5676099
#> lag1_var2 2.1638415 1.5797899 0.07383904 4.1947056
#> lag1_var3 4.4056507 2.4712180 1.14599842 7.5565740
#> lag1_var4 -3.3805073 2.3072317 -6.31176253 -0.3084949
#> const 2.7258018 6.7546390 -6.43221385 11.4531883
#> exo1 -2.8191950 0.5346706 -3.59681145 -2.0463275
#> exo2 0.1703548 1.0978902 -1.37525485 1.5651758
#> exo3 2.1338075 0.4847779 1.57917180 2.8845473
#>
#> $ARM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9538618 0.3884300 -1.3873211 -0.3981954
#> lag1_var2 4.4381436 1.1629480 3.1537679 5.8118419
#> lag1_var3 7.0748267 1.8444311 5.0361224 9.2730748
#> lag1_var4 -5.8233554 1.7405544 -7.9412796 -3.8658149
#> const 4.6923588 7.1563573 -5.7839402 12.6592547
#> exo1 -0.1591609 0.5878594 -1.0550616 0.6078205
#> exo2 0.2002793 0.8602453 -0.7283495 1.6161577
#> exo3 0.6845024 0.5885716 -0.1808697 1.2905332
#>
#>
#>
#> $AUS
#> $AUS$Sigma
#> $AUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001584985 3.532154e-05 0.0001103128 0.0002022908
#>
#> $AUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003343408 0.001138703 -0.004959636 -0.001932196
#> Sigma[2,2] 0.255926285 0.071467863 0.194973761 0.373080713
#>
#> $AUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002125676 0.001309276 0.0005777385 0.003966323
#> Sigma[3,2] -0.233220149 0.079386506 -0.3641861262 -0.169229878
#> Sigma[3,3] 0.280587758 0.082988330 0.2156781727 0.423469222
#>
#> $AUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -1.261587e-05 0.0008181051 -0.0008352549 0.001287516
#> Sigma[4,2] -7.328560e-02 0.0382197844 -0.1392751847 -0.040800754
#> Sigma[4,3] 1.385141e-01 0.0349707579 0.1116282609 0.200694023
#> Sigma[4,4] 9.681645e-02 0.0123529869 0.0836769344 0.117897360
#>
#>
#> $AUS$A
#> $AUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9900761501 0.00956311 0.97775950 1.00277690
#> lag1_var2 -0.0083690480 0.03726121 -0.07558693 0.02558992
#> lag1_var3 -0.0114961695 0.06232579 -0.12328318 0.04640895
#> lag1_var4 0.0073840623 0.06073168 -0.04765901 0.11606725
#> const 0.5732218887 0.10632846 0.42339913 0.72213222
#> exo1 -0.0003581381 0.01284372 -0.01911708 0.01579563
#> exo2 -0.0432543037 0.01694734 -0.07014622 -0.02247395
#> exo3 0.0312287752 0.01024606 0.01799814 0.04471819
#>
#> $AUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.49837079 0.4658753 -1.16130875 0.1119750
#> lag1_var2 1.62129716 1.0821330 0.13340778 3.0165924
#> lag1_var3 1.14530644 1.7700847 -1.27346021 3.3849298
#> lag1_var4 -0.96555062 1.6419856 -3.02758402 1.2539389
#> const 2.76702049 4.1730704 -2.50406827 9.1492195
#> exo1 -0.08454243 0.4159826 -0.60227409 0.5029872
#> exo2 1.29684031 0.8760697 -0.05762946 2.2753967
#> exo3 -0.82469839 0.3927443 -1.28777215 -0.2145858
#>
#> $AUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6966289 0.4143210 0.1200598 1.2772902
#> lag1_var2 -0.9646043 0.9733381 -1.8134770 0.5946075
#> lag1_var3 -0.5657886 1.6225523 -1.9035011 2.0436471
#> lag1_var4 1.2914579 1.5436064 -1.1568617 2.6394469
#> const -1.6137122 3.7689099 -7.1749304 3.0274838
#> exo1 0.1657158 0.3444610 -0.2359737 0.6874999
#> exo2 -1.9009919 0.8495510 -2.7535239 -0.5854173
#> exo3 1.1984533 0.5928753 0.3846395 1.8802949
#>
#> $AUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3972545 0.2332386 0.14203633 0.7729493
#> lag1_var2 -0.4047914 0.7965834 -1.35289296 0.6824096
#> lag1_var3 -0.5697354 1.3060183 -2.11772006 1.2186363
#> lag1_var4 1.4114755 1.2470233 -0.32907033 2.8121631
#> const -0.4005528 1.9549776 -3.67291817 1.6553755
#> exo1 0.1095933 0.1497614 -0.10382455 0.3167092
#> exo2 -1.1108922 0.3463594 -1.57825384 -0.6300471
#> exo3 0.7057798 0.4125651 0.09300851 1.2377862
#>
#>
#>
#> $AUT
#> $AUT$Sigma
#> $AUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002686463 9.850535e-05 0.0001373078 0.0004024418
#>
#> $AUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002402647 0.001153527 -0.004185037 -0.001084559
#> Sigma[2,2] 0.201054355 0.045151516 0.146869787 0.267355177
#>
#> $AUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001606409 0.000722502 0.0006769296 0.002569166
#> Sigma[3,2] -0.152511463 0.030398995 -0.1916859755 -0.118593004
#> Sigma[3,3] 0.261965550 0.050523067 0.2115235971 0.347443444
#>
#> $AUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001297666 0.0006746731 -0.0007445111 0.001014975
#> Sigma[4,2] -0.0344128789 0.0201282203 -0.0583403933 -0.006508324
#> Sigma[4,3] 0.1803999558 0.0466419642 0.1430323095 0.260090932
#> Sigma[4,4] 0.1687330363 0.0424011929 0.1290210826 0.237715412
#>
#>
#> $AUT$A
#> $AUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977402891 0.02309640 0.95360202 1.01338219
#> lag1_var2 0.032972123 0.07744022 -0.06992856 0.13415112
#> lag1_var3 0.034348163 0.12810339 -0.14148494 0.20047388
#> lag1_var4 -0.036229577 0.11966316 -0.19354896 0.12597417
#> const 0.666485040 0.21825950 0.37359349 0.96889432
#> exo1 -0.004337733 0.01847776 -0.03470882 0.01656643
#> exo2 -0.070485861 0.01978742 -0.09277219 -0.04296231
#> exo3 0.041450646 0.02215310 0.01442379 0.07821060
#>
#> $AUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4662064 0.4837259 -1.2211907 -0.01132190
#> lag1_var2 1.4772372 1.2493757 0.2026314 3.28885135
#> lag1_var3 1.7591075 2.0812074 -0.4169412 4.63778711
#> lag1_var4 -1.5410280 1.9467784 -4.2109830 0.54266528
#> const 2.2691633 5.6452181 -4.1858161 11.26130682
#> exo1 -0.5627337 0.3384336 -1.0044471 -0.06099543
#> exo2 0.2175103 0.4029302 -0.2397167 0.84423971
#> exo3 1.0060187 0.4238802 0.5617805 1.63988926
#>
#> $AUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8979520 0.5395391 0.2894473 1.739078912
#> lag1_var2 -1.0380226 0.9587579 -2.6281163 -0.001596045
#> lag1_var3 -1.4479413 1.5426427 -3.9676656 0.323882426
#> lag1_var4 2.0209516 1.4162895 0.3902210 4.338254972
#> const -0.5015317 6.1805129 -10.2466797 6.181789979
#> exo1 0.3376431 0.4283237 -0.2083197 0.885526226
#> exo2 -0.4802118 0.6385194 -1.2994822 0.393265625
#> exo3 -0.4051959 0.3719939 -1.0281049 -0.099257204
#>
#> $AUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.621189853 0.3261006 0.2492489 1.0695697
#> lag1_var2 -0.565923130 0.7059718 -1.4520037 0.4506515
#> lag1_var3 -1.097313953 1.1588200 -2.5542993 0.3987297
#> lag1_var4 1.804842372 1.0993499 0.3175804 3.1875615
#> const 0.513294043 4.1809717 -4.1439256 6.3745611
#> exo1 0.004399649 0.3229344 -0.5112019 0.4015019
#> exo2 -0.356287956 0.4870967 -0.9691073 0.3014822
#> exo3 0.219207511 0.2782036 -0.1938842 0.5469060
#>
#>
#>
#> $AZE
#> $AZE$Sigma
#> $AZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004578608 0.0009932718 0.003686044 0.006124671
#>
#> $AZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001186948 0.004168842 -0.006081636 0.005139621
#> Sigma[2,2] 0.141807944 0.025604099 0.114625823 0.181945462
#>
#> $AZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03204177 0.007159237 -0.04483045 -0.02575114
#> Sigma[3,2] -0.01962249 0.039342232 -0.07354702 0.03124170
#> Sigma[3,3] 0.47682263 0.070016536 0.40259097 0.57270416
#>
#> $AZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03394261 0.005642902 -0.04273563 -0.02727604
#> Sigma[4,2] 0.09567390 0.049183472 0.02835643 0.15060683
#> Sigma[4,3] 0.48724041 0.069434233 0.38674121 0.56976147
#> Sigma[4,4] 0.59516471 0.079500396 0.47662436 0.68074306
#>
#>
#> $AZE$A
#> $AZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97760844 0.02036230 0.94861578 1.00283685
#> lag1_var2 0.09839390 0.08513450 0.01199691 0.23902923
#> lag1_var3 0.07839372 0.11414016 -0.03007501 0.26628750
#> lag1_var4 -0.08584416 0.10757745 -0.26199995 0.01895816
#> const 0.79878928 0.49750674 0.02860826 1.36892476
#> exo1 -0.01497887 0.07098073 -0.09903249 0.08671397
#> exo2 -0.02706940 0.04889022 -0.09122686 0.03935343
#> exo3 -0.02230023 0.08467844 -0.10023573 0.11309545
#>
#> $AZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04355383 0.1301553 -0.1655759 0.18892570
#> lag1_var2 -0.42836724 0.3451492 -0.8749417 0.05526201
#> lag1_var3 -1.56829859 0.4763951 -2.1663291 -0.89461035
#> lag1_var4 1.57568961 0.4467968 0.9481465 2.14002396
#> const 0.78106532 3.5674506 -3.9426563 5.84749885
#> exo1 0.12717334 0.3197820 -0.2803847 0.54101318
#> exo2 1.84325987 0.2959613 1.3613050 2.20777832
#> exo3 -0.68999498 0.2631333 -1.1068122 -0.42367266
#>
#> $AZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08571240 0.2151919 -0.263603916 0.2697825
#> lag1_var2 -0.03489569 0.8346703 -1.040431134 1.1041753
#> lag1_var3 1.38204522 1.1632210 0.007135137 3.0041204
#> lag1_var4 -0.34506017 1.0923701 -1.864682967 0.9371501
#> const -2.81094140 3.0235609 -7.192172390 1.4934232
#> exo1 -0.06172522 0.4975829 -0.699620434 0.6122598
#> exo2 -0.14098531 0.5589817 -0.743453281 0.7149844
#> exo3 -1.64846927 0.6046233 -2.293856003 -0.6560748
#>
#> $AZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12154406 0.2200771 -0.21039809 0.3274875
#> lag1_var2 -1.02386569 0.8646668 -2.01956251 0.1759812
#> lag1_var3 -0.63970226 1.2104041 -2.04168498 1.0855152
#> lag1_var4 1.69548102 1.1336524 0.07675385 3.0134443
#> const -3.04823601 5.1087318 -11.11597699 2.2643768
#> exo1 0.07531726 0.4910595 -0.57541459 0.7819964
#> exo2 1.13637663 0.5911384 0.35946738 2.0278912
#> exo3 -2.23734438 0.6337971 -3.07220067 -1.3093906
#>
#>
#>
#> $BDI
#> $BDI$Sigma
#> $BDI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008104128 0.0001654499 0.00060224 0.001044727
#>
#> $BDI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0008743616 0.0007474704 0.0001110286 0.002075994
#> Sigma[2,2] 0.0246896167 0.0048496919 0.0204245082 0.033338897
#>
#> $BDI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002446985 0.002150395 -0.005699693 -2.954677e-05
#> Sigma[3,2] -0.044063516 0.012571321 -0.062122998 -3.022350e-02
#> Sigma[3,3] 0.146954810 0.037269218 0.101764498 2.026307e-01
#>
#> $BDI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001639125 0.001688690 -0.004226616 0.0002930371
#> Sigma[4,2] -0.025865929 0.009917686 -0.040537877 -0.0146210150
#> Sigma[4,3] 0.114858007 0.029372105 0.076880378 0.1574384600
#> Sigma[4,4] 0.096519497 0.023803191 0.063838838 0.1283492730
#>
#>
#> $BDI$A
#> $BDI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973300684 0.02229694 0.94609777 1.00936929
#> lag1_var2 0.114669918 0.12534554 -0.05547823 0.28806778
#> lag1_var3 0.145915171 0.16167166 -0.07268319 0.36959852
#> lag1_var4 -0.148706055 0.15646682 -0.36558701 0.06218759
#> const 0.827699198 0.18185522 0.55240536 1.02008495
#> exo1 0.010994940 0.02108120 -0.01290923 0.04234908
#> exo2 -0.006145149 0.03785904 -0.05338986 0.04907507
#> exo3 0.014352026 0.03451783 -0.02993685 0.06157224
#>
#> $BDI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09516858 0.12205402 -0.23859711 0.08095948
#> lag1_var2 0.45310494 0.32088030 -0.03400982 0.87029049
#> lag1_var3 -0.61894181 0.43039460 -1.27918833 -0.08546476
#> lag1_var4 0.61746900 0.41561457 0.10529984 1.25639648
#> const 2.19297080 1.90210128 -0.69263339 4.39588192
#> exo1 -0.55969599 0.05896049 -0.65366910 -0.49363536
#> exo2 0.12009136 0.20717865 -0.12654695 0.38689412
#> exo3 0.14357010 0.17494765 -0.10304755 0.39145181
#>
#> $BDI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3632033 0.2679512 0.005897912 0.7124989
#> lag1_var2 -0.3721182 0.5346707 -1.087293388 0.4384696
#> lag1_var3 0.7948029 0.7128709 -0.281990960 1.7530831
#> lag1_var4 0.1433991 0.6822230 -0.783069797 1.1675569
#> const -2.6200582 4.0720938 -8.008406473 2.8816722
#> exo1 1.0227287 0.2293651 0.731975748 1.3364385
#> exo2 -1.4179145 0.4631705 -2.035123198 -0.8880319
#> exo3 0.2192339 0.4853273 -0.464042435 0.8068172
#>
#> $BDI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24200361 0.2071021 -0.02825676 0.5321779
#> lag1_var2 -0.30592278 0.5384370 -1.13913093 0.3550651
#> lag1_var3 -0.03846347 0.7127044 -1.22851718 0.7100872
#> lag1_var4 0.99539124 0.6861323 0.26693747 2.1364106
#> const -1.42507280 2.7402204 -5.36777442 2.0276003
#> exo1 0.60370795 0.2167517 0.31930260 0.9014641
#> exo2 -1.35046344 0.3410865 -1.83633508 -0.9947095
#> exo3 0.32647570 0.3709187 -0.20112955 0.7294147
#>
#>
#>
#> $BEL
#> $BEL$Sigma
#> $BEL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002312185 6.508013e-05 0.0001426155 0.0003177152
#>
#> $BEL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004525898 0.001932068 -0.007144939 -0.002118091
#> Sigma[2,2] 0.472273299 0.066483153 0.396805500 0.574546680
#>
#> $BEL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005864903 0.001825677 0.003159131 0.007985632
#> Sigma[3,2] -0.252414707 0.064060216 -0.322855631 -0.154079341
#> Sigma[3,3] 0.319011116 0.070257691 0.222478287 0.412867327
#>
#> $BEL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003763390 0.001386006 0.00199548 0.005761377
#> Sigma[4,2] -0.005986973 0.043073484 -0.06439389 0.058869284
#> Sigma[4,3] 0.202341845 0.054327509 0.14810430 0.279139630
#> Sigma[4,4] 0.215749691 0.047345648 0.16543046 0.285542311
#>
#>
#> $BEL$A
#> $BEL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95889577 0.015825091 0.93983888 0.982965988
#> lag1_var2 0.03887781 0.041769320 -0.02481321 0.079847765
#> lag1_var3 0.06881517 0.081287325 -0.05527927 0.147334105
#> lag1_var4 -0.05979223 0.074146888 -0.13179954 0.052107541
#> const 0.62149460 0.154632832 0.42965854 0.849358977
#> exo1 -0.01748800 0.014808283 -0.04043521 0.001686778
#> exo2 -0.06374291 0.009769733 -0.07669604 -0.049689695
#> exo3 0.04483574 0.016062528 0.02301808 0.066222951
#>
#> $BEL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54777093 0.6218304 -0.2574870 1.3348767
#> lag1_var2 0.56913525 1.3227151 -1.4977670 2.1285576
#> lag1_var3 -0.47786073 2.5197848 -4.3681014 2.6944793
#> lag1_var4 0.22332827 2.2814546 -2.6724440 3.7393542
#> const 0.01902185 7.9534609 -12.3627105 10.4171970
#> exo1 0.22060020 0.5254764 -0.3899503 0.9691854
#> exo2 0.30445223 0.8565277 -0.8498598 1.5552497
#> exo3 0.54975283 0.6304423 -0.5377878 1.1942116
#>
#> $BEL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.10701000 0.6499899 -0.9634417 0.82217751
#> lag1_var2 0.54845504 1.6132194 -1.7935322 2.29019227
#> lag1_var3 1.87874311 3.0973698 -2.5464686 5.33179631
#> lag1_var4 -0.80122530 2.8153055 -3.9411305 3.28223535
#> const -1.71935779 7.7590074 -10.4394334 10.42126045
#> exo1 -0.23435161 0.7465129 -1.3919309 0.56987273
#> exo2 -0.66328657 0.4570367 -1.1192165 0.06167918
#> exo3 0.08176598 0.6587329 -0.5798658 1.07914544
#>
#> $BEL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.17370135 0.6075405 -0.5195860 1.0410551
#> lag1_var2 0.47479206 1.5242541 -1.6653236 2.0245466
#> lag1_var3 0.91692255 2.9540415 -3.3251744 3.9928614
#> lag1_var4 0.04217993 2.6861675 -2.7620758 3.9208091
#> const -2.32478679 5.6873793 -10.5673359 4.5919883
#> exo1 -0.13175291 0.6075829 -1.0128370 0.5275358
#> exo2 -0.53638579 0.3019322 -0.9689658 -0.1686555
#> exo3 0.39868384 0.5855987 -0.2077321 1.2242515
#>
#>
#>
#> $BEN
#> $BEN$Sigma
#> $BEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001681735 0.004315766 0.000190834 0.007865058
#>
#> $BEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.000838905 0.0005968034 -0.001516949 -5.523296e-05
#> Sigma[2,2] 0.081861616 0.0225932779 0.057578289 1.159907e-01
#>
#> $BEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002589581 0.004629887 0.0003026701 0.009750034
#> Sigma[3,2] -0.061766346 0.021110434 -0.0924310494 -0.037477535
#> Sigma[3,3] 0.068659772 0.016049908 0.0533410562 0.094277917
#>
#> $BEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002015994 0.004540580 -0.0001395352 0.009116934
#> Sigma[4,2] -0.003085825 0.006579044 -0.0104354964 0.007306952
#> Sigma[4,3] 0.024725160 0.005278317 0.0174056568 0.030067321
#> Sigma[4,4] 0.022923239 0.008217965 0.0140652973 0.035436483
#>
#>
#> $BEN$A
#> $BEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96970399 0.02651035 0.926859225 0.98683475
#> lag1_var2 -0.01507301 0.18227739 -0.176863847 0.27063625
#> lag1_var3 -0.03808806 0.25344459 -0.255732299 0.35992557
#> lag1_var4 0.04417544 0.24419931 -0.337480626 0.25871752
#> const 0.27144768 0.16767153 0.008793434 0.45464314
#> exo1 0.02020436 0.03785042 -0.012142725 0.08374933
#> exo2 0.01537964 0.04261206 -0.009683439 0.08421651
#> exo3 0.02755775 0.02314409 0.000224348 0.06221113
#>
#> $BEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19241298 0.09798741 0.04331474 0.2989707
#> lag1_var2 0.11835875 0.71757611 -0.84355043 1.0589255
#> lag1_var3 -0.92863739 0.96298412 -2.23786216 0.2987393
#> lag1_var4 0.86761984 0.95424931 -0.36862859 2.1574073
#> const 0.29451702 1.15718222 -0.98607404 2.1856600
#> exo1 -0.06282564 0.17699088 -0.24196514 0.2144350
#> exo2 0.35464632 0.28002064 -0.02340997 0.7365373
#> exo3 0.34490168 0.19806716 0.11438358 0.6678751
#>
#> $BEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20990568 0.1296218 0.01429856 0.3685788
#> lag1_var2 -0.27301093 0.5952690 -0.87762197 0.6760947
#> lag1_var3 0.06536686 0.8107149 -0.77466722 1.3592950
#> lag1_var4 0.86804506 0.7903407 -0.38055217 1.7044994
#> const -0.39856719 0.9327094 -1.57408528 0.9563647
#> exo1 0.04286191 0.1306376 -0.16635233 0.1814784
#> exo2 -0.62471988 0.2297340 -0.91491773 -0.2912566
#> exo3 0.71044813 0.2628509 0.30308510 1.0085351
#>
#> $BEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.350416800 0.1251013 0.1576043 0.4824629
#> lag1_var2 -0.649664979 0.5334894 -1.3192053 0.1063079
#> lag1_var3 -1.253175307 0.7232478 -2.1160279 -0.2021148
#> lag1_var4 2.147673669 0.6951680 1.1183747 2.9723144
#> const -0.599913715 0.7068533 -1.6137288 0.3862451
#> exo1 -0.004568832 0.1052039 -0.1551698 0.1194833
#> exo2 -0.374664487 0.1169160 -0.5435313 -0.2019069
#> exo3 0.979315200 0.1857303 0.7284118 1.2569139
#>
#>
#>
#> $BFA
#> $BFA$Sigma
#> $BFA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003443237 0.003789824 0.001399653 0.009078085
#>
#> $BFA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003863716 0.005988083 0.0004780667 0.01350019
#> Sigma[2,2] 0.052037298 0.014777373 0.0389924481 0.07899118
#>
#> $BFA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01478273 0.02214125 -0.04776488 -0.003076433
#> Sigma[3,2] -0.03623869 0.03296854 -0.09249062 -0.017167979
#> Sigma[3,3] 0.12990872 0.12700276 0.06867020 0.327708208
#>
#> $BFA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.011960286 0.01772913 -0.03841009 -0.002202139
#> Sigma[4,2] 0.005919806 0.02679640 -0.03970022 0.028934253
#> Sigma[4,3] 0.103539513 0.10357730 0.05289545 0.266263276
#> Sigma[4,4] 0.111523612 0.08615571 0.06418500 0.248416245
#>
#>
#> $BFA$A
#> $BFA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 9.699744e-01 0.01615594 0.947968181 0.98715451
#> lag1_var2 8.891543e-03 0.11327420 -0.119464301 0.16016724
#> lag1_var3 4.807126e-05 0.14737981 -0.169059435 0.20502315
#> lag1_var4 1.311073e-03 0.14488558 -0.200206973 0.17207079
#> const 5.950300e-01 0.37120040 0.037904737 0.98698368
#> exo1 4.428532e-03 0.07009939 -0.064341052 0.11936353
#> exo2 -7.999755e-03 0.02578854 -0.046790313 0.01865979
#> exo3 4.683218e-02 0.04512552 -0.006702404 0.11831418
#>
#> $BFA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10247726 0.1330432 -0.079462726 0.2563530
#> lag1_var2 -0.63401351 0.9164916 -1.751707779 0.6167967
#> lag1_var3 -1.96179047 1.1347753 -3.422218926 -0.4377177
#> lag1_var4 1.93233202 1.1084558 0.433715081 3.3579284
#> const 0.29666045 2.5467598 -3.613336935 2.9729144
#> exo1 0.08321288 0.2210186 -0.179443832 0.3505580
#> exo2 0.28320104 0.2969736 0.004219825 0.7481002
#> exo3 0.18967770 0.2650939 -0.154007991 0.6276873
#>
#> $BFA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1288997 0.1739233 -0.3707023 0.08105024
#> lag1_var2 -0.1059957 1.2801483 -1.7003273 1.89149009
#> lag1_var3 0.6359917 1.6517182 -1.3937167 3.21769552
#> lag1_var4 0.4038650 1.6226296 -2.1370334 2.38951473
#> const -1.2393422 2.6908595 -4.6776665 2.60899130
#> exo1 -0.2722628 0.3338994 -0.7627118 0.17673364
#> exo2 -1.9077892 0.2861625 -2.2907850 -1.49606425
#> exo3 -0.4938548 0.4599677 -1.0385855 0.29040214
#>
#> $BFA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05871506 0.1375952 -0.2362034 0.1324844
#> lag1_var2 -1.16598849 0.8723201 -2.3535443 0.1711490
#> lag1_var3 -1.62921745 1.1462909 -3.1401873 0.1407845
#> lag1_var4 2.65634426 1.1246315 0.9122526 4.1271487
#> const -1.62936017 3.6974563 -7.4189433 2.7276982
#> exo1 -0.20584386 0.3748315 -0.8681773 0.1587176
#> exo2 -1.77259564 0.2059259 -2.0412900 -1.4708761
#> exo3 -0.38593334 0.4164676 -0.9749913 0.2040974
#>
#>
#>
#> $BGD
#> $BGD$Sigma
#> $BGD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003581408 0.0107679 7.766068e-05 0.01900052
#>
#> $BGD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003731661 0.01256982 -0.0008898418 0.02218812
#> Sigma[2,2] 0.139893980 0.03353357 0.0942473009 0.18068967
#>
#> $BGD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003348492 0.008655414 -0.0005582329 0.01705430
#> Sigma[3,2] -0.074934092 0.034596521 -0.1191364947 -0.03828251
#> Sigma[3,3] 0.234745726 0.063003999 0.1524507277 0.33208325
#>
#> $BGD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005649124 0.01632436 -0.0008519999 0.03072712
#> Sigma[4,2] 0.007511445 0.02432491 -0.0270227198 0.03864713
#> Sigma[4,3] 0.199369245 0.05857563 0.1358944983 0.28857853
#> Sigma[4,4] 0.213037045 0.05645493 0.1506692737 0.29599271
#>
#>
#> $BGD$A
#> $BGD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002306702 0.01131686 0.98675552 1.01804042
#> lag1_var2 -0.028315689 0.09069928 -0.10801003 0.13637410
#> lag1_var3 -0.071239689 0.13329964 -0.19342946 0.16834386
#> lag1_var4 0.060766106 0.13553169 -0.18276424 0.18173960
#> const 0.550675010 0.06608606 0.47856053 0.65696943
#> exo1 0.013758244 0.04331374 -0.01611578 0.08048897
#> exo2 0.009807515 0.07409959 -0.02990687 0.12737313
#> exo3 0.011672203 0.02990979 -0.02236229 0.06048880
#>
#> $BGD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3526557 0.1520092 0.1279954 0.5093311
#> lag1_var2 0.7556352 0.8133743 -0.0907037 2.0927960
#> lag1_var3 0.1426665 1.4016026 -1.3361227 2.4016147
#> lag1_var4 -0.2720506 1.3312342 -2.4531343 1.1049205
#> const -0.2712933 2.5145736 -3.6624936 2.7589113
#> exo1 0.4482108 0.2924912 -0.0413702 0.7244138
#> exo2 1.2668239 0.2790251 0.9095118 1.6200510
#> exo3 0.5136015 0.2549635 0.2185427 0.9135186
#>
#> $BGD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.007124052 0.2785846 -0.4049780 0.303654465
#> lag1_var2 0.002383516 1.6694274 -1.9812927 2.461594010
#> lag1_var3 0.619113871 2.7120447 -2.5587066 4.525694813
#> lag1_var4 0.307389341 2.5894773 -3.4105824 3.348758113
#> const 3.329445608 3.1432108 -1.3679356 7.149469999
#> exo1 -0.161798661 0.4083697 -0.6990880 0.399930907
#> exo2 -0.590781241 0.5051409 -1.3393918 0.006813765
#> exo3 0.570237118 0.5310816 -0.3109451 1.230876649
#>
#> $BGD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22089401 0.2516738 -0.14265934 0.5170400
#> lag1_var2 0.00276541 1.4777010 -1.88954239 2.1632297
#> lag1_var3 -0.05541378 2.3728465 -3.05758038 3.3190665
#> lag1_var4 0.90746682 2.2624974 -2.30750212 3.7556031
#> const 2.89968982 3.8132692 -2.24609803 8.5474964
#> exo1 0.10597222 0.3812344 -0.33952163 0.7003729
#> exo2 0.18082849 0.4370367 -0.51443087 0.6422502
#> exo3 0.93555300 0.5542578 0.04254643 1.6063149
#>
#>
#>
#> $BGR
#> $BGR$Sigma
#> $BGR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002478655 0.0004745467 0.001804324 0.003020321
#>
#> $BGR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05860714 0.02880283 -0.1084541 -0.03250109
#> Sigma[2,2] 4.87443490 2.22468029 2.4126667 8.49912554
#>
#> $BGR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04229688 0.02394629 0.02062176 0.08468639
#> Sigma[3,2] -2.96188609 1.68712105 -5.60467166 -1.19975364
#> Sigma[3,3] 2.27385956 1.32253932 1.02581015 4.36692754
#>
#> $BGR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01278938 0.01013233 0.002609787 0.03033893
#> Sigma[4,2] -0.45353239 0.64693450 -1.535425318 0.21314478
#> Sigma[4,3] 0.78885451 0.49333010 0.377247915 1.61615233
#> Sigma[4,4] 0.60046186 0.19060408 0.404620144 0.89115763
#>
#>
#> $BGR$A
#> $BGR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97079285 0.02868585 0.928712750 1.00515053
#> lag1_var2 -0.03268088 0.04773561 -0.094483920 0.02785766
#> lag1_var3 -0.06801740 0.09348089 -0.188152842 0.05320077
#> lag1_var4 0.06941929 0.08864076 -0.046332098 0.18529533
#> const 0.63893492 0.43392614 0.121306145 1.25605013
#> exo1 0.02938510 0.04957622 -0.020440526 0.10165102
#> exo2 -0.04344798 0.06294542 -0.116779568 0.04670560
#> exo3 0.07834078 0.05541596 0.005513161 0.14396531
#>
#> $BGR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3580315 1.864477 -3.001930 2.206060
#> lag1_var2 2.4987418 3.758956 -2.030443 8.382338
#> lag1_var3 3.5275980 7.261938 -5.205209 14.931808
#> lag1_var4 -3.5089846 6.573684 -13.884716 4.226563
#> const 10.8087739 11.794748 -1.955930 28.472030
#> exo1 -0.8542040 2.660064 -4.657555 2.088163
#> exo2 -0.3686225 3.315529 -4.579070 4.065177
#> exo3 -0.7172699 2.293597 -3.850715 2.342576
#>
#> $BGR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1522351 1.430173 -0.9314932 2.994066
#> lag1_var2 -1.7197212 2.509242 -5.5062875 1.300429
#> lag1_var3 -2.4299375 4.846217 -9.8119899 3.353635
#> lag1_var4 2.9946884 4.375080 -2.0518557 9.728827
#> const -5.4203059 9.921248 -18.2903738 7.514127
#> exo1 1.0906023 1.594568 -0.6351017 3.306481
#> exo2 -0.6072274 2.774441 -4.9288556 2.633596
#> exo3 0.2414233 1.508139 -1.5264809 2.379908
#>
#> $BGR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0465528 0.5885477 0.141069471 1.6722528
#> lag1_var2 -0.9435388 0.8239852 -2.039029023 0.2714842
#> lag1_var3 -1.5849628 1.6027254 -3.641607558 0.8280270
#> lag1_var4 2.1330535 1.4384931 0.002310468 4.0162166
#> const -0.2795715 5.4387934 -7.844815440 7.5344932
#> exo1 0.6880395 0.4771206 0.097842591 1.4092849
#> exo2 -0.7962624 1.3626427 -2.994220683 0.4064118
#> exo3 -0.1301147 0.6169003 -1.101059327 0.4730005
#>
#>
#>
#> $BHR
#> $BHR$Sigma
#> $BHR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002397178 0.00600826 0.0003729405 0.01105598
#>
#> $BHR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003331755 0.001110272 -0.001046587 0.001339114
#> Sigma[2,2] 0.0052410250 0.001310312 0.003837752 0.007385464
#>
#> $BHR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008360367 0.011179120 0.002510223 0.025941568
#> Sigma[3,2] -0.012512622 0.006503389 -0.019971639 -0.003822117
#> Sigma[3,3] 0.316561474 0.092838181 0.216095031 0.453594413
#>
#> $BHR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008205492 0.011967961 0.002191634 0.026848196
#> Sigma[4,2] -0.009078237 0.006236919 -0.016898000 -0.001020183
#> Sigma[4,3] 0.310936655 0.091517330 0.209910759 0.444840322
#> Sigma[4,4] 0.307634443 0.090172007 0.205211467 0.437976107
#>
#>
#> $BHR$A
#> $BHR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977960559 0.01117280 0.962540406 0.99348312
#> lag1_var2 -0.034525628 0.06049563 -0.123733861 0.03293878
#> lag1_var3 -0.018200846 0.11046580 -0.166148394 0.13640510
#> lag1_var4 0.020126676 0.10597596 -0.126888920 0.16486453
#> const 0.459737303 0.29399878 0.006661976 0.74085655
#> exo1 0.002378377 0.04219259 -0.067255030 0.03782028
#> exo2 -0.096771983 0.04830603 -0.174020899 -0.05141857
#> exo3 0.044458944 0.12067927 -0.020102400 0.22837909
#>
#> $BHR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04759442 0.03248820 -0.08965263 0.002251033
#> lag1_var2 0.56407300 0.26939590 0.15898957 0.851994756
#> lag1_var3 -0.08419884 0.38673085 -0.70486617 0.368218502
#> lag1_var4 0.09497450 0.38182224 -0.35477974 0.708031902
#> const 0.81634123 0.35857233 0.38789863 1.332827989
#> exo1 -0.03070288 0.05083951 -0.11399462 0.023321938
#> exo2 0.55862945 0.04199933 0.51280594 0.624878412
#> exo3 0.05490490 0.10576036 -0.08275541 0.205623331
#>
#> $BHR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3598709 0.2584974 0.05660388 0.7416031
#> lag1_var2 -1.0100380 0.8441828 -2.18614194 0.2562499
#> lag1_var3 -0.9642972 1.3283430 -2.75026805 0.8332128
#> lag1_var4 1.8772100 1.2842906 0.16650932 3.5883108
#> const -2.8155876 2.3046834 -5.60813193 -0.1760815
#> exo1 0.7803498 0.3047384 0.41157703 1.1645205
#> exo2 -2.6149625 0.5448439 -3.18834521 -1.7929814
#> exo3 -0.4628837 0.5655791 -1.21232000 0.3057949
#>
#> $BHR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3340588 0.2667170 0.01495839 0.7217438
#> lag1_var2 -1.0680094 0.8297462 -2.26028790 0.1156215
#> lag1_var3 -1.6731197 1.2887852 -3.50093315 0.1883815
#> lag1_var4 2.5966306 1.2389306 0.82756809 4.3472279
#> const -2.6374295 2.3868597 -5.56289632 0.1606622
#> exo1 0.7653476 0.3066422 0.37308285 1.1731532
#> exo2 -2.2617983 0.5523803 -2.85567658 -1.4408423
#> exo3 -0.4350450 0.5301804 -1.12993019 0.2815540
#>
#>
#>
#> $BHS
#> $BHS$Sigma
#> $BHS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008307796 0.000201497 0.0006534652 0.001194854
#>
#> $BHS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03222643 0.005848354 -0.03998466 -0.02390398
#> Sigma[2,2] 2.95260991 0.458710373 2.42538565 3.58726078
#>
#> $BHS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03036677 0.004312373 0.02528632 0.03666345
#> Sigma[3,2] -2.39541196 0.388029485 -2.93137022 -1.94056355
#> Sigma[3,3] 2.12418511 0.334348422 1.74788594 2.59852361
#>
#> $BHS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007356327 0.001561341 0.005321277 0.009481182
#> Sigma[4,2] -0.237757855 0.079229669 -0.358413404 -0.150673871
#> Sigma[4,3] 0.393840017 0.069080090 0.289917666 0.479774807
#> Sigma[4,4] 0.242711162 0.048979606 0.166993317 0.301947886
#>
#>
#> $BHS$A
#> $BHS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98912068 0.02053604 0.960757082 1.0161118546
#> lag1_var2 0.01319712 0.04970440 -0.057895813 0.0709476568
#> lag1_var3 0.02154592 0.06724342 -0.074138085 0.0992689137
#> lag1_var4 -0.02855552 0.06164284 -0.102131325 0.0576805803
#> const 0.81617477 0.23507411 0.446370197 1.0839975902
#> exo1 -0.03436894 0.02134012 -0.057397222 -0.0009166507
#> exo2 -0.25993956 0.03586661 -0.312444456 -0.2119011513
#> exo3 0.04997644 0.03481608 -0.004054851 0.0910706102
#>
#> $BHS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.082424774 1.666981 -2.3959359 2.090326
#> lag1_var2 0.762114277 2.674887 -3.5690608 3.493658
#> lag1_var3 0.075590434 3.615102 -5.7377361 3.816731
#> lag1_var4 0.006952473 3.163392 -3.3300649 5.057917
#> const -1.198394108 8.245107 -13.4213085 8.311754
#> exo1 -0.152589988 1.288811 -1.9896049 1.405662
#> exo2 3.280539486 1.898836 1.0647830 6.043336
#> exo3 1.347632178 1.912812 -0.7957543 4.395194
#>
#> $BHS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7592629 1.2946444 -0.913542531 2.4544044
#> lag1_var2 2.0471989 2.0516639 0.003270747 5.5871611
#> lag1_var3 3.5309194 2.7414019 0.787404534 8.2718224
#> lag1_var4 -2.8869113 2.4022982 -6.953406417 -0.2688606
#> const 7.0905931 8.9593120 -4.540555829 20.2612257
#> exo1 -0.1120724 0.9641542 -1.454316221 1.0931252
#> exo2 -7.7908258 1.6979048 -10.146316722 -5.6646533
#> exo3 -3.1260296 1.7494183 -5.888591870 -0.9868401
#>
#> $BHS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7579037 0.3140615 0.3927338 1.2117504
#> lag1_var2 2.2453193 0.5500874 1.4110917 2.8929255
#> lag1_var3 3.0994036 0.7659436 1.9236075 4.0074906
#> lag1_var4 -2.4133892 0.7482412 -3.3271934 -1.2808249
#> const 6.2974556 5.0364950 -1.2304139 11.7897805
#> exo1 -0.2490322 0.4583111 -1.0189547 0.2403769
#> exo2 -6.0813508 0.5400420 -6.9202022 -5.4471261
#> exo3 -2.3742679 0.5868211 -2.9847746 -1.4511228
#>
#>
#>
#> $BIH
#> $BIH$Sigma
#> $BIH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008179741 0.001585508 0.006644937 0.01070651
#>
#> $BIH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03031727 0.02762707 -0.07297675 -0.003482835
#> Sigma[2,2] 1.71809103 0.37761780 1.09147896 2.107731260
#>
#> $BIH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01463722 0.01544486 0.0002787064 0.03796501
#> Sigma[3,2] -0.89896087 0.20603609 -1.0954104900 -0.55170390
#> Sigma[3,3] 0.51077499 0.11670868 0.3175412032 0.63498127
#>
#> $BIH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002331233 0.003469272 -0.004935044 0.004886769
#> Sigma[4,2] -0.0474162941 0.052701705 -0.095216152 0.037900133
#> Sigma[4,3] 0.0735730012 0.029812004 0.032611485 0.113890654
#> Sigma[4,4] 0.0624744501 0.015065097 0.042804933 0.082737973
#>
#>
#> $BIH$A
#> $BIH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92195120 0.02484016 0.88548910 0.95428609
#> lag1_var2 0.02729990 0.07095451 -0.07701384 0.10998540
#> lag1_var3 0.05273798 0.14088618 -0.15759700 0.21225494
#> lag1_var4 -0.04227812 0.12761540 -0.18377014 0.14979954
#> const 1.32758097 0.66548108 0.34948663 2.20618061
#> exo1 0.02619733 0.08334047 -0.07201550 0.14934229
#> exo2 -0.02818392 0.05555287 -0.09628066 0.04093088
#> exo3 0.07545526 0.12055519 -0.07622588 0.22772401
#>
#> $BIH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.360751 0.4073281 0.8047011 1.807104
#> lag1_var2 -2.828056 0.6972049 -3.7348401 -1.951298
#> lag1_var3 -7.514130 1.3630410 -9.2498270 -5.768918
#> lag1_var4 6.932940 1.1751466 5.4260150 8.482784
#> const -3.005440 11.6273314 -23.4819514 7.894379
#> exo1 -4.326180 1.7355637 -6.2946422 -1.938941
#> exo2 1.109532 1.0658514 -0.2948037 2.683889
#> exo3 1.518032 1.3257127 -0.2279897 3.124262
#>
#> $BIH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5853588 0.2224520 -0.8716827 -0.2905725
#> lag1_var2 1.7831232 0.3975859 1.2605676 2.2749856
#> lag1_var3 4.5414606 0.7747034 3.5147691 5.4902452
#> lag1_var4 -3.3127906 0.6784886 -4.1350372 -2.4304399
#> const 2.8364916 6.2609914 -3.4401507 13.5169553
#> exo1 2.3021784 0.9113554 1.0571047 3.3270469
#> exo2 -1.7395404 0.7315882 -2.7068799 -0.6474567
#> exo3 -0.7585090 0.7901012 -1.8339890 0.2800408
#>
#> $BIH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05099635 0.1256775 -0.11166369 0.2109758
#> lag1_var2 -0.02259692 0.2597810 -0.35388680 0.3089393
#> lag1_var3 0.00988483 0.5031266 -0.62887610 0.6402993
#> lag1_var4 0.95710954 0.4494277 0.39026351 1.5267559
#> const 1.02623706 1.3264351 -0.51293270 2.7060516
#> exo1 0.12187390 0.1344638 -0.06829403 0.2968870
#> exo2 -1.38827841 0.3433970 -1.70757158 -0.8627585
#> exo3 0.02179802 0.3368480 -0.38455627 0.4841723
#>
#>
#>
#> $BLR
#> $BLR$Sigma
#> $BLR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002831552 0.0004250164 0.002387908 0.003404553
#>
#> $BLR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06959714 0.02507294 -0.1093842 -0.04150758
#> Sigma[2,2] 4.83426547 1.38179892 3.1259469 6.89164719
#>
#> $BLR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04180113 0.01502642 0.02546811 0.06516928
#> Sigma[3,2] -2.86019174 0.81696052 -4.05688251 -1.79946241
#> Sigma[3,3] 1.73056256 0.48495757 1.07483408 2.43455516
#>
#> $BLR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0006000502 0.001194306 -0.001287947 0.001915661
#> Sigma[4,2] 0.0134136280 0.057613091 -0.057343789 0.091542461
#> Sigma[4,3] 0.0349486507 0.034074577 -0.009780302 0.081539451
#> Sigma[4,4] 0.0482427557 0.005036096 0.040769672 0.055222510
#>
#>
#> $BLR$A
#> $BLR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.034253923 0.02715791 1.000858604 1.07255799
#> lag1_var2 -0.211210571 0.07531423 -0.320695224 -0.11878849
#> lag1_var3 -0.368582583 0.13052004 -0.559044237 -0.21051187
#> lag1_var4 0.350161135 0.12104829 0.200576485 0.53008321
#> const 0.208288135 0.38930164 -0.326914492 0.77408532
#> exo1 0.061622553 0.05398715 -0.008553196 0.12761029
#> exo2 0.003386996 0.04906869 -0.050018185 0.08212617
#> exo3 0.055570301 0.05586043 -0.023316015 0.11852898
#>
#> $BLR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.745061 2.329580 -4.8916090 1.178458
#> lag1_var2 5.980144 4.712925 0.2586107 13.123167
#> lag1_var3 8.853070 8.026461 -0.9361753 20.973860
#> lag1_var4 -8.447061 7.267083 -19.3918824 0.416632
#> const 21.107018 15.853052 5.2749279 43.435975
#> exo1 -0.902292 2.204099 -4.4048867 1.942429
#> exo2 -1.189090 1.676041 -3.4470442 0.773279
#> exo3 -1.626387 1.925608 -4.1174498 1.008923
#>
#> $BLR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7025154 1.372427 0.06118981 3.5778660
#> lag1_var2 -4.3428409 2.839947 -8.65651859 -1.0604782
#> lag1_var3 -6.5853843 4.838406 -13.90111512 -0.9734739
#> lag1_var4 7.0799755 4.384483 1.98888862 13.6871737
#> const -12.6329599 9.687263 -25.80722985 -2.4288557
#> exo1 0.6991007 1.306130 -1.02848733 2.7557558
#> exo2 0.5946947 1.058490 -0.72731270 1.8804727
#> exo3 1.0703893 1.079463 -0.41347263 2.5633441
#>
#> $BLR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7209232 0.1866437 0.475178282 0.9391813
#> lag1_var2 -1.3805611 0.5058814 -1.967132610 -0.5195156
#> lag1_var3 -2.3170207 0.8530324 -3.305769203 -0.8618562
#> lag1_var4 3.0372782 0.7843588 1.690809700 3.9370115
#> const -0.4622267 1.4024065 -2.166814068 1.4642212
#> exo1 0.1726830 0.1230798 0.006941426 0.3276844
#> exo2 -0.1182342 0.2612451 -0.449880080 0.2467047
#> exo3 0.1011434 0.2464695 -0.360847459 0.2731012
#>
#>
#>
#> $BLZ
#> $BLZ$Sigma
#> $BLZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001176936 0.0003264977 0.0008081978 0.001679153
#>
#> $BLZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01706326 0.007771799 -0.02560584 -0.00652381
#> Sigma[2,2] 0.93633998 0.265625833 0.65324679 1.31586704
#>
#> $BLZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01314153 0.0071654 0.004696762 0.02421763
#> Sigma[3,2] -0.43401104 0.2195274 -0.709684109 -0.16531705
#> Sigma[3,3] 0.99789303 0.2272377 0.792716904 1.38948679
#>
#> $BLZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003958088 0.006908195 -0.005672896 0.01243884
#> Sigma[4,2] 0.128997132 0.225687541 -0.164870654 0.45870501
#> Sigma[4,3] 0.829006137 0.179101954 0.606958900 1.10240758
#> Sigma[4,4] 1.010976416 0.163556769 0.776121721 1.22152935
#>
#>
#> $BLZ$A
#> $BLZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99207426 0.02610391 0.95439961 1.025140994
#> lag1_var2 -0.02606792 0.04931313 -0.08885256 0.032740509
#> lag1_var3 -0.05145850 0.08477517 -0.15717614 0.053797419
#> lag1_var4 0.04248481 0.07632856 -0.05229444 0.138440126
#> const 0.70258189 0.31160873 0.39912780 1.197147099
#> exo1 -0.04295189 0.02627566 -0.07591095 -0.007354678
#> exo2 -0.12579844 0.04779122 -0.16555114 -0.043207237
#> exo3 0.08138284 0.04324277 0.02275065 0.137004126
#>
#> $BLZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2875808 0.5628793 -1.02358256 0.4141208
#> lag1_var2 1.4535911 0.9144806 -0.02306968 2.4260466
#> lag1_var3 1.0956600 1.5631951 -1.36034830 2.7924116
#> lag1_var4 -1.0175353 1.3990317 -2.57917664 1.1673243
#> const 3.3369714 11.6444593 -15.04988287 15.1001964
#> exo1 -0.1530899 1.0835536 -1.42911277 1.6090939
#> exo2 1.9308659 1.1382926 0.35853674 3.5807609
#> exo3 0.2056458 0.8007347 -0.96353394 1.1249073
#>
#> $BLZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8444967 0.7116524 -1.726234 0.1695272
#> lag1_var2 0.7158505 1.2718130 -1.182903 2.2484372
#> lag1_var3 2.0645348 2.3019565 -1.412075 4.7664294
#> lag1_var4 -0.8318761 2.0743451 -3.180887 2.3410438
#> const 3.3726435 8.9105473 -9.586516 15.1566200
#> exo1 -0.4106001 0.6253731 -1.370327 0.2853104
#> exo2 -14.7101765 1.5353232 -16.756275 -12.4054800
#> exo3 4.9159192 1.0534484 3.387227 6.4413380
#>
#> $BLZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1809450 0.6691565 -2.1715307 -0.4237377
#> lag1_var2 1.3045436 1.2068259 -0.5330631 2.8547569
#> lag1_var3 2.2680711 2.1806423 -1.0057264 5.1228139
#> lag1_var4 -0.9282768 1.9578891 -3.4888494 2.0500786
#> const 5.3512993 7.2316517 -6.7713332 13.3224429
#> exo1 -0.5508418 0.5600230 -1.2694682 0.2625409
#> exo2 -14.9422213 1.6971228 -17.2507018 -12.5253033
#> exo3 5.6051825 1.1721551 4.0741558 7.1774479
#>
#>
#>
#> $BOL
#> $BOL$Sigma
#> $BOL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002382968 6.885201e-05 0.0001474646 0.0003300663
#>
#> $BOL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001483638 0.001126155 -0.003068276 0.0001200233
#> Sigma[2,2] 0.116733395 0.029209911 0.079887323 0.1591569433
#>
#> $BOL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0005039998 0.002292214 -0.002486286 0.003769345
#> Sigma[3,2] -0.0725693240 0.055475763 -0.159800878 -0.020718883
#> Sigma[3,3] 0.3700645405 0.091801242 0.286225733 0.527263965
#>
#> $BOL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005478579 0.002153006 -0.00370302 0.00176585
#> Sigma[4,2] 0.0103156237 0.039056298 -0.05284286 0.04189094
#> Sigma[4,3] 0.3317912057 0.063068385 0.25964225 0.43566397
#> Sigma[4,4] 0.3532305253 0.047018971 0.28482530 0.41802886
#>
#>
#> $BOL$A
#> $BOL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99659679 0.004721564 0.990333006 1.00251221
#> lag1_var2 -0.07292483 0.035734826 -0.127217938 -0.02366534
#> lag1_var3 -0.10870837 0.042804265 -0.175516047 -0.05105200
#> lag1_var4 0.10207671 0.041950343 0.045317735 0.16714668
#> const 0.57115631 0.113732041 0.428150423 0.74354436
#> exo1 0.01029063 0.009556514 -0.002471389 0.02212640
#> exo2 -0.11356001 0.012322930 -0.131266405 -0.10041223
#> exo3 0.01024630 0.026985964 -0.035582512 0.03350485
#>
#> $BOL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07602283 0.1098907 -0.05218548 0.2260394
#> lag1_var2 1.26132912 0.9323472 0.02804326 2.3203947
#> lag1_var3 1.00291620 1.2984884 -0.77553642 2.4313826
#> lag1_var4 -0.98372178 1.2562762 -2.35912135 0.7299087
#> const -1.91754504 3.3989942 -6.23303790 3.1182100
#> exo1 -0.05873979 0.2555856 -0.39209512 0.2837968
#> exo2 4.39734661 0.5759899 3.60814908 5.2445943
#> exo3 -0.31121515 0.3820866 -0.91078688 0.1009325
#>
#> $BOL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22223256 0.2463819 -0.05692432 0.6164828
#> lag1_var2 0.46071508 1.8201505 -1.85444543 2.8241932
#> lag1_var3 0.17185303 2.5122906 -3.18706458 3.4650737
#> lag1_var4 0.71850316 2.4429777 -2.48248724 4.0019241
#> const -0.37984901 6.3823717 -10.35092259 6.6329436
#> exo1 -0.08021179 0.4192635 -0.60376933 0.4897406
#> exo2 -5.42116699 0.7206721 -6.38355877 -4.5751880
#> exo3 1.28435850 0.7497563 0.30513975 2.2699085
#>
#> $BOL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2709652 0.1990401 0.03689248 0.5994784
#> lag1_var2 1.0398291 1.3355466 -0.90894754 2.5701843
#> lag1_var3 0.3950826 1.8458731 -2.38528201 2.5511109
#> lag1_var4 0.5200535 1.7957857 -1.57422799 3.2418258
#> const -2.4909638 5.0952886 -10.77818866 3.6730189
#> exo1 -0.1269152 0.3980791 -0.63230254 0.3560965
#> exo2 -2.3197734 0.5470305 -3.07395239 -1.5221323
#> exo3 1.1536768 0.7751859 0.11112775 2.2189654
#>
#>
#>
#> $BRA
#> $BRA$Sigma
#> $BRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005311892 0.000121016 0.0003569566 0.0006913156
#>
#> $BRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01501664 0.004273164 -0.02087057 -0.008736455
#> Sigma[2,2] 1.05297090 0.166566643 0.79933060 1.232163914
#>
#> $BRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006913321 0.003097092 0.001894022 0.01004686
#> Sigma[3,2] -0.613135454 0.113483185 -0.792729056 -0.47940847
#> Sigma[3,3] 0.609722452 0.123525562 0.481781012 0.81200993
#>
#> $BRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003069099 0.001678831 -0.004595161 -0.000566395
#> Sigma[4,2] 0.069136981 0.104173161 -0.086658775 0.178145516
#> Sigma[4,3] 0.238744372 0.092538900 0.114424330 0.376071409
#> Sigma[4,4] 0.313009631 0.050157788 0.246529824 0.379173815
#>
#>
#> $BRA$A
#> $BRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978850034 0.01380691 0.96051522 0.99801770
#> lag1_var2 -0.019801760 0.04171703 -0.08145939 0.03291518
#> lag1_var3 -0.033201257 0.06389937 -0.12604231 0.04794269
#> lag1_var4 0.035113177 0.05833760 -0.03736767 0.11983534
#> const 0.474304783 0.21477969 0.28563181 0.80730748
#> exo1 0.005862251 0.01151401 -0.01233791 0.01781001
#> exo2 -0.056723025 0.02386916 -0.08654027 -0.01951437
#> exo3 0.047843237 0.03878111 -0.01103121 0.09217908
#>
#> $BRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0469353 0.4211114 -0.47044637 0.6677949
#> lag1_var2 -0.2216468 1.2202314 -1.91946543 1.2010742
#> lag1_var3 -1.5321256 1.8175118 -4.04813576 0.6270209
#> lag1_var4 1.4950568 1.6729837 -0.42430995 3.7977393
#> const 3.0846797 13.3259569 -13.37121797 23.3615124
#> exo1 -1.0183854 0.5218534 -1.93419290 -0.4560817
#> exo2 2.5371902 0.9610363 1.08946406 3.7059945
#> exo3 1.6331100 1.3961202 0.08926543 3.7889022
#>
#> $BRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5204676 0.4588467 -1.1438008 0.0004339834
#> lag1_var2 2.4520153 1.4586977 0.9166886 4.5440149650
#> lag1_var3 4.4335033 2.2647029 2.0660470 7.7186581434
#> lag1_var4 -3.3124195 2.0359921 -6.2891747 -1.1540502031
#> const 4.7909631 5.8226702 -2.1790260 12.1338381672
#> exo1 0.9896438 0.6336173 0.4190145 2.0361310164
#> exo2 -5.4492799 0.6830107 -6.2866408 -4.5079128306
#> exo3 -0.5602970 0.6571458 -1.4359077 0.3437745538
#>
#> $BRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5533325 0.3875591 -1.16506185 -0.08092994
#> lag1_var2 1.9808699 1.4649866 -0.01142786 3.87910542
#> lag1_var3 2.9184461 2.2777145 -0.15596267 5.88097100
#> lag1_var4 -1.7980384 2.0656588 -4.51541877 0.98933720
#> const 6.9652358 7.6914911 -3.44607348 16.06324532
#> exo1 0.3540721 0.3993734 -0.10508546 0.96575318
#> exo2 -4.4092707 0.4649905 -4.92414152 -3.81115262
#> exo3 0.5614493 0.5208540 0.02392343 1.35172873
#>
#>
#>
#> $BRB
#> $BRB$Sigma
#> $BRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001164839 0.0001769807 0.0009012349 0.001352119
#>
#> $BRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0256703 0.008917081 -0.03881287 -0.01496411
#> Sigma[2,2] 1.7936430 0.481955970 1.11960016 2.43008053
#>
#> $BRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02685981 0.007000933 0.01893329 0.0384002
#> Sigma[3,2] -1.48399683 0.410052764 -2.04635465 -0.9162577
#> Sigma[3,3] 1.52254418 0.387035857 1.03089248 2.0745954
#>
#> $BRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01057293 0.003964968 0.005280511 0.01579323
#> Sigma[4,2] -0.28294262 0.164774859 -0.539902584 -0.11063574
#> Sigma[4,3] 0.57201001 0.165260346 0.428262565 0.82503982
#> Sigma[4,4] 0.43333681 0.082214431 0.318124390 0.53899256
#>
#>
#> $BRB$A
#> $BRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957926882 0.03311753 0.90965186 0.998359853
#> lag1_var2 0.041537075 0.08290925 -0.06926708 0.146385809
#> lag1_var3 0.061126571 0.12066999 -0.09902809 0.215101248
#> lag1_var4 -0.060529226 0.11032302 -0.20256563 0.085847607
#> const 0.912730857 0.22536039 0.58444315 1.232415066
#> exo1 -0.008285434 0.03615911 -0.05873154 0.039011657
#> exo2 -0.175990143 0.03140521 -0.22524486 -0.140577312
#> exo3 -0.032049199 0.02405570 -0.06458646 -0.001240713
#>
#> $BRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5732827 1.444250 -3.2297694 0.5726145
#> lag1_var2 4.1806586 3.142617 0.4827949 8.1188191
#> lag1_var3 4.9087482 4.616132 -0.5634328 10.7015355
#> lag1_var4 -4.2559015 4.273623 -9.6529252 0.7755854
#> const -7.7779184 11.808571 -25.8699561 3.7222883
#> exo1 0.8080277 1.739374 -1.5019140 3.3661009
#> exo2 2.4252070 1.163942 1.0705637 4.1249268
#> exo3 0.9440343 1.583427 -1.0821024 3.1058314
#>
#> $BRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23516652 1.129590 -1.1486041 1.84522991
#> lag1_var2 0.02261979 2.449822 -2.8644380 2.75041822
#> lag1_var3 0.85503468 3.600750 -3.4179475 4.85428312
#> lag1_var4 -0.08584485 3.311287 -3.7927971 3.86177025
#> const 9.34511801 8.710000 0.8626095 24.24004663
#> exo1 -0.71067861 1.540213 -2.9784245 1.31121808
#> exo2 -3.39745362 1.224186 -5.1820197 -1.84767139
#> exo3 -1.54085563 1.412926 -3.6373388 0.07628587
#>
#> $BRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0745261 0.4563383 -1.7256956 -0.4749169
#> lag1_var2 2.8828689 0.7734214 1.9978091 4.0000249
#> lag1_var3 4.2180160 1.1303236 2.9115477 5.8529491
#> lag1_var4 -2.9257889 1.0199663 -4.3884275 -1.7551019
#> const 4.0583273 4.5307791 -1.3546477 10.7169132
#> exo1 -0.1901205 0.4785206 -0.7686186 0.4385093
#> exo2 -2.0341920 0.8740547 -3.4750077 -1.1595669
#> exo3 -1.1164856 0.5382321 -1.9234274 -0.5666307
#>
#>
#>
#> $BRN
#> $BRN$Sigma
#> $BRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008128787 0.0001652436 0.0006451724 0.001051405
#>
#> $BRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002800295 0.002878149 -0.007017157 0.0008326849
#> Sigma[2,2] 0.215336395 0.056297460 0.142964163 0.2968335372
#>
#> $BRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0008000338 0.002227108 -0.001920059 0.00370060
#> Sigma[3,2] -0.1137946881 0.031934082 -0.159216855 -0.07246002
#> Sigma[3,3] 0.1884897117 0.036807361 0.132817758 0.23274340
#>
#> $BRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001126954 0.002009781 -0.003946183 0.001395834
#> Sigma[4,2] 0.028743527 0.026331021 -0.003007167 0.067659765
#> Sigma[4,3] 0.122812366 0.028101769 0.076634912 0.154542642
#> Sigma[4,4] 0.152311107 0.034478856 0.102369918 0.188110067
#>
#>
#> $BRN$A
#> $BRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963313531 0.02316874 0.93742133 0.999456391
#> lag1_var2 -0.002838433 0.08868877 -0.09979214 0.131807217
#> lag1_var3 -0.008753087 0.13371328 -0.15685345 0.193596083
#> lag1_var4 0.011860044 0.12661012 -0.17972565 0.149544694
#> const 0.633021805 0.28263278 0.23991005 1.054501358
#> exo1 -0.036896921 0.03156148 -0.08416397 -0.002282632
#> exo2 -0.008884561 0.03902410 -0.06150913 0.041490401
#> exo3 0.001780406 0.02224947 -0.02264586 0.035926519
#>
#> $BRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1134789 0.2894397 -0.13658167 0.5751187
#> lag1_var2 1.4989400 0.9532450 0.02064495 2.3929710
#> lag1_var3 0.9899146 1.4046575 -1.21168417 2.3331764
#> lag1_var4 -0.9962503 1.3253941 -2.25044382 1.1023488
#> const -1.2072987 4.4939539 -7.43409160 4.8471443
#> exo1 0.1585160 0.4149770 -0.42073048 0.6919723
#> exo2 0.7920342 0.6866141 -0.09137542 1.8093057
#> exo3 -2.2165902 0.2995338 -2.69071376 -1.9129042
#>
#> $BRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3081730 0.2882044 -0.7145749 0.0373888
#> lag1_var2 1.7096542 1.1751876 0.1936899 3.3056344
#> lag1_var3 3.6259499 1.7296412 1.3551887 5.9910617
#> lag1_var4 -2.5482845 1.6562596 -4.7955532 -0.3262686
#> const 2.2135862 4.7224914 -4.9801669 8.3204644
#> exo1 -0.3154358 0.3804351 -0.7513415 0.2589402
#> exo2 -1.2927105 0.4232544 -1.7718805 -0.7139448
#> exo3 1.1383959 0.3180963 0.7964427 1.6573689
#>
#> $BRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2762293 0.3214102 -0.7549845 0.1602715
#> lag1_var2 2.3734717 1.1350349 1.0394543 3.9935821
#> lag1_var3 3.7961200 1.6798901 1.7610558 6.1619599
#> lag1_var4 -2.7010508 1.5937561 -4.9181476 -0.7103485
#> const 1.0367808 3.5235956 -3.8928826 5.8199793
#> exo1 -0.2221076 0.3241424 -0.6979103 0.1224278
#> exo2 -0.8426730 0.3436844 -1.3218099 -0.3480440
#> exo3 -0.3047116 0.3297744 -0.5639300 0.2191759
#>
#>
#>
#> $BTN
#> $BTN$Sigma
#> $BTN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006707873 0.0001503686 0.0004974922 0.0009069408
#>
#> $BTN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004408224 0.002402118 -0.004007639 0.002341771
#> Sigma[2,2] 0.2221547682 0.047931969 0.153247647 0.284566562
#>
#> $BTN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001582265 0.006060259 -0.004697048 0.01116445
#> Sigma[3,2] -0.238861106 0.122324075 -0.355106207 -0.04469498
#> Sigma[3,3] 1.788656448 0.392905869 1.329948811 2.36696104
#>
#> $BTN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001477653 0.006634983 -0.006855433 0.01093325
#> Sigma[4,2] -0.099715182 0.130663998 -0.233511970 0.09931089
#> Sigma[4,3] 1.703377086 0.430793847 1.222543902 2.38146456
#> Sigma[4,4] 1.708362227 0.484995485 1.189141341 2.51856260
#>
#>
#> $BTN$A
#> $BTN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97913112 0.01024143 0.96418509 0.99233087
#> lag1_var2 -0.04067300 0.04485665 -0.08883225 0.02633833
#> lag1_var3 -0.07894083 0.06411594 -0.14853650 0.01855124
#> lag1_var4 0.07814759 0.06261831 -0.01695137 0.14656139
#> const 0.52138518 0.26128819 0.18366603 0.81041356
#> exo1 -0.02880272 0.01984605 -0.04946295 0.00353979
#> exo2 -0.06736221 0.01604257 -0.09467150 -0.05137662
#> exo3 -0.08414335 0.02598431 -0.11290470 -0.04506955
#>
#> $BTN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.63369269 0.1673011 0.4391978 0.8645655
#> lag1_var2 -4.38760336 1.5178108 -6.4597343 -2.3667374
#> lag1_var3 -7.33439686 2.2856250 -10.4765587 -4.3746233
#> lag1_var4 7.21051230 2.2243722 4.3236819 10.2644505
#> const -3.66636620 4.1402515 -9.4276157 1.3981419
#> exo1 -0.04665823 0.3405833 -0.4558053 0.4451663
#> exo2 1.69191027 0.3296741 1.3111093 2.1563440
#> exo3 0.34639949 0.4162729 -0.1950693 0.9364771
#>
#> $BTN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.1493323 0.2992959 -1.4712253 -0.6300042
#> lag1_var2 11.1508009 2.3999160 7.1876939 13.6345613
#> lag1_var3 17.3545944 3.4732649 11.8765894 21.0488943
#> lag1_var4 -16.2081136 3.3576255 -19.7823929 -10.9604710
#> const 13.3827512 6.4251458 2.6397754 20.9281088
#> exo1 1.5437137 1.0552015 0.5897806 3.2722829
#> exo2 0.5160072 1.2918617 -0.9557278 2.4138430
#> exo3 2.3408357 1.1699766 1.0552834 3.9199344
#>
#> $BTN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7750473 0.269292 -1.085647 -0.3560111
#> lag1_var2 8.1725415 2.147781 4.766277 11.0122408
#> lag1_var3 12.3712474 3.064725 7.696883 16.6633241
#> lag1_var4 -11.2948106 2.953897 -15.452230 -6.8281165
#> const 11.0767019 6.681069 -0.222992 18.2354560
#> exo1 1.5821457 1.062950 0.560503 3.2581123
#> exo2 1.7359310 1.273116 0.225376 3.5614723
#> exo3 2.6708480 1.140335 1.339359 4.1514469
#>
#>
#>
#> $BWA
#> $BWA$Sigma
#> $BWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002476983 0.001396511 0.001245534 0.004785968
#>
#> $BWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003817351 0.01360604 -0.02568148 0.01032426
#> Sigma[2,2] 1.825175527 0.27538246 1.42683205 2.18708134
#>
#> $BWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00222788 0.01163394 -0.01457809 0.01821134
#> Sigma[3,2] -1.13589427 0.22245190 -1.38376865 -0.84076608
#> Sigma[3,3] 1.13736269 0.21648765 0.90694641 1.43339070
#>
#> $BWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005229731 0.00574966 -0.01139534 0.003908126
#> Sigma[4,2] -0.053340538 0.21413336 -0.32302718 0.270496888
#> Sigma[4,3] 0.569541069 0.15031477 0.39256150 0.786758621
#> Sigma[4,4] 0.671797853 0.15541096 0.49575882 0.921567274
#>
#>
#> $BWA$A
#> $BWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979104777 0.01810193 0.955693984 0.99999415
#> lag1_var2 0.007290361 0.03068041 -0.032758540 0.04435720
#> lag1_var3 0.002918532 0.04906357 -0.059729739 0.05969290
#> lag1_var4 -0.010006866 0.04050049 -0.059636016 0.03966168
#> const 0.848836572 0.32316527 0.434592396 1.27830208
#> exo1 -0.013638467 0.04508153 -0.071209814 0.04770433
#> exo2 -0.118137838 0.04043962 -0.175250191 -0.06679341
#> exo3 0.045333459 0.03058250 0.004732038 0.08527275
#>
#> $BWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05085579 0.5681247 -0.8284931 0.6056648
#> lag1_var2 0.22554791 0.8744934 -1.0423375 1.2481389
#> lag1_var3 -0.87946503 1.4313551 -2.9474909 0.9710756
#> lag1_var4 0.89981492 1.1925030 -0.6409219 2.5945874
#> const 4.61258374 11.1213122 -8.1216637 19.8054392
#> exo1 -0.57285869 1.1312582 -2.3430882 0.5209034
#> exo2 0.51367417 1.3738160 -1.7518652 2.0299715
#> exo3 1.87024083 1.2291032 0.7079738 4.0176532
#>
#> $BWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.772430923 0.4040631 0.19846821 1.3684753
#> lag1_var2 -0.293557853 0.6787094 -1.24496882 0.4806600
#> lag1_var3 0.170950511 1.1202171 -1.35519711 1.5124404
#> lag1_var4 0.480654691 0.8830462 -0.53250709 1.6885302
#> const -0.515002712 9.8362336 -14.03940407 13.5926292
#> exo1 0.706059534 0.6110098 -0.03483075 1.6667918
#> exo2 -1.962033344 0.9076191 -2.86003081 -0.4477087
#> exo3 -0.001321117 0.8771668 -1.00894480 1.1363740
#>
#> $BWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8897955 0.4754591 0.2916040 1.5955202
#> lag1_var2 -0.9108219 0.4783369 -1.6229285 -0.2745717
#> lag1_var3 -1.6358347 0.7840506 -2.7779374 -0.5336345
#> lag1_var4 2.2427563 0.5993363 1.3557086 3.0240734
#> const 2.0303197 6.2641873 -4.9886066 11.1619366
#> exo1 0.4268085 0.5795216 -0.4018766 1.1559488
#> exo2 -2.0727349 0.8388880 -3.1199125 -0.8531324
#> exo3 1.5100647 0.8728469 0.3908234 2.7968044
#>
#>
#>
#> $CAF
#> $CAF$Sigma
#> $CAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.008345638 0.00188905 0.006260692 0.01128229
#>
#> $CAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0006995519 0.001919999 -0.001261377 0.003804017
#> Sigma[2,2] 0.0068902176 0.001169869 0.005242604 0.008320240
#>
#> $CAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001040111 0.002973925 -0.005583541 0.001803512
#> Sigma[3,2] -0.007388761 0.001725152 -0.009454186 -0.005248498
#> Sigma[3,3] 0.025848447 0.006603524 0.017213526 0.035234312
#>
#> $CAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006301964 0.002396058 -0.003456400 0.0027003267
#> Sigma[4,2] -0.0027215689 0.001370124 -0.004101779 -0.0007477589
#> Sigma[4,3] 0.0217517565 0.006473711 0.013595439 0.0313734947
#> Sigma[4,4] 0.0209251960 0.006592893 0.013505998 0.0310878527
#>
#>
#> $CAF$A
#> $CAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.912367827 0.07751772 0.78684686 0.99430708
#> lag1_var2 0.055544072 0.23077453 -0.25943226 0.37636547
#> lag1_var3 0.045755908 0.32202345 -0.43705715 0.44693336
#> lag1_var4 -0.035148961 0.30987849 -0.40888313 0.44471390
#> const 0.981670879 0.60183596 0.30613032 1.93965807
#> exo1 -0.008261784 0.08778135 -0.09730996 0.11758684
#> exo2 -0.034639915 0.06660875 -0.12905097 0.05684403
#> exo3 -0.026735570 0.09188019 -0.18771052 0.04732647
#>
#> $CAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07233490 0.05796793 -0.13596737 0.02140219
#> lag1_var2 0.31040005 0.21668601 0.03585632 0.64500595
#> lag1_var3 -0.51032821 0.26482397 -0.83783109 -0.12092830
#> lag1_var4 0.53909684 0.26228273 0.15336665 0.86751963
#> const 1.27153590 0.50600712 0.50873764 1.90951761
#> exo1 -0.07945584 0.06629436 -0.15894885 0.01670241
#> exo2 0.57231430 0.07153446 0.46039057 0.65878140
#> exo3 0.36326897 0.05710628 0.27272906 0.42332533
#>
#> $CAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.338644931 0.07026127 0.2453098 0.4420141
#> lag1_var2 -0.096690426 0.50007837 -0.7250903 0.5587632
#> lag1_var3 0.195328862 0.65320057 -0.6458241 1.0157736
#> lag1_var4 0.668469855 0.65029823 -0.1366862 1.5127284
#> const -0.067286845 1.23424465 -1.4846064 1.8472195
#> exo1 0.008911256 0.15582072 -0.1819013 0.2357027
#> exo2 -1.158953762 0.15324481 -1.3640819 -0.9553917
#> exo3 -0.505164192 0.19981711 -0.6561234 -0.1583732
#>
#> $CAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.29556457 0.04699923 0.2380009 0.36659315
#> lag1_var2 -0.39355297 0.49001066 -1.0763729 0.17375668
#> lag1_var3 -0.92055102 0.65877868 -1.8994933 -0.16196153
#> lag1_var4 1.80844448 0.65927563 1.0551858 2.79386187
#> const 0.31842490 1.20945643 -1.1244466 2.14122266
#> exo1 -0.05258259 0.15646823 -0.2542380 0.17461870
#> exo2 -0.78381929 0.12637765 -0.9805456 -0.63649844
#> exo3 -0.26111430 0.18088733 -0.4325093 0.03851812
#>
#>
#>
#> $CAN
#> $CAN$Sigma
#> $CAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002496107 8.292901e-05 0.000178566 0.0003971219
#>
#> $CAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008159505 0.001940421 -0.01135417 -0.006050016
#> Sigma[2,2] 0.517123130 0.100994985 0.39047772 0.647566720
#>
#> $CAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007061756 0.001691608 0.005211873 0.009796158
#> Sigma[3,2] -0.428786794 0.078010297 -0.524143546 -0.316624392
#> Sigma[3,3] 0.443000053 0.061940142 0.351629570 0.520435845
#>
#> $CAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00185749 0.001036312 0.0003754457 0.003301707
#> Sigma[4,2] -0.09823429 0.025202107 -0.1240759550 -0.061193174
#> Sigma[4,3] 0.17601788 0.022454135 0.1437072125 0.204684641
#> Sigma[4,4] 0.12103072 0.017981693 0.1001387322 0.145811867
#>
#>
#> $CAN$A
#> $CAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.002685771 0.01425902 0.985048547 1.02071856
#> lag1_var2 -0.057384811 0.07303540 -0.163283577 0.02955184
#> lag1_var3 -0.092762857 0.11643231 -0.260435744 0.04487249
#> lag1_var4 0.081240734 0.10892509 -0.046714759 0.23817254
#> const 0.679990313 0.15034274 0.462420627 0.88757899
#> exo1 -0.003220153 0.01555089 -0.021341610 0.01978111
#> exo2 -0.068718710 0.02091234 -0.091087002 -0.03725930
#> exo3 0.023027881 0.02129545 -0.006759016 0.04890596
#>
#> $CAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3236042 0.7112540 -2.0814415 -0.2238066
#> lag1_var2 4.3507074 2.7915267 0.4858807 7.7733972
#> lag1_var3 5.5241663 4.4268080 -0.5619403 10.9503289
#> lag1_var4 -4.9099499 4.0820924 -9.9899604 0.6026293
#> const -1.4886201 7.2717037 -10.9369492 8.5874373
#> exo1 -0.2945394 0.7511793 -1.2893893 0.5035056
#> exo2 3.6810692 1.0585343 1.9815574 4.9355583
#> exo3 -0.8989664 0.9147219 -1.8955814 0.2348487
#>
#> $CAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8863291 0.5599523 -0.01390522 1.5584293
#> lag1_var2 -2.0121752 1.8824968 -4.54070451 0.5914666
#> lag1_var3 -2.2660515 2.9784440 -6.34838826 1.7997852
#> lag1_var4 2.8243831 2.7342125 -0.79373169 6.6124659
#> const 3.3643088 8.0381885 -7.87706414 13.1855446
#> exo1 0.4473552 0.6037589 -0.32883191 1.2049183
#> exo2 -4.2106845 0.8787018 -5.23171564 -2.8157299
#> exo3 1.5402890 0.8356223 0.53345663 2.4571129
#>
#> $CAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003271866 0.2340285 -0.2619975 0.3349387
#> lag1_var2 0.368156017 0.6533838 -0.5792429 1.1384880
#> lag1_var3 0.648956252 1.0369551 -0.8765442 1.8099638
#> lag1_var4 0.324429362 0.9654427 -0.7717960 1.7476688
#> const 2.068337597 4.8825101 -5.6995561 7.6261271
#> exo1 0.275049215 0.2621785 -0.0726568 0.6642561
#> exo2 -1.980593624 0.4537693 -2.5247281 -1.3354621
#> exo3 1.056408131 0.3157840 0.6533663 1.4486483
#>
#>
#>
#> $CHA
#> $CHA$Sigma
#> $CHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005501649 0.0001014075 0.0004450839 0.0007175527
#>
#> $CHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007308473 0.00168992 -0.009690884 -0.004773646
#> Sigma[2,2] 0.213329310 0.03450016 0.172391160 0.266638224
#>
#> $CHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004851345 0.0007911709 0.004195311 0.006252587
#> Sigma[3,2] -0.145309649 0.0147740887 -0.166456051 -0.128565977
#> Sigma[3,3] 0.147654897 0.0214433737 0.120400348 0.180226805
#>
#> $CHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005178106 0.0008768349 -0.000770807 0.001663420
#> Sigma[4,2] -0.0207720237 0.0186448563 -0.042699101 0.006771518
#> Sigma[4,3] 0.0659569841 0.0223890373 0.040142270 0.102275295
#> Sigma[4,4] 0.0572440772 0.0162238938 0.038859546 0.083686050
#>
#>
#> $CHA$A
#> $CHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96890287 0.02577187 0.93631638 1.00300600
#> lag1_var2 0.04874586 0.06024012 -0.03074216 0.13109268
#> lag1_var3 0.08216884 0.10147206 -0.05353714 0.21789618
#> lag1_var4 -0.08225237 0.09405646 -0.21178331 0.04397651
#> const 0.73084622 0.32475991 0.27232183 1.16963548
#> exo1 -0.01090778 0.02582399 -0.03757461 0.02892630
#> exo2 -0.10394111 0.02772101 -0.14916119 -0.07134648
#> exo3 0.06286177 0.01816971 0.03689990 0.08429165
#>
#> $CHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25908036 0.4357425 -0.8972581 0.2935185
#> lag1_var2 1.00712102 1.3185304 -0.4498014 2.7472317
#> lag1_var3 0.35601570 2.2337383 -2.1124099 3.2801501
#> lag1_var4 -0.26694498 2.1020089 -2.9528903 2.1084378
#> const 2.04366838 4.1898485 -3.9852207 7.2881070
#> exo1 -0.02812027 0.4711824 -0.6842244 0.6615090
#> exo2 0.06034495 0.5919554 -0.4974310 0.9703165
#> exo3 0.15107906 0.3609228 -0.3417757 0.6244744
#>
#> $CHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35175498 0.3950129 -0.80067858 0.2916842
#> lag1_var2 1.62672257 1.0898179 -0.01324558 3.1125927
#> lag1_var3 3.63539084 1.8256335 0.85511536 6.0428606
#> lag1_var4 -2.50907451 1.6985934 -4.77079007 0.0641020
#> const 0.14306273 3.1667477 -4.96660554 3.6093972
#> exo1 0.06451888 0.4156386 -0.53809129 0.5553075
#> exo2 -0.69783993 0.4041976 -1.30810716 -0.3170245
#> exo3 0.18888395 0.3274727 -0.23338386 0.6768729
#>
#> $CHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.55560410 0.2381448 -0.77980450 -0.1443444
#> lag1_var2 1.87940152 0.9838325 0.50120257 3.1135315
#> lag1_var3 3.27408682 1.6564186 0.87585998 5.2808579
#> lag1_var4 -2.06826905 1.5685219 -3.99087167 0.1501086
#> const 0.95910652 2.7025550 -2.31323756 5.0657114
#> exo1 0.05193343 0.2705423 -0.27870933 0.4118982
#> exo2 -0.71233438 0.1866420 -0.95118558 -0.4275818
#> exo3 0.29737280 0.2211509 0.09711123 0.6851398
#>
#>
#>
#> $CHE
#> $CHE$Sigma
#> $CHE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001675468 4.270524e-05 0.0001175994 0.0002353095
#>
#> $CHE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001584955 0.001000017 -0.002979834 -0.0002139467
#> Sigma[2,2] 0.144157071 0.032380433 0.122484501 0.1984196268
#>
#> $CHE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0001567171 0.001183235 -0.002002527 0.001177559
#> Sigma[3,2] -0.0785311532 0.049615176 -0.140107920 -0.003957432
#> Sigma[3,3] 0.4896963282 0.171508407 0.313848781 0.758883005
#>
#> $CHE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001284869 0.000806964 -0.002641443 -0.0003904135
#> Sigma[4,2] 0.018823078 0.050000226 -0.038654986 0.1013726463
#> Sigma[4,3] 0.453328551 0.166922986 0.282341038 0.7087062890
#> Sigma[4,4] 0.483415086 0.163535712 0.310468778 0.7163663624
#>
#>
#> $CHE$A
#> $CHE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969821107 0.006498070 0.96147904 0.97926426
#> lag1_var2 0.016233666 0.054348310 -0.02538570 0.10416111
#> lag1_var3 0.007354294 0.081379122 -0.05654624 0.13950318
#> lag1_var4 -0.004604653 0.078777862 -0.13230759 0.05634415
#> const 0.607148675 0.102942319 0.49139546 0.78309634
#> exo1 0.009910484 0.016996822 -0.01858502 0.02854929
#> exo2 -0.038660687 0.008804813 -0.05188055 -0.02902518
#> exo3 0.031094708 0.011587085 0.01811357 0.04864670
#>
#> $CHE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2699701 0.2120923 0.01580664 0.5936519
#> lag1_var2 -1.5907632 1.3787535 -3.21612979 0.2901486
#> lag1_var3 -3.3232118 1.9878986 -5.58482615 -0.6242097
#> lag1_var4 3.2310806 1.9363739 0.60088445 5.4347984
#> const 0.3193351 2.3983589 -3.32394112 2.9523277
#> exo1 -0.3016483 0.4144441 -0.82970348 0.2860791
#> exo2 0.2033834 0.6079733 -0.52625572 1.0430750
#> exo3 0.3027106 0.3789901 -0.34409156 0.7207491
#>
#> $CHE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1718643 0.4092854 -0.2641103 0.7949421
#> lag1_var2 2.4147386 2.7934864 -1.8980551 5.3080009
#> lag1_var3 4.2002961 4.0966443 -2.1776186 8.4498116
#> lag1_var4 -3.3194467 3.9686691 -7.3923036 2.8313844
#> const 2.2825832 6.2815950 -7.7364281 8.0748286
#> exo1 0.7469161 0.7826883 -0.1972732 1.8475475
#> exo2 -0.2006510 0.6568020 -1.0934441 0.7062082
#> exo3 -0.2399144 0.6958430 -1.0111013 0.8536118
#>
#> $CHE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.34884649 0.3846964 -0.009040771 0.9402417
#> lag1_var2 0.96003195 2.4337546 -2.866760455 3.7948073
#> lag1_var3 1.38312988 3.6196606 -4.275307064 5.6950172
#> lag1_var4 -0.55721114 3.4968500 -4.702888141 4.9015090
#> const 2.12351943 6.3302634 -7.028130162 8.8420971
#> exo1 0.56198644 0.8923517 -0.753754384 1.5955619
#> exo2 -0.06409144 0.5778992 -0.911409433 0.6364316
#> exo3 -0.03436143 0.6430526 -0.790818558 0.9356068
#>
#>
#>
#> $CHL
#> $CHL$Sigma
#> $CHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005362201 0.0001376223 0.0003832167 0.0007453399
#>
#> $CHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0180212 0.004567423 -0.02602945 -0.01359814
#> Sigma[2,2] 1.1911745 0.211403996 0.92141187 1.46732050
#>
#> $CHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01559909 0.004537356 0.009589498 0.02212561
#> Sigma[3,2] -0.96582437 0.120331482 -1.103551035 -0.80277650
#> Sigma[3,3] 1.02158252 0.115142693 0.858828756 1.17366758
#>
#> $CHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005695875 0.002957958 0.001552007 0.009636282
#> Sigma[4,2] -0.307594926 0.058451250 -0.390718306 -0.227942306
#> Sigma[4,3] 0.509868605 0.090674457 0.413037671 0.640744998
#> Sigma[4,4] 0.364339312 0.070851604 0.282585433 0.474139558
#>
#>
#> $CHL$A
#> $CHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981828454 0.01525673 0.96131118 0.99897064
#> lag1_var2 0.004956324 0.03378413 -0.03263860 0.05343771
#> lag1_var3 0.012152475 0.05956296 -0.05409191 0.09618958
#> lag1_var4 -0.014627152 0.05390985 -0.09053346 0.04485439
#> const 0.670431231 0.09884831 0.55236882 0.81140534
#> exo1 0.002949670 0.02329065 -0.02278458 0.04003398
#> exo2 -0.074030404 0.02082196 -0.10723157 -0.04825739
#> exo3 0.082140255 0.02397784 0.05503723 0.11653871
#>
#> $CHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3750791 0.5981041 -1.1456160 0.4847486
#> lag1_var2 1.7014700 1.2881628 -0.3491689 3.0954457
#> lag1_var3 1.6419134 2.3015697 -2.0510670 4.1115836
#> lag1_var4 -1.4918442 2.0745721 -3.6988162 1.8004924
#> const 2.9963796 5.8777784 -3.8077853 12.3642313
#> exo1 0.7012589 0.8556849 -0.4752156 1.8887791
#> exo2 2.8039291 0.8796395 1.6108303 3.9747422
#> exo3 -1.6508420 0.8912004 -3.0984547 -0.7514996
#>
#> $CHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.80261463 0.6440811 0.9472758 2.6085548
#> lag1_var2 -4.10702522 1.7003963 -6.4063472 -1.7320650
#> lag1_var3 -6.30311093 3.0584020 -10.4033411 -1.9885606
#> lag1_var4 6.55189921 2.7904646 2.6701833 10.3686203
#> const -3.55846313 5.6842984 -12.4760060 3.0267268
#> exo1 -0.08805121 0.7690860 -1.2210292 0.8150041
#> exo2 -7.36916694 0.7155962 -8.4289931 -6.4620436
#> exo3 1.49486931 0.8223406 0.4230904 2.6308141
#>
#> $CHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7378382 0.3687498 1.1612257 2.1660527
#> lag1_var2 -3.9905377 1.1508591 -5.6582338 -2.4731672
#> lag1_var3 -6.8534413 2.0828009 -9.8208343 -4.0827047
#> lag1_var4 7.1341134 1.9169936 4.6454938 9.9039993
#> const -2.5382266 3.6006915 -7.6207219 2.2795162
#> exo1 0.3485116 0.4386842 -0.3857493 0.7542784
#> exo2 -6.2597481 0.6832215 -7.0383791 -5.2774674
#> exo3 0.6153989 0.5267719 -0.1047709 1.3891814
#>
#>
#>
#> $CHN
#> $CHN$Sigma
#> $CHN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002565857 3.564391e-05 0.0002028109 0.0003054251
#>
#> $CHN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0006451639 0.0005650664 -0.001476848 5.897425e-05
#> Sigma[2,2] 0.0317812850 0.0046416755 0.025536553 3.818090e-02
#>
#> $CHN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001510572 0.0006370701 0.0007313926 0.002405983
#> Sigma[3,2] -0.033946866 0.0060862996 -0.0413132675 -0.025260980
#> Sigma[3,3] 0.088305780 0.0223531270 0.0679265786 0.122355109
#>
#> $CHN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001093386 0.0007170637 7.268293e-05 0.002094284
#> Sigma[4,2] -0.011934319 0.0071489837 -2.149568e-02 -0.002426542
#> Sigma[4,3] 0.067865962 0.0210702802 4.664734e-02 0.100482821
#> Sigma[4,4] 0.062934977 0.0190482724 4.041201e-02 0.091548687
#>
#>
#> $CHN$A
#> $CHN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.975595953 0.005228296 0.968479639 0.98323304
#> lag1_var2 0.017040609 0.032121046 -0.025061336 0.06317502
#> lag1_var3 0.000617293 0.041130111 -0.053039637 0.05559608
#> lag1_var4 0.001970449 0.040482236 -0.051632630 0.05497291
#> const 0.544423739 0.114105967 0.384219734 0.68979546
#> exo1 0.005625809 0.010177466 -0.002385871 0.02291706
#> exo2 -0.035446660 0.012983154 -0.053055745 -0.01544140
#> exo3 0.027611979 0.010484550 0.015402721 0.04126100
#>
#> $CHN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11626854 0.07874076 0.01534384 0.22006506
#> lag1_var2 -0.24103209 0.52564926 -1.00989853 0.43400638
#> lag1_var3 -1.48132253 0.65435388 -2.38043206 -0.63778119
#> lag1_var4 1.43640460 0.63794263 0.60413917 2.30469682
#> const 0.63211066 1.84642365 -1.91043965 2.98650297
#> exo1 0.08732245 0.20643060 -0.20312068 0.34969114
#> exo2 0.36720872 0.21619460 0.08295820 0.63240940
#> exo3 -0.27502914 0.16817217 -0.55720446 -0.08673989
#>
#> $CHN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.21506125 0.07473674 -0.3166854 -0.1074956
#> lag1_var2 1.08633781 0.70232861 0.1301748 2.0211781
#> lag1_var3 2.02789961 0.88710502 0.8712324 3.2386484
#> lag1_var4 -0.98819185 0.86274383 -2.1765879 0.1312273
#> const 1.54176554 2.31362483 -1.4373236 4.8080799
#> exo1 0.03812237 0.23618708 -0.1735086 0.3994786
#> exo2 -1.32723820 0.29251619 -1.7804201 -1.0383947
#> exo3 1.69759086 0.33239118 1.2802458 2.1857188
#>
#> $CHN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1536416 0.07284072 -0.2453022 -0.05681997
#> lag1_var2 0.4573161 0.57099213 -0.3449022 1.17973191
#> lag1_var3 0.2978797 0.74578082 -0.6536971 1.34616772
#> lag1_var4 0.7222806 0.72628979 -0.3079032 1.63611094
#> const 1.6142716 2.10862972 -1.3972629 3.77236870
#> exo1 0.1102463 0.14740784 -0.0265061 0.35267623
#> exo2 -1.1391407 0.27329519 -1.5698960 -0.82134057
#> exo3 1.5790564 0.26974785 1.2172202 1.95025243
#>
#>
#>
#> $CIV
#> $CIV$Sigma
#> $CIV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001354581 0.0003477607 0.000922055 0.001867356
#>
#> $CIV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01519264 0.006268731 -0.02522162 -0.009341708
#> Sigma[2,2] 0.48892964 0.132927300 0.35216267 0.700285698
#>
#> $CIV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009844435 0.004903041 0.005050926 0.01809626
#> Sigma[3,2] -0.306409833 0.091877166 -0.456727174 -0.19566862
#> Sigma[3,3] 0.274598728 0.076220049 0.169553475 0.39193511
#>
#> $CIV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002565416 0.001639527 -0.002686433 0.001601013
#> Sigma[4,2] 0.0211944018 0.032614439 -0.023656034 0.067740027
#> Sigma[4,3] 0.0715662251 0.025284271 0.032033255 0.095110307
#> Sigma[4,4] 0.0881816224 0.017382209 0.067217691 0.112540615
#>
#>
#> $CIV$A
#> $CIV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977960603 0.03596580 0.93185127 1.02349649
#> lag1_var2 -0.132924944 0.12487733 -0.30046817 0.03047444
#> lag1_var3 -0.183654489 0.19587592 -0.44079745 0.07659901
#> lag1_var4 0.184923961 0.18577519 -0.05470255 0.43505164
#> const 0.544666934 0.26823976 0.24116141 0.98349251
#> exo1 0.004852354 0.03023445 -0.03877335 0.04288991
#> exo2 -0.047519515 0.03512536 -0.09056046 0.01005723
#> exo3 0.014136450 0.03759145 -0.03598438 0.06488033
#>
#> $CIV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1830206 0.5832956 -0.7992238 0.6550675
#> lag1_var2 1.7685959 1.7584595 -1.1016521 3.9248288
#> lag1_var3 1.3891575 2.6610944 -2.9560716 4.6082534
#> lag1_var4 -1.3115606 2.6470721 -4.5109865 3.0837004
#> const -0.1367457 5.9418769 -9.5218886 5.6815623
#> exo1 0.2032383 0.7515884 -0.8332861 1.2482917
#> exo2 0.3669689 0.7877487 -0.7982171 1.2738117
#> exo3 0.2844536 0.6326407 -0.6850828 1.0725180
#>
#> $CIV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43579564 0.5297429 -0.26071772 1.0759832
#> lag1_var2 -0.50834012 1.3613090 -2.23548960 1.3912180
#> lag1_var3 -0.09348063 2.0884496 -2.68635978 2.8908630
#> lag1_var4 0.92967882 2.0206277 -1.89113206 3.5133379
#> const -0.65608803 4.9482815 -6.42182588 6.5337543
#> exo1 0.02216373 0.4577272 -0.53914742 0.5827616
#> exo2 -0.12471403 0.6048917 -0.96185309 0.6891294
#> exo3 0.89626262 0.5433214 0.01611168 1.3788360
#>
#> $CIV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32492802 0.1809103 0.07517198 0.5736032
#> lag1_var2 0.16951947 0.6398377 -0.55247010 1.1026905
#> lag1_var3 0.07449316 0.9947178 -1.03150848 1.5425858
#> lag1_var4 0.81629188 0.9668213 -0.58961315 1.9126100
#> const -1.23006112 1.6015544 -3.23923736 0.8987619
#> exo1 0.16360540 0.2281124 -0.15066942 0.4398339
#> exo2 0.12147773 0.3051303 -0.32899520 0.5490521
#> exo3 1.11112674 0.3535364 0.59747592 1.5948753
#>
#>
#>
#> $CMR
#> $CMR$Sigma
#> $CMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007006027 0.0001421901 0.0004973996 0.0008530405
#>
#> $CMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004159399 0.001647338 -0.006389856 -0.002088305
#> Sigma[2,2] 0.097912399 0.030666706 0.062497199 0.146518978
#>
#> $CMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005849746 0.00374993 0.002084401 0.01141975
#> Sigma[3,2] -0.187753597 0.06796454 -0.300859721 -0.11606812
#> Sigma[3,3] 0.451008622 0.15236607 0.296102669 0.70642820
#>
#> $CMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002528425 0.002586846 0.0003762981 0.00651173
#> Sigma[4,2] -0.112849982 0.045599255 -0.1894556934 -0.06685599
#> Sigma[4,3] 0.311053513 0.102939749 0.2037129542 0.48114736
#> Sigma[4,4] 0.228706927 0.070203431 0.1507247069 0.34373661
#>
#>
#> $CMR$A
#> $CMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.977298104 0.02217166 0.94518663 1.008134318
#> lag1_var2 0.023013003 0.11881546 -0.15815005 0.183936736
#> lag1_var3 0.037155977 0.14690251 -0.18431495 0.239167746
#> lag1_var4 -0.036256976 0.14233854 -0.23127971 0.179061756
#> const 0.539189991 0.19414705 0.26549610 0.805624577
#> exo1 -0.016652478 0.01451584 -0.03550791 0.004696814
#> exo2 -0.036820645 0.02276724 -0.06687011 -0.002561836
#> exo3 0.004637269 0.01991039 -0.01864294 0.036723335
#>
#> $CMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13020705 0.2236462 -0.1276395 0.4929181
#> lag1_var2 -0.23506975 1.1502530 -2.3074790 0.8372414
#> lag1_var3 -1.51387339 1.4200273 -4.0643046 -0.1728920
#> lag1_var4 1.44437652 1.3696716 0.1607800 3.9082497
#> const 2.29215670 2.3496560 -1.0665020 5.5656431
#> exo1 0.38242216 0.2123628 0.1163728 0.6996397
#> exo2 0.24172572 0.5097403 -0.5368532 0.8550727
#> exo3 0.06768568 0.3371850 -0.4834311 0.4507112
#>
#> $CMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03147884 0.4883021 -0.7781885 0.55145893
#> lag1_var2 0.70203694 2.2178361 -1.7215554 4.38396870
#> lag1_var3 1.56930956 2.7363314 -1.4628583 6.10660276
#> lag1_var4 -0.57077983 2.6450066 -4.9629356 2.33580894
#> const -0.77062911 6.3678706 -8.0015842 7.91471192
#> exo1 -0.65170970 0.5760222 -1.4880840 0.01178379
#> exo2 -1.05702973 0.9425558 -2.2387284 0.37383917
#> exo3 -0.16167890 0.7524993 -1.1506286 1.03768348
#>
#> $CMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05778533 0.3404587 -0.4707991 0.44505665
#> lag1_var2 0.01350115 1.5035171 -1.6767175 2.20060436
#> lag1_var3 -0.28783372 1.8547554 -2.3927207 2.41094680
#> lag1_var4 1.24034325 1.7960321 -1.3758172 3.26009688
#> const 0.54833553 4.8827153 -4.7939640 7.43476347
#> exo1 -0.33679018 0.4655863 -0.9820450 0.21459515
#> exo2 -0.93633772 0.5786448 -1.6945814 -0.07285343
#> exo3 -0.14955835 0.5335160 -0.8742286 0.64776708
#>
#>
#>
#> $COD
#> $COD$Sigma
#> $COD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002092602 0.0004132264 0.001622461 0.002742223
#>
#> $COD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.000110256 0.0007603099 -0.001082779 0.001028123
#> Sigma[2,2] 0.025095136 0.0055432070 0.018097427 0.032238174
#>
#> $COD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.005026993 0.003088747 -0.009001463 -0.0008730228
#> Sigma[3,2] -0.064661690 0.017001642 -0.087646183 -0.0457657347
#> Sigma[3,3] 0.216786963 0.056826897 0.149946922 0.2997871444
#>
#> $COD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005208686 0.002729179 -0.008692112 -0.001691562
#> Sigma[4,2] -0.049722024 0.013817543 -0.068698374 -0.033856577
#> Sigma[4,3] 0.179574804 0.047576797 0.123424977 0.249904464
#> Sigma[4,4] 0.151355480 0.040186944 0.104261978 0.211271186
#>
#>
#> $COD$A
#> $COD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96976071 0.02678187 0.931745535 1.003202777
#> lag1_var2 0.14768437 0.14690071 -0.003193402 0.347382589
#> lag1_var3 0.20884224 0.24693585 -0.036593777 0.542069509
#> lag1_var4 -0.21222294 0.24225246 -0.540146685 0.031623519
#> const 0.96543246 0.46986047 0.449341211 1.716145292
#> exo1 0.06165736 0.04242743 0.005066098 0.123603137
#> exo2 -0.06128479 0.04503787 -0.137086322 -0.022925762
#> exo3 -0.04405223 0.04416183 -0.120725370 0.003295918
#>
#> $COD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21327927 0.1201154 0.02458742 0.3630127
#> lag1_var2 -0.09615797 0.5840519 -0.85521248 0.7637229
#> lag1_var3 -1.09060342 0.8898245 -2.23015486 0.1231537
#> lag1_var4 1.01690283 0.8674139 -0.15781939 2.1261701
#> const 1.30265256 1.2487639 0.05392652 3.1540929
#> exo1 0.12590828 0.1684186 -0.12374183 0.3635113
#> exo2 0.75628049 0.1311612 0.55652139 0.9165199
#> exo3 0.14174151 0.1567576 -0.08151889 0.3362371
#>
#> $COD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2719355 0.3175413 -0.7277071 0.1323017
#> lag1_var2 1.7867651 1.6205639 -0.3336165 4.1774133
#> lag1_var3 3.3259001 2.6868484 -0.1622370 7.2676111
#> lag1_var4 -2.2354457 2.6312985 -6.0874262 1.1789455
#> const -0.6643706 3.9751207 -5.5415716 4.8015491
#> exo1 -0.7372826 0.3794422 -1.2028551 -0.2310474
#> exo2 -1.0572850 0.4016236 -1.6287677 -0.5182654
#> exo3 0.3027657 0.4579499 -0.2528453 0.9289406
#>
#> $COD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1436647 0.2610687 -0.5257405 0.1763268
#> lag1_var2 1.3098498 1.3445669 -0.4217924 3.3184220
#> lag1_var3 1.9731244 2.2695114 -0.8891778 5.3399004
#> lag1_var4 -0.9196243 2.2245284 -4.2122204 1.8796736
#> const -0.2996158 3.5485678 -4.5600953 4.7754198
#> exo1 -0.6690205 0.2947607 -1.0447058 -0.2954565
#> exo2 -0.6169153 0.3450163 -1.1507874 -0.1841796
#> exo3 0.3951639 0.4071384 -0.1341947 0.9150960
#>
#>
#>
#> $COG
#> $COG$Sigma
#> $COG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00218893 0.0005738207 0.001694116 0.003136374
#>
#> $COG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006269691 0.002029351 -0.009179164 -0.003283872
#> Sigma[2,2] 0.055083436 0.014787764 0.036418457 0.075895094
#>
#> $COG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003404834 0.002534211 9.672369e-05 0.006421275
#> Sigma[3,2] -0.056993377 0.017158551 -7.734409e-02 -0.030399718
#> Sigma[3,3] 0.091637402 0.027470862 5.789332e-02 0.130251959
#>
#> $COG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001160544 0.002337855 -0.005239058 0.001082470
#> Sigma[4,2] -0.024853043 0.012537618 -0.041095932 -0.007204332
#> Sigma[4,3] 0.065741502 0.022886627 0.041035711 0.101656956
#> Sigma[4,4] 0.060579719 0.019203392 0.043054331 0.092513903
#>
#>
#> $COG$A
#> $COG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95738381 0.03475644 0.91699176 1.01291745
#> lag1_var2 0.10432904 0.11915112 -0.07479103 0.22362053
#> lag1_var3 0.20162739 0.20142277 -0.09448666 0.42036524
#> lag1_var4 -0.18965978 0.18199081 -0.39341129 0.07323619
#> const 0.83801086 0.62456526 0.02661491 1.81111699
#> exo1 0.01366381 0.03343474 -0.04506024 0.04601071
#> exo2 -0.08345290 0.04380721 -0.15734732 -0.04424272
#> exo3 -0.02148228 0.07731904 -0.12180428 0.09316462
#>
#> $COG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33330438 0.1819741 0.09783722 0.5848287
#> lag1_var2 -0.50519890 0.4077036 -0.97516142 0.1461457
#> lag1_var3 -1.72819924 0.6698250 -2.50757923 -0.6663274
#> lag1_var4 1.72479926 0.6027390 0.76968093 2.4461823
#> const -0.85480142 2.2012669 -4.80304524 1.0947826
#> exo1 0.06534586 0.2590803 -0.28526449 0.4155364
#> exo2 1.84183264 0.2207648 1.57297671 2.1865831
#> exo3 1.50047085 0.2995599 1.10557859 1.8665893
#>
#> $COG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31691276 0.1557977 -0.5241549 -0.1172358
#> lag1_var2 2.14024455 0.5003660 1.5865718 2.8488781
#> lag1_var3 3.49581609 0.8330876 2.5419110 4.6390155
#> lag1_var4 -2.56175361 0.7662134 -3.6367565 -1.6912867
#> const 2.96548664 1.9729651 0.8337355 5.6848217
#> exo1 -0.06937554 0.2663097 -0.3691656 0.3182871
#> exo2 -3.64458312 0.3169835 -4.0499029 -3.1770088
#> exo3 -2.07597695 0.3834789 -2.6780785 -1.6593374
#>
#> $COG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12932974 0.1000371 -0.2363305 0.01858064
#> lag1_var2 1.51466037 0.4397782 1.0664390 2.14981992
#> lag1_var3 1.82006852 0.7378169 1.0568462 2.87280275
#> lag1_var4 -0.89071234 0.6840796 -1.8836844 -0.17543315
#> const 2.28935596 1.2055236 0.8533030 4.23279385
#> exo1 -0.03428409 0.1617044 -0.2938817 0.17164862
#> exo2 -3.06275658 0.2701763 -3.3623181 -2.61321687
#> exo3 -1.37252472 0.2899427 -1.8437626 -1.07602937
#>
#>
#>
#> $COL
#> $COL$Sigma
#> $COL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000559639 0.0001736387 0.0003719497 0.0008283061
#>
#> $COL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02471865 0.01093479 -0.0441443 -0.01331651
#> Sigma[2,2] 2.91325059 0.86946308 1.8726147 4.09867664
#>
#> $COL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01298859 0.0094689 0.001260572 0.02678936
#> Sigma[3,2] -1.86028603 0.6910759 -2.878645336 -1.05141594
#> Sigma[3,3] 1.60647152 0.6037367 1.014402671 2.50578894
#>
#> $COL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003996949 0.005394423 -0.01172211 0.003638725
#> Sigma[4,2] 0.106859120 0.247442827 -0.21429556 0.472346944
#> Sigma[4,3] 0.398988472 0.230714557 0.16084708 0.759779418
#> Sigma[4,4] 0.526307050 0.178044121 0.32887609 0.788611019
#>
#>
#> $COL$A
#> $COL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96496025 0.01375485 0.951984435 0.98601923
#> lag1_var2 0.07660535 0.03840209 0.025886773 0.13149347
#> lag1_var3 0.11544729 0.05721271 0.037197448 0.19531886
#> lag1_var4 -0.10942293 0.05360311 -0.184041203 -0.03375273
#> const 0.55239587 0.16007073 0.309168140 0.74994545
#> exo1 -0.02160134 0.02428210 -0.051606500 0.01383416
#> exo2 -0.11005446 0.03266418 -0.148394545 -0.06684375
#> exo3 0.03626570 0.02810542 -0.009543215 0.06415009
#>
#> $COL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3133112 0.8702144 -1.033502986 1.387521
#> lag1_var2 -2.6229907 3.6032365 -7.542822581 2.426691
#> lag1_var3 -5.0417506 5.4572926 -12.544018646 2.527000
#> lag1_var4 4.9574256 5.1324177 -2.006141968 12.122419
#> const 0.2271457 9.4448501 -10.322391371 15.179927
#> exo1 1.5893620 2.1048801 -1.500394048 4.469239
#> exo2 6.2932078 1.3798676 4.026784977 7.802883
#> exo3 1.6716495 1.6724261 -0.009349706 4.181683
#>
#> $COL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5039248 0.5589081 -1.0455991 0.3908923
#> lag1_var2 3.2633566 2.3112839 0.1036063 6.4753160
#> lag1_var3 5.6928712 3.5156926 0.9463045 10.5628558
#> lag1_var4 -4.6017911 3.2920656 -9.2569814 -0.2331506
#> const 5.5353961 8.6233352 -3.8653549 16.0866389
#> exo1 -0.9580124 1.4857942 -3.3286049 0.5714656
#> exo2 -5.3140167 0.6290477 -6.2164813 -4.4184721
#> exo3 -0.7276792 1.2729180 -2.4442828 1.0341769
#>
#> $COL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35086829 0.3800339 -0.8157777 0.1479917
#> lag1_var2 1.10873763 1.5435718 -1.1838551 2.9295832
#> lag1_var3 1.72931131 2.3116596 -1.6627526 4.5023842
#> lag1_var4 -0.67165593 2.1242910 -3.2190376 2.4567399
#> const 5.66438107 6.2949974 -3.3105696 13.4392727
#> exo1 0.08974311 0.6759345 -0.8897166 1.0174700
#> exo2 -1.44678898 1.0762131 -3.4042227 -0.5143961
#> exo3 0.47550571 0.7264491 -0.6186371 1.2378746
#>
#>
#>
#> $COM
#> $COM$Sigma
#> $COM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006950402 0.0003670965 0.000422782 0.001329088
#>
#> $COM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001100713 0.000602410 -0.002061126 -0.0006242561
#> Sigma[2,2] 0.011664140 0.002803742 0.008251589 0.0153897261
#>
#> $COM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006095308 0.001331015 -0.001614103 0.001893056
#> Sigma[3,2] -0.0093943325 0.006903440 -0.016040849 0.001820241
#> Sigma[3,3] 0.2209302881 0.055438960 0.146980376 0.294706172
#>
#> $COM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001848351 0.001281272 -0.002019501 0.001330136
#> Sigma[4,2] -0.0039195111 0.007258812 -0.011727602 0.008095134
#> Sigma[4,3] 0.2272354950 0.058523137 0.150695112 0.305064550
#> Sigma[4,4] 0.2367696077 0.062538484 0.156920102 0.320030538
#>
#>
#> $COM$A
#> $COM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970922075 0.02340326 0.934375115 0.9983724421
#> lag1_var2 0.010011489 0.08041508 -0.090680389 0.1349714263
#> lag1_var3 0.021975381 0.15552998 -0.205696548 0.2316623836
#> lag1_var4 -0.019361076 0.14755001 -0.216696080 0.1976751726
#> const 0.503249865 0.16900858 0.303215772 0.7646758701
#> exo1 0.017288008 0.01947746 -0.004115719 0.0463107106
#> exo2 -0.033158727 0.01967365 -0.056227788 -0.0009794074
#> exo3 -0.004025081 0.01596972 -0.023303761 0.0181067453
#>
#> $COM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01109115 0.05822953 -0.08412113 0.07600737
#> lag1_var2 0.96153188 0.14129259 0.77822462 1.14502549
#> lag1_var3 0.56101232 0.33312116 0.13001275 0.92167863
#> lag1_var4 -0.56009958 0.31963721 -0.90942722 -0.14887307
#> const 0.94381918 0.96364189 -0.03726402 2.63700366
#> exo1 -0.01169312 0.05779411 -0.09382458 0.05322531
#> exo2 0.58537442 0.06953173 0.46626814 0.65533298
#> exo3 0.20360378 0.09425057 0.05406498 0.31627138
#>
#> $COM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5106245 0.2050314 0.1494766 0.69522380
#> lag1_var2 -1.9296530 0.7824888 -2.9487317 -0.70798558
#> lag1_var3 -2.2412329 1.4073929 -4.1424973 -0.08676088
#> lag1_var4 3.0955810 1.3487673 1.0274279 4.90772814
#> const -1.3852428 3.6957558 -5.4832667 3.15925875
#> exo1 -0.1930936 0.4066408 -0.8642341 0.17910356
#> exo2 0.1821567 0.3388924 -0.4027355 0.51585953
#> exo3 1.0258946 0.3963580 0.4807990 1.50323659
#>
#> $COM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5272533 0.1938563 0.18761415 0.6990764
#> lag1_var2 -1.9141050 0.8019856 -2.98659233 -0.7248586
#> lag1_var3 -2.8244934 1.4118885 -4.74405722 -0.8173997
#> lag1_var4 3.6834498 1.3539927 1.75635187 5.5145993
#> const -1.1961055 4.1115665 -5.82333536 3.7712018
#> exo1 -0.1992931 0.4061607 -0.87260860 0.1565621
#> exo2 0.5180385 0.3434335 -0.06658445 0.8833654
#> exo3 1.1988496 0.4227815 0.64182999 1.7009339
#>
#>
#>
#> $CPV
#> $CPV$Sigma
#> $CPV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00124799 0.0003450171 0.0008506813 0.001717748
#>
#> $CPV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005150422 0.003269039 -0.01012097 -0.001833659
#> Sigma[2,2] 0.400020291 0.068902037 0.31793773 0.507331569
#>
#> $CPV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005510125 0.005109835 -0.0004637283 0.01328202
#> Sigma[3,2] -0.576622123 0.128290707 -0.7632827006 -0.41734192
#> Sigma[3,3] 1.175278732 0.236062864 0.8856686713 1.54012199
#>
#> $CPV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003091749 0.004249062 -0.001749451 0.009207046
#> Sigma[4,2] -0.397058497 0.104543522 -0.539504435 -0.266752795
#> Sigma[4,3] 0.964136621 0.189960612 0.727989406 1.256721132
#> Sigma[4,4] 0.840452520 0.154756545 0.656707605 1.079505075
#>
#>
#> $CPV$A
#> $CPV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.939974095 0.02525674 0.912674269 0.97997332
#> lag1_var2 0.094162490 0.05188487 0.005916298 0.14609700
#> lag1_var3 0.145492168 0.09976062 -0.024830242 0.24982612
#> lag1_var4 -0.133824049 0.09202687 -0.229490183 0.02357935
#> const 0.518881260 0.40889531 -0.121524612 1.03118395
#> exo1 0.009777655 0.02076660 -0.015978519 0.03511689
#> exo2 -0.241513041 0.03495280 -0.298306396 -0.20498319
#> exo3 -0.037467401 0.02265962 -0.072705868 -0.00818710
#>
#> $CPV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3049537 0.4132004 -0.7071777 0.3432940
#> lag1_var2 1.3078134 1.0481680 -0.1972322 2.3263940
#> lag1_var3 1.5912120 2.2682124 -1.6402250 3.6942204
#> lag1_var4 -1.4066362 2.0940367 -3.3621084 1.5939150
#> const 3.2726342 4.2726706 -2.3327662 9.0600559
#> exo1 0.1703302 0.4843111 -0.5278263 0.7803713
#> exo2 2.3589896 0.5843921 1.7047349 3.3202757
#> exo3 0.7463342 0.4707156 0.0644635 1.3343708
#>
#> $CPV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5235574 0.5189350 -1.372250 0.07271674
#> lag1_var2 2.8235844 1.2710105 1.224179 4.65840941
#> lag1_var3 5.4238296 2.5912591 2.169604 9.24025626
#> lag1_var4 -4.2842087 2.4137178 -7.845580 -1.19229517
#> const -0.2753636 9.9101593 -17.999677 7.35306618
#> exo1 -0.4691238 0.7908938 -1.596446 0.53449037
#> exo2 -4.2461854 1.3232278 -6.276138 -2.55298401
#> exo3 -1.8775039 0.5474709 -2.610835 -1.15982075
#>
#> $CPV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8182004 0.3635124 -1.360453 -0.3471765
#> lag1_var2 3.5354343 1.0610307 2.127659 4.9837452
#> lag1_var3 6.3015687 1.9947771 3.592604 9.0701789
#> lag1_var4 -5.0034290 1.8578016 -7.550074 -2.5088949
#> const 1.3659040 9.3109901 -14.960325 9.8492975
#> exo1 -0.4368861 0.6656279 -1.408749 0.2603343
#> exo2 -3.3942036 1.1621742 -5.077105 -1.8028917
#> exo3 -1.6404420 0.4784214 -2.354179 -1.0774086
#>
#>
#>
#> $CRI
#> $CRI$Sigma
#> $CRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003384615 8.003421e-05 0.0002696411 0.0004700682
#>
#> $CRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008301889 0.004171382 -0.01466617 -0.003748554
#> Sigma[2,2] 0.918707719 0.296928920 0.66432521 1.400902166
#>
#> $CRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003724109 0.003769857 -0.001681901 0.008453822
#> Sigma[3,2] 0.021310795 0.200926450 -0.199543409 0.317194844
#> Sigma[3,3] 1.593538515 0.378385847 1.147231488 2.139765317
#>
#> $CRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001376831 0.004299885 -0.008400924 0.003419319
#> Sigma[4,2] 0.636808255 0.335869120 0.236226064 1.121602161
#> Sigma[4,3] 1.744153970 0.494370622 1.221342900 2.510402251
#> Sigma[4,4] 2.320130899 0.678386832 1.595983884 3.333698797
#>
#>
#> $CRI$A
#> $CRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.965265035 0.02115874 0.932670547 0.98633125
#> lag1_var2 0.045512832 0.05436136 -0.014654342 0.13446172
#> lag1_var3 0.067888093 0.08683999 -0.030140555 0.21006393
#> lag1_var4 -0.064493798 0.08006753 -0.195419550 0.02599915
#> const 0.654960655 0.19119513 0.367632467 0.90089485
#> exo1 0.009861795 0.01688618 -0.005258188 0.03706778
#> exo2 -0.082775427 0.02728572 -0.118625348 -0.04577666
#> exo3 0.007168147 0.02172074 -0.016928146 0.04116907
#>
#> $CRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6531133 0.3551390 0.3219251 1.2314049
#> lag1_var2 -1.0228646 1.6384710 -3.4395137 0.8308412
#> lag1_var3 -2.6199886 2.6580980 -6.6387644 0.3544933
#> lag1_var4 2.5384630 2.4775898 -0.2377905 6.3245555
#> const -8.0279367 8.0646839 -18.1061705 3.1784334
#> exo1 -0.4038916 0.8102596 -1.4592643 0.6205027
#> exo2 6.1729210 0.9104553 5.1056506 7.4440540
#> exo3 2.2421690 1.4081044 0.8235790 4.3071935
#>
#> $CRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19917964 0.8281231 -1.2583120 1.0526514
#> lag1_var2 2.56272572 2.5733845 -1.6343449 5.0883460
#> lag1_var3 4.70295941 4.2126369 -2.1278236 8.9391120
#> lag1_var4 -3.76391730 3.9619249 -7.7422182 2.6365481
#> const 6.37758897 13.7661588 -13.4952433 22.0073713
#> exo1 0.07640912 0.7272820 -0.9810007 1.0744213
#> exo2 -5.35287336 1.1931444 -6.8420673 -3.4354547
#> exo3 -1.32995007 1.1948788 -2.7594627 0.2729953
#>
#> $CRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1727161 0.9286575 -0.9644264 1.6215788
#> lag1_var2 1.6677785 3.2567892 -3.9063271 5.0670668
#> lag1_var3 2.6467553 5.4020101 -6.6116812 8.0784434
#> lag1_var4 -1.7399663 5.0372653 -6.8647128 6.8583513
#> const 1.0025591 13.9731914 -19.5894992 16.4104364
#> exo1 -0.1645776 0.8386623 -1.2411515 0.9559991
#> exo2 -1.8308607 1.4914752 -3.8723693 0.1793440
#> exo3 0.0780567 1.7738357 -1.9687423 2.4136122
#>
#>
#>
#> $CUB
#> $CUB$Sigma
#> $CUB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002223263 0.0004445997 0.001690825 0.002729644
#>
#> $CUB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00951122 0.002287287 -0.01296902 -0.006455704
#> Sigma[2,2] 0.18961214 0.026012521 0.14924979 0.221666631
#>
#> $CUB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01042046 0.004164423 0.005795876 0.01705090
#> Sigma[3,2] -0.13612846 0.033948226 -0.182874503 -0.09470298
#> Sigma[3,3] 0.20587269 0.038632503 0.156963399 0.26498148
#>
#> $CUB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00570800 0.003630121 0.001454889 0.0112918236
#> Sigma[4,2] -0.03613299 0.026814715 -0.076562055 0.0006552841
#> Sigma[4,3] 0.13624363 0.029613250 0.099280613 0.1784187665
#> Sigma[4,4] 0.11950993 0.026265947 0.089713359 0.1631938139
#>
#>
#> $CUB$A
#> $CUB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.934537425 0.04338126 0.86506138 0.98845319
#> lag1_var2 -0.015348115 0.15822765 -0.24457402 0.16285603
#> lag1_var3 -0.015111476 0.30255502 -0.44998176 0.32691578
#> lag1_var4 0.024401468 0.29031931 -0.30187468 0.44996442
#> const 1.172757180 0.34822127 0.79128107 1.71811674
#> exo1 0.018846852 0.04293780 -0.04909657 0.07044050
#> exo2 -0.134711355 0.03828506 -0.19147128 -0.08340559
#> exo3 0.008517374 0.06272389 -0.07865902 0.08637571
#>
#> $CUB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04690092 0.2216952 -0.3659374 0.2355443
#> lag1_var2 2.10297847 1.2023336 0.7499224 4.0908146
#> lag1_var3 2.21494349 2.3068530 -0.3913773 6.0406794
#> lag1_var4 -2.16972009 2.2570556 -5.9048623 0.3931456
#> const -1.19326881 3.8926931 -7.7397808 3.2293252
#> exo1 0.02353268 0.4484762 -0.4026871 0.7403029
#> exo2 0.37821134 0.4218365 -0.1729010 1.0173992
#> exo3 -0.04247860 0.5160932 -0.6781180 0.5741698
#>
#> $CUB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21276847 0.3117779 -0.1827954 0.6718284
#> lag1_var2 -1.06727581 1.1853035 -2.9392969 0.3007437
#> lag1_var3 -1.11817824 2.2587279 -4.6899695 1.5168240
#> lag1_var4 1.95515909 2.1980627 -0.6308230 5.3739952
#> const 3.48330907 2.9251022 -0.2871182 7.7170477
#> exo1 0.13179056 0.2550055 -0.2428836 0.4926299
#> exo2 -2.70176785 0.3459273 -3.1624480 -2.2830751
#> exo3 0.05222883 0.4966589 -0.5699808 0.8349569
#>
#> $CUB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18084949 0.2190488 -0.1193370 0.4706515
#> lag1_var2 -0.33940745 0.5856867 -1.1404717 0.4344474
#> lag1_var3 -0.67509079 1.1088753 -2.2458512 0.7594472
#> lag1_var4 1.54255358 1.0857946 0.1332553 3.1059787
#> const 2.68059095 2.2699590 0.3684182 6.2909604
#> exo1 0.14671693 0.2326555 -0.1127822 0.5245702
#> exo2 -2.55338391 0.2524283 -2.9170482 -2.2594607
#> exo3 0.04183372 0.4058630 -0.4134800 0.5414384
#>
#>
#>
#> $CYP
#> $CYP$Sigma
#> $CYP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001079718 0.0002522302 0.0007942351 0.001460892
#>
#> $CYP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03595127 0.008538844 -0.04675256 -0.02411352
#> Sigma[2,2] 2.00206126 0.341585592 1.59649155 2.55399665
#>
#> $CYP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02479526 0.006587339 0.0145725 0.03203245
#> Sigma[3,2] -1.35961935 0.267946838 -1.7551238 -1.00523428
#> Sigma[3,3] 1.11872975 0.189072073 0.8516640 1.36340184
#>
#> $CYP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001981185 0.002372079 -0.001714726 0.004290381
#> Sigma[4,2] -0.090423666 0.073530897 -0.169828591 0.023125070
#> Sigma[4,3] 0.270189088 0.046657812 0.196045990 0.320002445
#> Sigma[4,4] 0.227655804 0.033512747 0.185818851 0.277455861
#>
#>
#> $CYP$A
#> $CYP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970240827 0.04793228 0.903986081 1.03316010
#> lag1_var2 -0.006757176 0.11317699 -0.161631651 0.15448809
#> lag1_var3 -0.008553685 0.17856700 -0.251548145 0.24692542
#> lag1_var4 0.010761771 0.16303583 -0.223110015 0.23373695
#> const 0.606992169 0.24039778 0.199389176 0.87358797
#> exo1 0.017811607 0.02141934 -0.004414026 0.05264566
#> exo2 -0.061285315 0.02643872 -0.087809785 -0.01966657
#> exo3 0.071959744 0.02865145 0.035391787 0.10808750
#>
#> $CYP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6314937 1.279285 -2.539389 1.179266
#> lag1_var2 3.2948917 3.952826 -2.898591 8.168300
#> lag1_var3 3.7255118 6.205229 -6.070795 11.301682
#> lag1_var4 -3.4661753 5.789315 -10.682802 5.633547
#> const -0.8977213 8.203353 -11.761776 10.071645
#> exo1 -0.4772726 1.185282 -1.959662 1.034812
#> exo2 0.2241232 1.410520 -1.620142 2.265086
#> exo3 -0.2552385 1.084017 -1.454628 1.362780
#>
#> $CYP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.25399304 1.037969 -0.3200578 2.4828201
#> lag1_var2 -3.09025667 3.073890 -7.3889527 1.5069000
#> lag1_var3 -3.91987327 4.829533 -10.6483871 3.3291602
#> lag1_var4 4.49388440 4.475147 -2.1615154 10.7892152
#> const -2.84954211 5.967121 -9.8579980 6.1764712
#> exo1 -0.04263779 0.830443 -1.2432103 0.9986209
#> exo2 -0.54637667 1.051383 -1.9729888 0.9960812
#> exo3 0.44876565 0.977560 -0.7173051 1.8388902
#>
#> $CYP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8564743 0.5436995 0.2156452 1.6879508
#> lag1_var2 -1.4242645 1.2211486 -3.2572229 -0.1467622
#> lag1_var3 -2.2302970 1.9176570 -5.1266087 -0.2729885
#> lag1_var4 2.9779043 1.7569303 1.1960831 5.6178256
#> const -4.0698563 3.3382874 -8.1402761 1.3991707
#> exo1 -0.3734136 0.5175687 -1.1172441 0.3368999
#> exo2 -0.4043208 0.5283163 -1.0768985 0.3211206
#> exo3 0.3365576 0.5583322 -0.3942198 1.1843021
#>
#>
#>
#> $CZE
#> $CZE$Sigma
#> $CZE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007247943 0.0004239127 0.0003294442 0.001424601
#>
#> $CZE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01481651 0.006187368 -0.0242061 -0.00923627
#> Sigma[2,2] 0.81242432 0.312433308 0.5618429 1.37857182
#>
#> $CZE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007890054 0.003381944 0.00396373 0.01313418
#> Sigma[3,2] -0.439040132 0.151612912 -0.71006920 -0.30240420
#> Sigma[3,3] 0.287655959 0.077823399 0.20602136 0.42208850
#>
#> $CZE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001049972 0.002026878 -0.003857160 0.001598175
#> Sigma[4,2] 0.050364677 0.043950915 0.010607451 0.122839356
#> Sigma[4,3] 0.025968174 0.019953875 -0.003824252 0.048379384
#> Sigma[4,4] 0.059397991 0.015862497 0.041956556 0.084077439
#>
#>
#> $CZE$A
#> $CZE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986674457 0.01708098 0.958853188 1.006895703
#> lag1_var2 -0.061358675 0.06459016 -0.169880670 0.004094010
#> lag1_var3 -0.109923827 0.10890368 -0.291915979 0.003195094
#> lag1_var4 0.106930008 0.10466672 -0.002843212 0.281937987
#> const 0.522377287 0.32165909 0.251373877 1.050820326
#> exo1 -0.005841432 0.02752155 -0.051440077 0.015084843
#> exo2 -0.044969195 0.02042514 -0.077492658 -0.019730213
#> exo3 0.035200081 0.02979293 -0.006530248 0.069537185
#>
#> $CZE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.35033010 0.5569905 -1.093391 0.4547861
#> lag1_var2 0.53391967 2.6258947 -2.985221 4.1162004
#> lag1_var3 -0.60926794 4.3936474 -6.520057 5.3465563
#> lag1_var4 0.69665927 4.2125028 -5.017910 6.3232834
#> const 4.31673615 5.1807742 -1.657270 12.0535482
#> exo1 -0.60206320 0.5586280 -1.433555 0.0794755
#> exo2 -0.06575510 1.0473038 -1.336120 1.4209387
#> exo3 -0.03667535 0.9281062 -1.029596 1.3707104
#>
#> $CZE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38846543 0.3643969 -0.05399749 0.9506226
#> lag1_var2 0.38759350 1.6698143 -2.20872033 2.3277087
#> lag1_var3 1.67372282 2.7855358 -2.62844151 4.9677576
#> lag1_var4 -0.83572518 2.6532812 -4.01879430 3.2532206
#> const -0.19312228 1.9601714 -3.27406747 2.4602576
#> exo1 -0.09241239 0.3658517 -0.62712733 0.3695304
#> exo2 -0.93893067 0.4532530 -1.62059159 -0.4196869
#> exo3 -0.14614353 0.4752313 -0.75009075 0.3930164
#>
#> $CZE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1659911 0.09641366 0.04558901 0.29401563
#> lag1_var2 0.3139270 0.43238999 -0.34608335 0.79182286
#> lag1_var3 0.6596661 0.71357971 -0.43068778 1.43209800
#> lag1_var4 0.2413440 0.67819191 -0.49407042 1.27653906
#> const 2.1014505 2.21301121 -1.16353687 4.95685029
#> exo1 -0.4579696 0.30434757 -0.86033580 -0.02372236
#> exo2 -1.0089038 0.34133158 -1.51438544 -0.63337846
#> exo3 -0.1702119 0.22200723 -0.41537909 0.19494205
#>
#>
#>
#> $DEU
#> $DEU$Sigma
#> $DEU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003249539 5.872948e-05 0.0002404051 0.0003951206
#>
#> $DEU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00416416 0.001452048 -0.006160544 -0.002523378
#> Sigma[2,2] 0.40960606 0.078166586 0.329288613 0.531095801
#>
#> $DEU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003184136 0.001136275 0.001610445 0.004688872
#> Sigma[3,2] -0.320985699 0.075164715 -0.439212303 -0.252772227
#> Sigma[3,3] 0.331100325 0.071741850 0.263873198 0.435171809
#>
#> $DEU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007688102 0.000799014 -0.0004860014 0.001708035
#> Sigma[4,2] -0.0863779667 0.034828867 -0.1362097996 -0.043602943
#> Sigma[4,3] 0.1529123185 0.037759499 0.1159559545 0.206540067
#> Sigma[4,4] 0.1096462456 0.031273610 0.0796938934 0.164308784
#>
#>
#> $DEU$A
#> $DEU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.963939235 0.01750536 0.937655305 0.98626355
#> lag1_var2 -0.003273532 0.07186799 -0.092875681 0.10075758
#> lag1_var3 -0.011140880 0.12344755 -0.164100174 0.16742060
#> lag1_var4 0.018898283 0.11764053 -0.149813231 0.16332611
#> const 0.566548094 0.20531752 0.260055786 0.81719941
#> exo1 -0.008075589 0.01563373 -0.031985335 0.01203941
#> exo2 -0.058945050 0.02743634 -0.104952000 -0.03500009
#> exo3 0.032016386 0.01755796 0.008302339 0.05547894
#>
#> $DEU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04995596 0.7654617 -0.9293808 1.00626855
#> lag1_var2 4.58774500 0.8295817 3.4315060 5.69843898
#> lag1_var3 6.41345914 1.3753748 4.4624979 8.19414918
#> lag1_var4 -6.52554843 1.2507567 -8.0726492 -4.68791945
#> const 9.25725179 8.3227550 0.8732675 20.61657678
#> exo1 -0.46288853 0.7008420 -1.3386703 0.57048900
#> exo2 0.72746472 0.3366513 0.2781742 1.16054965
#> exo3 -0.29803977 0.2990987 -0.7788676 -0.02919713
#>
#> $DEU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27736891 0.6877498 -0.6548584 1.0079236
#> lag1_var2 -2.24990425 0.6773518 -3.2417387 -1.4987101
#> lag1_var3 -2.97212657 1.0857728 -4.5582582 -1.7330044
#> lag1_var4 3.94814500 0.9455931 2.8032827 5.3795437
#> const -6.99582482 7.2405247 -16.5970182 1.9500261
#> exo1 0.24956769 0.5341018 -0.5046926 0.8997067
#> exo2 -1.13380506 0.3425121 -1.5978321 -0.6612007
#> exo3 0.06053505 0.2544610 -0.2518519 0.3962159
#>
#> $DEU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23850374 0.3972471 -0.33335461 0.7638636
#> lag1_var2 0.02602717 0.4544547 -0.59188428 0.6217075
#> lag1_var3 0.07992363 0.7368766 -0.94282080 1.0453189
#> lag1_var4 0.84394426 0.6433721 0.07060873 1.7568445
#> const -2.09669679 3.7649893 -6.85185103 2.3551656
#> exo1 -0.02333597 0.1996437 -0.28778183 0.2500954
#> exo2 -0.71816182 0.2500499 -1.07175885 -0.3927218
#> exo3 -0.11564035 0.1971340 -0.32594075 0.2000369
#>
#>
#>
#> $DJI
#> $DJI$Sigma
#> $DJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005056347 0.0001049277 0.0003993302 0.0006807126
#>
#> $DJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004799432 0.002036771 -0.008043878 -0.002521174
#> Sigma[2,2] 0.146265122 0.039812058 0.097254660 0.206997296
#>
#> $DJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001553674 0.000865990 0.0005711284 0.002973431
#> Sigma[3,2] -0.052897179 0.017194890 -0.0810314407 -0.034826996
#> Sigma[3,3] 0.027786354 0.007545937 0.0202524398 0.040624512
#>
#> $DJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0005242837 0.000300334 -0.0009081174 -0.0001533664
#> Sigma[4,2] 0.0049045756 0.004809889 -0.0028704389 0.0103686693
#> Sigma[4,3] 0.0078089064 0.001933393 0.0051736479 0.0103790740
#> Sigma[4,4] 0.0115510949 0.001522889 0.0095229288 0.0136563472
#>
#>
#> $DJI$A
#> $DJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98081496 0.02312502 0.950545861 1.0153380853
#> lag1_var2 0.03135823 0.02566004 -0.004428161 0.0670572360
#> lag1_var3 0.05474060 0.06198143 -0.032661510 0.1398326241
#> lag1_var4 -0.07222390 0.05134713 -0.142897566 0.0007107484
#> const 0.67851971 0.15239892 0.479610776 0.9014882683
#> exo1 0.01107894 0.02086962 -0.011591117 0.0386046411
#> exo2 -0.05693496 0.02139743 -0.082711215 -0.0275932277
#> exo3 -0.04589310 0.02067423 -0.067337512 -0.0108506559
#>
#> $DJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03742047 0.3373946 -0.5289956 0.3813628
#> lag1_var2 0.60394422 0.2776634 0.3339545 1.0858689
#> lag1_var3 1.71272047 0.6874305 1.0263485 2.8953457
#> lag1_var4 -1.05570397 0.5486861 -2.0075222 -0.5511127
#> const 2.81519188 4.5560148 -3.9141177 7.9867436
#> exo1 -0.01825166 0.3284091 -0.3748807 0.4798992
#> exo2 1.59660269 0.3207525 1.1621721 2.0704046
#> exo3 1.32264115 0.3278571 0.8267325 1.7363333
#>
#> $DJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1065473578 0.1638201 -0.03348258 0.36546028
#> lag1_var2 -0.0002642335 0.1166772 -0.16956433 0.13073696
#> lag1_var3 0.0522212186 0.3024665 -0.40085766 0.38827125
#> lag1_var4 0.6477187963 0.2408848 0.39385186 1.01408439
#> const -0.6715058596 1.9168796 -3.16071515 2.17263146
#> exo1 -0.0408832157 0.1482202 -0.24802736 0.12204541
#> exo2 -0.7533381953 0.1523377 -0.98415219 -0.55216810
#> exo3 -0.2129566662 0.1480748 -0.37447722 0.01105544
#>
#> $DJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08776002 0.09046235 -0.05884355 0.18844048
#> lag1_var2 -0.08427805 0.08840211 -0.17653369 0.07152893
#> lag1_var3 -0.07493543 0.26349279 -0.32501567 0.40127943
#> lag1_var4 1.05726518 0.21144710 0.67187950 1.24631394
#> const 0.18883120 0.96273218 -1.35742050 1.12996940
#> exo1 -0.04950039 0.08460483 -0.18145071 0.04628331
#> exo2 -0.32024448 0.09487851 -0.39665532 -0.16146973
#> exo3 0.35733840 0.10167896 0.20812060 0.47033169
#>
#>
#>
#> $DNK
#> $DNK$Sigma
#> $DNK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003265541 7.427866e-05 0.0002617939 0.0004590763
#>
#> $DNK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01019452 0.002857342 -0.01466882 -0.006815708
#> Sigma[2,2] 0.69078575 0.126102033 0.51651029 0.862581937
#>
#> $DNK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0098489 0.003183884 0.006577821 0.01498031
#> Sigma[3,2] -0.5689427 0.134446051 -0.768392139 -0.40040363
#> Sigma[3,3] 0.7047490 0.135162756 0.553167470 0.90502986
#>
#> $DNK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003373923 0.002024438 0.0009317743 0.00651685
#> Sigma[4,2] -0.124697376 0.080950315 -0.2414180680 -0.01871217
#> Sigma[4,3] 0.357352595 0.067591606 0.2757863904 0.46751127
#> Sigma[4,4] 0.297304245 0.033256873 0.2563674641 0.34456032
#>
#>
#> $DNK$A
#> $DNK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98961314 0.01511107 0.96754514 1.006537936
#> lag1_var2 -0.04679347 0.05033316 -0.11022365 0.026741706
#> lag1_var3 -0.07506382 0.07861387 -0.17529528 0.039889410
#> lag1_var4 0.06951167 0.07357471 -0.03783428 0.163786197
#> const 0.63986980 0.17566769 0.40138908 0.843734512
#> exo1 -0.01183416 0.01396468 -0.03021241 0.007893812
#> exo2 -0.04775246 0.02226178 -0.07060114 -0.012196755
#> exo3 0.05275120 0.02090811 0.02963286 0.084225539
#>
#> $DNK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.20985761 0.5239413 -0.34867718 1.0789920
#> lag1_var2 -0.51694122 1.5177044 -2.99918637 1.3242141
#> lag1_var3 -1.99487235 2.3577598 -5.85721179 0.8094028
#> lag1_var4 1.91097348 2.2256004 -0.75386682 5.5429287
#> const 1.14290473 7.8802028 -8.51525127 12.9149398
#> exo1 0.02442425 0.4914233 -0.54762375 0.6043110
#> exo2 0.98842250 1.0558400 -0.08451804 2.5665419
#> exo3 -0.41697675 0.8615830 -1.73483739 0.5814799
#>
#> $DNK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07938691 0.6283135 -0.9923420 0.632243269
#> lag1_var2 0.79016317 2.1370905 -2.1732561 3.307443136
#> lag1_var3 2.13706489 3.2966932 -2.3666756 6.033775874
#> lag1_var4 -1.13720137 3.1064506 -4.8186021 3.094133181
#> const 1.81464461 8.3015795 -9.1471609 13.666310767
#> exo1 -0.61268680 0.6236737 -1.3613142 0.267395428
#> exo2 -1.05967501 0.9481382 -2.3919671 -0.008595829
#> exo3 0.81623301 1.0838070 -0.4205911 2.345083021
#>
#> $DNK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03040764 0.4237880 -0.4899312 0.658497591
#> lag1_var2 0.01881594 1.6180298 -2.3810603 1.902106746
#> lag1_var3 0.18393836 2.5013856 -3.5330059 3.084905520
#> lag1_var4 0.77610359 2.3698624 -1.9955041 4.273414957
#> const 2.34760970 5.8169539 -7.3396875 8.458254731
#> exo1 -0.62899656 0.5218331 -1.3074078 -0.012186167
#> exo2 -0.44393378 0.3680973 -1.0079355 0.006649538
#> exo3 0.59990391 0.6794500 -0.1593754 1.573151712
#>
#>
#>
#> $DOM
#> $DOM$Sigma
#> $DOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006830528 0.0001244845 0.0005334169 0.0008675478
#>
#> $DOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00243325 0.00214320 -0.006143419 4.942272e-05
#> Sigma[2,2] 0.29657497 0.09472286 0.211906615 4.481712e-01
#>
#> $DOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01088358 0.003576917 0.005470192 0.015134913
#> Sigma[3,2] -0.12405125 0.086742836 -0.239521867 -0.007893311
#> Sigma[3,3] 0.60437233 0.095430411 0.457111320 0.717594074
#>
#> $DOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01019481 0.003472586 0.004773882 0.01503423
#> Sigma[4,2] 0.05918566 0.073380054 -0.037473105 0.16574658
#> Sigma[4,3] 0.56951036 0.092786567 0.411564449 0.64367532
#> Sigma[4,4] 0.65131457 0.113769857 0.496345001 0.77899735
#>
#>
#> $DOM$A
#> $DOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97896154 0.01122857 0.96154060 0.99039793
#> lag1_var2 -0.02839125 0.04623033 -0.09119809 0.03532574
#> lag1_var3 -0.05794886 0.08366788 -0.16203890 0.06487666
#> lag1_var4 0.05545979 0.07847664 -0.06071424 0.15243422
#> const 0.67717605 0.19050279 0.39791809 0.95713061
#> exo1 -0.01026958 0.02509004 -0.03742287 0.02571247
#> exo2 -0.10616295 0.03429545 -0.14973843 -0.05398798
#> exo3 0.07529713 0.03123608 0.03809816 0.12424470
#>
#> $DOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1107756 0.2161775 -0.4393994 0.1365276
#> lag1_var2 1.6481531 0.7592064 0.6120980 2.7408131
#> lag1_var3 2.0743465 1.3946739 0.1663086 4.0771088
#> lag1_var4 -1.9715758 1.2733750 -3.7612263 -0.1921439
#> const 0.2333731 3.7349828 -6.4246356 3.9288401
#> exo1 -0.6287297 0.3900394 -1.2188442 -0.1648693
#> exo2 0.2297927 0.7103926 -0.8717865 1.0560364
#> exo3 1.4905256 0.4812659 0.8013776 2.0665504
#>
#> $DOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.47667587 0.3674177 0.02412557 1.0389503
#> lag1_var2 -1.96178888 1.5240030 -3.50790333 0.7310462
#> lag1_var3 -2.82910033 2.7697235 -5.73435955 1.9865766
#> lag1_var4 3.60348297 2.5682562 -0.86122867 6.2465462
#> const 0.07922369 5.9874199 -8.89316869 5.7536995
#> exo1 0.26257940 0.5105331 -0.35643538 0.9436499
#> exo2 -4.65883942 1.1340795 -5.93647571 -2.9203372
#> exo3 0.26305921 0.7959254 -0.71561010 1.4069306
#>
#> $DOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4211974 0.3764647 -0.05573271 0.9749437
#> lag1_var2 -1.5192289 1.6235057 -2.99522930 1.4065331
#> lag1_var3 -2.4835793 2.9029921 -5.19646566 2.7203695
#> lag1_var4 3.3246212 2.7082121 -1.52067816 5.8379911
#> const -0.2900610 7.6256827 -11.76641135 7.5072210
#> exo1 -0.1178609 0.5598770 -0.72414363 0.5554796
#> exo2 -4.8026424 0.8617518 -5.64714947 -3.5788561
#> exo3 1.2867198 0.8179658 0.14698161 2.3578245
#>
#>
#>
#> $DZA
#> $DZA$Sigma
#> $DZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000280491 9.483878e-05 0.0001822102 0.0004363156
#>
#> $DZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006394881 0.007210509 -0.01737521 0.001687201
#> Sigma[2,2] 4.153991749 1.080451921 2.62034072 5.498397853
#>
#> $DZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001939949 0.004244484 -0.003080534 0.007966532
#> Sigma[3,2] -1.906060539 0.633571519 -2.621150226 -1.107266581
#> Sigma[3,3] 1.126932702 0.377057205 0.695250120 1.614726272
#>
#> $DZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001094756 0.001849701 -0.003413671 0.001807105
#> Sigma[4,2] -0.092803858 0.332757048 -0.502818521 0.386857371
#> Sigma[4,3] 0.342755004 0.187284910 0.099076594 0.592211859
#> Sigma[4,4] 0.360370963 0.181817045 0.204717407 0.653559683
#>
#>
#> $DZA$A
#> $DZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976216736 0.011355860 0.9656986376 0.994522960
#> lag1_var2 0.029938877 0.017286727 0.0007907756 0.044983212
#> lag1_var3 0.065223272 0.039374093 -0.0009719314 0.098234111
#> lag1_var4 -0.063983636 0.033217162 -0.0912103855 -0.007182799
#> const 0.563490131 0.143959786 0.3890477363 0.786666029
#> exo1 -0.002999924 0.008601958 -0.0168616185 0.004576173
#> exo2 -0.077960346 0.018564456 -0.1046689760 -0.052359976
#> exo3 -0.024931966 0.013803551 -0.0401503310 -0.004136867
#>
#> $DZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.080753 1.087715 -0.6009673 2.3730139
#> lag1_var2 -3.624707 1.785358 -5.7229613 -1.1044940
#> lag1_var3 -10.020386 4.096726 -14.8911005 -4.1697257
#> lag1_var4 9.418469 3.578073 4.2967522 13.4646737
#> const 1.936678 13.113512 -12.4750756 21.3804656
#> exo1 -2.004254 1.051310 -3.5962720 -0.8042769
#> exo2 1.960741 3.100497 -2.1690641 6.4241013
#> exo3 3.790570 2.117027 0.5776519 5.9804067
#>
#> $DZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3649841 0.5023565 -1.0036002 0.4112436
#> lag1_var2 2.3900563 0.9318534 1.1453912 3.6395303
#> lag1_var3 6.0865333 2.0766894 3.2272910 8.8179115
#> lag1_var4 -5.0504433 1.9264609 -7.7125933 -2.4545292
#> const 5.1950583 5.9900473 -0.6359210 14.3512559
#> exo1 0.9282921 0.5004248 0.4550101 1.7444199
#> exo2 -4.5993403 1.4925399 -6.5303660 -2.4481325
#> exo3 -2.5207281 1.1004241 -3.8756864 -1.1768543
#>
#> $DZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07582255 0.2476598 -0.2684803 0.405486054
#> lag1_var2 0.52556212 0.7670423 -0.3716448 1.622749663
#> lag1_var3 1.04649530 1.7210376 -0.9648891 3.566877424
#> lag1_var4 -0.27741390 1.5227708 -2.4865980 1.520835166
#> const 6.88067018 5.1828160 -2.2911533 11.802123174
#> exo1 0.05662738 0.3338046 -0.4683336 0.415940831
#> exo2 -4.38912627 0.4158979 -4.9939269 -3.952399549
#> exo3 -0.96701785 0.7306377 -2.0529268 0.009514871
#>
#>
#>
#> $ECU
#> $ECU$Sigma
#> $ECU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006673999 9.925434e-05 0.0005215034 0.000797305
#>
#> $ECU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006446056 0.00222989 -0.008794361 -0.00290534
#> Sigma[2,2] 0.218457270 0.05961282 0.136042416 0.29964670
#>
#> $ECU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007265182 0.003790843 0.0009434655 0.0113222264
#> Sigma[3,2] -0.117514293 0.106626184 -0.2881809075 0.0002825209
#> Sigma[3,3] 1.187136846 0.341712781 0.8550214916 1.7777635702
#>
#> $ECU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003249237 0.003118116 -0.0009794372 0.007721372
#> Sigma[4,2] 0.024856612 0.085582752 -0.1074762490 0.122368022
#> Sigma[4,3] 1.159822752 0.296502544 0.8567706583 1.672277970
#> Sigma[4,4] 1.227643118 0.264584927 0.9287188795 1.673923351
#>
#>
#> $ECU$A
#> $ECU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00657160 0.01118061 0.990116100 1.019777592
#> lag1_var2 -0.06173772 0.05130216 -0.144698378 -0.006473179
#> lag1_var3 -0.11912275 0.08288470 -0.253419052 -0.028328766
#> lag1_var4 0.10955168 0.08193829 0.020146470 0.242160433
#> const 0.42060420 0.21277809 0.158621601 0.746227728
#> exo1 0.04663645 0.01959312 0.016495576 0.065361646
#> exo2 -0.10801694 0.02551842 -0.144587074 -0.073931053
#> exo3 0.03177833 0.01830823 0.005525209 0.051730260
#>
#> $ECU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29790620 0.1702996 -0.47119694 -0.02675732
#> lag1_var2 1.95991908 0.9728574 0.51513151 3.02538382
#> lag1_var3 2.24668853 1.5856282 -0.11550056 4.07013916
#> lag1_var4 -2.16147422 1.5129958 -3.92512293 0.08161821
#> const 3.91083280 2.6182528 -0.07125417 6.84444436
#> exo1 0.06446419 0.5851920 -0.63937146 0.91066179
#> exo2 2.12337376 0.4733355 1.43318589 2.71024700
#> exo3 -0.81166606 0.4248303 -1.29401533 -0.26351435
#>
#> $ECU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0263972 0.7807941 -0.2087965 1.537712
#> lag1_var2 -0.9333054 4.1847584 -4.6095581 5.869773
#> lag1_var3 -1.5589900 6.8088235 -7.7003737 9.257015
#> lag1_var4 2.1785800 6.5030282 -8.1653419 8.057418
#> const -3.9129325 6.0610883 -11.2831818 4.419227
#> exo1 0.4180266 0.6866317 -0.5867045 1.251392
#> exo2 -6.4739362 1.3266452 -8.1607212 -4.373647
#> exo3 3.1841388 0.6639947 2.5078694 4.282851
#>
#> $ECU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8627376 0.7389279 -0.2957027 1.392179
#> lag1_var2 -0.1215552 3.9418095 -3.8654180 6.487822
#> lag1_var3 -0.8410760 6.4311811 -7.1675888 9.781733
#> lag1_var4 1.5115880 6.1505977 -8.6583738 7.575225
#> const -1.9144195 6.5356597 -9.8154036 7.120023
#> exo1 0.4931597 0.7139846 -0.5420279 1.296150
#> exo2 -5.4038751 1.3141166 -7.2119769 -3.522062
#> exo3 2.8185446 0.6428491 1.9763343 3.792283
#>
#>
#>
#> $EGY
#> $EGY$Sigma
#> $EGY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003304108 0.0001019822 0.0001995098 0.0004661874
#>
#> $EGY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01071837 0.005364076 -0.0187839 -0.003916936
#> Sigma[2,2] 0.99112421 0.320889631 0.6733514 1.510992231
#>
#> $EGY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00489351 0.003875691 -1.095191e-05 0.010083288
#> Sigma[3,2] -0.35076909 0.265851553 -7.715348e-01 -0.002299784
#> Sigma[3,3] 0.99518992 0.416269882 6.469748e-01 1.690248324
#>
#> $EGY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -8.510127e-05 0.004143599 -0.00504092 0.006019848
#> Sigma[4,2] 1.240626e-01 0.238317406 -0.17625095 0.487397022
#> Sigma[4,3] 9.090285e-01 0.403633621 0.50623966 1.555036209
#> Sigma[4,4] 1.058986e+00 0.417989853 0.60222558 1.756054219
#>
#>
#> $EGY$A
#> $EGY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.984681236 0.005169917 0.97925155 0.992621169
#> lag1_var2 0.002560928 0.017768319 -0.02480526 0.020887694
#> lag1_var3 0.004394569 0.037634165 -0.05545786 0.043485439
#> lag1_var4 -0.006639650 0.034547370 -0.04331589 0.048104647
#> const 0.542982911 0.106053816 0.39417025 0.688837559
#> exo1 0.030226883 0.021509737 0.01019682 0.064073751
#> exo2 -0.015618263 0.019431472 -0.03751301 0.008962421
#> exo3 -0.000324769 0.013658095 -0.01585676 0.019868754
#>
#> $EGY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07120978 0.4586761 -0.5785262 0.5839493
#> lag1_var2 -0.44171655 1.6599602 -2.1513514 2.3118124
#> lag1_var3 -2.41216849 3.3602211 -5.8605985 3.1005528
#> lag1_var4 2.45773675 3.1058319 -2.6538417 5.6469949
#> const -0.81351246 7.6355701 -9.2204564 12.3769329
#> exo1 -1.10649122 1.0433195 -2.6669214 0.1814005
#> exo2 0.48651639 0.7292029 -0.5443248 1.3066414
#> exo3 -0.15132171 1.2811908 -1.9494664 1.4509841
#>
#> $EGY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1338308 0.2926352 -0.5184933 0.2431543
#> lag1_var2 0.8956558 1.1138094 -1.0132998 1.9076086
#> lag1_var3 2.8019515 2.3466455 -1.2400986 5.0484772
#> lag1_var4 -1.8589649 2.1586648 -3.9663610 1.8445880
#> const 5.5181785 7.0594055 -2.9546945 15.7044147
#> exo1 0.3500853 0.8442792 -0.9934132 1.3351395
#> exo2 -1.5789569 0.8979010 -2.6721134 -0.1974230
#> exo3 0.8829070 0.9388868 -0.5002581 1.9651882
#>
#> $EGY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11463568 0.3119104 -0.5790306 0.3323247
#> lag1_var2 0.33396570 0.9224893 -0.9572288 1.4333627
#> lag1_var3 0.93793158 1.8665316 -1.7555294 2.8745386
#> lag1_var4 0.03904482 1.7405154 -1.8356690 2.5000909
#> const 5.01526199 7.3411131 -2.3978522 17.6046741
#> exo1 -0.20681731 1.0475838 -1.5230097 1.2535724
#> exo2 -1.48913139 1.0280439 -3.0553925 -0.2008049
#> exo3 0.89551666 1.1944042 -1.0144567 2.1995566
#>
#>
#>
#> $ERI
#> $ERI$Sigma
#> $ERI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007346265 0.002324721 0.004833084 0.01092258
#>
#> $ERI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001203327 0.002393372 -0.004546839 0.001782012
#> Sigma[2,2] 0.008609375 0.002426167 0.005895089 0.012044593
#>
#> $ERI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001628512 0.003462259 -0.006183325 0.003410899
#> Sigma[3,2] -0.007993324 0.003636350 -0.012619273 -0.003832953
#> Sigma[3,3] 0.031958501 0.005411887 0.023598419 0.038919237
#>
#> $ERI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002858425 0.002290560 -0.005836442 0.0002241694
#> Sigma[4,2] -0.001646113 0.002850841 -0.005522609 0.0023552350
#> Sigma[4,3] 0.027292349 0.003744785 0.021714086 0.0322972237
#> Sigma[4,4] 0.027469637 0.003041303 0.024230450 0.0319416606
#>
#>
#> $ERI$A
#> $ERI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89670045 0.05484810 0.82112158 0.9708033720
#> lag1_var2 0.19815665 0.32282206 -0.20562278 0.6723804978
#> lag1_var3 0.22512422 0.46132110 -0.38341853 0.9156240858
#> lag1_var4 -0.20943932 0.45394713 -0.89176907 0.3899275566
#> const 0.88572493 0.85451399 -0.19033530 2.0815050051
#> exo1 -0.12227382 0.07780247 -0.21044219 0.0009899539
#> exo2 -0.03019847 0.09839984 -0.12606728 0.1303945173
#> exo3 0.05025448 0.07138657 -0.03842069 0.1592217626
#>
#> $ERI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10229408 0.08856014 -0.0225548 0.202183384
#> lag1_var2 0.30831656 0.39202427 -0.2311142 0.831329245
#> lag1_var3 -0.44825393 0.49985643 -1.1921865 0.215642269
#> lag1_var4 0.43060804 0.48619337 -0.2143035 1.159637883
#> const 1.11393210 0.77994211 0.2387110 2.424917833
#> exo1 -0.04765301 0.04886373 -0.1244461 0.008603753
#> exo2 0.62037834 0.08338112 0.5170962 0.742645287
#> exo3 0.33753318 0.07016477 0.2601755 0.456223271
#>
#> $ERI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01162646 0.1550695 -0.1990103 0.2465440
#> lag1_var2 0.45914851 0.4899947 -0.2188655 1.0734733
#> lag1_var3 1.37261324 0.7205722 0.3152361 2.2583542
#> lag1_var4 -0.39703881 0.7009048 -1.2525630 0.6501252
#> const 0.69626791 1.7101850 -1.8719149 2.7179102
#> exo1 0.01906833 0.2336476 -0.2052704 0.4242321
#> exo2 -1.26103181 0.1820871 -1.5476140 -1.0972497
#> exo3 0.14648250 0.2433262 -0.1392230 0.5311757
#>
#> $ERI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07546710 0.1181297 -0.07819525 0.2408922
#> lag1_var2 0.20544904 0.3953387 -0.30308135 0.7601099
#> lag1_var3 0.39650952 0.6334329 -0.41156250 1.2779633
#> lag1_var4 0.57721963 0.6175594 -0.27690634 1.3716736
#> const 1.02074701 1.3569014 -0.85174108 2.9455758
#> exo1 -0.01510737 0.2350684 -0.28340199 0.3672465
#> exo2 -0.83691416 0.1492477 -1.04393521 -0.6668395
#> exo3 0.42109835 0.2735011 0.10456360 0.8630041
#>
#>
#>
#> $ESH
#> $ESH$Sigma
#> $ESH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002500655 0.006680895 0.0002916757 0.01205844
#>
#> $ESH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005575575 0.007852877 -0.01728896 -0.001278935
#> Sigma[2,2] 0.096913490 0.017537433 0.07079372 0.118067491
#>
#> $ESH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01626081 0.03954977 0.002019967 0.07345517
#> Sigma[3,2] -0.10571535 0.04997742 -0.183110686 -0.06512139
#> Sigma[3,3] 0.18277261 0.23505945 0.076713560 0.53451430
#>
#> $ESH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01457727 0.03876891 0.001398635 0.07047120
#> Sigma[4,2] -0.05777300 0.04745511 -0.132831594 -0.02585809
#> Sigma[4,3] 0.13670444 0.22929853 0.044423694 0.47697393
#> Sigma[4,4] 0.11509830 0.22392179 0.029811334 0.44400397
#>
#>
#> $ESH$A
#> $ESH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.019647382 0.05479985 0.97135224 1.10193241
#> lag1_var2 -0.070937235 0.03467937 -0.12430489 -0.03187290
#> lag1_var3 -0.096253817 0.05015065 -0.16991950 -0.03477798
#> lag1_var4 0.082358528 0.04333198 0.03027520 0.14912183
#> const 0.561283058 0.46815787 -0.23650192 0.86916285
#> exo1 -0.001408303 0.02811156 -0.02577253 0.04628621
#> exo2 -0.060047364 0.04824880 -0.09414599 0.01869508
#> exo3 0.018015371 0.04251474 -0.03155268 0.08628726
#>
#> $ESH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14756958 0.2549874 -0.4702480 0.2454238
#> lag1_var2 1.25201091 0.3814285 0.7240824 1.7792110
#> lag1_var3 0.71372856 0.6740909 -0.1892531 1.6407920
#> lag1_var4 -0.62718338 0.5916985 -1.4425850 0.1544133
#> const -0.61738809 2.4875731 -3.8947249 2.8744916
#> exo1 0.12074914 0.1967519 -0.1389586 0.3813614
#> exo2 0.95221997 0.2477317 0.6276750 1.2685524
#> exo3 -0.07616263 0.3742828 -0.6341493 0.3740152
#>
#> $ESH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.59449821 0.4035942 0.1087359 1.2257364
#> lag1_var2 -0.87853817 0.3958008 -1.4484975 -0.3954117
#> lag1_var3 -0.37789109 0.6820791 -1.3731036 0.5286411
#> lag1_var4 1.14530077 0.5962913 0.3405491 2.0467171
#> const 1.93749839 3.4075672 -3.4859333 5.9899204
#> exo1 -0.05347794 0.2456927 -0.2948634 0.3355755
#> exo2 -1.83142662 0.3850488 -2.3314048 -1.2487629
#> exo3 0.22722391 0.4994354 -0.3646743 0.9183291
#>
#> $ESH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.548327922 0.3146656 0.2148464 1.0357885
#> lag1_var2 -0.735147266 0.2182836 -1.0386784 -0.5017624
#> lag1_var3 -0.947099331 0.3970405 -1.5527423 -0.4864707
#> lag1_var4 1.758040426 0.3559532 1.3566684 2.3099186
#> const 1.265236496 2.7269699 -3.4111670 3.8478022
#> exo1 0.008861742 0.1977219 -0.2073193 0.3333588
#> exo2 -1.418121980 0.3169401 -1.7919930 -0.9195502
#> exo3 0.201588794 0.3559403 -0.2090849 0.7509332
#>
#>
#>
#> $ESP
#> $ESP$Sigma
#> $ESP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007231768 0.0001921615 0.0004268671 0.0009666894
#>
#> $ESP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05627495 0.01619833 -0.07771424 -0.03564598
#> Sigma[2,2] 5.56324136 1.38155237 3.89202892 7.44712637
#>
#> $ESP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03638097 0.01061435 0.02259978 0.05100664
#> Sigma[3,2] -3.34079768 0.89222706 -4.64714776 -2.37240650
#> Sigma[3,3] 2.15367013 0.60387055 1.55157091 3.09600356
#>
#> $ESP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00578355 0.003069175 0.00249899 0.01101871
#> Sigma[4,2] -0.30007656 0.199270362 -0.60428167 -0.09962654
#> Sigma[4,3] 0.34256885 0.158230060 0.18358423 0.58651289
#> Sigma[4,4] 0.20865732 0.072008192 0.12148333 0.31116403
#>
#>
#> $ESP$A
#> $ESP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99095864 0.02218166 0.95969948 1.019084334
#> lag1_var2 -0.01330041 0.01874880 -0.04427273 0.004553918
#> lag1_var3 -0.02428873 0.03571807 -0.08395271 0.008201862
#> lag1_var4 0.01731348 0.02888849 -0.01013637 0.065128919
#> const 0.66156244 0.32987594 0.28113828 1.179956621
#> exo1 -0.01074663 0.01927136 -0.03857863 0.007092991
#> exo2 -0.12540699 0.02766525 -0.17018211 -0.092877749
#> exo3 0.04631380 0.02167124 0.02011424 0.077037792
#>
#> $ESP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.834645 1.632842 -4.1052452 0.1657214
#> lag1_var2 2.780941 1.632448 1.3032534 5.5257345
#> lag1_var3 3.472803 3.105599 0.7156581 8.7274986
#> lag1_var4 -2.613757 2.528213 -6.8662716 -0.2614273
#> const 5.079501 23.535035 -24.6950240 37.5464814
#> exo1 1.659357 2.411180 -2.0672363 4.4028055
#> exo2 1.018163 2.446755 -1.7553494 4.5175555
#> exo3 -0.881450 2.233566 -4.0418780 1.9414705
#>
#> $ESP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2846551 1.166103 -0.05645714 3.0139468
#> lag1_var2 -1.3156226 1.081540 -3.11768215 -0.3778801
#> lag1_var3 -1.4425535 2.073332 -4.90717976 0.3207438
#> lag1_var4 1.7964082 1.671289 0.28134355 4.5701956
#> const 0.2020845 15.972858 -20.19243611 22.5818190
#> exo1 -0.6707300 1.383799 -2.26753529 1.3633009
#> exo2 -1.9660947 1.576900 -4.25962183 -0.1679517
#> exo3 0.8943960 1.225400 -0.71698293 2.2712892
#>
#> $ESP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2256034 0.3254628 -0.10587486 0.75682909
#> lag1_var2 -0.2715803 0.3273877 -0.81146403 0.01677718
#> lag1_var3 -0.4020822 0.6047854 -1.39748403 0.10954692
#> lag1_var4 1.2491500 0.4797358 0.83526530 2.02833091
#> const 3.4063035 4.4487449 -1.40450853 10.26367721
#> exo1 0.2567869 0.3805516 -0.08340541 0.90798303
#> exo2 -1.6327154 0.4470951 -2.34926676 -1.01399013
#> exo3 0.4359337 0.4295188 -0.02310579 1.10138154
#>
#>
#>
#> $EST
#> $EST$Sigma
#> $EST$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002681987 0.0009881394 0.001778801 0.004449337
#>
#> $EST$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05019295 0.01789607 -0.07787536 -0.03160665
#> Sigma[2,2] 3.11100434 0.49625475 2.56315058 3.89244117
#>
#> $EST$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03979264 0.01467932 0.02092676 0.06291371
#> Sigma[3,2] -1.98115469 0.32431618 -2.45731604 -1.61075066
#> Sigma[3,3] 1.61135224 0.27375435 1.22703900 1.98209684
#>
#> $EST$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009519082 0.006829823 -0.0004768043 0.01793127
#> Sigma[4,2] -0.104897926 0.138310275 -0.2660022552 0.08013075
#> Sigma[4,3] 0.443308915 0.137947550 0.2494805649 0.63754805
#> Sigma[4,4] 0.410344703 0.078888931 0.2977628632 0.51769341
#>
#>
#> $EST$A
#> $EST$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01810285 0.01873965 0.987652051 1.042116482
#> lag1_var2 -0.08182400 0.05541234 -0.160070500 -0.011337968
#> lag1_var3 -0.14510868 0.09274968 -0.271465348 -0.026675248
#> lag1_var4 0.12568245 0.08613746 0.015313058 0.238945607
#> const 0.73312635 0.50005460 0.194011533 1.524027617
#> exo1 -0.04173429 0.03274814 -0.091865199 -0.003368003
#> exo2 -0.03382378 0.03450450 -0.079236863 0.012071609
#> exo3 0.04172586 0.03235266 0.002507677 0.093778138
#>
#> $EST$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7720594 0.7587246 -1.5839058 0.2179214
#> lag1_var2 1.6223093 1.7838564 -0.5121803 4.3632321
#> lag1_var3 1.4397303 2.9472413 -2.1401312 5.8939390
#> lag1_var4 -1.3276360 2.8099469 -5.5469910 2.0602992
#> const 13.7868231 15.6087380 -5.8143079 31.8609853
#> exo1 -0.2063406 1.7470081 -2.4803950 2.2032565
#> exo2 1.9592926 1.7421057 -0.5907979 4.0775705
#> exo3 -0.4131542 1.8370316 -3.0623016 1.5004881
#>
#> $EST$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.60464951 0.4729844 0.8593414 2.1841725
#> lag1_var2 -2.35416320 1.2976102 -4.0537971 -0.4763027
#> lag1_var3 -3.02091733 2.1385376 -5.7182035 0.1669885
#> lag1_var4 3.53351429 2.0331663 0.5282149 6.0766447
#> const -8.96466057 8.6893011 -20.0041633 0.9672549
#> exo1 0.02443042 1.2083587 -1.3711896 1.6722483
#> exo2 -1.73770261 1.3574891 -3.5242333 -0.1314166
#> exo3 -0.16872041 1.2905217 -1.3799030 1.7302490
#>
#> $EST$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1821606 0.2091885 0.9661837 1.5208095
#> lag1_var2 -1.9183982 0.6719098 -2.8813128 -0.9165899
#> lag1_var3 -3.0379843 1.1120793 -4.6399188 -1.3635984
#> lag1_var4 3.6150952 1.0456131 2.0335506 5.1399261
#> const -1.3944461 2.2764667 -3.9204201 1.8420478
#> exo1 -0.1171071 0.6274293 -0.9223200 0.7320216
#> exo2 -0.5547309 0.5812945 -1.2973301 0.3030440
#> exo3 -0.4661964 0.3060309 -0.9399221 -0.0646337
#>
#>
#>
#> $ETH
#> $ETH$Sigma
#> $ETH$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01284675 0.02410159 0.00124233 0.05868751
#>
#> $ETH$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004281614 0.006981622 -0.01438867 0.001890525
#> Sigma[2,2] 0.024717311 0.005658429 0.01762486 0.033120167
#>
#> $ETH$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02525875 0.05951988 -0.13856646 0.006055610
#> Sigma[3,2] -0.03343400 0.02073168 -0.05931245 -0.003012238
#> Sigma[3,3] 0.32877163 0.16218600 0.19054275 0.578437253
#>
#> $ETH$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02998450 0.06473033 -0.15347885 0.00361944
#> Sigma[4,2] -0.01450647 0.02207189 -0.03963082 0.01832638
#> Sigma[4,3] 0.31103325 0.16841183 0.17589217 0.58397107
#> Sigma[4,4] 0.30818648 0.17860844 0.17374211 0.61065966
#>
#>
#> $ETH$A
#> $ETH$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999293906 0.0372316 0.97159691 1.06365805
#> lag1_var2 -0.007916138 0.3083317 -0.51220224 0.20487964
#> lag1_var3 0.030728792 0.4322545 -0.66959740 0.32586947
#> lag1_var4 -0.033320655 0.4246099 -0.32167626 0.65418465
#> const 0.381908104 0.6395321 -0.60164635 1.11300341
#> exo1 0.005805365 0.0433897 -0.05800719 0.04648830
#> exo2 -0.010907305 0.1332889 -0.13443426 0.22582068
#> exo3 -0.041141933 0.1194386 -0.24247462 0.06695127
#>
#> $ETH$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09128751 0.07026023 -0.003422868 0.1820503
#> lag1_var2 -0.21307883 0.58306769 -0.817788806 0.6976408
#> lag1_var3 -1.45647258 0.79778346 -2.297538070 -0.2299196
#> lag1_var4 1.42672047 0.77957245 0.232250640 2.2483265
#> const 0.33100344 1.73296515 -1.320818129 3.1699915
#> exo1 -0.01988130 0.10398764 -0.182536793 0.1194488
#> exo2 1.06086440 0.12271691 0.890699092 1.2202969
#> exo3 0.25821883 0.11755210 0.097617516 0.4129857
#>
#> $ETH$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5520071 0.1935119 -0.7821315 -0.2536630
#> lag1_var2 3.5790075 1.6572179 1.3340740 5.9070359
#> lag1_var3 5.2673020 2.1946352 2.6176891 8.3567858
#> lag1_var4 -4.1622965 2.1520897 -7.1980842 -1.5602233
#> const 4.0759918 2.4655279 1.0059470 7.2083702
#> exo1 0.2673663 0.3577434 -0.3617313 0.6314301
#> exo2 -1.9292515 0.6265759 -2.7681522 -1.0435415
#> exo3 -1.0150152 0.6069957 -2.0088592 -0.3242333
#>
#> $ETH$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5065468 0.1746338 -0.6874962 -0.234411133
#> lag1_var2 3.0188390 1.4846703 0.8361189 5.073177008
#> lag1_var3 3.6210417 1.9210904 1.0605100 6.320365659
#> lag1_var4 -2.5262030 1.8872119 -5.1780566 -0.007345636
#> const 3.9161534 2.2583626 0.7201500 6.910910826
#> exo1 0.2565552 0.3785629 -0.3615190 0.686613839
#> exo2 -1.2226984 0.5691665 -1.9667876 -0.439211038
#> exo3 -0.8690494 0.6421394 -1.8822784 -0.044954676
#>
#>
#>
#> $FIN
#> $FIN$Sigma
#> $FIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001037379 0.001451082 0.0003415914 0.003270556
#>
#> $FIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009210434 0.01530286 -0.02323257 0.01421707
#> Sigma[2,2] 1.454346389 0.29137330 1.01013725 1.80245992
#>
#> $FIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005414734 0.01815166 -0.02208058 0.02231242
#> Sigma[3,2] -1.122528007 0.26779289 -1.44613546 -0.75584813
#> Sigma[3,3] 1.037293324 0.27210827 0.70172539 1.40164010
#>
#> $FIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -3.919894e-05 0.009678342 -0.01564922 0.009061174
#> Sigma[4,2] -2.640244e-01 0.123038211 -0.43854042 -0.131069467
#> Sigma[4,3] 3.953009e-01 0.129428123 0.24765624 0.579262355
#> Sigma[4,4] 2.629689e-01 0.067089786 0.16859701 0.347227000
#>
#>
#> $FIN$A
#> $FIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.021858468 0.02851667 0.97543515 1.055236879
#> lag1_var2 -0.087470687 0.07297916 -0.19018843 0.013035514
#> lag1_var3 -0.157755969 0.12255747 -0.32994752 0.013225314
#> lag1_var4 0.139179881 0.11134435 -0.01444743 0.296182662
#> const 0.492819742 0.18356427 0.25312228 0.729053064
#> exo1 -0.003599451 0.05423575 -0.08290866 0.048162115
#> exo2 -0.044521087 0.02819392 -0.08213554 -0.005807888
#> exo3 0.014466545 0.02498951 -0.02219074 0.043474937
#>
#> $FIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.4962814 0.9513589 -2.9078534 -0.4861650
#> lag1_var2 1.9847956 2.5915231 -0.9167351 5.6566384
#> lag1_var3 1.9469452 4.4111277 -3.0021829 8.1835735
#> lag1_var4 -1.4302509 4.0406195 -7.1265597 3.1853690
#> const 9.6065333 7.3964216 -0.8916659 19.5693081
#> exo1 -1.2851667 0.6367108 -2.1828684 -0.5704878
#> exo2 1.3847252 1.2645099 -0.3339583 3.1138499
#> exo3 0.1250414 0.8086088 -0.7395318 1.2976392
#>
#> $FIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3938547 0.6501932 0.5165715 2.3726655
#> lag1_var2 -1.1818136 1.7686797 -3.6634276 1.1373152
#> lag1_var3 -1.2505372 2.9960136 -5.4774182 2.6594194
#> lag1_var4 1.7212437 2.7617093 -1.9414216 5.6244370
#> const -6.2088620 6.4058574 -14.7306406 3.0144794
#> exo1 1.3854244 0.6952639 0.4196825 2.1733617
#> exo2 -1.1586053 0.9371588 -2.3259721 0.2624725
#> exo3 0.7677949 0.7255999 -0.4131553 1.5527428
#>
#> $FIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4661128 0.2751285 0.0636487 0.79600260
#> lag1_var2 -0.3772134 0.7737779 -1.5596960 0.39808234
#> lag1_var3 -0.7263899 1.3011456 -2.7103375 0.61814933
#> lag1_var4 1.5281675 1.2063342 0.3101146 3.37481417
#> const -0.9298824 3.1830093 -5.1469859 3.00842610
#> exo1 0.6397148 0.5424567 -0.1995976 1.31429022
#> exo2 -0.3713960 0.2948322 -0.7398925 0.06709164
#> exo3 0.9177511 0.5176141 0.2039302 1.61218598
#>
#>
#>
#> $FJI
#> $FJI$Sigma
#> $FJI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001382024 0.0003506468 0.0009691624 0.001839522
#>
#> $FJI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009847702 0.001010219 -0.000522947 0.002206469
#> Sigma[2,2] 0.0293507852 0.009181424 0.020308559 0.044609683
#>
#> $FJI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006784597 0.004156169 0.001547713 0.01360734
#> Sigma[3,2] 0.042397503 0.015804985 0.019951392 0.06082891
#> Sigma[3,3] 0.418839307 0.109680859 0.331441000 0.60305496
#>
#> $FJI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007734752 0.004636996 0.001324973 0.01509019
#> Sigma[4,2] 0.062170031 0.019120493 0.035790475 0.08438798
#> Sigma[4,3] 0.463745587 0.119744138 0.359792670 0.66532857
#> Sigma[4,4] 0.522772183 0.130807966 0.398244140 0.74233948
#>
#>
#> $FJI$A
#> $FJI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97644356 0.01599302 0.94930780 0.99475142
#> lag1_var2 0.07053098 0.08716019 -0.07012005 0.16480585
#> lag1_var3 0.06858791 0.15009747 -0.17112426 0.20578231
#> lag1_var4 -0.07271881 0.14317676 -0.20451713 0.15492197
#> const 0.65805174 0.29063976 0.26371559 1.02610251
#> exo1 -0.01576513 0.03343251 -0.06838396 0.02153197
#> exo2 -0.20040345 0.02968789 -0.23134013 -0.15207193
#> exo3 -0.11486096 0.03562953 -0.16506268 -0.07192357
#>
#> $FJI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02593435 0.1143047 -0.1310360 0.1854616
#> lag1_var2 1.12290316 0.5262049 0.3929935 1.8264428
#> lag1_var3 0.49628588 0.8600250 -0.6991143 1.7731873
#> lag1_var4 -0.50446827 0.8292261 -1.7320432 0.6513940
#> const 0.68780685 1.3154883 -0.6565290 2.6742512
#> exo1 0.04406418 0.1774677 -0.2590491 0.1718234
#> exo2 0.43285906 0.1785388 0.1947504 0.7008650
#> exo3 0.04585597 0.1490374 -0.1658995 0.1953725
#>
#> $FJI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05899759 0.4781462 -0.8555926 0.5130555
#> lag1_var2 2.38359819 2.3459840 -0.1587794 5.8285879
#> lag1_var3 5.19780515 3.8836135 1.2793217 11.2940775
#> lag1_var4 -4.21576391 3.7093241 -10.0621005 -0.4513145
#> const 2.75221000 6.3042836 -1.8470773 13.3473249
#> exo1 0.75062485 0.7916643 -0.6413666 1.3736024
#> exo2 -3.23599249 0.6585530 -3.9563253 -2.2328350
#> exo3 -0.99920916 0.4945325 -1.6165338 -0.3597516
#>
#> $FJI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06805141 0.5532924 -0.9842999 0.5678981
#> lag1_var2 2.77848199 2.7276219 -0.1804814 6.7615661
#> lag1_var3 5.05872982 4.5231254 0.4447586 12.3085622
#> lag1_var4 -4.06781980 4.3242375 -11.0218410 0.3624891
#> const 2.94262537 7.1906735 -2.6732207 15.2081403
#> exo1 0.81101900 0.9109217 -0.7900044 1.5084461
#> exo2 -3.14207367 0.7134728 -4.0191717 -2.1307761
#> exo3 -1.02797042 0.5825897 -1.7676377 -0.2845062
#>
#>
#>
#> $FRA
#> $FRA$Sigma
#> $FRA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002015408 4.512621e-05 0.0001390715 0.0002625702
#>
#> $FRA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005241647 0.002993926 -0.01059957 -0.002868523
#> Sigma[2,2] 0.481508969 0.188228494 0.30312079 0.810179080
#>
#> $FRA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00299346 0.001656479 0.0013417 0.005741203
#> Sigma[3,2] -0.25702344 0.102541289 -0.4297716 -0.154240870
#> Sigma[3,3] 0.17622398 0.058731469 0.1083940 0.262439457
#>
#> $FRA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 8.674221e-05 0.0003953811 -0.0003497207 0.0007292764
#> Sigma[4,2] 1.036759e-02 0.0214274135 -0.0141707637 0.0381699387
#> Sigma[4,3] 3.713103e-02 0.0166936173 0.0168726716 0.0630399010
#> Sigma[4,4] 4.693959e-02 0.0099081090 0.0363246232 0.0611450390
#>
#>
#> $FRA$A
#> $FRA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.992457932 0.01052750 0.97712273 1.004766997
#> lag1_var2 -0.029497269 0.03012337 -0.05678584 0.021044352
#> lag1_var3 -0.057941428 0.05684377 -0.11224349 0.037632806
#> lag1_var4 0.050974097 0.05501360 -0.04334500 0.102067460
#> const 0.591650997 0.07699387 0.48767002 0.695120491
#> exo1 -0.005898138 0.01012820 -0.02064393 0.007041717
#> exo2 -0.095559555 0.01365556 -0.11734895 -0.078424356
#> exo3 0.049234568 0.01329080 0.02973840 0.064202199
#>
#> $FRA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2955217 0.5751029 -2.2031020 -0.6516413
#> lag1_var2 2.4921106 1.9969842 -0.3688296 5.0582503
#> lag1_var3 2.9461976 3.6903202 -2.3314198 7.7038179
#> lag1_var4 -2.3255102 3.4982383 -6.8426491 2.6542246
#> const 3.6997719 7.2346276 -6.7492813 12.5551814
#> exo1 -0.7252462 0.5877903 -1.4073707 0.1171819
#> exo2 0.2606566 0.6635273 -0.5533803 1.2091003
#> exo3 0.3044828 0.5383400 -0.4828618 0.9979846
#>
#> $FRA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.796894823 0.3623018 0.40412869 1.3879816
#> lag1_var2 -0.203085540 1.2349884 -1.81968166 1.4947040
#> lag1_var3 0.596495513 2.2915151 -2.44738568 3.6686590
#> lag1_var4 -0.002365923 2.1432771 -2.84668071 2.7662504
#> const -0.278024995 3.7296104 -5.38198043 5.3534262
#> exo1 0.457802135 0.3424540 0.04354575 0.9164567
#> exo2 -0.998850199 0.4233685 -1.60938368 -0.4197573
#> exo3 0.622842087 0.3322701 0.18546616 1.0344638
#>
#> $FRA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07045456 0.1828344 -0.1972675 0.2988756
#> lag1_var2 0.80982474 0.4245545 0.3384757 1.4659827
#> lag1_var3 1.57809461 0.8068436 0.6302388 2.7838519
#> lag1_var4 -0.62927521 0.7263086 -1.7291946 0.2080582
#> const 1.49341186 1.6420205 -0.2352309 4.3394394
#> exo1 0.05457002 0.1245296 -0.1396108 0.2059978
#> exo2 -0.92609199 0.2316342 -1.2292123 -0.6077362
#> exo3 0.85568272 0.2744568 0.4895881 1.2400614
#>
#>
#>
#> $GAB
#> $GAB$Sigma
#> $GAB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001015161 0.0001954077 0.0007446019 0.001266857
#>
#> $GAB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003206939 0.002889535 -0.007530661 0.0006625281
#> Sigma[2,2] 0.118029908 0.026466163 0.088659938 0.1527624876
#>
#> $GAB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0001022349 0.002416369 -0.002145806 0.00389030
#> Sigma[3,2] -0.0938046573 0.022673553 -0.123936263 -0.07196297
#> Sigma[3,3] 0.1633674065 0.027139856 0.129325470 0.20305978
#>
#> $GAB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002178675 0.001971001 -0.004663985 0.0008268195
#> Sigma[4,2] -0.047051073 0.015120257 -0.069646361 -0.0307218429
#> Sigma[4,3] 0.151030828 0.030381886 0.108058895 0.1976162678
#> Sigma[4,4] 0.166259758 0.039216195 0.109352108 0.2228556860
#>
#>
#> $GAB$A
#> $GAB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94053507 0.03363714 0.888752582 0.979243859
#> lag1_var2 0.03792859 0.03615467 -0.001767082 0.094843653
#> lag1_var3 0.04379276 0.06314127 -0.030261870 0.135445881
#> lag1_var4 -0.03526654 0.05192419 -0.113801902 0.020476050
#> const 0.67689367 0.30371180 0.238347578 1.081938147
#> exo1 -0.04700949 0.02121275 -0.075670487 -0.019753970
#> exo2 -0.05534399 0.03482147 -0.105588957 -0.010988620
#> exo3 -0.04021811 0.03482171 -0.087583973 0.004560844
#>
#> $GAB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2024661 0.3086182 -0.51370227 0.3010263
#> lag1_var2 0.5907640 0.3074921 0.18503720 1.0419017
#> lag1_var3 -0.4063089 0.5436551 -1.08465527 0.3866728
#> lag1_var4 0.5458062 0.4057082 -0.07710439 1.0186894
#> const 1.7753775 2.0352621 -0.94192780 4.5076020
#> exo1 0.8568467 0.2224254 0.61326157 1.2413187
#> exo2 0.9158135 0.3079658 0.50415882 1.3874336
#> exo3 0.7890007 0.4654299 0.25659623 1.4155602
#>
#> $GAB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5585855 0.2051662 0.2665445 0.8003395
#> lag1_var2 0.8828907 0.2171542 0.5816493 1.1475877
#> lag1_var3 1.8321553 0.4138494 1.2723153 2.4425101
#> lag1_var4 -1.2417386 0.3395058 -1.6972739 -0.7351866
#> const -1.5188824 2.7684658 -5.6531041 2.2675954
#> exo1 -0.6879182 0.2838930 -1.1272439 -0.3283390
#> exo2 -2.9659909 0.3429218 -3.4282818 -2.4746601
#> exo3 -1.7727485 0.5083242 -2.5225261 -1.2220795
#>
#> $GAB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4485907 0.2021369 0.1663787 0.712487381
#> lag1_var2 1.1247536 0.3638593 0.6352184 1.579188809
#> lag1_var3 1.2771701 0.6531833 0.3826844 2.157861659
#> lag1_var4 -0.6408106 0.5559546 -1.3509249 0.135153814
#> const -1.6028716 4.0469083 -6.5915475 4.711837143
#> exo1 -0.3657355 0.3196607 -0.8774018 0.002329519
#> exo2 -3.1229629 0.4227314 -3.6283664 -2.462305505
#> exo3 -1.8290820 0.4949634 -2.6198274 -1.412224120
#>
#>
#>
#> $GBR
#> $GBR$Sigma
#> $GBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003124986 7.222525e-05 0.0002376518 0.0004378179
#>
#> $GBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007675808 0.002471117 -0.01203522 -0.005115297
#> Sigma[2,2] 0.394357671 0.103545928 0.27756492 0.549145623
#>
#> $GBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005238267 0.001704594 0.003706661 0.008187966
#> Sigma[3,2] -0.268594482 0.080065479 -0.388090139 -0.182905933
#> Sigma[3,3] 0.219880014 0.068025619 0.153333832 0.333337881
#>
#> $GBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005325263 0.000507776 -0.0000450081 0.001342114
#> Sigma[4,2] -0.0275780123 0.031442166 -0.0769870932 0.005422852
#> Sigma[4,3] 0.0579578778 0.026771750 0.0365383585 0.101458937
#> Sigma[4,4] 0.0435315456 0.011180367 0.0302018147 0.061520889
#>
#>
#> $GBR$A
#> $GBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.988050819 0.01710127 0.96467991 1.01061096
#> lag1_var2 -0.011053521 0.04768912 -0.07042749 0.05187322
#> lag1_var3 -0.018307302 0.07939038 -0.11607059 0.08640720
#> lag1_var4 0.012962719 0.07708860 -0.08733037 0.10797214
#> const 0.690684342 0.11683278 0.49891168 0.81626932
#> exo1 -0.009906707 0.01491975 -0.02736549 0.01002845
#> exo2 -0.120169692 0.01559935 -0.14414152 -0.10162363
#> exo3 0.056996895 0.02579068 0.02992029 0.10169400
#>
#> $GBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7907785 0.5133166 -1.5368470 -0.05883564
#> lag1_var2 1.5307573 1.4268193 -0.9693109 2.91789799
#> lag1_var3 0.9910107 2.3499226 -3.1365294 3.28844655
#> lag1_var4 -0.6558148 2.3353351 -3.0742551 3.33006154
#> const 2.2232398 5.0604627 -4.1853546 9.48332827
#> exo1 0.0574585 0.6256315 -0.6299829 0.84546152
#> exo2 0.7319211 0.8115498 -0.2673597 1.99989479
#> exo3 0.4810069 0.9447631 -0.8867342 1.66497496
#>
#> $GBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7860755 0.3353936 0.3236248 1.1801517
#> lag1_var2 -0.5235261 1.1812386 -1.6854675 1.4641594
#> lag1_var3 0.1201391 1.9637752 -1.8283362 3.4079212
#> lag1_var4 0.5249814 1.9204778 -2.6413862 2.5001633
#> const -0.5590804 4.4273267 -7.4773943 3.7869261
#> exo1 0.1965212 0.4636100 -0.3232547 0.8088145
#> exo2 -0.5752102 0.5416601 -1.2433943 0.2477676
#> exo3 -0.7773359 0.7873277 -1.8874124 0.2463309
#>
#> $GBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.311756297 0.2141041 0.02148923 0.5684762
#> lag1_var2 -0.040219224 0.6039120 -0.68089893 0.8808590
#> lag1_var3 -0.009592549 1.0007176 -1.08692428 1.5056768
#> lag1_var4 0.862115250 0.9282365 -0.53252401 1.9031773
#> const 0.411255575 1.9479444 -2.51741763 2.1939808
#> exo1 0.245753351 0.2114704 -0.05009924 0.5392029
#> exo2 -0.123379618 0.2868452 -0.44861461 0.2952797
#> exo3 -0.501285295 0.2805900 -0.94538018 -0.1373168
#>
#>
#>
#> $GEO
#> $GEO$Sigma
#> $GEO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.009850526 0.003277361 0.0060452 0.01464923
#>
#> $GEO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006950905 0.02734493 -0.04458444 0.03034156
#> Sigma[2,2] 2.139249936 0.48112926 1.56618630 2.81314831
#>
#> $GEO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02905448 0.02389099 -0.06205141 -0.001198354
#> Sigma[3,2] -1.46615710 0.36270885 -1.93400368 -1.031835038
#> Sigma[3,3] 1.55394869 0.28467390 1.14224749 1.874754441
#>
#> $GEO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03448876 0.01991951 -0.06516296 -0.01481869
#> Sigma[4,2] 0.08212168 0.11173140 -0.05607744 0.23124933
#> Sigma[4,3] 0.53330556 0.10781881 0.39949138 0.70690099
#> Sigma[4,4] 0.64131315 0.14915452 0.50610544 0.91361712
#>
#>
#> $GEO$A
#> $GEO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00881356 0.04765763 0.95849732 1.08434013
#> lag1_var2 -0.15643226 0.08462064 -0.26511841 -0.03841009
#> lag1_var3 -0.24156326 0.12041783 -0.39382786 -0.07291496
#> lag1_var4 0.21488043 0.10940399 0.06228479 0.35173185
#> const 1.54988913 0.57111332 0.88638477 2.39449487
#> exo1 0.04343014 0.06548090 -0.03773795 0.14243066
#> exo2 -0.08767896 0.12519612 -0.26468451 0.08193549
#> exo3 0.09707214 0.14404493 -0.07672213 0.27752629
#>
#> $GEO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.87614694 0.9799303 -2.1407225 0.5865382
#> lag1_var2 2.45301305 1.4995284 0.3662045 4.4608419
#> lag1_var3 2.27442507 2.1928961 -0.7964504 5.1728114
#> lag1_var4 -2.07091342 2.0453764 -4.7408428 0.8506957
#> const 7.60048135 16.2555337 -16.7205081 28.1267889
#> exo1 3.63919365 0.8385588 2.5882920 4.7928282
#> exo2 0.42429496 1.1878896 -1.3431390 1.5844121
#> exo3 0.08272139 1.3029359 -1.3518245 1.9333362
#>
#> $GEO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4338927 0.7087551 -0.5326782 1.3801617
#> lag1_var2 -0.2113886 1.0376453 -1.5440628 1.2571873
#> lag1_var3 0.6820053 1.5119678 -1.2663725 2.8624204
#> lag1_var4 0.1972021 1.4235481 -1.8608097 2.0447496
#> const -1.9921082 12.7371107 -17.7868270 17.7309081
#> exo1 -2.4422330 0.8968653 -3.7312010 -1.3876084
#> exo2 -0.2066750 0.6783009 -0.8880550 0.9020536
#> exo3 -2.5128327 1.0339721 -3.8651520 -1.0370771
#>
#> $GEO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.25820994 0.4696583 -0.86939876 0.2944596
#> lag1_var2 1.10337299 0.9873839 0.02250774 2.5036055
#> lag1_var3 1.72678049 1.4241424 0.15024281 3.7712151
#> lag1_var4 -0.67581794 1.3261809 -2.57943533 0.8114172
#> const 3.27225086 6.4211854 -4.18913409 14.1509777
#> exo1 0.05541467 0.5328322 -0.60203287 0.8217395
#> exo2 0.07880526 0.5752602 -0.81857506 0.7301613
#> exo3 -2.75371546 0.4945639 -3.44899164 -2.1222504
#>
#>
#>
#> $GHA
#> $GHA$Sigma
#> $GHA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004843022 6.971937e-05 0.0004052991 0.0005894021
#>
#> $GHA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01141077 0.002273992 -0.01446161 -0.008205248
#> Sigma[2,2] 0.75068143 0.131665207 0.59949948 0.974591437
#>
#> $GHA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00887504 0.002307542 0.005385605 0.01182269
#> Sigma[3,2] -0.58453578 0.115542236 -0.775317304 -0.44663200
#> Sigma[3,3] 0.63070102 0.131512164 0.475066898 0.82210950
#>
#> $GHA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007820601 0.001650997 -0.001689525 0.002864858
#> Sigma[4,2] -0.0519122884 0.061662080 -0.142883914 0.023910500
#> Sigma[4,3] 0.2226695743 0.075754080 0.126821217 0.316968539
#> Sigma[4,4] 0.1931355213 0.049520197 0.128877606 0.264402271
#>
#>
#> $GHA$A
#> $GHA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99464844 0.007265719 0.98767689 1.00703438
#> lag1_var2 -0.06180614 0.057545556 -0.12958043 0.02697268
#> lag1_var3 -0.08220908 0.081628661 -0.17632780 0.04384124
#> lag1_var4 0.07989187 0.078959957 -0.04198488 0.17101069
#> const 0.36156349 0.210100327 0.06681413 0.64757869
#> exo1 0.03091006 0.015817840 0.01210334 0.05325674
#> exo2 -0.03487562 0.020758237 -0.06069948 -0.00434082
#> exo3 0.01609031 0.030661891 -0.01268976 0.06381461
#>
#> $GHA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2271056 0.4264874 -0.8794488 0.2167244
#> lag1_var2 -1.1689893 2.6590483 -4.8385451 2.8188877
#> lag1_var3 -2.7103273 3.6743712 -7.8200364 2.7505555
#> lag1_var4 2.6969344 3.5733268 -2.5988371 7.6569396
#> const 7.7424125 9.7605989 -5.7208570 19.7153988
#> exo1 -0.1659978 0.8416411 -1.4904717 0.7149787
#> exo2 -0.1410677 1.0790475 -1.2336433 1.6845509
#> exo3 0.1630808 0.9637022 -1.3741496 1.1781702
#>
#> $GHA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03410811 0.3400768 -0.2413459 0.54511208
#> lag1_var2 0.70400007 1.5739066 -0.9448015 3.14306698
#> lag1_var3 1.72263778 2.2025919 -0.6465265 5.15001653
#> lag1_var4 -0.71841547 2.1414025 -4.0325125 1.61540844
#> const -2.55871118 8.8748185 -14.1672473 8.26904543
#> exo1 0.36227141 0.7452170 -0.6986368 1.19934120
#> exo2 -1.02567178 0.8068333 -2.2609171 -0.09979452
#> exo3 -0.38326644 1.0569377 -1.7742135 0.87871384
#>
#> $GHA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1532957 0.1293901 -0.3509963 0.003404203
#> lag1_var2 -0.5409369 1.0517205 -1.5237519 1.151402154
#> lag1_var3 -0.7918346 1.4699639 -2.1601381 1.565333538
#> lag1_var4 1.7978144 1.4299932 -0.5006738 3.133740735
#> const 2.7465139 3.3541676 -0.8243951 8.406822840
#> exo1 0.2482383 0.4719539 -0.3281909 0.957908814
#> exo2 -1.1747877 0.3815969 -1.7239587 -0.679766000
#> exo3 -0.2898194 0.5912617 -1.0923679 0.484226298
#>
#>
#>
#> $GIN
#> $GIN$Sigma
#> $GIN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003772757 6.347185e-05 0.0002992345 0.0004672521
#>
#> $GIN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007208416 0.0003808129 -0.001194094 -0.0001975983
#> Sigma[2,2] 0.0122153294 0.0038038459 0.008222131 0.0187089816
#>
#> $GIN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007045614 0.001154929 -0.001196439 0.001787786
#> Sigma[3,2] -0.0202528277 0.006721938 -0.030138753 -0.013018784
#> Sigma[3,3] 0.1130209456 0.015415565 0.094366539 0.137020825
#>
#> $GIN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002756115 0.001054126 -0.001438879 0.001169798
#> Sigma[4,2] -0.0138571949 0.005375829 -0.022228886 -0.008543855
#> Sigma[4,3] 0.1058676445 0.015662077 0.085611684 0.127363654
#> Sigma[4,4] 0.1023425873 0.016440124 0.081364110 0.125567309
#>
#>
#> $GIN$A
#> $GIN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.978895546 0.009982587 0.97007160 0.994119145
#> lag1_var2 0.024134784 0.039540408 -0.03983144 0.067788374
#> lag1_var3 0.042322460 0.083159582 -0.08774076 0.133929791
#> lag1_var4 -0.044455633 0.080551578 -0.13332314 0.081535575
#> const 0.656536052 0.178294403 0.42129126 0.907092846
#> exo1 0.007050474 0.011954449 -0.01192408 0.020161007
#> exo2 -0.012417787 0.022746493 -0.05347524 0.005688659
#> exo3 -0.017057283 0.017238282 -0.04079037 0.007287831
#>
#> $GIN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.187478336 0.06014815 0.09291145 0.24849577
#> lag1_var2 0.022408500 0.36959354 -0.40116570 0.51913474
#> lag1_var3 -0.916323073 0.72887665 -1.90257836 -0.03644084
#> lag1_var4 0.871372957 0.70206212 0.02786900 1.82459181
#> const 0.511311888 1.05684210 -0.94773145 1.88571949
#> exo1 -0.007579998 0.10357503 -0.17461909 0.08967306
#> exo2 0.922698434 0.13148186 0.70025338 1.06247330
#> exo3 0.285881838 0.07951469 0.18701607 0.40797528
#>
#> $GIN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5723026 0.1841187 -0.78781428 -0.31041303
#> lag1_var2 2.5694971 0.9468579 1.44396472 4.01287850
#> lag1_var3 5.0433606 1.6307792 2.91952098 7.26363068
#> lag1_var4 -3.8658144 1.5557376 -5.97180258 -1.83584385
#> const 1.2339443 3.0453456 -3.39664485 4.61409025
#> exo1 -0.4156008 0.2608460 -0.79120180 -0.08178087
#> exo2 -0.3738469 0.2966957 -0.85077844 -0.00627840
#> exo3 0.3088613 0.3459649 -0.09028592 0.78522527
#>
#> $GIN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5211118 0.2010745 -0.7629349 -0.2613203
#> lag1_var2 2.3795023 0.9431214 1.3299630 3.7911210
#> lag1_var3 4.1494178 1.6025803 2.1529797 6.5911550
#> lag1_var4 -2.9708094 1.5287681 -5.3015666 -1.0683546
#> const 1.2099569 3.0422613 -3.6036589 4.6040999
#> exo1 -0.4361037 0.2359169 -0.7915416 -0.1701277
#> exo2 0.1133532 0.2765512 -0.3375369 0.4662382
#> exo3 0.4798535 0.3442208 0.0901592 0.9557236
#>
#>
#>
#> $GMB
#> $GMB$Sigma
#> $GMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001103745 0.0003200956 0.0007620568 0.001632888
#>
#> $GMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001240025 0.00276902 -0.004689804 0.002374186
#> Sigma[2,2] 0.207136409 0.05692600 0.134440694 0.285562869
#>
#> $GMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001572587 0.001315837 -0.000372003 0.003076595
#> Sigma[3,2] -0.097792090 0.025987295 -0.131204506 -0.062306849
#> Sigma[3,3] 0.053945433 0.012606318 0.036504867 0.070550777
#>
#> $GMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0011680170 0.0007812203 0.0005418121 0.002361160
#> Sigma[4,2] 0.0008888781 0.0054608806 -0.0038228460 0.009090025
#> Sigma[4,3] 0.0076149874 0.0026612218 0.0040930392 0.010975241
#> Sigma[4,4] 0.0087087122 0.0020957307 0.0060970103 0.011338747
#>
#>
#> $GMB$A
#> $GMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97047229 0.02027298 0.94928260 1.00313537
#> lag1_var2 0.04396568 0.06547798 -0.05070310 0.12173494
#> lag1_var3 0.10362811 0.13640464 -0.09580116 0.25828647
#> lag1_var4 -0.10295256 0.13124584 -0.25713958 0.09005922
#> const 0.66533962 0.19636045 0.37756125 0.86820022
#> exo1 0.03572595 0.03319339 -0.01524594 0.07230854
#> exo2 -0.04279748 0.03360171 -0.08025402 0.01332107
#> exo3 0.01593775 0.04586297 -0.05318100 0.07878263
#>
#> $GMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.11084878 0.3512802 -0.48782123 0.4626241
#> lag1_var2 0.41644140 0.5672999 -0.39290491 1.1724387
#> lag1_var3 -1.25308267 1.1471414 -2.95396668 0.3061407
#> lag1_var4 1.30787786 1.1560045 -0.20626165 3.0478548
#> const -0.62938525 3.8605241 -5.51590914 4.7437021
#> exo1 -0.06610303 0.5211985 -0.57582233 0.7048242
#> exo2 1.50051963 0.4740910 0.86889299 2.1248735
#> exo3 0.51548248 0.3979716 -0.09473569 0.9553547
#>
#> $GMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06064856 0.1591666 -0.18533081 0.2403796
#> lag1_var2 0.36225806 0.2489195 0.07004187 0.7264789
#> lag1_var3 1.74387626 0.4909816 1.19377233 2.4984184
#> lag1_var4 -0.79931188 0.5153775 -1.57975816 -0.2268442
#> const 1.41145042 1.9103397 -0.70953085 4.4169343
#> exo1 0.01981884 0.2367840 -0.31957891 0.3060602
#> exo2 -0.75459956 0.2228952 -1.13141958 -0.5465957
#> exo3 -0.21247317 0.2583669 -0.52034433 0.1460495
#>
#> $GMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04017330 0.05523040 -0.10598729 0.04379246
#> lag1_var2 0.43610975 0.11548543 0.26593572 0.55532582
#> lag1_var3 0.87916987 0.24592169 0.51415383 1.13545281
#> lag1_var4 0.11562521 0.24248429 -0.16318753 0.46762218
#> const 0.95607207 1.03094071 -0.62159630 2.25821242
#> exo1 -0.01905461 0.07885523 -0.13510916 0.08594988
#> exo2 -0.03607987 0.15750784 -0.23411027 0.19465036
#> exo3 0.03384032 0.08671470 -0.08085104 0.14695503
#>
#>
#>
#> $GNB
#> $GNB$Sigma
#> $GNB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003229668 0.0007849285 0.002266371 0.004340081
#>
#> $GNB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003554224 0.001780978 -0.00648997 -0.00151881
#> Sigma[2,2] 0.024093029 0.003424273 0.02002920 0.02919749
#>
#> $GNB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002143034 0.001203530 0.0007740328 0.003748779
#> Sigma[3,2] -0.011567952 0.006260439 -0.0195906140 -0.003629958
#> Sigma[3,3] 0.061028765 0.009528501 0.0482074986 0.074591575
#>
#> $GNB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -9.159017e-05 0.001771709 -0.002281720 0.002549011
#> Sigma[4,2] 3.637017e-03 0.005909626 -0.004181407 0.011167694
#> Sigma[4,3] 5.517396e-02 0.010472504 0.042641596 0.070929989
#> Sigma[4,4] 5.901668e-02 0.011978715 0.045637918 0.076281920
#>
#>
#> $GNB$A
#> $GNB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99577498 0.02891792 0.95430861 1.03034996
#> lag1_var2 0.06890806 0.20041978 -0.11198516 0.37197840
#> lag1_var3 0.10150739 0.36333933 -0.27005156 0.66862116
#> lag1_var4 -0.10697475 0.36036600 -0.67534111 0.25930112
#> const 0.45851044 0.58884970 -0.20234417 1.31612144
#> exo1 0.03068277 0.06894671 -0.05045697 0.12017210
#> exo2 -0.05131172 0.09062058 -0.19717732 0.02484900
#> exo3 0.02860321 0.05176290 -0.05251628 0.08895854
#>
#> $GNB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17897684 0.06754981 -0.2727910 -0.09017051
#> lag1_var2 0.91634828 0.65975837 -0.0590593 1.73304646
#> lag1_var3 0.30853244 1.04305848 -1.2952723 1.61966624
#> lag1_var4 -0.26823148 1.03389537 -1.5422869 1.33981814
#> const 1.94754135 1.65542378 -0.1675556 4.33749258
#> exo1 -0.03527234 0.17118300 -0.2468617 0.18855276
#> exo2 0.36228180 0.15245607 0.1296899 0.55491356
#> exo3 0.18674688 0.18267989 -0.1102387 0.37095310
#>
#> $GNB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19921651 0.1318563 0.01481622 0.3706945
#> lag1_var2 -0.41165878 0.8907915 -1.38746534 0.9488827
#> lag1_var3 0.26829215 1.4702969 -1.51951733 2.3255169
#> lag1_var4 0.66529454 1.4819304 -1.39995705 2.4694241
#> const -0.03548078 2.8537026 -3.35612180 3.7494871
#> exo1 -0.03938223 0.1513062 -0.27332975 0.1453036
#> exo2 -0.14028813 0.2523361 -0.45739068 0.2477951
#> exo3 0.99103524 0.2322057 0.66029916 1.2842204
#>
#> $GNB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07810888 0.1487442 -0.1307551 0.2787892
#> lag1_var2 -0.19710717 0.5162100 -0.7465758 0.5807810
#> lag1_var3 -0.09675806 0.9388724 -1.2535504 1.1174568
#> lag1_var4 1.06404377 0.9457206 -0.1717913 2.2257673
#> const 0.87495336 2.7923802 -2.6750290 4.7171927
#> exo1 -0.06001505 0.1562391 -0.2894459 0.1224186
#> exo2 0.08353809 0.2459937 -0.2155461 0.4569070
#> exo3 1.14028356 0.2823118 0.7427857 1.4554248
#>
#>
#>
#> $GNQ
#> $GNQ$Sigma
#> $GNQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02387615 0.00518481 0.01758415 0.03097101
#>
#> $GNQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002103889 0.001398586 -0.004056275 -8.692354e-05
#> Sigma[2,2] 0.006996094 0.001640369 0.005278194 9.440048e-03
#>
#> $GNQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01857214 0.012832781 -0.03674574 -0.0008005921
#> Sigma[3,2] -0.01604383 0.006232166 -0.02608606 -0.0085499508
#> Sigma[3,3] 0.23966545 0.066308337 0.17318711 0.3382197824
#>
#> $GNQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.02147587 0.01386059 -0.04132358 -0.002761802
#> Sigma[4,2] -0.01291530 0.00651751 -0.02331561 -0.005450063
#> Sigma[4,3] 0.25021850 0.07158533 0.17766922 0.356164691
#> Sigma[4,4] 0.26379381 0.07721590 0.18474494 0.381264901
#>
#>
#> $GNQ$A
#> $GNQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9359265 0.02725641 0.9035577 0.9746565
#> lag1_var2 -0.1227555 0.25190473 -0.4582828 0.2308888
#> lag1_var3 -0.1718639 0.40633100 -0.7189552 0.3553479
#> lag1_var4 0.1768889 0.38901072 -0.3207040 0.7013201
#> const 1.3868759 1.30166056 -0.4342615 3.1656495
#> exo1 0.1369286 0.17703277 -0.1162627 0.3718748
#> exo2 -0.1306999 0.09732697 -0.2470768 0.0179154
#> exo3 0.1106650 0.17946528 -0.1616500 0.3378018
#>
#> $GNQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04618521 0.01015249 0.03108397 0.06024217
#> lag1_var2 0.52486069 0.12589732 0.32083799 0.66662648
#> lag1_var3 -0.26554455 0.20229223 -0.58963515 -0.02518160
#> lag1_var4 0.27601465 0.19875950 0.04484925 0.59511877
#> const 0.77107947 0.81851725 -0.07405854 2.09579722
#> exo1 -0.04217367 0.07533309 -0.13826312 0.07414777
#> exo2 0.72374526 0.09005413 0.59644335 0.84456776
#> exo3 0.54833578 0.12048504 0.36407940 0.67503261
#>
#> $GNQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2916022 0.1122510 -0.4548633 -0.1631071
#> lag1_var2 3.3267476 0.9022346 2.2074106 4.5663692
#> lag1_var3 4.9525249 1.2703214 3.2861329 6.4862501
#> lag1_var4 -4.0059381 1.2041023 -5.4997794 -2.4510275
#> const 2.6194752 5.1501027 -2.8743947 10.9753508
#> exo1 -0.2188023 0.2843241 -0.6076417 0.1820580
#> exo2 -3.9783054 0.5145143 -4.7074860 -3.3249695
#> exo3 -1.8724967 0.4646747 -2.6283385 -1.3873125
#>
#> $GNQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2886399 0.1192203 -0.4643784 -0.1547433
#> lag1_var2 3.4033508 0.9353521 2.2149875 4.6735959
#> lag1_var3 4.2779680 1.3338611 2.5107412 5.8071190
#> lag1_var4 -3.3202721 1.2597479 -4.8069564 -1.6781740
#> const 2.8234415 5.4645094 -3.2641936 11.3086446
#> exo1 -0.2695256 0.3100850 -0.6616544 0.1745688
#> exo2 -3.8685442 0.5342400 -4.6338097 -3.1694288
#> exo3 -1.6929442 0.4621873 -2.4433321 -1.1617015
#>
#>
#>
#> $GRC
#> $GRC$Sigma
#> $GRC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001288385 0.0002601431 0.000876625 0.00160839
#>
#> $GRC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05083686 0.01224788 -0.06952358 -0.03574084
#> Sigma[2,2] 3.29910003 0.75212934 2.35683150 4.38099994
#>
#> $GRC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02968203 0.006749206 0.01994184 0.03835093
#> Sigma[3,2] -1.77655678 0.414229554 -2.28482740 -1.16146570
#> Sigma[3,3] 1.09490492 0.246517510 0.70993209 1.37451832
#>
#> $GRC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003739413 0.002809503 -0.001357139 0.005788267
#> Sigma[4,2] -0.078463675 0.143727135 -0.274932585 0.109210583
#> Sigma[4,3] 0.198814863 0.078228606 0.096324118 0.306645303
#> Sigma[4,4] 0.179588823 0.031181547 0.143218227 0.225054923
#>
#>
#> $GRC$A
#> $GRC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96529636 0.02457172 0.93178883 0.99413685
#> lag1_var2 0.09302350 0.06147678 0.03489063 0.19459354
#> lag1_var3 0.18305923 0.11969539 0.07004707 0.38125942
#> lag1_var4 -0.17810054 0.10851561 -0.35873275 -0.07435482
#> const 0.67419020 0.29180294 0.33406643 1.07915597
#> exo1 -0.00248255 0.03449359 -0.05078481 0.04276349
#> exo2 -0.09881627 0.01195130 -0.11444730 -0.08080681
#> exo3 0.01797471 0.04276322 -0.04592484 0.07517680
#>
#> $GRC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.738594 1.796883 -1.813397 3.1700932
#> lag1_var2 -5.223354 2.780664 -8.097090 -0.5349322
#> lag1_var3 -11.940597 5.468381 -17.646656 -2.8045316
#> lag1_var4 11.564997 4.786371 3.563656 16.6141600
#> const 1.492034 14.257080 -18.303144 20.5266625
#> exo1 -1.240714 1.481103 -3.302534 0.7714440
#> exo2 -1.357333 1.190092 -2.733587 0.4851315
#> exo3 1.399585 2.028235 -1.285588 3.7495979
#>
#> $GRC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07518727 0.9406142 -0.9196560 1.4347727
#> lag1_var2 3.16876192 1.3491880 1.0444739 4.7352090
#> lag1_var3 7.11320803 2.6550833 3.0064799 10.2367597
#> lag1_var4 -6.17153570 2.3521042 -8.9830832 -2.5345774
#> const 0.63166206 8.8323215 -9.8789944 14.5908161
#> exo1 0.58494395 0.9899132 -0.8504583 1.9145613
#> exo2 -0.04830030 0.6938039 -1.0377535 0.8736668
#> exo3 -0.98071110 1.1292467 -2.3920219 0.4750594
#>
#> $GRC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44993809 0.3324991 -0.06956397 0.7652927
#> lag1_var2 0.10703031 0.5179704 -0.73940359 0.6017580
#> lag1_var3 0.25002306 1.0140655 -1.39965278 1.2536058
#> lag1_var4 0.50800631 0.8772763 -0.29303389 1.9154664
#> const 1.10330345 5.1052888 -4.94103580 8.2649692
#> exo1 -0.06857263 0.4327864 -0.59558590 0.4925462
#> exo2 -0.86817472 0.4092457 -1.56402330 -0.4625402
#> exo3 -0.26334169 0.3066347 -0.70646651 0.1056171
#>
#>
#>
#> $GTM
#> $GTM$Sigma
#> $GTM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001694049 4.132062e-05 0.0001197938 0.000232141
#>
#> $GTM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0005425569 0.0007990487 -0.001750511 0.0004372728
#> Sigma[2,2] 0.0749680542 0.0142218621 0.059394666 0.0972177357
#>
#> $GTM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002763024 0.003547891 -0.008092566 0.00188099
#> Sigma[3,2] -0.178087281 0.053069807 -0.251093431 -0.10518330
#> Sigma[3,3] 1.851817485 0.335952351 1.358629835 2.24499715
#>
#> $GTM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003186875 0.003315164 -0.008039734 0.001085116
#> Sigma[4,2] -0.135220966 0.052530579 -0.209341977 -0.061455090
#> Sigma[4,3] 1.790994242 0.337990804 1.308089254 2.190943148
#> Sigma[4,4] 1.755949970 0.341358921 1.280600116 2.158619538
#>
#>
#> $GTM$A
#> $GTM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979543264 0.004494199 0.976377440 0.98744100
#> lag1_var2 0.014891432 0.047447759 -0.063559895 0.07141665
#> lag1_var3 0.023540943 0.077553846 -0.102766604 0.11428671
#> lag1_var4 -0.024572590 0.076288152 -0.114109867 0.09942196
#> const 0.604429091 0.114767179 0.459366554 0.77590376
#> exo1 0.005763791 0.008490268 -0.005187399 0.01641021
#> exo2 -0.056528591 0.012784687 -0.076678930 -0.04382794
#> exo3 0.034559539 0.012421092 0.021143438 0.05483725
#>
#> $GTM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09166382 0.1424180 -0.09216362 0.3016200
#> lag1_var2 -0.27797600 1.3282797 -2.07002403 1.5394464
#> lag1_var3 -1.54560157 1.9988688 -4.26483200 1.1521270
#> lag1_var4 1.52142449 1.9598997 -1.11431500 4.1962048
#> const 0.06275296 1.9881613 -2.81473950 3.0287404
#> exo1 0.07066246 0.3356747 -0.44546290 0.5047138
#> exo2 0.40218423 0.1620227 0.13269092 0.5912315
#> exo3 -0.58612580 0.3558131 -0.90999163 0.0292658
#>
#> $GTM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.74916238 0.3571091 -1.223460 -0.2517246
#> lag1_var2 6.52450599 4.0637306 0.403132 10.8194839
#> lag1_var3 11.69622060 7.0004212 1.371710 19.6452503
#> lag1_var4 -10.60677029 6.8428643 -18.337898 -0.5803925
#> const 12.86252269 8.7322381 1.752120 25.4196298
#> exo1 -0.55551701 1.4180713 -2.597044 1.3171067
#> exo2 -0.04374399 0.9953850 -1.385504 1.1694488
#> exo3 4.53521592 1.5647785 2.460063 6.4659078
#>
#> $GTM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7148165 0.3751533 -1.2464169 -0.2508774
#> lag1_var2 6.0998153 3.8058791 0.2819610 10.3189337
#> lag1_var3 10.3435172 6.6789841 0.5353317 18.3481980
#> lag1_var4 -9.2593526 6.5274285 -17.0462489 0.2627283
#> const 12.8657333 9.0090603 0.9316734 25.5704231
#> exo1 -0.5279680 1.3209348 -2.3523849 1.2172684
#> exo2 0.1885902 1.0124766 -1.1901927 1.4636632
#> exo3 4.2808168 1.4751848 2.1241584 6.1086565
#>
#>
#>
#> $GUM
#> $GUM$Sigma
#> $GUM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002717261 7.673128e-05 0.0001962518 0.0004003269
#>
#> $GUM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004853456 0.00733292 -0.01564017 0.00350631
#> Sigma[2,2] 3.490508625 1.26723658 1.70464217 5.01489581
#>
#> $GUM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003717974 0.005362769 -0.003256713 0.01109009
#> Sigma[3,2] -1.882368680 0.632765314 -2.497856578 -0.93915296
#> Sigma[3,3] 2.035971563 0.624915282 1.353304245 3.07619221
#>
#> $GUM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008698122 0.002690177 -0.002219257 0.004802134
#> Sigma[4,2] 0.4469062713 0.342397334 -0.011293198 0.922590662
#> Sigma[4,3] 0.8739244549 0.534787722 0.321615041 1.697384030
#> Sigma[4,4] 1.2783966305 0.419911503 0.919099466 1.999781856
#>
#>
#> $GUM$A
#> $GUM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9629682817 0.007408439 0.952535282 0.97207034
#> lag1_var2 0.0006540987 0.014244278 -0.016842366 0.02300484
#> lag1_var3 -0.0016543863 0.021412757 -0.028304738 0.03160050
#> lag1_var4 0.0028290469 0.020321404 -0.028435874 0.02800166
#> const 0.7539310361 0.180826788 0.536992684 1.05439573
#> exo1 0.0120059542 0.013949636 -0.005216574 0.03320887
#> exo2 -0.0871809171 0.016764169 -0.103218498 -0.05841309
#> exo3 0.0180755408 0.022155769 -0.009198830 0.04758205
#>
#> $GUM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1285690 0.4682766 -0.4623936 0.8009563
#> lag1_var2 -0.4715719 1.8031021 -2.9359383 2.2090140
#> lag1_var3 -1.8766710 2.6842668 -5.4786644 2.0919440
#> lag1_var4 1.8718676 2.5150992 -1.8412442 5.1977922
#> const -0.3955251 12.0511882 -16.4263911 16.0022234
#> exo1 1.0457695 2.1252421 -1.3424834 4.0779495
#> exo2 -0.7504649 2.5536906 -4.1464747 2.8081454
#> exo3 -0.2630495 1.0805225 -1.4592637 1.5325485
#>
#> $GUM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12918614 0.3733050 -0.2284690 0.7345480
#> lag1_var2 0.94361278 1.2520021 -0.6857705 2.9456927
#> lag1_var3 2.36366260 1.9097509 -0.1456152 5.3854050
#> lag1_var4 -1.46622234 1.7748733 -4.2604171 0.8644526
#> const 2.89606904 10.5778419 -11.0162911 18.2459506
#> exo1 -0.15433331 0.9717206 -1.3570911 1.2555745
#> exo2 -1.86378409 1.4844272 -3.6996277 0.1655451
#> exo3 0.01872889 1.0932017 -1.4498747 1.4437163
#>
#> $GUM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1903813 0.4847352 -0.2980756 1.0168470
#> lag1_var2 0.1567864 1.2443346 -1.1571036 2.1065291
#> lag1_var3 0.4306848 1.9530696 -1.6876630 3.4606765
#> lag1_var4 0.4769705 1.8414893 -2.3680925 2.5036255
#> const 2.3909256 10.4568021 -12.1371913 16.4074961
#> exo1 0.5157510 0.8745542 -0.6211337 1.7344522
#> exo2 -2.5459096 1.3713076 -4.2517592 -0.7925073
#> exo3 -0.1294728 1.5300712 -2.3035079 1.7031148
#>
#>
#>
#> $GUY
#> $GUY$Sigma
#> $GUY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006083057 0.001442196 0.004220206 0.007999185
#>
#> $GUY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02441214 0.007963973 -0.03568742 -0.01432603
#> Sigma[2,2] 0.19080763 0.034497142 0.15098848 0.24073544
#>
#> $GUY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04330291 0.01635179 0.01723106 0.06369048
#> Sigma[3,2] -0.24221438 0.07975327 -0.33456289 -0.11594310
#> Sigma[3,3] 0.72293106 0.21150480 0.53869210 1.08018790
#>
#> $GUY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03472351 0.01591670 0.01100781 0.05541071
#> Sigma[4,2] -0.16000963 0.07966394 -0.26052113 -0.03670268
#> Sigma[4,3] 0.68233856 0.21078486 0.51896564 1.03786721
#> Sigma[4,4] 0.68716567 0.21652415 0.50556231 1.03503482
#>
#>
#> $GUY$A
#> $GUY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.062853866 0.04962033 0.9966499 1.11557202
#> lag1_var2 0.005602194 0.12864324 -0.1738215 0.16943135
#> lag1_var3 -0.016525848 0.24156891 -0.3299651 0.28826749
#> lag1_var4 -0.007516043 0.21951604 -0.2855896 0.27615404
#> const -0.124224663 0.46889938 -0.7954180 0.44317495
#> exo1 -0.048577790 0.06177172 -0.1334031 0.04145498
#> exo2 0.143902380 0.13135857 -0.0309159 0.35345032
#> exo3 -0.062493826 0.09293673 -0.1402212 0.10158453
#>
#> $GUY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5813440 0.2154436 0.3273865 0.9358593
#> lag1_var2 -0.9877533 0.8563427 -2.3805520 -0.1263619
#> lag1_var3 -3.0943614 1.5631134 -5.7720308 -1.6934842
#> lag1_var4 2.8955163 1.4170198 1.6108667 5.3126511
#> const 1.2325138 4.0143205 -3.6260604 7.0832995
#> exo1 0.0135613 0.4525496 -0.5682671 0.5935979
#> exo2 3.0015722 0.5226378 2.2549717 3.5708761
#> exo3 1.0276927 0.5360628 0.1865283 1.6567526
#>
#> $GUY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.68803555 0.3915601 -1.225334 -0.09765519
#> lag1_var2 2.79517045 1.2271394 1.204908 4.65431747
#> lag1_var3 5.79507898 2.2711588 3.049515 9.38433135
#> lag1_var4 -4.56051934 2.0707064 -7.802992 -2.01155638
#> const 0.83592344 6.0616114 -5.445173 10.26670886
#> exo1 -0.06466804 0.7645812 -1.152151 0.97244884
#> exo2 -3.34763768 1.1773580 -5.007611 -1.73390675
#> exo3 -1.42735434 1.0265378 -2.822384 -0.17865134
#>
#> $GUY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.44514722 0.3385897 -0.8474351 0.0749227
#> lag1_var2 2.07646233 0.9358934 0.6589365 3.3348496
#> lag1_var3 3.76760088 1.7905673 1.2423135 6.2020795
#> lag1_var4 -2.60515680 1.6498360 -4.8057440 -0.2480095
#> const 1.17285086 5.3060145 -5.0598997 9.4659664
#> exo1 -0.07038876 0.7021779 -1.0538313 0.8603369
#> exo2 -2.08261832 1.1285891 -3.6544184 -0.6508783
#> exo3 -1.01398385 0.9704222 -2.3233663 0.2771570
#>
#>
#>
#> $HKG
#> $HKG$Sigma
#> $HKG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009310056 0.0002208179 0.00071818 0.001290672
#>
#> $HKG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01873248 0.005037194 -0.02605697 -0.01196524
#> Sigma[2,2] 0.73384323 0.115122690 0.58305180 0.89296400
#>
#> $HKG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01189728 0.002943952 0.008134061 0.01625889
#> Sigma[3,2] -0.36376111 0.077300851 -0.465752704 -0.25223106
#> Sigma[3,3] 0.31951457 0.056496498 0.238292618 0.38764775
#>
#> $HKG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0005393836 0.002102359 -0.002310491 0.003150431
#> Sigma[4,2] 0.0852760074 0.044121688 0.031898610 0.143294644
#> Sigma[4,3] 0.1022086288 0.039028868 0.051686428 0.157263339
#> Sigma[4,4] 0.1599602718 0.042909723 0.108773593 0.204829404
#>
#>
#> $HKG$A
#> $HKG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.970105768 0.01146018 0.95967832 0.99003108
#> lag1_var2 0.034261133 0.07729619 -0.06920211 0.11640890
#> lag1_var3 0.041396129 0.12744412 -0.12954975 0.17901555
#> lag1_var4 -0.040402932 0.12584679 -0.17939528 0.12823798
#> const 0.714581044 0.23805111 0.38108647 1.00948094
#> exo1 -0.004822678 0.02094820 -0.02972011 0.02700943
#> exo2 -0.073670506 0.04677080 -0.14578359 -0.01296471
#> exo3 0.025398079 0.03540071 -0.02288165 0.07757287
#>
#> $HKG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2395590 0.2525298 -0.5554081 0.1383462
#> lag1_var2 -0.1841133 1.4178748 -2.1806205 1.7164712
#> lag1_var3 -1.5254400 2.2684741 -4.7534179 1.4613958
#> lag1_var4 1.6100930 2.2269622 -1.2484770 4.8432027
#> const 2.1831563 8.1012541 -10.5474913 11.4729507
#> exo1 -0.3845710 0.6435574 -1.1548168 0.5374652
#> exo2 2.2637793 1.1182137 0.9606498 3.8967860
#> exo3 0.1557111 0.8626790 -1.1494932 1.1291000
#>
#> $HKG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25489360 0.2266639 -0.03723931 0.5531621
#> lag1_var2 0.26360285 1.3649496 -1.17238800 2.3366670
#> lag1_var3 1.18406325 2.2487535 -1.12771075 4.6081670
#> lag1_var4 -0.30319477 2.2264866 -3.73195093 1.9814771
#> const -0.22391162 4.5969674 -6.02555516 5.8034207
#> exo1 -0.12114901 0.2800416 -0.49815267 0.2171465
#> exo2 -2.34984148 0.7356948 -3.45405247 -1.4816029
#> exo3 -0.08900292 0.4723428 -0.80227687 0.5006014
#>
#> $HKG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10564289 0.1642169 -0.1666380 0.2860322
#> lag1_var2 -0.23379070 1.1484969 -1.5349571 1.6290399
#> lag1_var3 -0.37453693 1.8572849 -2.5283205 2.6503901
#> lag1_var4 1.31471753 1.8233863 -1.6835644 3.4237922
#> const 0.72136078 2.6988014 -3.0637738 4.3293781
#> exo1 -0.36802110 0.1854678 -0.5781052 -0.1073755
#> exo2 -1.05201562 0.3122703 -1.4984392 -0.6251975
#> exo3 -0.00063655 0.4604913 -0.6530563 0.5256264
#>
#>
#>
#> $HND
#> $HND$Sigma
#> $HND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004114925 0.000105383 0.000279055 0.0005556835
#>
#> $HND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001672711 0.001450215 -0.004177562 -0.0004154136
#> Sigma[2,2] 0.635818745 0.154404611 0.472025412 0.8725505765
#>
#> $HND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0008746002 0.003709028 -0.004505224 0.005108071
#> Sigma[3,2] -0.2498068971 0.188665754 -0.526965051 -0.018876654
#> Sigma[3,3] 1.4622244502 0.282565771 1.106624697 1.821384421
#>
#> $HND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002014774 0.003948169 -0.005614659 0.004525065
#> Sigma[4,2] 0.150711969 0.159133759 -0.094416147 0.360349413
#> Sigma[4,3] 1.372851774 0.276618631 1.027977263 1.723694731
#> Sigma[4,4] 1.540016673 0.338199288 1.157793356 1.978162747
#>
#>
#> $HND$A
#> $HND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.973937647 0.008268022 0.96305867 0.98668433
#> lag1_var2 0.008101456 0.019657973 -0.02323977 0.02855432
#> lag1_var3 0.005251730 0.027622260 -0.03866039 0.03595114
#> lag1_var4 -0.005981301 0.026221079 -0.03571699 0.03551512
#> const 0.673452442 0.167904063 0.47474198 0.90361924
#> exo1 -0.003652178 0.018684315 -0.03351893 0.01506403
#> exo2 -0.115098653 0.028005391 -0.15525709 -0.08030198
#> exo3 0.043723976 0.024561491 0.01410976 0.07488812
#>
#> $HND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6458857 0.2578746 0.2656835 0.9769603
#> lag1_var2 -1.8467460 1.6471944 -3.8703283 0.4619588
#> lag1_var3 -3.9285753 2.6146011 -7.2544166 -0.3136404
#> lag1_var4 3.7924404 2.4823090 0.3141094 6.9668529
#> const -4.7886110 8.2769596 -15.8793084 7.1215246
#> exo1 -0.3873272 0.6697115 -1.1391213 0.4700383
#> exo2 5.0398604 0.3895144 4.6624466 5.6177868
#> exo3 0.3011221 0.9824035 -1.0464536 1.8348082
#>
#> $HND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06117261 0.6141224 -0.9999159 0.6907335
#> lag1_var2 0.41224511 2.4574037 -2.8577959 3.5592226
#> lag1_var3 1.69663554 3.7913353 -3.3800048 6.4520112
#> lag1_var4 -0.80262670 3.6163252 -5.3017259 4.0509895
#> const 8.09672122 9.4212712 -5.4968690 19.6842934
#> exo1 0.25478813 1.3093071 -1.7736852 1.6760124
#> exo2 -6.13377420 1.0119581 -7.4680146 -4.7004706
#> exo3 2.50268990 2.3613440 -0.6658752 5.4238071
#>
#> $HND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.350969896 0.5737386 -0.5234723 1.088949
#> lag1_var2 -1.227292177 2.8474223 -4.7118353 2.761874
#> lag1_var3 -1.511711995 4.3651379 -6.7589655 4.570553
#> lag1_var4 2.322565217 4.1904575 -3.5450380 7.337450
#> const 4.849794334 7.1326303 -4.3619590 14.934043
#> exo1 0.002906239 1.1998847 -1.7387476 1.595767
#> exo2 -3.307783765 1.1005592 -4.8226535 -1.729662
#> exo3 2.875748319 2.5999305 -0.5686702 6.296476
#>
#>
#>
#> $HRV
#> $HRV$Sigma
#> $HRV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001701431 0.0004761993 0.001171366 0.002418223
#>
#> $HRV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01642384 0.01141779 -0.03036832 -0.0003726686
#> Sigma[2,2] 2.09482751 0.41056501 1.41016607 2.4862877217
#>
#> $HRV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006658964 0.007471961 -0.0055785 0.01471708
#> Sigma[3,2] -1.232516499 0.267548440 -1.5100191 -0.81911854
#> Sigma[3,3] 0.922393335 0.205466308 0.6366662 1.20951767
#>
#> $HRV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002441172 0.00380771 -0.008017537 0.00255953
#> Sigma[4,2] -0.163285950 0.15687309 -0.398736178 0.02015613
#> Sigma[4,3] 0.322706328 0.11493282 0.191460195 0.49600997
#> Sigma[4,4] 0.273690933 0.05121212 0.226253679 0.35619854
#>
#>
#> $HRV$A
#> $HRV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96744913 0.02290073 0.93492084 0.99849770
#> lag1_var2 0.05329326 0.06552724 -0.01411956 0.15961969
#> lag1_var3 0.10870314 0.12861339 -0.02328609 0.31607172
#> lag1_var4 -0.10990045 0.11710093 -0.29910267 0.01103376
#> const 0.92951676 0.47743212 0.31289221 1.56443974
#> exo1 0.01895828 0.03762931 -0.03560274 0.06589033
#> exo2 -0.14264118 0.04713537 -0.19845805 -0.06691570
#> exo3 0.06166711 0.05514536 -0.01190176 0.13826507
#>
#> $HRV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.2127959 1.1393674 -3.7618110 -0.6231180
#> lag1_var2 6.0076419 3.2958951 2.2162559 10.5022510
#> lag1_var3 9.7998443 6.4082770 2.2840693 18.5899593
#> lag1_var4 -8.9359606 5.8719630 -16.9614286 -1.9354232
#> const 10.3668858 11.1353853 -5.2012646 25.2000907
#> exo1 -1.0228995 0.6469901 -1.8946870 -0.1828388
#> exo2 0.8519736 0.8796221 -0.4495905 1.7812598
#> exo3 0.2590422 1.4748122 -1.6471170 2.1178451
#>
#> $HRV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2176737 0.6218561 0.4035130 2.0546680
#> lag1_var2 -1.9188381 1.7729372 -4.2825984 0.1677903
#> lag1_var3 -2.7872884 3.4605899 -7.3893381 1.3606393
#> lag1_var4 3.3496994 3.1645622 -0.5272198 7.5041091
#> const -7.7078542 6.8380104 -16.6305624 2.1956203
#> exo1 0.6601839 0.6472144 -0.4141013 1.3464854
#> exo2 -0.3749506 0.5009363 -1.0165199 0.2830007
#> exo3 0.6074557 0.8615084 -0.3921833 1.9125458
#>
#> $HRV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01962836 0.2203002 -0.2383390 0.3127821
#> lag1_var2 0.98622203 0.6370944 0.1701946 1.8770622
#> lag1_var3 1.88936073 1.2293567 0.3487718 3.5791541
#> lag1_var4 -0.84148697 1.1370036 -2.4240004 0.5632296
#> const -3.01753852 3.5327904 -7.4157289 1.7536297
#> exo1 0.12719177 0.5272010 -0.7360025 0.6892169
#> exo2 0.05546006 0.4551835 -0.4704851 0.7936885
#> exo3 0.78239822 0.4316504 0.1116791 1.2692140
#>
#>
#>
#> $HTI
#> $HTI$Sigma
#> $HTI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001640267 0.0003311323 0.001231894 0.002082046
#>
#> $HTI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003392313 0.00376712 -0.007479955 0.002265714
#> Sigma[2,2] 0.207298703 0.04135547 0.164426381 0.272321552
#>
#> $HTI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003475618 0.001162757 0.001688437 0.004788641
#> Sigma[3,2] -0.088828242 0.019417568 -0.112568683 -0.062135782
#> Sigma[3,3] 0.087161430 0.014830720 0.066492268 0.103824647
#>
#> $HTI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001481741 0.001607662 -0.000305844 0.003851463
#> Sigma[4,2] 0.049164835 0.018321633 0.025643716 0.073076748
#> Sigma[4,3] 0.034929399 0.009963634 0.024122727 0.051668458
#> Sigma[4,4] 0.075771495 0.012345941 0.056486860 0.087424567
#>
#>
#> $HTI$A
#> $HTI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9644826609 0.03230613 0.91505518 1.001106484
#> lag1_var2 0.0407019366 0.05425267 -0.02634013 0.119658696
#> lag1_var3 0.0574829040 0.08332210 -0.04607153 0.177078865
#> lag1_var4 -0.0596954439 0.07601077 -0.16947129 0.033630732
#> const 0.9335707764 0.25617993 0.58991382 1.327825580
#> exo1 -0.0005737112 0.04296403 -0.05169836 0.056913128
#> exo2 -0.0427625637 0.03825781 -0.09491038 0.005004616
#> exo3 -0.0385510882 0.04034328 -0.10022776 0.012464771
#>
#> $HTI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6284760 0.4096987 0.1142704 1.19321165
#> lag1_var2 2.3183248 1.0209677 0.7272813 3.30894160
#> lag1_var3 2.0623501 1.5311625 -0.3059930 3.56079924
#> lag1_var4 -2.3157382 1.4383434 -3.6954985 -0.06216374
#> const 2.2682962 3.6842102 -2.8496385 7.38051405
#> exo1 -0.8433824 0.3159843 -1.1949068 -0.38579810
#> exo2 1.4450420 0.2282321 1.0954793 1.71176842
#> exo3 -0.1069597 0.5439744 -0.9303977 0.49867869
#>
#> $HTI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4208008 0.2472325 -0.77241877 -0.09509812
#> lag1_var2 -0.3320584 0.6165241 -0.97521464 0.62844887
#> lag1_var3 0.3875602 0.9238293 -0.55965086 1.82551450
#> lag1_var4 0.7389889 0.8615473 -0.61227223 1.61607906
#> const 0.5897565 2.9695553 -3.89873157 3.96204482
#> exo1 0.5448351 0.3326405 0.01869471 0.90498372
#> exo2 -1.5421498 0.2180195 -1.88583227 -1.29069090
#> exo3 0.4008132 0.3392464 -0.03107782 0.87355738
#>
#> $HTI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05136858 0.1490108 -0.21691991 0.1748294
#> lag1_var2 0.69264912 0.4474580 0.08534718 1.3089889
#> lag1_var3 0.97684537 0.6815346 0.05523344 1.9038665
#> lag1_var4 0.00258982 0.6451872 -0.87577436 0.8743526
#> const 1.74828656 2.1886944 -1.15087727 4.9945908
#> exo1 0.01246737 0.2441237 -0.32761688 0.3531183
#> exo2 -0.69041281 0.2598559 -1.07596179 -0.3904109
#> exo3 0.39661781 0.2277135 0.11812342 0.7194698
#>
#>
#>
#> $HUN
#> $HUN$Sigma
#> $HUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006507521 0.0001627647 0.0004195106 0.0008820571
#>
#> $HUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01668946 0.004062816 -0.0228322 -0.01188857
#> Sigma[2,2] 1.01547398 0.181445153 0.7733631 1.23510833
#>
#> $HUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01316071 0.003203334 0.008966275 0.01766676
#> Sigma[3,2] -0.72947354 0.158538698 -0.925840462 -0.50794046
#> Sigma[3,3] 0.59984252 0.161728106 0.402856213 0.83604358
#>
#> $HUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0047562 0.001533838 0.002336775 0.006547063
#> Sigma[4,2] -0.2135529 0.085305265 -0.343017643 -0.111155050
#> Sigma[4,3] 0.2342231 0.089923353 0.145385475 0.378965451
#> Sigma[4,4] 0.1315464 0.049592348 0.084929340 0.212131210
#>
#>
#> $HUN$A
#> $HUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976548399 0.01255720 0.956198763 0.98990122
#> lag1_var2 -0.013091190 0.04216368 -0.072540743 0.04330267
#> lag1_var3 -0.018336767 0.07988974 -0.131028155 0.08791955
#> lag1_var4 0.018006572 0.07631069 -0.083119215 0.12571124
#> const 0.660737723 0.20082294 0.396914274 0.95187479
#> exo1 -0.001296228 0.01676815 -0.022223321 0.02386224
#> exo2 -0.071772449 0.01710482 -0.097075905 -0.05024133
#> exo3 0.034664232 0.02944659 -0.005611634 0.06869199
#>
#> $HUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2139309 0.3103566 -0.24736142 0.6062841
#> lag1_var2 1.3554248 1.1579687 -0.35784945 2.6612685
#> lag1_var3 0.9761033 2.2354210 -2.44289294 3.4051569
#> lag1_var4 -1.0901995 2.1848926 -3.40434600 2.2726906
#> const 1.6526051 9.7227374 -10.33834018 15.6387693
#> exo1 0.2720244 0.6996277 -0.63576687 1.2394604
#> exo2 1.2531611 0.9464049 0.04780883 2.4980253
#> exo3 0.3202470 1.4756026 -1.49024871 2.2524853
#>
#> $HUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06577310 0.2422280 -0.2611595 0.40079422
#> lag1_var2 -1.63353310 1.1061572 -2.8844953 0.01249802
#> lag1_var3 -2.36507341 2.1052871 -4.7073781 0.70733474
#> lag1_var4 3.34789235 2.0129331 0.4238519 5.59269051
#> const -1.42065783 7.0885768 -11.8234040 7.22894077
#> exo1 -0.40120834 0.3741274 -0.8975081 0.13337694
#> exo2 -1.11217372 0.6893416 -1.8854812 -0.06660948
#> exo3 -0.05095278 1.1746425 -1.6022158 1.37208952
#>
#> $HUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1834563 0.1571950 -0.05366299 0.35224364
#> lag1_var2 -1.4230959 0.6506044 -2.05873464 -0.32337256
#> lag1_var3 -2.8162428 1.2379022 -4.01429857 -0.73165271
#> lag1_var4 3.7432164 1.1658621 1.79314251 4.89591292
#> const -0.9282124 2.7370217 -4.62949696 2.71256796
#> exo1 -0.2725897 0.2437286 -0.56802246 0.12536698
#> exo2 -0.4263163 0.2999721 -0.71576767 0.08118344
#> exo3 0.1199913 0.4683537 -0.54704294 0.68801414
#>
#>
#>
#> $IDN
#> $IDN$Sigma
#> $IDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001344126 0.0003492965 0.0009422029 0.001840872
#>
#> $IDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004556845 0.002918382 -0.008267954 -0.000481314
#> Sigma[2,2] 0.225431463 0.061577949 0.156339821 0.319443288
#>
#> $IDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009592746 0.002733792 -0.003257142 0.003988675
#> Sigma[3,2] -0.1039051253 0.041931717 -0.146853733 -0.032369105
#> Sigma[3,3] 0.3466492217 0.067486905 0.236213734 0.418742610
#>
#> $IDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002207331 0.002634422 -0.005993192 0.0005008452
#> Sigma[4,2] 0.046955786 0.035297129 0.007965596 0.0970757595
#> Sigma[4,3] 0.295277337 0.072635352 0.193569582 0.3891770792
#> Sigma[4,4] 0.346172040 0.077573459 0.253035395 0.4568631799
#>
#>
#> $IDN$A
#> $IDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00358292 0.01555741 0.98646204 1.02710017
#> lag1_var2 -0.02716661 0.05980768 -0.10824733 0.05637468
#> lag1_var3 -0.03824573 0.09700523 -0.16594801 0.10030992
#> lag1_var4 0.03060068 0.09398694 -0.10541528 0.15205508
#> const 0.46436527 0.36598411 -0.08127208 0.88138724
#> exo1 0.02095696 0.02153694 -0.01336202 0.04501457
#> exo2 -0.04613328 0.03960443 -0.08813088 0.02129499
#> exo3 0.01177699 0.02908851 -0.02605511 0.05563953
#>
#> $IDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5760134 0.1596916 -0.7646838 -0.3246779
#> lag1_var2 3.6536304 0.8726855 2.4205910 4.6433653
#> lag1_var3 4.1379401 1.3371945 2.2916237 5.6865572
#> lag1_var4 -3.9557788 1.3577048 -5.5396150 -2.0600607
#> const 4.0070460 3.4504261 -0.5471512 9.1004363
#> exo1 -0.5268293 0.4457181 -1.0191485 0.2360685
#> exo2 0.7580984 0.4628329 0.0186692 1.4009467
#> exo3 0.2085791 0.5638242 -0.4647528 1.0109049
#>
#> $IDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9426857 0.1587926 0.6886158 1.1160130
#> lag1_var2 -1.0475976 1.2239264 -2.8085881 0.5309519
#> lag1_var3 -0.5017350 1.9180854 -3.2617973 2.0386544
#> lag1_var4 1.1175118 1.9136820 -1.3443658 3.9114638
#> const 0.3611665 4.0981496 -5.4784532 6.1798854
#> exo1 0.4991101 0.6064938 -0.1889111 1.4351576
#> exo2 -1.4143523 0.6712301 -2.3691358 -0.5756538
#> exo3 -1.3912908 0.4617917 -2.0645392 -0.7469761
#>
#> $IDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5746970 0.2122359 0.2679289 0.82556393
#> lag1_var2 0.9728325 1.3851060 -0.5886859 3.11217510
#> lag1_var3 1.6472884 2.1813698 -0.8260706 5.10234480
#> lag1_var4 -0.9113460 2.1546083 -4.2694805 1.57638684
#> const 2.7262889 5.3222637 -4.7462087 9.74654454
#> exo1 0.1667155 0.5325667 -0.5473522 0.83534862
#> exo2 -0.9300929 0.6121778 -1.7318423 -0.04862332
#> exo3 -1.2970125 0.6594771 -2.1693058 -0.44789614
#>
#>
#>
#> $IND
#> $IND$Sigma
#> $IND$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002711773 8.158672e-05 0.0001694918 0.0003990741
#>
#> $IND$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0001385857 0.0004733336 -0.0006459481 0.0006594275
#> Sigma[2,2] 0.1127703877 0.0332055592 0.0758607871 0.1623901009
#>
#> $IND$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00130975 0.0007631361 -0.002373861 -0.0004110377
#> Sigma[3,2] -0.11255465 0.0372623897 -0.163096869 -0.0668480321
#> Sigma[3,3] 0.22370976 0.0511011899 0.165565997 0.2949164746
#>
#> $IND$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001325382 0.0007770728 -0.002395105 -0.0003043622
#> Sigma[4,2] -0.057746389 0.0239782793 -0.084411012 -0.0253973352
#> Sigma[4,3] 0.176514053 0.0404151839 0.136751554 0.2414897319
#> Sigma[4,4] 0.156695506 0.0370570060 0.125450303 0.2192991527
#>
#>
#> $IND$A
#> $IND$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99618053 0.004282067 0.989806410 1.001411499
#> lag1_var2 -0.04460233 0.024287264 -0.073788737 -0.009218888
#> lag1_var3 -0.07977516 0.047269117 -0.140523124 -0.012629554
#> lag1_var4 0.07211594 0.044392369 0.008773748 0.129104192
#> const 0.59892479 0.135623171 0.431684844 0.815768265
#> exo1 -0.02311175 0.008363156 -0.033112849 -0.011471667
#> exo2 -0.12584318 0.014695891 -0.145883586 -0.108057642
#> exo3 0.02757779 0.008558322 0.016155091 0.038619928
#>
#> $IND$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1544772 0.1816393 -0.3755130 0.06541984
#> lag1_var2 1.2546403 0.8754011 0.1842825 2.47866497
#> lag1_var3 0.3667338 1.6099938 -1.6881507 2.50745299
#> lag1_var4 -0.3105652 1.5177224 -2.3051450 1.63197413
#> const 0.6632858 4.1469365 -4.7080015 6.32096852
#> exo1 0.1529877 0.2207650 -0.1161795 0.49934554
#> exo2 1.7221438 0.1622687 1.5115389 1.94132707
#> exo3 -1.0184088 0.3195939 -1.4759437 -0.59280506
#>
#> $IND$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1002342 0.2207026 -0.3433705 0.2465033
#> lag1_var2 0.3589143 1.0305816 -1.1260384 1.5760807
#> lag1_var3 2.4825120 1.9475896 -0.2786816 4.7858210
#> lag1_var4 -1.4057333 1.8272218 -3.5914066 1.1772374
#> const 1.9656056 6.7173728 -4.5439800 13.7997086
#> exo1 -0.4733432 0.1942424 -0.7451756 -0.2275722
#> exo2 -1.6747614 0.3606123 -2.0582432 -1.0872426
#> exo3 1.6616644 0.4538913 0.9707856 2.1849568
#>
#> $IND$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2346584 0.1964506 -0.4369689 0.08495063
#> lag1_var2 0.7673500 0.8482546 -0.4408980 1.77265987
#> lag1_var3 2.2342124 1.6366215 -0.1167596 4.13090472
#> lag1_var4 -1.0927656 1.5416140 -2.8798027 1.14278258
#> const 2.1068863 5.3255051 -2.3107994 11.67718478
#> exo1 -0.4173754 0.2204255 -0.7492727 -0.10975497
#> exo2 -0.8192470 0.3310036 -1.1488129 -0.26052082
#> exo3 1.2229745 0.3945688 0.5810276 1.63992164
#>
#>
#>
#> $IRL
#> $IRL$Sigma
#> $IRL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002069986 0.0005302564 0.001553591 0.002895078
#>
#> $IRL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03874318 0.009624018 -0.05545049 -0.02874514
#> Sigma[2,2] 1.90817844 0.262392071 1.51649691 2.26583859
#>
#> $IRL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02862951 0.007828486 0.01824101 0.03935103
#> Sigma[3,2] -1.58322548 0.229595347 -1.95666992 -1.34218042
#> Sigma[3,3] 1.58243341 0.232344916 1.28276529 1.95788340
#>
#> $IRL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004656039 0.003919456 -0.001365011 0.009793914
#> Sigma[4,2] -0.406023446 0.109986329 -0.572584012 -0.250044811
#> Sigma[4,3] 0.624273259 0.134293734 0.420105556 0.810378793
#> Sigma[4,4] 0.394892963 0.084256714 0.280741564 0.522708587
#>
#>
#> $IRL$A
#> $IRL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989726191 0.01435676 0.970933343 1.01047628
#> lag1_var2 0.056157081 0.05665549 -0.001247682 0.13645297
#> lag1_var3 0.092671526 0.09386293 -0.004504890 0.22521013
#> lag1_var4 -0.101872039 0.09071677 -0.225071606 -0.00620646
#> const 0.916460048 0.32213200 0.497473988 1.38071610
#> exo1 -0.033433275 0.03963490 -0.094144644 0.01200340
#> exo2 0.003477378 0.04414903 -0.060887191 0.05363408
#> exo3 0.075956859 0.03817240 0.015994476 0.11440214
#>
#> $IRL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28074794 0.5457688 -0.7721015 0.6109261
#> lag1_var2 -2.25889247 2.2758324 -5.2566398 0.7504266
#> lag1_var3 -5.26216512 3.7335846 -10.1828409 -0.3585034
#> lag1_var4 5.57432655 3.6147704 0.8251858 10.2600592
#> const -13.22949060 12.3892257 -32.6036860 -0.3801338
#> exo1 -0.06486794 1.0586964 -1.1207344 1.3815014
#> exo2 1.96754847 0.9425375 0.5418122 3.1367915
#> exo3 2.02282093 2.1010026 -0.9449570 4.7797816
#>
#> $IRL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.18998873 0.4455353 -0.4750020 0.7134140
#> lag1_var2 4.12144811 1.8558188 1.5734662 6.4298125
#> lag1_var3 7.78876222 3.0297641 3.6528245 11.5359611
#> lag1_var4 -7.05504588 2.9041241 -10.5978247 -2.9873842
#> const 13.41483869 11.7876768 0.8689378 31.3992528
#> exo1 -0.27077015 0.8676161 -1.3769670 0.9768778
#> exo2 -2.76847529 0.9144696 -4.0100695 -1.5760495
#> exo3 -0.08288575 1.7241835 -2.4709815 2.2245790
#>
#> $IRL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003243059 0.1737845 -0.1789058 0.2929748
#> lag1_var2 2.421758447 0.7417687 1.3014548 3.2404730
#> lag1_var3 4.054674755 1.2204972 2.2478785 5.4237464
#> lag1_var4 -3.116261994 1.1729053 -4.4594945 -1.4083877
#> const 4.932867779 6.1529621 -0.4926065 16.1504127
#> exo1 -0.288766659 0.3811778 -0.7080125 0.3144230
#> exo2 -1.632622254 0.5505227 -2.5069279 -1.0210664
#> exo3 1.257641475 0.5728796 0.5475851 2.1231753
#>
#>
#>
#> $IRN
#> $IRN$Sigma
#> $IRN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009668552 0.000109667 0.0008247887 0.001120043
#>
#> $IRN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003470989 0.003312002 -0.00205683 0.006829929
#> Sigma[2,2] 0.809262181 0.164903089 0.58495592 1.036348302
#>
#> $IRN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.00231729 0.001968884 -0.005442798 0.0002753009
#> Sigma[3,2] -0.16977310 0.039367012 -0.223304772 -0.1164517740
#> Sigma[3,3] 0.30008958 0.062295107 0.238956768 0.4042593916
#>
#> $IRN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009924655 0.002293522 -0.00442705 0.001925948
#> Sigma[4,2] 0.2068565803 0.073349447 0.10442591 0.309380027
#> Sigma[4,3] 0.2538020182 0.061222059 0.18969717 0.359907039
#> Sigma[4,4] 0.3872085373 0.045504666 0.33839224 0.462189307
#>
#>
#> $IRN$A
#> $IRN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985699045 0.02005105 0.96253492 1.01264050
#> lag1_var2 -0.026243880 0.06206883 -0.11587973 0.06186588
#> lag1_var3 -0.053105700 0.14232343 -0.25073904 0.14868075
#> lag1_var4 0.046281966 0.12994853 -0.14026580 0.22446378
#> const 0.737474747 0.40451228 0.17420150 1.30650844
#> exo1 -0.007092893 0.03379996 -0.05608806 0.04166899
#> exo2 -0.011362153 0.03394497 -0.06128893 0.02828588
#> exo3 0.021437899 0.02628497 -0.01359885 0.05676152
#>
#> $IRN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.45391460 0.5575295 -1.2324252 0.2515210
#> lag1_var2 2.70998515 1.6570055 0.5715459 4.9922283
#> lag1_var3 4.79652835 3.8542857 -0.0232533 10.1836069
#> lag1_var4 -4.46993489 3.5038340 -9.3537223 -0.1102477
#> const 1.87165258 7.9885346 -8.3744093 13.1491178
#> exo1 0.01958081 0.4649607 -0.7406198 0.5212694
#> exo2 -0.58253610 1.0914310 -1.9472490 1.0070887
#> exo3 -0.86258290 0.8565889 -2.0636274 0.3343799
#>
#> $IRN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2998306 0.2606411 -0.05709005 0.66116435
#> lag1_var2 -0.8837706 0.8098332 -2.20920945 0.06285900
#> lag1_var3 -1.2911260 1.8369144 -4.27889300 0.87969254
#> lag1_var4 2.0098750 1.6750783 0.02299453 4.74758838
#> const 3.0717416 6.8315317 -5.52407245 12.53945730
#> exo1 -1.6725041 0.4600516 -2.25876915 -1.02750820
#> exo2 -1.9196998 0.4842047 -2.60266505 -1.32466082
#> exo3 -0.2725362 0.2679440 -0.65948729 -0.02752392
#>
#> $IRN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.097905861 0.2230048 -0.201323 0.4043572
#> lag1_var2 -0.060393309 0.8154749 -1.138697 1.0800694
#> lag1_var3 0.002455229 1.8469849 -2.471114 2.5577861
#> lag1_var4 0.861687557 1.6595658 -1.468200 3.0453837
#> const 3.975899532 6.1697731 -4.628693 12.0328819
#> exo1 -1.859300107 0.4690100 -2.589615 -1.3082988
#> exo2 -2.395222127 0.4397510 -3.066090 -1.8647627
#> exo3 -0.722299619 0.2722861 -1.137299 -0.4292269
#>
#>
#>
#> $IRQ
#> $IRQ$Sigma
#> $IRQ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01367325 0.001258538 0.01210173 0.01535863
#>
#> $IRQ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008616287 0.007219855 -0.02054806 -0.001213487
#> Sigma[2,2] 0.290395812 0.067555670 0.22031968 0.390088479
#>
#> $IRQ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004831476 0.006737119 -0.003860311 0.01258932
#> Sigma[3,2] -0.182409593 0.062734292 -0.284639207 -0.11582049
#> Sigma[3,3] 0.270144415 0.073350591 0.214392235 0.40439280
#>
#> $IRQ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001504087 0.006888141 -0.007204078 0.01032759
#> Sigma[4,2] -0.070059000 0.045704952 -0.144017523 -0.01504887
#> Sigma[4,3] 0.220003308 0.063298029 0.168705070 0.33106376
#> Sigma[4,4] 0.216503980 0.062397158 0.153757820 0.31208996
#>
#>
#> $IRQ$A
#> $IRQ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91442078 0.02283164 0.88046291 0.94416069
#> lag1_var2 0.21235719 0.13550000 0.03306439 0.40608865
#> lag1_var3 0.51199852 0.33130341 0.07773282 0.98541495
#> lag1_var4 -0.46610312 0.32290306 -0.91630040 -0.03460868
#> const 0.33919107 0.83116671 -0.78514572 1.41180840
#> exo1 0.04229022 0.11826308 -0.09881953 0.20697712
#> exo2 -0.11893754 0.16488114 -0.33071652 0.11071627
#> exo3 -0.08015087 0.10187605 -0.23507416 0.03261129
#>
#> $IRQ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6582200 0.1852514 0.3667411 0.8594268
#> lag1_var2 -0.6217719 0.6777728 -1.4790526 0.2566380
#> lag1_var3 -3.6979571 1.6238789 -5.7422884 -1.6504586
#> lag1_var4 3.4121780 1.4956215 1.5101948 5.3545738
#> const -3.7979022 5.0409229 -10.2206856 4.2562019
#> exo1 -0.4638638 0.5392054 -1.2787059 0.1415325
#> exo2 1.6035771 0.6351793 0.6887647 2.3754991
#> exo3 0.8698813 0.4907228 0.4253746 1.6693216
#>
#> $IRQ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3886221 0.1844125 -0.5662663 -0.08813499
#> lag1_var2 1.9202825 0.8330009 0.6785455 2.90957276
#> lag1_var3 5.5027579 1.9891808 2.6035718 7.83904411
#> lag1_var4 -4.3817858 1.8664198 -6.5719824 -1.72960934
#> const 4.3513171 5.2753805 -2.7045108 11.00738336
#> exo1 0.1968940 0.4574260 -0.4667502 0.83048073
#> exo2 -1.3767901 0.5985637 -2.3359104 -0.73655257
#> exo3 -1.2683755 0.5705590 -2.1716609 -0.50846456
#>
#> $IRQ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1392033 0.1407800 -0.2950485 0.06768921
#> lag1_var2 1.5083826 0.6969018 0.4863707 2.30429589
#> lag1_var3 3.5873328 1.6598141 1.1764798 5.49641384
#> lag1_var4 -2.5702089 1.5794517 -4.4345940 -0.24945296
#> const 2.7404096 4.1625949 -2.8821682 7.29413414
#> exo1 0.0154110 0.4041328 -0.5246569 0.56466212
#> exo2 -0.8470213 0.5380541 -1.6631046 -0.20856404
#> exo3 -1.0870272 0.5527600 -1.7900450 -0.18015303
#>
#>
#>
#> $ISL
#> $ISL$Sigma
#> $ISL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001112346 0.0002223894 0.0008353773 0.001449662
#>
#> $ISL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02459899 0.005711347 -0.03443164 -0.01855916
#> Sigma[2,2] 0.88273327 0.189404605 0.62503323 1.14735647
#>
#> $ISL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02286495 0.00607271 0.01556718 0.0325154
#> Sigma[3,2] -0.96690152 0.25533466 -1.26885274 -0.6219518
#> Sigma[3,3] 1.58303287 0.34008869 1.06367481 1.9729331
#>
#> $ISL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004623179 0.00228851 0.0009878598 0.007128928
#> Sigma[4,2] -0.315739313 0.12932448 -0.4631661473 -0.136993274
#> Sigma[4,3] 0.887643456 0.16855570 0.6189600215 1.090778913
#> Sigma[4,4] 0.673601610 0.10390034 0.5326647589 0.776319165
#>
#>
#> $ISL$A
#> $ISL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986272722 0.01852630 0.961590310 1.00878280
#> lag1_var2 0.006191584 0.10514855 -0.154759215 0.11974742
#> lag1_var3 0.012008553 0.13961350 -0.203789999 0.15805604
#> lag1_var4 -0.011812787 0.13558362 -0.152771093 0.19798069
#> const 0.346206402 0.23162299 0.018749976 0.62032212
#> exo1 -0.010977130 0.03808724 -0.066733283 0.03405828
#> exo2 -0.083961463 0.02254949 -0.110283956 -0.05107813
#> exo3 0.025126363 0.02189468 -0.004893469 0.05726348
#>
#> $ISL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2477300 0.6182638 -0.4700458 1.160817
#> lag1_var2 -0.2765032 2.7188171 -3.4595668 3.854976
#> lag1_var3 -1.2659786 3.5971111 -5.3560910 4.197433
#> lag1_var4 1.1654996 3.4729597 -4.0989448 5.085282
#> const 3.0519698 5.0508810 -4.4730369 10.251369
#> exo1 0.4023000 0.8412477 -0.8244582 1.278699
#> exo2 1.2805825 0.6116739 0.2781920 1.899497
#> exo3 0.8398382 0.9261105 -0.3291311 2.200343
#>
#> $ISL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0941501 0.9623066 -1.361551 1.46098850
#> lag1_var2 3.1698684 3.4652815 -1.949290 7.27181733
#> lag1_var3 4.9608578 4.5971436 -1.880876 10.27920873
#> lag1_var4 -4.0803153 4.4755633 -9.129970 2.59451493
#> const 6.3529296 7.3938866 -2.733538 16.63496478
#> exo1 -1.1953229 0.8468670 -2.365309 -0.07454111
#> exo2 -2.7633114 1.0191030 -3.888057 -1.16894376
#> exo3 -1.7300100 1.4926207 -3.665395 0.36837227
#>
#> $ISL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2855766 0.6548592 -0.5618591 1.15347723
#> lag1_var2 2.6212548 1.6928366 0.4627769 4.81257163
#> lag1_var3 3.5624712 2.2373465 0.6205806 6.32547366
#> lag1_var4 -2.7540578 2.1815352 -5.4214766 0.23552605
#> const 8.2996007 4.5673867 2.4481832 14.18139012
#> exo1 -0.9220916 0.4915409 -1.6027199 -0.29328705
#> exo2 -1.8962097 0.6845107 -2.6359948 -0.82000705
#> exo3 -1.1678535 0.9410177 -2.4591761 0.07532021
#>
#>
#>
#> $ISR
#> $ISR$Sigma
#> $ISR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005232829 0.0002292699 0.0003609511 0.0008801431
#>
#> $ISR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01360017 0.00700083 -0.02631461 -0.007435715
#> Sigma[2,2] 0.90847169 0.31256449 0.62982858 1.470107633
#>
#> $ISR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01172847 0.00890491 0.003759051 0.02659445
#> Sigma[3,2] -0.82919362 0.34211933 -1.410190542 -0.49753609
#> Sigma[3,3] 0.96512842 0.36164902 0.605287442 1.55790750
#>
#> $ISR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00360067 0.005552714 -0.003019456 0.01160911
#> Sigma[4,2] -0.29538565 0.188194953 -0.559324623 -0.04454974
#> Sigma[4,3] 0.49588183 0.171505462 0.320606412 0.75841088
#> Sigma[4,4] 0.34243342 0.078095148 0.257635729 0.46312699
#>
#>
#> $ISR$A
#> $ISR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.968390652 0.01547567 0.947121933 0.984553224
#> lag1_var2 0.041815691 0.03617083 -0.004620112 0.088274407
#> lag1_var3 0.068994080 0.06077846 -0.009975689 0.147055564
#> lag1_var4 -0.065462436 0.05806202 -0.142497784 0.009770521
#> const 0.654622554 0.26014033 0.324538915 1.012126738
#> exo1 -0.003926204 0.02025273 -0.037497038 0.016142131
#> exo2 -0.065590240 0.01984721 -0.094499337 -0.039341115
#> exo3 0.061481711 0.02196279 0.029984418 0.092759163
#>
#> $ISR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94416876 1.1171114 -0.3564109 2.8283198
#> lag1_var2 -0.08899606 2.2043452 -3.6519222 2.1693245
#> lag1_var3 -1.44641742 3.7032230 -7.4107921 2.4537658
#> lag1_var4 0.95788129 3.4497067 -2.7427876 6.3296393
#> const 7.30661120 12.2352017 -7.3860963 24.4241011
#> exo1 -0.83766547 0.7128426 -1.7601885 0.2108204
#> exo2 0.91597713 0.8547653 -0.3830768 2.0479182
#> exo3 -0.34803662 0.9058373 -1.6937404 0.6797569
#>
#> $ISR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1118647 1.1245379 -1.8565103 1.3596793
#> lag1_var2 0.8798195 2.0339179 -0.5977314 4.5121710
#> lag1_var3 2.2846151 3.4012026 -0.2631338 8.3481905
#> lag1_var4 -1.1357966 3.1521390 -6.6690628 1.3787840
#> const -6.6831685 11.4099093 -24.2662886 6.4493289
#> exo1 0.2428866 0.7076831 -0.8198429 1.1638477
#> exo2 -2.3092161 0.7746516 -3.4961484 -1.3165039
#> exo3 -0.2897217 0.8787795 -1.5998492 0.8165713
#>
#> $ISR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4752834 0.5081178 -0.1776729 1.18408632
#> lag1_var2 0.3754647 0.9698968 -0.7078743 1.96476356
#> lag1_var3 0.6590778 1.6143049 -1.1379658 3.30029002
#> lag1_var4 0.1974726 1.5114602 -2.2543855 1.94008193
#> const -2.8704982 4.7625435 -10.4150478 2.44323623
#> exo1 -0.2847071 0.5313478 -1.0926708 0.32274292
#> exo2 -1.8037016 0.4887044 -2.3508436 -1.08342429
#> exo3 -0.4972927 0.5449719 -1.4174010 0.09977066
#>
#>
#>
#> $ITA
#> $ITA$Sigma
#> $ITA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003576644 6.51614e-05 0.000262119 0.0004332963
#>
#> $ITA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01093983 0.002688714 -0.01457226 -0.007898939
#> Sigma[2,2] 0.69858456 0.177230290 0.53874787 1.012388399
#>
#> $ITA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006838668 0.002463766 0.003421785 0.01017244
#> Sigma[3,2] -0.443971678 0.123624590 -0.625252004 -0.27286566
#> Sigma[3,3] 0.468268466 0.098234389 0.355427976 0.59849412
#>
#> $ITA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001685872 0.001883327 -0.0007693387 0.004136831
#> Sigma[4,2] -0.118152076 0.068507915 -0.1813835334 -0.005609368
#> Sigma[4,3] 0.282089857 0.062265383 0.2162703066 0.357640816
#> Sigma[4,4] 0.250553940 0.057238650 0.1790557776 0.317902412
#>
#>
#> $ITA$A
#> $ITA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9690507631 0.01604470 0.94628761 0.98937738
#> lag1_var2 0.0121471269 0.04380567 -0.04885908 0.06808115
#> lag1_var3 0.0162386859 0.09282430 -0.11572938 0.13378596
#> lag1_var4 -0.0123338015 0.08549246 -0.12038896 0.10786461
#> const 0.6516542195 0.14570673 0.46278810 0.84670469
#> exo1 0.0001608759 0.01396387 -0.02070845 0.01639939
#> exo2 -0.0914104951 0.03204043 -0.13115861 -0.03865503
#> exo3 0.0697392684 0.01923690 0.04133941 0.09134750
#>
#> $ITA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6601062 0.7609375 -0.3731485 1.629610
#> lag1_var2 1.4112374 2.5715588 -2.3308152 4.914506
#> lag1_var3 1.1058743 5.3411732 -6.6203528 8.318911
#> lag1_var4 -1.4912507 4.9812833 -8.2340173 5.680075
#> const 1.0670405 9.6414920 -12.3106418 12.938376
#> exo1 0.2559572 0.7148352 -0.6700288 1.313573
#> exo2 0.2736953 1.2564439 -1.4977770 1.971785
#> exo3 0.2199279 0.8023582 -0.8167240 1.428205
#>
#> $ITA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23042936 0.6388871 -0.7059285 0.9338128
#> lag1_var2 -0.65933604 2.1333306 -3.4882126 2.6102070
#> lag1_var3 -0.47770913 4.4473962 -6.4003628 6.3089563
#> lag1_var4 1.32344766 4.0930080 -4.9230521 6.8031819
#> const 0.56049776 9.7318036 -9.4734342 15.3843578
#> exo1 -0.02988639 0.5460368 -0.6864169 0.7133026
#> exo2 -1.21542121 0.9695826 -2.4865541 0.1436744
#> exo3 0.03341918 0.3848427 -0.4319587 0.5190556
#>
#> $ITA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5407972 0.3967737 -0.07450352 1.0143408
#> lag1_var2 -0.2860013 1.2338370 -1.71227515 1.5931425
#> lag1_var3 -0.5803649 2.5983365 -3.62660329 3.3427190
#> lag1_var4 1.2488302 2.3588474 -2.32337344 4.0317096
#> const 0.9006671 6.2557076 -5.48912883 10.2961944
#> exo1 0.1020634 0.3958889 -0.45734573 0.5945885
#> exo2 -1.1993724 0.5447814 -1.92038249 -0.5415489
#> exo3 0.1531249 0.4258509 -0.31209172 0.8117377
#>
#>
#>
#> $JAM
#> $JAM$Sigma
#> $JAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005947263 0.0001331851 0.0004425718 0.0007840877
#>
#> $JAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005508729 0.002813152 -0.009983794 -0.002861602
#> Sigma[2,2] 0.300940459 0.088209003 0.183449831 0.423285144
#>
#> $JAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01301951 0.005969983 0.004940037 0.02134118
#> Sigma[3,2] -0.44854369 0.128544714 -0.633425094 -0.33314601
#> Sigma[3,3] 1.18642522 0.243462658 0.814823112 1.45549850
#>
#> $JAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009977454 0.005103808 0.003248582 0.0173190
#> Sigma[4,2] -0.270374386 0.082562354 -0.384085181 -0.1770888
#> Sigma[4,3] 0.959172180 0.196188940 0.637497013 1.1898087
#> Sigma[4,4] 0.840817506 0.173924317 0.555191692 1.0728123
#>
#>
#> $JAM$A
#> $JAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.974797683 0.02087110 0.952820669 1.010141499
#> lag1_var2 -0.021552941 0.06409519 -0.116847569 0.054576476
#> lag1_var3 -0.037084749 0.09583172 -0.179396847 0.076524363
#> lag1_var4 0.036500236 0.08981509 -0.068928130 0.170289451
#> const 0.621213382 0.25890140 0.272975742 0.983553622
#> exo1 -0.007406633 0.01098586 -0.025366963 0.004553868
#> exo2 -0.102057735 0.02382240 -0.132199891 -0.075785964
#> exo3 0.033624770 0.02273151 0.007038853 0.067343426
#>
#> $JAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6431010 0.5728867 -1.4513401 0.05026381
#> lag1_var2 3.0578088 1.5818224 1.1096677 5.45259817
#> lag1_var3 3.2218867 2.3516991 0.2769362 6.72271233
#> lag1_var4 -3.0364287 2.1842407 -6.2967951 -0.29862257
#> const 2.9883453 4.7798627 -0.8397838 11.19087715
#> exo1 -0.1037349 0.3479703 -0.5532806 0.31635277
#> exo2 1.5130300 0.5452281 0.9542498 2.42434790
#> exo3 -0.5771515 0.8100369 -1.5006054 0.68063949
#>
#> $JAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.09826216 0.9690228 -1.2900830 1.302184
#> lag1_var2 0.78472430 2.9682333 -3.4651129 4.801657
#> lag1_var3 2.12507527 4.4294999 -4.0343386 8.273065
#> lag1_var4 -1.11116782 4.1140513 -6.7987291 4.594509
#> const -3.38828249 8.2218224 -15.6171224 6.013601
#> exo1 -0.04221398 0.8457071 -1.3175867 0.811219
#> exo2 -2.50657488 0.9342520 -3.4704304 -1.006920
#> exo3 1.02679285 1.2356002 -0.6044285 2.642915
#>
#> $JAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.36545287 0.7060712 -1.3782700 0.4286945
#> lag1_var2 2.40942971 2.2245240 -0.6137048 5.6316247
#> lag1_var3 3.63542182 3.3545978 -0.7071980 8.6678735
#> lag1_var4 -2.47555981 3.1165996 -7.1663907 1.5567457
#> const -2.15386951 6.4801434 -11.2403959 5.2692804
#> exo1 -0.09985672 0.8081420 -1.2850770 0.7835934
#> exo2 -1.57367915 0.8173114 -2.6110735 -0.3572337
#> exo3 0.69699095 0.8161061 -0.2938521 1.8862413
#>
#>
#>
#> $JOR
#> $JOR$Sigma
#> $JOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004396707 0.0001052219 0.0002938968 0.0005901416
#>
#> $JOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009900169 0.00339092 -0.006101259 0.002633329
#> Sigma[2,2] 0.9263478102 0.23791688 0.576536996 1.191815686
#>
#> $JOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001221156 0.001818669 -0.0009704386 0.003813045
#> Sigma[3,2] -0.247431896 0.089622668 -0.3894896167 -0.143575070
#> Sigma[3,3] 0.367745452 0.050924306 0.3047236488 0.441233033
#>
#> $JOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0008904588 0.001686298 -0.0007620006 0.003859296
#> Sigma[4,2] 0.1321548666 0.093033764 0.0323438386 0.270738158
#> Sigma[4,3] 0.3164949281 0.056779100 0.2511710379 0.407631446
#> Sigma[4,4] 0.4298647429 0.090814854 0.3317253589 0.583999838
#>
#>
#> $JOR$A
#> $JOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.969236885 0.005713883 0.96413963 0.97853815
#> lag1_var2 0.033581270 0.015285560 0.01075136 0.05083563
#> lag1_var3 0.076929103 0.039700522 0.01540330 0.12184466
#> lag1_var4 -0.075306043 0.036985921 -0.11728128 -0.01888250
#> const 0.662770766 0.158256152 0.47090392 0.87063088
#> exo1 0.040122050 0.010447580 0.02573699 0.05605951
#> exo2 -0.049707802 0.016396442 -0.06410618 -0.02137246
#> exo3 0.009484721 0.019716328 -0.01455663 0.03911220
#>
#> $JOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7368790 0.3895844 0.1822635 1.24966374
#> lag1_var2 -0.8672191 0.5733119 -1.4880290 0.01869211
#> lag1_var3 -3.9512295 1.5311844 -5.6681187 -1.54711071
#> lag1_var4 3.6535469 1.4064232 1.6029350 5.28753924
#> const -1.3034824 13.5736308 -19.6793015 18.92163836
#> exo1 -0.7901392 0.6455623 -1.7493906 0.06016112
#> exo2 2.5368643 0.7858078 1.4376598 3.58733105
#> exo3 0.9508280 1.2846552 -0.7638819 2.61274347
#>
#> $JOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2106529 0.2569511 -0.6320244 0.08179068
#> lag1_var2 1.6112247 0.7461807 0.6878160 2.63177840
#> lag1_var3 4.6271817 1.8336024 2.2944055 7.10570466
#> lag1_var4 -3.5998653 1.6818843 -5.9048715 -1.54172087
#> const 1.1040125 7.2456993 -7.3061227 10.81151195
#> exo1 0.1128265 0.3885968 -0.2916595 0.69652095
#> exo2 -0.6593190 0.2845588 -0.9963441 -0.21509326
#> exo3 -1.3772139 0.6412019 -2.3526341 -0.73236966
#>
#> $JOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0771636 0.2535212 -0.21763388 0.4590166
#> lag1_var2 1.1176829 0.7296857 0.14804219 2.1084201
#> lag1_var3 2.6567056 1.7443687 0.25094261 5.0207230
#> lag1_var4 -1.7386449 1.6012943 -3.89867880 0.4440975
#> const 0.1367811 5.3955596 -7.25631604 7.5052991
#> exo1 -0.2114054 0.3950959 -0.76031965 0.2691158
#> exo2 0.4606492 0.3219612 -0.06059976 0.8325669
#> exo3 -1.2248474 0.3794007 -1.68420267 -0.6574838
#>
#>
#>
#> $JPN
#> $JPN$Sigma
#> $JPN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003850313 0.0001755733 0.0002244632 0.0006681486
#>
#> $JPN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001607534 0.002327762 -0.003800113 0.001885658
#> Sigma[2,2] 0.094804799 0.024448790 0.074808506 0.133163281
#>
#> $JPN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001140736 0.004183736 -0.005246622 0.004515762
#> Sigma[3,2] -0.102041200 0.047969069 -0.178101944 -0.062805098
#> Sigma[3,3] 0.148090870 0.088939321 0.097830497 0.297436977
#>
#> $JPN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001807722 0.002844055 -0.00416360 0.00224542
#> Sigma[4,2] -0.0453473372 0.035074750 -0.10415370 -0.01713659
#> Sigma[4,3] 0.0882115369 0.062274634 0.05301944 0.19443433
#> Sigma[4,4] 0.0623397221 0.043221736 0.03845079 0.13496785
#>
#>
#> $JPN$A
#> $JPN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980346581 0.01009924 0.963709829 0.99153514
#> lag1_var2 -0.005016112 0.04313258 -0.051975449 0.06200876
#> lag1_var3 -0.013375860 0.07329082 -0.091422557 0.10273182
#> lag1_var4 0.012790724 0.07246210 -0.103452744 0.08953748
#> const 0.600304662 0.24025389 0.284702274 0.94103431
#> exo1 -0.005785404 0.01878916 -0.025092492 0.02619441
#> exo2 -0.043899505 0.01344460 -0.057726639 -0.02404007
#> exo3 0.028794949 0.02066372 0.003366973 0.06114298
#>
#> $JPN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.22354709 0.1291284 -0.4009768 -0.0462455
#> lag1_var2 0.57771903 0.7820689 -0.4019426 1.7595315
#> lag1_var3 -0.67915831 1.2531629 -2.2800042 1.2036575
#> lag1_var4 0.76346721 1.2095083 -1.0472038 2.3060096
#> const 1.31376103 1.8087199 -0.8224940 4.2007118
#> exo1 0.13085848 0.2651279 -0.2585652 0.4409894
#> exo2 0.46201564 0.4506995 -0.1765795 1.0292790
#> exo3 0.07222267 0.3000478 -0.3188525 0.5397864
#>
#> $JPN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.40935142 0.1549374 0.1757555 0.5833728
#> lag1_var2 -0.06125511 0.8079472 -1.2196157 0.8841935
#> lag1_var3 1.42202060 1.3263425 -0.4150837 3.0333389
#> lag1_var4 -0.58855196 1.2855340 -2.1272881 1.1895579
#> const -0.43552740 2.0729047 -3.3898000 2.4311458
#> exo1 -0.28882589 0.3720397 -0.7196633 0.2426697
#> exo2 -0.81900559 0.5381461 -1.5684543 -0.1894109
#> exo3 -0.31574802 0.4501499 -0.9981255 0.2055969
#>
#> $JPN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.27344583 0.09936503 0.1191203 0.39704046
#> lag1_var2 -0.14273610 0.55346220 -0.9094078 0.58830352
#> lag1_var3 0.31266697 0.92495902 -0.9797338 1.54796822
#> lag1_var4 0.57934418 0.90343996 -0.6132327 1.85136187
#> const -0.04402758 1.20598635 -1.3081399 1.84716436
#> exo1 -0.21740329 0.22825095 -0.4658016 0.11302307
#> exo2 -0.55122737 0.29703239 -0.9697819 -0.20438560
#> exo3 -0.27669240 0.29886925 -0.7676891 0.02154415
#>
#>
#>
#> $KAZ
#> $KAZ$Sigma
#> $KAZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001061059 0.0002767349 0.0007297735 0.00143077
#>
#> $KAZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01763026 0.007132401 -0.02775888 -0.007850726
#> Sigma[2,2] 1.16829166 0.137271800 0.96824203 1.340976105
#>
#> $KAZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008680724 0.004598423 0.002958933 0.01568756
#> Sigma[3,2] -0.725952351 0.088423866 -0.844914924 -0.59717212
#> Sigma[3,3] 0.501435180 0.062545969 0.406698524 0.58165019
#>
#> $KAZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004298404 0.001182064 -0.00590954 -0.002522443
#> Sigma[4,2] 0.118318944 0.031905978 0.07460470 0.160180241
#> Sigma[4,3] -0.019635777 0.023822284 -0.05765325 0.010569282
#> Sigma[4,4] 0.069856489 0.013451645 0.05748611 0.092419788
#>
#>
#> $KAZ$A
#> $KAZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04379901 0.02096512 1.017515784 1.07487874
#> lag1_var2 0.10434571 0.09319837 0.008462974 0.25545870
#> lag1_var3 0.12710794 0.13143376 -0.006498879 0.34202434
#> lag1_var4 -0.15275800 0.12712808 -0.361245000 -0.02320847
#> const 0.62814082 0.22189178 0.323894172 0.87808994
#> exo1 -0.01206671 0.03186775 -0.065140301 0.02668023
#> exo2 -0.07071063 0.03505246 -0.113204084 -0.02511191
#> exo3 -0.01858960 0.02686567 -0.058744768 0.01779536
#>
#> $KAZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3939246 0.5128798 -1.9051701 -0.7087241
#> lag1_var2 0.4349369 2.8168604 -3.5654307 4.1913730
#> lag1_var3 -0.4129682 3.9573948 -6.0767039 4.8493544
#> lag1_var4 0.9600786 3.8058028 -4.1721447 6.1828919
#> const -1.0497634 8.8192176 -11.7154080 13.3887984
#> exo1 -0.4342198 0.9269232 -1.5176787 0.7377867
#> exo2 0.1349887 1.2026849 -1.2763684 1.7380237
#> exo3 1.1209436 1.4368679 -0.8256097 2.9382741
#>
#> $KAZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9907522 0.3243204 0.51058879 1.35516290
#> lag1_var2 0.5490651 1.7466242 -1.61729959 3.04921107
#> lag1_var3 1.5541552 2.4600462 -1.51881226 5.10349514
#> lag1_var4 -0.9633529 2.3498917 -4.22454295 2.02902768
#> const 2.4653871 5.8108348 -6.32624872 9.65083927
#> exo1 0.7790951 0.5506296 0.07990014 1.58554839
#> exo2 -1.0446643 0.8095516 -2.11938019 -0.01299777
#> exo3 -0.8297718 0.8804112 -2.05585923 0.16856440
#>
#> $KAZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.003683579 0.1391080 -0.2206627 0.1556305
#> lag1_var2 0.314106456 0.7445196 -0.5025729 1.4605799
#> lag1_var3 0.498833677 1.0523566 -0.6720520 2.1153511
#> lag1_var4 0.489505584 1.0117049 -1.1016002 1.5904743
#> const 1.214639581 2.1927799 -1.9537531 3.8883405
#> exo1 0.501094917 0.3088278 0.1370765 0.9537913
#> exo2 -1.000916970 0.2431238 -1.3070663 -0.6630585
#> exo3 -0.047539894 0.2972030 -0.5222774 0.2942394
#>
#>
#>
#> $KEN
#> $KEN$Sigma
#> $KEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003321841 0.004715558 0.0003467701 0.01105261
#>
#> $KEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001369583 0.003744032 -0.0006716447 0.008074414
#> Sigma[2,2] 0.041664321 0.010345030 0.0254613077 0.054387304
#>
#> $KEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002354723 0.009404009 -0.01659853 0.003245267
#> Sigma[3,2] -0.135723816 0.031752572 -0.17175190 -0.088079044
#> Sigma[3,3] 0.495075022 0.096532571 0.35599290 0.603679297
#>
#> $KEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001442883 0.007306624 -0.01230283 0.003549136
#> Sigma[4,2] -0.109797998 0.025462970 -0.13721825 -0.072510902
#> Sigma[4,3] 0.411911457 0.077787047 0.29963602 0.500714898
#> Sigma[4,4] 0.345014796 0.063097066 0.25407034 0.419060232
#>
#>
#> $KEN$A
#> $KEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.012126126 0.03850106 0.95945122 1.06115627
#> lag1_var2 -0.108219805 0.12612747 -0.28322425 0.06869146
#> lag1_var3 -0.153080385 0.14925543 -0.35578640 0.04758629
#> lag1_var4 0.144727719 0.13816563 -0.04086908 0.32881315
#> const 0.326264946 0.31967440 -0.03390256 0.81396487
#> exo1 -0.003514491 0.05555708 -0.05758699 0.08900568
#> exo2 -0.040356764 0.07780693 -0.13808258 0.07231928
#> exo3 -0.003674101 0.06685468 -0.10739239 0.05730733
#>
#> $KEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37556167 0.09122223 0.2574866 0.4989073
#> lag1_var2 -0.84205200 0.51982388 -1.5502208 -0.1495248
#> lag1_var3 -2.42458335 0.76818250 -3.6143861 -1.5437570
#> lag1_var4 2.31187146 0.75620471 1.4843044 3.5101005
#> const -0.71175855 1.24315025 -2.3584451 0.6343545
#> exo1 -0.04690365 0.25461032 -0.3647543 0.3356980
#> exo2 0.53184469 0.30722411 0.1745900 1.0516765
#> exo3 0.07218598 0.15686576 -0.1556183 0.2634459
#>
#> $KEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8608394 0.2360165 -1.2619747 -0.5988083
#> lag1_var2 5.0763640 1.7767070 2.8353321 7.5575366
#> lag1_var3 8.2499952 2.6908763 5.2945154 12.3577376
#> lag1_var4 -7.0446451 2.6662449 -11.1575414 -4.1610428
#> const 6.5644652 5.0275335 -0.1201764 13.5083478
#> exo1 0.3069909 0.8152729 -0.8627548 1.4166046
#> exo2 -0.7275921 0.8706099 -2.0640454 0.4719391
#> exo3 0.4383795 0.5729026 -0.2317515 1.2667707
#>
#> $KEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6253197 0.1950080 -0.95161017 -0.4249810
#> lag1_var2 4.1171021 1.5334692 2.12157278 6.2013894
#> lag1_var3 6.0328336 2.3301083 3.31908245 9.4593112
#> lag1_var4 -4.8920693 2.3104014 -8.31614792 -2.2451458
#> const 5.7448977 4.4042265 -0.10597946 11.8131485
#> exo1 0.2833415 0.6585465 -0.64602309 1.1979089
#> exo2 -0.3885287 0.6831764 -1.39614965 0.5821698
#> exo3 0.5137866 0.4911544 -0.04627528 1.2264895
#>
#>
#>
#> $KGZ
#> $KGZ$Sigma
#> $KGZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002985294 0.0005330917 0.002365829 0.003821983
#>
#> $KGZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004051989 0.004153862 -0.004947947 0.00607436
#> Sigma[2,2] 0.1010867537 0.064907338 0.058862235 0.20708258
#>
#> $KGZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.03854773 0.01293653 -0.06032762 -0.02766557
#> Sigma[3,2] 0.01110017 0.04254071 -0.04642739 0.07262803
#> Sigma[3,3] 1.01698037 0.30895383 0.71910038 1.50002716
#>
#> $KGZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03951232 0.01329517 -0.06208986 -0.02879544
#> Sigma[4,2] 0.07410686 0.05020511 0.01026138 0.15107702
#> Sigma[4,3] 1.05410602 0.31562591 0.73421040 1.55720528
#> Sigma[4,4] 1.13167621 0.31891643 0.80973652 1.64960448
#>
#>
#> $KGZ$A
#> $KGZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96020953 0.01259360 0.94218319 0.977101708
#> lag1_var2 -0.08132156 0.11290921 -0.26507976 0.055588633
#> lag1_var3 -0.23125676 0.19049499 -0.54676732 -0.004920095
#> lag1_var4 0.23517972 0.18803562 0.01397808 0.547893476
#> const 0.47532972 0.38373010 0.03558117 1.002328872
#> exo1 0.02747555 0.06659602 -0.06166609 0.119760938
#> exo2 -0.16742447 0.08671570 -0.28948684 -0.059157495
#> exo3 -0.07801895 0.06121319 -0.16866656 -0.003261649
#>
#> $KGZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09526641 0.1236408 -0.2553958 0.08761013
#> lag1_var2 0.80741077 0.5165007 0.1445063 1.53548355
#> lag1_var3 -0.16778620 0.8581702 -1.2968938 1.02621908
#> lag1_var4 0.15317407 0.8387235 -1.0137863 1.26347068
#> const 3.41383935 2.9903157 -1.2459829 6.60346511
#> exo1 0.14913402 0.6547636 -0.4054430 1.15200220
#> exo2 0.48276777 0.3135059 0.1637062 0.96766014
#> exo3 -0.52582512 0.2917365 -0.8935873 -0.11439953
#>
#> $KGZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1146854 0.3850004 -0.5276921 0.4400036
#> lag1_var2 5.7414346 2.3849866 2.6875079 8.3699502
#> lag1_var3 11.8648118 4.0164792 6.7268151 16.4107721
#> lag1_var4 -10.8588235 3.9466361 -15.3179141 -5.7916600
#> const 4.9891887 10.0921895 -8.5075578 18.9010056
#> exo1 -0.2007582 1.1362915 -1.7516731 1.2779394
#> exo2 -0.7265489 1.3047874 -2.7429370 0.8795440
#> exo3 2.7508437 1.1201407 1.3938249 4.3013420
#>
#> $KGZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1901343 0.3865329 -0.5999518 0.3408276
#> lag1_var2 5.9579498 2.5094640 2.4959049 8.7117382
#> lag1_var3 11.3306726 4.2061811 5.5626229 16.0478894
#> lag1_var4 -10.3238500 4.1242900 -14.9343207 -4.6515682
#> const 6.8922825 11.6302945 -8.8818420 22.9820778
#> exo1 -0.1026626 1.1748219 -1.6702880 1.4169787
#> exo2 -0.5271034 1.3977286 -2.6519238 1.3520022
#> exo3 2.5178552 1.1986938 1.0988228 4.2772173
#>
#>
#>
#> $KHM
#> $KHM$Sigma
#> $KHM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007525636 0.001996697 0.004879822 0.01029541
#>
#> $KHM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003953656 0.002980225 -0.00874483 -0.0005948219
#> Sigma[2,2] 0.032671840 0.008158848 0.02502241 0.0458758129
#>
#> $KHM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009980617 0.01754400 -0.03246624 0.01436428
#> Sigma[3,2] 0.003832727 0.03480708 -0.04382908 0.05209819
#> Sigma[3,3] 1.135750084 0.25409609 0.77605270 1.43579148
#>
#> $KHM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01342591 0.01954354 -0.03846108 0.01372808
#> Sigma[4,2] 0.03040609 0.03301921 -0.01370790 0.07999599
#> Sigma[4,3] 1.14840581 0.26548374 0.78128473 1.48281633
#> Sigma[4,4] 1.18288518 0.28114845 0.80526117 1.55101760
#>
#>
#> $KHM$A
#> $KHM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04045397 0.03362390 0.9998175 1.08932413
#> lag1_var2 -0.05610260 0.21473718 -0.3444926 0.22249067
#> lag1_var3 -0.15279230 0.29337041 -0.6146375 0.18165988
#> lag1_var4 0.14463234 0.29506250 -0.1913412 0.60773911
#> const -0.27095794 0.97146040 -1.7024201 0.91196763
#> exo1 -0.04605302 0.09958895 -0.1833959 0.05876727
#> exo2 -0.04604078 0.09612458 -0.1363615 0.10194009
#> exo3 -0.04372411 0.10710197 -0.1864961 0.11119010
#>
#> $KHM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.114382894 0.07542673 -0.2080076 0.003457537
#> lag1_var2 0.716840320 0.59501571 -0.0657014 1.570078819
#> lag1_var3 -0.006417273 0.92275831 -1.2501323 1.326066215
#> lag1_var4 0.012388678 0.90562527 -1.2963230 1.237694418
#> const 2.359379824 1.22902824 1.2203239 4.389017388
#> exo1 -0.179738909 0.20672645 -0.4963920 0.068081526
#> exo2 -0.109965622 0.17420533 -0.3516303 0.123524931
#> exo3 0.124161856 0.20616247 -0.1597568 0.434547710
#>
#> $KHM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1762174 0.4592543 0.5373772 1.8338793
#> lag1_var2 -0.2090574 3.6633463 -3.4731808 5.6861933
#> lag1_var3 -0.8320086 4.8126828 -5.6696595 6.5684752
#> lag1_var4 1.3475238 4.7773193 -6.0377419 6.0821853
#> const 11.2070483 8.9229287 3.3990356 27.3065108
#> exo1 -1.4902547 0.7920361 -2.4593165 -0.4776819
#> exo2 -0.2930513 1.0940301 -1.7111491 1.3428125
#> exo3 -2.1899362 1.2494515 -3.9149053 -0.5517073
#>
#> $KHM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0941219 0.4882507 0.4291685 1.7753937
#> lag1_var2 -0.1337175 3.6167835 -3.6751785 5.6753262
#> lag1_var3 -1.4809769 4.7153067 -6.6375046 5.8138155
#> lag1_var4 2.0020119 4.6742482 -5.2773914 7.0461436
#> const 12.8061054 9.3844675 4.4583924 29.7949990
#> exo1 -1.6514465 0.8025865 -2.7072471 -0.7850173
#> exo2 -0.3967035 1.1053955 -1.9698831 1.1303558
#> exo3 -2.0905998 1.2967074 -3.8261412 -0.3670946
#>
#>
#>
#> $KOR
#> $KOR$Sigma
#> $KOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006116678 0.0001231364 0.000424345 0.0007681109
#>
#> $KOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01526474 0.003555182 -0.01970829 -0.01059355
#> Sigma[2,2] 0.65715442 0.118671869 0.49466004 0.82372103
#>
#> $KOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01628409 0.004188337 0.01064478 0.02150614
#> Sigma[3,2] -0.69488429 0.139000867 -0.89697648 -0.53441494
#> Sigma[3,3] 0.84274579 0.170824743 0.64158786 1.09617507
#>
#> $KOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.007245284 0.002359479 0.004135079 0.01027984
#> Sigma[4,2] -0.307112663 0.080943224 -0.424310834 -0.20452134
#> Sigma[4,3] 0.436184701 0.094720776 0.313711947 0.57350079
#> Sigma[4,4] 0.258621697 0.049946195 0.195553349 0.33288898
#>
#>
#> $KOR$A
#> $KOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.979478855 0.01005222 0.96692238 0.992213429
#> lag1_var2 0.043565785 0.06481594 -0.01714619 0.150056313
#> lag1_var3 0.049490422 0.10635050 -0.04492910 0.227907112
#> lag1_var4 -0.053152748 0.10719691 -0.23416438 0.044681186
#> const 0.793394709 0.15480533 0.58190331 0.995681383
#> exo1 -0.008847707 0.02323484 -0.02854900 0.031303015
#> exo2 -0.035888448 0.02737999 -0.07246536 0.002004486
#> exo3 0.009692663 0.03586079 -0.04605147 0.054708685
#>
#> $KOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6046999 0.3721368 -1.094352 -0.09007366
#> lag1_var2 1.8727828 1.7776191 -1.206983 3.68979904
#> lag1_var3 2.1115527 2.9349763 -2.979371 5.06912410
#> lag1_var4 -1.8511856 2.8944595 -4.799342 3.09299876
#> const 2.0673637 7.3782519 -9.462091 9.27254309
#> exo1 -0.4408873 0.8521725 -1.593577 0.80948370
#> exo2 0.1952620 0.9541332 -1.423972 1.03327232
#> exo3 0.1567816 0.9755956 -1.264857 1.45505934
#>
#> $KOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8009015 0.4853794 0.098378 1.384585
#> lag1_var2 -1.5411613 2.2188555 -3.625945 2.367479
#> lag1_var3 -1.9725455 3.6186189 -5.224908 4.426694
#> lag1_var4 2.6208259 3.5365290 -3.573864 5.894757
#> const -1.2297570 7.9005745 -9.574990 10.743970
#> exo1 -0.0792315 0.9580780 -1.456708 1.085291
#> exo2 -0.6777038 1.0943554 -1.554256 1.194644
#> exo3 -0.1993655 0.9380276 -1.462198 1.040045
#>
#> $KOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4457883 0.2878005 0.03343683 0.7946521
#> lag1_var2 -0.8726925 1.2394100 -2.07623342 1.2394096
#> lag1_var3 -1.4653309 2.0058686 -3.36388310 1.9843334
#> lag1_var4 2.2735880 1.9466447 -1.06631883 4.1182307
#> const -0.4179550 3.7117201 -4.77213115 4.9018571
#> exo1 -0.3526078 0.4978012 -1.15920521 0.1478411
#> exo2 -0.5707161 0.6104747 -1.18992420 0.4693187
#> exo3 -0.1053455 0.3912678 -0.60940114 0.4224920
#>
#>
#>
#> $KWT
#> $KWT$Sigma
#> $KWT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007927085 0.001455469 0.006357738 0.01019735
#>
#> $KWT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001432266 0.003243909 -0.002940124 0.005932035
#> Sigma[2,2] 0.056733571 0.013705264 0.039215888 0.074358010
#>
#> $KWT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.009383603 0.01045605 -0.02589919 -5.597086e-05
#> Sigma[3,2] -0.081598530 0.03489367 -0.13888339 -3.885564e-02
#> Sigma[3,3] 0.506781005 0.12934207 0.41017656 7.482831e-01
#>
#> $KWT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008426188 0.009816517 -0.02391353 0.001550688
#> Sigma[4,2] -0.043298093 0.029507575 -0.09181483 -0.009621684
#> Sigma[4,3] 0.458473106 0.115976581 0.36162610 0.668292122
#> Sigma[4,4] 0.436219605 0.106882819 0.34082332 0.619160263
#>
#>
#> $KWT$A
#> $KWT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.906780797 0.03372981 0.85630904 0.9384401
#> lag1_var2 0.173941487 0.24067187 -0.16852057 0.4530931
#> lag1_var3 0.221301237 0.34830325 -0.26068488 0.6124174
#> lag1_var4 -0.226157818 0.34077735 -0.61505713 0.2529660
#> const 2.692261470 0.55124109 1.89781316 3.2760523
#> exo1 -0.002710923 0.09530409 -0.09833123 0.1477041
#> exo2 0.004173744 0.09466609 -0.13406663 0.1232055
#> exo3 -0.004590686 0.09582799 -0.13697591 0.1209028
#>
#> $KWT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1441654 0.1056648 -0.27143366 0.003165407
#> lag1_var2 1.1155699 0.8056048 0.24585427 2.471643837
#> lag1_var3 0.6019711 1.0736125 -0.48530712 2.471764614
#> lag1_var4 -0.5299860 1.0591310 -2.37840356 0.530508636
#> const -0.8576097 2.0597659 -4.12198732 1.010127187
#> exo1 0.2269992 0.1657935 -0.03761525 0.392403669
#> exo2 1.2343540 0.2922564 0.89860346 1.718773385
#> exo3 0.1253177 0.2262608 -0.23909227 0.358271323
#>
#> $KWT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1617937 0.2838883 0.7612579 1.4904310
#> lag1_var2 -1.6352307 2.4699283 -4.5011458 2.1450597
#> lag1_var3 -3.2553419 3.5696696 -7.6207304 2.0539537
#> lag1_var4 3.8166972 3.4811163 -1.3853549 8.0208564
#> const -0.7258217 6.0025047 -9.7358129 6.2687249
#> exo1 -0.6024762 0.5408733 -1.2397864 0.1666911
#> exo2 -4.6503158 0.8002603 -5.7004068 -3.4302890
#> exo3 -1.2245258 0.3738456 -1.6195080 -0.6041817
#>
#> $KWT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0713636 0.2618612 0.7380154 1.4210543
#> lag1_var2 -1.2994314 2.1945773 -3.9007873 2.1146479
#> lag1_var3 -3.4963096 3.2291667 -7.4109158 1.3537391
#> lag1_var4 4.1090641 3.1437623 -0.6405558 7.8892238
#> const -1.6820574 5.5310097 -9.9129758 4.6517033
#> exo1 -0.4524596 0.5189166 -1.0588557 0.2849078
#> exo2 -3.8866703 0.7392746 -4.8682948 -2.7978219
#> exo3 -1.1473275 0.4779444 -1.8078725 -0.4133615
#>
#>
#>
#> $LAO
#> $LAO$Sigma
#> $LAO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001530754 3.576419e-05 0.000103539 0.0002000697
#>
#> $LAO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0002863118 0.0005874291 -0.0004992165 0.00116541
#> Sigma[2,2] 0.0734788843 0.0242632353 0.0487809906 0.11498636
#>
#> $LAO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001336497 0.001298367 -0.00337008 0.0001745682
#> Sigma[3,2] -0.111697008 0.042262880 -0.18047522 -0.0693236436
#> Sigma[3,3] 0.225150678 0.086158361 0.14747735 0.3798235936
#>
#> $LAO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001168276 0.0009997949 -0.002825531 -0.0001245231
#> Sigma[4,2] -0.067756816 0.0287885966 -0.116972286 -0.0396434822
#> Sigma[4,3] 0.159281771 0.0648307918 0.103178252 0.2767970594
#> Sigma[4,4] 0.119786815 0.0506168929 0.078445874 0.2099964333
#>
#>
#> $LAO$A
#> $LAO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991378918 0.003742379 0.98660198 0.996641435
#> lag1_var2 0.010999593 0.043150965 -0.04935966 0.065138457
#> lag1_var3 0.029922415 0.071976980 -0.07215865 0.120641030
#> lag1_var4 -0.035362127 0.071216127 -0.12521918 0.065707434
#> const 0.610660016 0.068717936 0.51438401 0.707135345
#> exo1 -0.002659436 0.010876502 -0.01610707 0.013390451
#> exo2 -0.053181363 0.012807552 -0.06840837 -0.035142343
#> exo3 -0.017219938 0.010425078 -0.03081819 -0.001824799
#>
#> $LAO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01812005 0.07560544 -0.04873881 0.13444402
#> lag1_var2 1.37179097 0.52580317 0.67894986 2.12803681
#> lag1_var3 0.78982428 0.86681321 -0.34742141 2.03027462
#> lag1_var4 -0.83339558 0.84392411 -2.06092611 0.26425945
#> const 2.48238871 1.72341004 0.26477603 4.66238862
#> exo1 -0.26990578 0.25540757 -0.61570721 0.06419108
#> exo2 -0.10785442 0.30046492 -0.48706735 0.31169838
#> exo3 -0.20108402 0.26271142 -0.54228314 0.21413191
#>
#> $LAO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3338831 0.09844265 0.2111020 0.4427789
#> lag1_var2 -1.5336655 0.98985956 -2.9515190 -0.4975056
#> lag1_var3 -2.1385446 1.69352857 -4.5577044 -0.2625989
#> lag1_var4 3.1049022 1.64052536 1.3423690 5.4555124
#> const -6.2666596 3.73861023 -10.9953665 -0.9929346
#> exo1 0.4015677 0.49308598 -0.2741949 1.1138837
#> exo2 0.3281312 0.57269276 -0.4679541 0.9875175
#> exo3 1.1982390 0.57610432 0.3141422 1.9257087
#>
#> $LAO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3467690 0.06008485 0.2692493 0.4249574
#> lag1_var2 -1.0779154 0.83984894 -2.3940426 -0.1853990
#> lag1_var3 -2.2930268 1.41690890 -4.4909638 -0.8009967
#> lag1_var4 3.2374036 1.37551874 1.7944930 5.3758376
#> const -5.0866650 2.86700618 -8.9641240 -1.1130531
#> exo1 0.2426904 0.37688257 -0.2643476 0.7866509
#> exo2 0.2775159 0.40779213 -0.3295052 0.7379179
#> exo3 1.1095313 0.43960927 0.4466379 1.6507535
#>
#>
#>
#> $LBN
#> $LBN$Sigma
#> $LBN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001407314 0.0004368095 0.0009449789 0.002153109
#>
#> $LBN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01047534 0.00250549 -0.01473429 -0.007883989
#> Sigma[2,2] 0.19443678 0.02093036 0.16113369 0.221825614
#>
#> $LBN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001101614 0.00178273 -0.001143008 0.003835439
#> Sigma[3,2] -0.033956665 0.02694483 -0.075075947 -0.002398705
#> Sigma[3,3] 0.124906816 0.03777278 0.078726236 0.174732349
#>
#> $LBN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.004180697 0.00249726 -0.007949499 -0.001162063
#> Sigma[4,2] 0.061526659 0.03074628 0.018058927 0.095615130
#> Sigma[4,3] 0.124078106 0.04060514 0.076510097 0.183483311
#> Sigma[4,4] 0.172476465 0.05088239 0.103582119 0.245077523
#>
#>
#> $LBN$A
#> $LBN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92688175 0.02997284 0.8733914217 0.95698788
#> lag1_var2 0.06325874 0.03834871 0.0182613884 0.12068738
#> lag1_var3 0.17359836 0.08535142 0.0614945907 0.29325362
#> lag1_var4 -0.15363927 0.07422743 -0.2582966635 -0.05300875
#> const 1.03497913 0.27003629 0.6496219781 1.39325576
#> exo1 0.03082276 0.02435600 -0.0001622821 0.06955500
#> exo2 -0.24266508 0.05175193 -0.2970315056 -0.16047909
#> exo3 0.05879577 0.04164884 0.0092486181 0.12387988
#>
#> $LBN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.41998424 0.1428183 0.2109207 0.56521958
#> lag1_var2 -0.19339692 0.3811138 -0.6239898 0.33470657
#> lag1_var3 -2.17964863 0.7640866 -3.0878429 -1.13539236
#> lag1_var4 2.08221165 0.7371238 1.0698945 2.95634774
#> const -3.84697226 2.7165677 -6.7859404 0.53212707
#> exo1 -0.56603709 0.3924411 -1.0306900 0.05124188
#> exo2 1.53430872 0.4873963 0.8898339 2.17909980
#> exo3 0.09411999 0.3776281 -0.3968696 0.56225038
#>
#> $LBN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16972578 0.3256362 -0.2966344 0.5933306
#> lag1_var2 -0.35337513 0.4391284 -0.8714042 0.3153337
#> lag1_var3 0.44715920 0.8784690 -0.6163651 1.7944033
#> lag1_var4 0.48389458 0.7775876 -0.6812957 1.4392285
#> const -0.06127243 3.4232126 -3.5826567 5.5444305
#> exo1 0.58916986 0.1808472 0.3865755 0.8525128
#> exo2 -2.00230909 0.3916672 -2.5448571 -1.5230466
#> exo3 -1.00507269 0.3494816 -1.4343938 -0.4725870
#>
#> $LBN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3763256 0.3683968 -0.1018248 0.87496844
#> lag1_var2 -0.9134877 0.5889804 -1.6305991 -0.06865494
#> lag1_var3 -1.5309781 1.1619905 -3.0147102 0.13755887
#> lag1_var4 2.4274877 1.0584846 0.9113656 3.75424776
#> const -2.4161783 3.7614035 -7.4030568 3.14141504
#> exo1 0.3896123 0.1975088 0.1396473 0.62568423
#> exo2 -1.4261355 0.3420542 -1.9637244 -1.07227865
#> exo3 -1.1243859 0.4976148 -1.7620524 -0.44171025
#>
#>
#>
#> $LBR
#> $LBR$Sigma
#> $LBR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.04419537 0.006499071 0.03723805 0.0545554
#>
#> $LBR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009845826 0.005176076 -0.01593711 -0.001321723
#> Sigma[2,2] 0.026782458 0.006074432 0.01789276 0.034180817
#>
#> $LBR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00774049 0.006205814 -0.001331764 0.01604354
#> Sigma[3,2] -0.02551594 0.006508808 -0.033267145 -0.01715357
#> Sigma[3,3] 0.03364333 0.006793163 0.024484051 0.04293860
#>
#> $LBR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001693757 0.003879203 -0.004598528 0.005730977
#> Sigma[4,2] -0.0051767930 0.002998391 -0.008880748 -0.001063624
#> Sigma[4,3] 0.0144044461 0.002174157 0.011712541 0.017710060
#> Sigma[4,4] 0.0106814383 0.001577037 0.008993160 0.013142775
#>
#>
#> $LBR$A
#> $LBR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91680636 0.04426924 0.86187215 0.9805284
#> lag1_var2 0.29598669 0.70372018 -0.46219060 1.2470249
#> lag1_var3 0.45129056 0.88769392 -0.51173744 1.6551772
#> lag1_var4 -0.44130103 0.88337243 -1.64282503 0.5258772
#> const 1.17073332 2.45428651 -2.02403562 4.5889183
#> exo1 0.04919765 0.13210995 -0.12450488 0.2521411
#> exo2 0.09472716 0.17228156 -0.16245453 0.3164922
#> exo3 0.16021545 0.22000773 -0.05942269 0.5392278
#>
#> $LBR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.11070277 0.03259094 0.063256301 0.14728772
#> lag1_var2 0.31913916 0.48752602 -0.535670349 0.72148750
#> lag1_var3 -0.50061830 0.59657325 -1.547405497 -0.02700015
#> lag1_var4 0.47528938 0.60269075 -0.007744622 1.52857833
#> const 0.30384876 1.34321407 -1.343946233 2.44921331
#> exo1 -0.08417985 0.13312294 -0.206353392 0.13997021
#> exo2 1.01834801 0.13275139 0.884952532 1.24976051
#> exo3 0.08682724 0.10623744 -0.067666098 0.22926418
#>
#> $LBR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06800409 0.03735711 -0.11654044 -0.01556089
#> lag1_var2 0.59396684 0.43325801 0.08795417 1.22088439
#> lag1_var3 1.41740826 0.56448099 0.68678822 2.19620545
#> lag1_var4 -0.42616453 0.55778032 -1.19311456 0.27754405
#> const 1.45064933 1.78534413 -0.96961827 3.84407864
#> exo1 0.04991636 0.13133719 -0.08105845 0.25278737
#> exo2 -1.45371478 0.17932533 -1.70276282 -1.21995880
#> exo3 0.10686726 0.15140287 -0.11260491 0.28914925
#>
#> $LBR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01924200 0.0233677 -0.006657832 0.05725277
#> lag1_var2 0.37267825 0.2686402 -0.023537368 0.70428121
#> lag1_var3 0.42247708 0.3704518 -0.131376997 0.88909821
#> lag1_var4 0.55524498 0.3602390 0.091786859 1.08436410
#> const 1.17635838 1.0570281 0.340199787 2.91135334
#> exo1 -0.01790909 0.1268508 -0.182518992 0.16340824
#> exo2 -0.70723342 0.1440082 -0.876932635 -0.51442445
#> exo3 0.16773509 0.1072886 -0.015843724 0.26934615
#>
#>
#>
#> $LBY
#> $LBY$Sigma
#> $LBY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02622288 0.005589024 0.01855247 0.03379401
#>
#> $LBY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01363730 0.008735478 -0.02212431 -0.0001496017
#> Sigma[2,2] 0.07973305 0.020204867 0.05909241 0.1110373075
#>
#> $LBY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008639644 0.01174021 -0.006713291 0.02455800
#> Sigma[3,2] -0.058037245 0.02311295 -0.092887296 -0.03514034
#> Sigma[3,3] 0.214928888 0.04152247 0.161306675 0.26205907
#>
#> $LBY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002226411 0.01268511 -0.01443903 0.019530086
#> Sigma[4,2] -0.023246381 0.02479773 -0.05752822 0.005158105
#> Sigma[4,3] 0.232817713 0.04562460 0.17377562 0.288156123
#> Sigma[4,4] 0.276994304 0.05048193 0.20846474 0.345936516
#>
#>
#> $LBY$A
#> $LBY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.69296101 0.1059994 0.55919325 0.84747858
#> lag1_var2 0.33599678 0.1489735 0.10875478 0.50530931
#> lag1_var3 0.66139722 0.2702320 0.24267562 1.00582274
#> lag1_var4 -0.54419870 0.2225656 -0.81417400 -0.19036569
#> const 1.64906565 1.0743189 0.35246000 3.19705140
#> exo1 0.07835123 0.1629176 -0.10036551 0.34520495
#> exo2 -0.26740204 0.1245745 -0.40845084 -0.07641609
#> exo3 0.08866466 0.1305518 -0.08255452 0.24819458
#>
#> $LBY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03850334 0.1337703 -0.15151782 0.21200106
#> lag1_var2 0.71625328 0.2297606 0.44000527 1.07802477
#> lag1_var3 1.27130191 0.5778373 0.52307532 2.15571939
#> lag1_var4 -0.95591159 0.4841672 -1.68551827 -0.31181152
#> const 1.02290432 2.7083595 -3.00486269 3.84125517
#> exo1 -0.27338160 0.2267597 -0.59486425 0.03214137
#> exo2 0.33956971 0.2975042 -0.04063443 0.73064417
#> exo3 0.71789527 0.1931790 0.46191118 0.97515241
#>
#> $LBY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2890866 0.2724103 -0.04326414 0.6884872
#> lag1_var2 0.1445149 0.3529384 -0.21485337 0.6882740
#> lag1_var3 -0.8273187 0.7424934 -1.68776786 0.1952923
#> lag1_var4 1.3062239 0.5999128 0.44729706 1.9842671
#> const -1.6330593 3.9789068 -5.97915513 4.8843642
#> exo1 0.5075372 0.3374027 0.09774768 0.9924045
#> exo2 -3.2752023 0.3466908 -3.75404557 -2.8311151
#> exo3 -0.6546700 0.5496726 -1.55672705 -0.1795823
#>
#> $LBY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35354826 0.3177898 -0.05492454 0.80024910
#> lag1_var2 0.06816604 0.4314969 -0.39002443 0.73686286
#> lag1_var3 -1.32474754 0.9302367 -2.41633501 0.03837025
#> lag1_var4 1.90325067 0.7525222 0.82091907 2.74212928
#> const -1.91104643 4.0911101 -7.00388212 4.09492568
#> exo1 0.44982126 0.4162786 0.03073892 0.98671349
#> exo2 -3.86535906 0.3321674 -4.27346153 -3.37601045
#> exo3 -0.37378120 0.6509791 -1.39230200 0.17979480
#>
#>
#>
#> $LCA
#> $LCA$Sigma
#> $LCA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001867636 0.0006533258 0.001305266 0.002975635
#>
#> $LCA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04425278 0.02056221 -0.0740392 -0.01747257
#> Sigma[2,2] 4.34566038 0.99036973 3.2623897 5.80089052
#>
#> $LCA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04702431 0.01892752 0.02234806 0.07421478
#> Sigma[3,2] -3.35117899 0.85003655 -4.54155647 -2.23528021
#> Sigma[3,3] 3.20525083 0.88158353 1.97265353 4.48849966
#>
#> $LCA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.02145254 0.00750206 0.01287344 0.03146708
#> Sigma[4,2] -0.59247583 0.36771685 -1.10405859 -0.08174151
#> Sigma[4,3] 1.25119905 0.44126957 0.62838683 1.90194993
#> Sigma[4,4] 1.10237632 0.27911163 0.74093028 1.52600379
#>
#>
#> $LCA$A
#> $LCA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95530308 0.05960500 0.86423057 1.03488778
#> lag1_var2 0.01812814 0.05213886 -0.05693144 0.09103299
#> lag1_var3 0.02100033 0.07811437 -0.09064957 0.13382393
#> lag1_var4 -0.01731798 0.05904208 -0.10238341 0.06685191
#> const 0.64715326 0.34300859 0.21864071 1.16116332
#> exo1 0.04714005 0.04434365 -0.01822144 0.10606191
#> exo2 -0.27539119 0.02835911 -0.32087973 -0.24076433
#> exo3 0.01862038 0.04718444 -0.05286011 0.07665460
#>
#> $LCA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.41039124 2.255936 -0.2193431 5.6519271
#> lag1_var2 -1.53918823 1.936262 -3.9578763 1.3302090
#> lag1_var3 -3.37795210 2.880595 -6.7602126 0.9049938
#> lag1_var4 2.61351827 2.171893 -0.7148780 5.1343228
#> const 4.60669429 19.905880 -24.2206638 27.5769988
#> exo1 -2.83147764 1.249747 -4.6107000 -1.3206541
#> exo2 9.67552139 1.150872 8.5902853 11.5371387
#> exo3 -0.01128128 2.710721 -2.8707821 4.1688230
#>
#> $LCA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.620973 1.9259712 -4.7662394 0.4852447
#> lag1_var2 2.208240 1.2093487 0.4812515 3.7948759
#> lag1_var3 3.874984 1.8255788 1.2709096 6.2504499
#> lag1_var4 -2.366077 1.2959462 -3.9634498 -0.4212388
#> const -4.405010 14.5308459 -24.1171119 13.0078110
#> exo1 2.520549 1.0302911 1.1231546 3.6732973
#> exo2 -16.796530 0.9221891 -18.2931185 -15.8324364
#> exo3 4.691540 2.1468088 1.6219520 7.0299501
#>
#> $LCA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08897496 1.0059946 -1.55831615 1.1576619
#> lag1_var2 0.81348348 0.7305592 -0.04876032 1.9168871
#> lag1_var3 1.01842866 1.0753368 -0.24344780 2.6624805
#> lag1_var4 0.01460253 0.8141367 -1.21981617 0.9601605
#> const -2.60024207 6.9695854 -10.40616479 8.0494421
#> exo1 0.80467921 0.6091869 -0.01163385 1.5723567
#> exo2 -13.54260544 0.4918641 -14.09828281 -12.8119769
#> exo3 6.23887680 1.2750102 4.31798642 7.7452090
#>
#>
#>
#> $LKA
#> $LKA$Sigma
#> $LKA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009583702 0.0001976369 0.0007053241 0.001215452
#>
#> $LKA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008515767 0.004652797 -0.01517945 -0.002097758
#> Sigma[2,2] 0.408652484 0.134204786 0.27721402 0.615596678
#>
#> $LKA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009746235 0.004395713 0.004009864 0.01586748
#> Sigma[3,2] -0.360374393 0.115580477 -0.529036614 -0.22748445
#> Sigma[3,3] 1.030423093 0.296159828 0.735971218 1.49743992
#>
#> $LKA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005597198 0.005388393 0.001066002 0.01384730
#> Sigma[4,2] -0.155417299 0.104871312 -0.298049677 -0.01866836
#> Sigma[4,3] 0.907996651 0.292063084 0.611049011 1.38288689
#> Sigma[4,4] 0.894161106 0.276760398 0.633316867 1.37262663
#>
#>
#> $LKA$A
#> $LKA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9711038752 0.01242139 0.95320179 0.98951478
#> lag1_var2 -0.0340592823 0.04399679 -0.09530798 0.01716100
#> lag1_var3 -0.0534472336 0.07870869 -0.16222729 0.03866987
#> lag1_var4 0.0563486691 0.07590663 -0.03231749 0.16097133
#> const 0.6379737729 0.25267029 0.23391816 0.93045358
#> exo1 -0.0109372093 0.01898413 -0.03607143 0.01630549
#> exo2 -0.0855316914 0.03789854 -0.14699340 -0.04449054
#> exo3 -0.0008121494 0.02032086 -0.02867825 0.02704734
#>
#> $LKA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.09336810 0.2368699 -0.4140973 0.2373227
#> lag1_var2 1.43839270 0.6366487 0.6782643 2.4350353
#> lag1_var3 0.98704845 1.1150234 -0.2998149 2.7385461
#> lag1_var4 -0.96597285 1.0885794 -2.6932343 0.3243596
#> const 1.59593058 5.0453135 -3.4848548 9.3819426
#> exo1 -0.20998753 0.5051831 -1.0657220 0.4003107
#> exo2 0.50090298 0.6838212 -0.2842533 1.3988496
#> exo3 0.05879109 0.8386562 -1.1657371 0.8867060
#>
#> $LKA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08597763 0.4060758 -0.4272597 0.5704459
#> lag1_var2 1.02538510 1.0344092 -0.5820782 2.2390324
#> lag1_var3 2.44708305 1.8657071 -0.4902005 4.5512162
#> lag1_var4 -1.59041491 1.8088064 -3.7159274 1.2692994
#> const 3.92434774 8.0216425 -8.1411378 11.6595528
#> exo1 -0.16997908 0.8423581 -1.4311569 0.8634675
#> exo2 -2.06971658 1.4278061 -4.3390724 -0.4178389
#> exo3 -1.49241822 0.6360795 -2.1281282 -0.4446090
#>
#> $LKA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.003449352 0.3533508 -0.3969879 0.4829536
#> lag1_var2 1.576942429 0.7332810 0.4774179 2.3959711
#> lag1_var3 2.534960268 1.3339509 0.4937763 3.9927381
#> lag1_var4 -1.656843601 1.2896140 -3.1165388 0.3200156
#> const 4.933438744 7.4748093 -6.3499043 13.8639614
#> exo1 -0.312100842 0.7861567 -1.5525960 0.3319911
#> exo2 -1.911147109 1.3078472 -3.8967476 -0.2463434
#> exo3 -1.578646266 0.5110216 -2.2884617 -0.9347799
#>
#>
#>
#> $LSO
#> $LSO$Sigma
#> $LSO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004802312 0.0001307636 0.0003087513 0.0006511214
#>
#> $LSO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002375619 0.0009036843 -0.003747205 -0.00145158
#> Sigma[2,2] 0.041103370 0.0086720027 0.032014322 0.05451541
#>
#> $LSO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003720799 0.001801353 0.001775213 0.006494724
#> Sigma[3,2] -0.062628504 0.016577316 -0.088657765 -0.042161809
#> Sigma[3,3] 0.160292526 0.038009046 0.115034867 0.217299409
#>
#> $LSO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002623272 0.001535345 0.0008810602 0.00504811
#> Sigma[4,2] -0.045886840 0.014881429 -0.0685309955 -0.02686626
#> Sigma[4,3] 0.146870378 0.036412110 0.1051855817 0.20264055
#> Sigma[4,4] 0.142955260 0.035609434 0.1051699810 0.20142659
#>
#>
#> $LSO$A
#> $LSO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.960029944 0.02463757 0.925750378 0.989965642
#> lag1_var2 0.017155505 0.03399127 -0.030392452 0.057753603
#> lag1_var3 0.026164979 0.06100605 -0.054395909 0.107849083
#> lag1_var4 -0.021732540 0.05219315 -0.091780335 0.047457992
#> const 0.585054544 0.19831174 0.264065892 0.749518283
#> exo1 0.026818753 0.01807579 -0.006244187 0.042056682
#> exo2 -0.079651001 0.02765364 -0.108542917 -0.040770359
#> exo3 -0.005256884 0.01290483 -0.027589264 0.007305575
#>
#> $LSO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.33241568 0.1892959 0.04878184 0.5588930
#> lag1_var2 0.47713336 0.1903688 0.26476662 0.7199042
#> lag1_var3 -0.02992345 0.2907673 -0.47476629 0.3213841
#> lag1_var4 0.02516640 0.2470503 -0.27050499 0.4042155
#> const 1.33782857 2.4323037 -0.72847596 5.1858934
#> exo1 -0.17742255 0.1954708 -0.37520120 0.1395679
#> exo2 1.76676703 0.2051852 1.50939638 2.0690436
#> exo3 0.78895054 0.2262546 0.55436868 1.1555684
#>
#> $LSO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0359673 0.3741770 -1.4618299 -0.42650735
#> lag1_var2 1.4032897 0.4665529 0.9038509 2.16328234
#> lag1_var3 2.5332298 0.8410305 1.7546829 3.87175152
#> lag1_var4 -1.2939429 0.7218960 -2.4421271 -0.61407926
#> const -0.5171868 3.7602534 -6.4454967 3.60603489
#> exo1 0.1745407 0.2792887 -0.2670827 0.43887587
#> exo2 -1.1588614 0.2919965 -1.5893305 -0.80092876
#> exo3 -0.6849800 0.5683755 -1.5054111 0.05529156
#>
#> $LSO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.02360824 0.3607205 -1.4527558 -0.4351861
#> lag1_var2 1.37515401 0.4875679 0.8119999 2.1211813
#> lag1_var3 1.92081076 0.8939392 0.8672956 3.2987348
#> lag1_var4 -0.62136619 0.7683098 -1.8047140 0.2909615
#> const -0.26798887 3.1328751 -4.8933906 3.5770933
#> exo1 0.08245956 0.2437441 -0.2763393 0.3461805
#> exo2 -0.17737670 0.2404344 -0.4840790 0.1647989
#> exo3 -0.26774680 0.5481946 -0.9999234 0.5132381
#>
#>
#>
#> $LTU
#> $LTU$Sigma
#> $LTU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002947725 0.0005234979 0.002204787 0.003551521
#>
#> $LTU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06686701 0.02027042 -0.09677053 -0.04807047
#> Sigma[2,2] 7.73387969 2.10673808 5.22226761 10.77310861
#>
#> $LTU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03249625 0.009387014 0.01997827 0.04474872
#> Sigma[3,2] -4.34504299 1.431058379 -6.33481745 -2.64031900
#> Sigma[3,3] 2.99302946 1.011869696 1.86799223 4.51923537
#>
#> $LTU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005967508 0.008291746 -0.01600168 0.006986459
#> Sigma[4,2] 0.368759841 0.433083416 -0.34755285 0.771203715
#> Sigma[4,3] 0.394121268 0.235123514 0.16891994 0.765509083
#> Sigma[4,4] 0.686793252 0.110770037 0.55025334 0.855538998
#>
#>
#> $LTU$A
#> $LTU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02678947 0.01480172 1.00584094 1.04647107
#> lag1_var2 -0.05647688 0.02591998 -0.09500976 -0.02919977
#> lag1_var3 -0.10357583 0.04099322 -0.16347738 -0.06062380
#> lag1_var4 0.08547770 0.03992858 0.04155884 0.14304822
#> const 0.39540083 0.45525425 -0.10229268 1.16764764
#> exo1 -0.01454498 0.05835658 -0.10183628 0.05970470
#> exo2 -0.01814593 0.03489033 -0.06896319 0.02122343
#> exo3 0.03954027 0.05258146 -0.04591642 0.09695875
#>
#> $LTU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.04576923 0.4456215 -1.5337705 -0.3636089
#> lag1_var2 1.52201856 1.0701674 -0.2961158 2.7354289
#> lag1_var3 1.22857485 1.7503915 -1.7331530 3.1267507
#> lag1_var4 -1.04569763 1.7367260 -2.8220156 1.9243575
#> const 16.83454418 12.0967179 1.7454520 32.9517173
#> exo1 0.04476767 2.1112725 -1.9583276 3.5953525
#> exo2 2.58481014 2.3170314 -0.7057146 5.3802766
#> exo3 -0.48097539 2.4216136 -3.8134329 3.0994564
#>
#> $LTU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.31362484 0.4295506 0.67499878 1.89484866
#> lag1_var2 -1.05082497 0.8721072 -2.24784652 -0.04779398
#> lag1_var3 -0.94272532 1.4125394 -2.85867383 0.73427488
#> lag1_var4 1.63146339 1.3477908 0.03425598 3.41926815
#> const -14.42168260 11.7441592 -30.31038972 0.98690530
#> exo1 -0.61338525 1.5398748 -2.85682702 1.15744481
#> exo2 -1.00753740 1.7096607 -2.74881049 1.49682022
#> exo3 -0.06412055 1.5555248 -2.70430313 1.35886742
#>
#> $LTU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6233877 0.3112739 0.2444547 1.1057499
#> lag1_var2 -0.5343919 0.5580388 -1.3636893 0.1656365
#> lag1_var3 -0.8497324 0.9066856 -2.2028959 0.3148931
#> lag1_var4 1.6712313 0.8336349 0.5681367 2.9118346
#> const -4.0671373 8.7442095 -17.3533751 6.3046005
#> exo1 -0.7108437 0.9050815 -1.9620785 0.3345522
#> exo2 0.5947955 0.8051215 -0.7451997 1.3348138
#> exo3 -0.4055061 0.7478150 -1.4063097 0.5983675
#>
#>
#>
#> $LUX
#> $LUX$Sigma
#> $LUX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004768203 8.534829e-05 0.0004005768 0.0006090807
#>
#> $LUX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0009283162 0.002187352 -0.003674734 0.002156464
#> Sigma[2,2] 0.3588716866 0.045749255 0.301505402 0.422644832
#>
#> $LUX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001691334 0.002958236 -0.005847688 0.002726065
#> Sigma[3,2] -0.075239579 0.066594863 -0.183643319 -0.011394263
#> Sigma[3,3] 0.419317740 0.067360533 0.351205144 0.530710308
#>
#> $LUX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002283638 0.003127249 -0.007340353 0.001518636
#> Sigma[4,2] 0.133359578 0.063860792 0.051213033 0.216635893
#> Sigma[4,3] 0.392983445 0.039833571 0.346540507 0.443378625
#> Sigma[4,4] 0.489377383 0.040559556 0.419902400 0.531575329
#>
#>
#> $LUX$A
#> $LUX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99962846 0.01739643 0.978206119 1.0194267882
#> lag1_var2 -0.05825431 0.05734146 -0.126791345 0.0231593894
#> lag1_var3 -0.11136935 0.10329853 -0.235289084 0.0336685833
#> lag1_var4 0.10191249 0.09799607 -0.035999835 0.2200660380
#> const 0.54480827 0.17787066 0.259545296 0.7073399342
#> exo1 -0.01938622 0.01887485 -0.039759281 0.0112827325
#> exo2 -0.02708235 0.02558333 -0.069492176 0.0008513789
#> exo3 0.04490714 0.02166567 0.008963538 0.0670590872
#>
#> $LUX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4552723 0.4199853 -0.96444858 0.07200912
#> lag1_var2 1.5146183 1.4764390 -0.36873939 3.32305926
#> lag1_var3 1.5249188 2.7587912 -2.03282634 4.96212340
#> lag1_var4 -1.3094487 2.5782273 -4.51482252 1.99182548
#> const 0.8311885 3.3846768 -2.13942085 6.98588900
#> exo1 0.4349598 0.4992164 -0.02578698 1.23407610
#> exo2 1.3510582 0.4116066 0.74301836 1.89145795
#> exo3 -0.8787719 0.5199605 -1.57887348 -0.22785925
#>
#> $LUX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6525145 0.6396966 -0.1648915 1.5351972
#> lag1_var2 -1.3030573 1.4956040 -3.2666455 0.4473592
#> lag1_var3 -1.8379245 2.7546475 -5.6007629 1.3991919
#> lag1_var4 2.5508955 2.5797285 -0.5049472 6.0646062
#> const -1.1276171 9.4682709 -13.5071157 12.6806989
#> exo1 -0.6737895 0.6344163 -1.4387900 0.2248208
#> exo2 -0.8901744 0.7767287 -1.9969268 0.1576673
#> exo3 0.6836875 0.6720755 -0.1766644 1.7212505
#>
#> $LUX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37583998 0.6087481 -0.3134534 1.3508236
#> lag1_var2 -0.81750211 1.7658792 -2.8969155 1.6977525
#> lag1_var3 -1.63870133 3.2962786 -5.6405415 3.0424824
#> lag1_var4 2.48797951 3.0909962 -1.9073304 6.2291797
#> const -0.99372336 10.5165356 -14.8101607 14.7011359
#> exo1 -0.46786205 0.5945612 -1.2043900 0.3783277
#> exo2 -0.09212303 1.0314432 -1.5447344 1.3003778
#> exo3 0.19030414 0.8075809 -1.0279087 1.2286029
#>
#>
#>
#> $LVA
#> $LVA$Sigma
#> $LVA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005324981 0.001341724 0.003825318 0.007247436
#>
#> $LVA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.06155333 0.03061216 -0.1098573 -0.03309464
#> Sigma[2,2] 4.95953993 1.10820625 3.3809510 6.44481868
#>
#> $LVA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.03999143 0.02120623 0.01844064 0.07453251
#> Sigma[3,2] -3.38744889 0.91091934 -4.71844733 -2.23500213
#> Sigma[3,3] 2.64945123 0.76276596 1.79168033 3.76326662
#>
#> $LVA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003830774 0.00949421 -0.009088717 0.01704889
#> Sigma[4,2] -0.431819142 0.37538136 -0.977559404 0.02064635
#> Sigma[4,3] 0.676672627 0.27143396 0.354669660 1.08514135
#> Sigma[4,4] 0.473183337 0.08698265 0.338111658 0.56932219
#>
#>
#> $LVA$A
#> $LVA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08256347 0.03039500 1.037100509 1.12061902
#> lag1_var2 -0.13964567 0.07152703 -0.245838221 -0.05250627
#> lag1_var3 -0.24899818 0.11915824 -0.425152616 -0.10263822
#> lag1_var4 0.19903329 0.10598030 0.072931300 0.35949536
#> const 0.93830770 0.45777426 0.191855814 1.44482039
#> exo1 -0.01710124 0.05280296 -0.090963446 0.04897797
#> exo2 -0.03544118 0.06609110 -0.144772011 0.04091968
#> exo3 0.07968583 0.06636351 -0.004915307 0.18004809
#>
#> $LVA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.2075687 0.9334963 -5.489395 -2.9007554
#> lag1_var2 5.9552266 2.2090395 3.304822 8.7107725
#> lag1_var3 8.7845558 3.6627487 4.399186 13.3572082
#> lag1_var4 -7.0048010 3.3132526 -11.066400 -3.0192212
#> const -3.2291489 19.5591471 -31.677843 24.7492199
#> exo1 1.1793680 2.4361994 -2.295918 4.4215655
#> exo2 0.4101966 2.5173135 -2.755787 3.5124411
#> exo3 -2.0895644 1.5244741 -4.463535 -0.4767705
#>
#> $LVA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.03565383 0.5347412 2.410078 3.848693
#> lag1_var2 -3.33857854 1.6331966 -5.789144 -1.079522
#> lag1_var3 -4.78820221 2.7180239 -8.903832 -1.042713
#> lag1_var4 4.44742449 2.4861628 1.034619 8.119416
#> const 6.81400444 11.7923042 -8.570880 25.618949
#> exo1 0.15196381 1.8234253 -2.373828 2.721590
#> exo2 -0.24162769 1.7119187 -2.154483 1.706344
#> exo3 -0.04631175 1.1003247 -1.584232 1.479189
#>
#> $LVA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.529066612 0.2862055 0.133138473 0.9025812
#> lag1_var2 -0.242863872 0.8852504 -1.585849032 0.7278967
#> lag1_var3 -0.295434020 1.4973259 -2.548566961 1.3587709
#> lag1_var4 1.016719005 1.3506571 -0.460883709 3.0937695
#> const 4.911519205 4.9833790 0.001009178 12.0576416
#> exo1 0.922724502 0.5356931 0.257002386 1.7714228
#> exo2 0.005079001 0.5746817 -0.899889454 0.7700665
#> exo3 -1.446413457 0.6715804 -2.333763774 -0.4727572
#>
#>
#>
#> $MAC
#> $MAC$Sigma
#> $MAC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01482146 0.003225104 0.01123244 0.01963727
#>
#> $MAC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02804421 0.009299056 -0.04006728 -0.01705971
#> Sigma[2,2] 0.31428552 0.071233892 0.22972385 0.42415724
#>
#> $MAC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06657421 0.01661473 0.0397469 0.08747918
#> Sigma[3,2] -0.28655422 0.09235271 -0.3882983 -0.15383642
#> Sigma[3,3] 1.02212957 0.28124279 0.6623449 1.42210512
#>
#> $MAC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04942732 0.01505079 0.02619613 0.068837230
#> Sigma[4,2] -0.08457966 0.06966316 -0.18165094 0.007408087
#> Sigma[4,3] 0.86496887 0.24398723 0.58257357 1.228369439
#> Sigma[4,4] 0.83901208 0.21152915 0.60921794 1.157261057
#>
#>
#> $MAC$A
#> $MAC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02411824 0.11911501 0.86239822 1.1616111
#> lag1_var2 -0.30105019 0.58122689 -1.20690747 0.3872658
#> lag1_var3 -0.49139392 0.90169359 -1.88918702 0.5865937
#> lag1_var4 0.47374181 0.86471505 -0.55594602 1.8190230
#> const 0.58489023 0.70860646 -0.40599901 1.5611342
#> exo1 -0.03719852 0.12464085 -0.17885196 0.1485918
#> exo2 -0.73569000 0.16013023 -0.96306053 -0.5244052
#> exo3 0.13855650 0.07551784 0.03785337 0.2318106
#>
#> $MAC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6510776 0.3193364 -1.0921970 -0.2265339
#> lag1_var2 1.7625176 1.5547201 -0.1312560 3.8820288
#> lag1_var3 1.3881603 2.3901108 -1.5102235 4.6197166
#> lag1_var4 -1.2767432 2.3169086 -4.4242434 1.5454266
#> const 8.6898969 2.7089724 5.9200722 13.0010657
#> exo1 -0.2040589 0.5395876 -0.9697378 0.5458541
#> exo2 0.5178793 0.5513220 -0.2849607 1.1602812
#> exo3 -0.4433255 0.4095289 -0.9928508 0.1483453
#>
#> $MAC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.510207 0.6899179 0.6432462 2.5210800
#> lag1_var2 -4.408816 3.4019574 -9.5934330 -0.7062948
#> lag1_var3 -5.859999 5.2733023 -13.9276642 -0.3085481
#> lag1_var4 6.381377 5.0779265 1.0056664 14.1765510
#> const -4.384797 8.8303624 -15.4128868 10.0357135
#> exo1 1.082549 0.6391085 0.3312696 2.0175060
#> exo2 -1.400481 0.9893915 -3.1275252 -0.4254766
#> exo3 0.505666 0.6511774 -0.4701525 1.3549537
#>
#> $MAC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.1069306 0.5728428 0.2948675 1.88428811
#> lag1_var2 -3.7455623 2.5662880 -7.7801541 -1.12253927
#> lag1_var3 -5.6918587 4.0008929 -12.0084689 -1.78202821
#> lag1_var4 6.2839729 3.8432405 2.4776299 12.35896597
#> const 0.9303556 7.9915718 -8.3163981 14.40038335
#> exo1 0.9873203 0.6080551 0.1485849 1.76482046
#> exo2 -1.0611916 1.0217596 -2.6936316 -0.03833581
#> exo3 0.2172594 0.5409010 -0.5592981 0.92418121
#>
#>
#>
#> $MAR
#> $MAR$Sigma
#> $MAR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001271446 0.0005371996 0.0008124796 0.00213862
#>
#> $MAR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01171035 0.004102814 -0.0172782 -0.005954014
#> Sigma[2,2] 0.36104248 0.079888059 0.2754977 0.470511529
#>
#> $MAR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005752808 0.003250368 0.001866309 0.01079482
#> Sigma[3,2] -0.116967072 0.028239516 -0.158423265 -0.08294693
#> Sigma[3,3] 0.135092490 0.042289991 0.093106418 0.20792164
#>
#> $MAR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0002531113 0.002082454 -0.003070695 0.002408686
#> Sigma[4,2] 0.0705370036 0.034466517 0.026409431 0.121868737
#> Sigma[4,3] 0.0833564368 0.046104194 0.039603159 0.158426056
#> Sigma[4,4] 0.1300208507 0.039775129 0.086781001 0.188714349
#>
#>
#> $MAR$A
#> $MAR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998399843 0.02591775 0.97355931 1.03874099
#> lag1_var2 -0.062959221 0.07104105 -0.16465907 0.01820244
#> lag1_var3 -0.118550258 0.14488434 -0.32707906 0.04524468
#> lag1_var4 0.110662310 0.13421560 -0.04289971 0.30448961
#> const 0.510964553 0.25525095 0.18014801 0.78436883
#> exo1 0.006611022 0.03981895 -0.05294420 0.05319679
#> exo2 -0.094877695 0.01807885 -0.11747661 -0.06883750
#> exo3 0.072833165 0.03849264 0.03611484 0.13519242
#>
#> $MAR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3004196 0.5433621 -1.170441809 0.2289525
#> lag1_var2 1.1711580 1.3600587 -0.337714286 3.2615050
#> lag1_var3 0.6126053 2.7878609 -2.468515100 4.8352678
#> lag1_var4 -0.5334610 2.5725561 -4.424825281 2.3355351
#> const 4.9003274 5.0512210 -0.006377756 12.7595744
#> exo1 -0.1473460 0.2986801 -0.557818239 0.2723756
#> exo2 1.9112924 0.5439382 0.992234534 2.4715036
#> exo3 -0.2946708 0.5020274 -1.073409413 0.2951484
#>
#> $MAR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07686524 0.3391448 -0.2848731 0.5708675
#> lag1_var2 -0.16568747 0.6202161 -0.9365699 0.7616371
#> lag1_var3 0.45431428 1.2619644 -1.0805508 2.3259360
#> lag1_var4 0.49001326 1.1787075 -1.2788575 1.9305251
#> const -0.41627855 4.9569476 -8.4309723 5.0092322
#> exo1 0.23132685 0.2328480 -0.1176638 0.5092171
#> exo2 -2.00376505 0.3481971 -2.5239822 -1.5152597
#> exo3 0.92692159 0.3688151 0.4752187 1.3984573
#>
#> $MAR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1282188 0.2369533 -0.3462777 0.2254855
#> lag1_var2 0.1066638 0.5997542 -0.8279863 0.8093398
#> lag1_var3 0.1231463 1.1739655 -1.6985134 1.4974251
#> lag1_var4 0.8880371 1.0952172 -0.3989524 2.5848643
#> const 1.9703313 4.0642553 -4.0216221 6.7729097
#> exo1 0.1746135 0.2113869 -0.1121964 0.4633944
#> exo2 -1.2689057 0.3756838 -1.7628429 -0.8712005
#> exo3 0.8479021 0.3374564 0.5339466 1.3859318
#>
#>
#>
#> $MDA
#> $MDA$Sigma
#> $MDA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007640264 0.002058824 0.006120475 0.01134965
#>
#> $MDA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05571828 0.01925645 -0.0859810 -0.0327135
#> Sigma[2,2] 1.01994633 0.28268984 0.6264554 1.3571936
#>
#> $MDA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06446269 0.03058482 0.0330371 0.1121066
#> Sigma[3,2] -0.98573528 0.30575258 -1.4051872 -0.6004421
#> Sigma[3,3] 2.13918812 0.58515944 1.3968528 3.0004713
#>
#> $MDA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0312997 0.02279122 0.01005573 0.06871522
#> Sigma[4,2] -0.3767764 0.22767567 -0.70374057 -0.09392688
#> Sigma[4,3] 1.5847414 0.44186233 1.02017866 2.19850140
#> Sigma[4,4] 1.3960185 0.33500816 0.98969822 1.84231656
#>
#>
#> $MDA$A
#> $MDA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91183884 0.03017845 0.876763563 0.948805229
#> lag1_var2 0.19120676 0.13768457 0.008149852 0.356724330
#> lag1_var3 0.31239824 0.23323793 0.006335157 0.590300395
#> lag1_var4 -0.29843077 0.22907007 -0.576234243 -0.002109755
#> const 1.09324582 0.69598909 0.192668001 2.020850938
#> exo1 0.07449207 0.07262926 -0.023113869 0.172012832
#> exo2 -0.09537759 0.10986698 -0.243970137 0.052781278
#> exo3 0.12038887 0.07473684 0.019555992 0.226105831
#>
#> $MDA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1871480 0.5759421 -0.9880304 0.5011892
#> lag1_var2 0.4310960 1.4303680 -1.3259516 2.1615497
#> lag1_var3 -0.7704634 2.3965039 -3.8223423 2.1341896
#> lag1_var4 0.7522427 2.3392495 -2.0805569 3.7563276
#> const 5.7969039 11.8081949 -13.2970654 18.9886442
#> exo1 -0.2424670 0.7529767 -1.1959189 0.7677930
#> exo2 -0.4704231 1.1275573 -2.2061746 0.7615275
#> exo3 -1.2418631 1.1199346 -3.0243433 -0.2198481
#>
#> $MDA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6179770 0.5076563 -0.06584172 1.215380
#> lag1_var2 -1.5483324 2.6381413 -5.04168805 1.748204
#> lag1_var3 -1.3713644 4.4169972 -7.33296825 3.959725
#> lag1_var4 2.2196767 4.3245415 -2.94299145 8.092394
#> const -3.6077260 13.0233374 -18.12977249 16.726955
#> exo1 -0.4776890 1.1755052 -1.97114135 1.028704
#> exo2 -0.1473668 1.6343985 -2.14263077 2.152388
#> exo3 3.0132171 1.2041013 1.15674525 4.587737
#>
#> $MDA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5303136 0.3480019 0.01678395 0.9952804
#> lag1_var2 -1.7335668 2.1494016 -4.47549237 0.8830169
#> lag1_var3 -2.5614976 3.6116427 -7.22373240 1.7421390
#> lag1_var4 3.4005200 3.5334711 -0.79872769 7.9576088
#> const -0.7458912 7.6926229 -10.01957422 9.4298961
#> exo1 -0.6165971 0.8785752 -1.83580040 0.5833516
#> exo2 -0.4765787 1.6437406 -2.79750759 1.6236376
#> exo3 2.2163306 0.9392544 0.77968025 3.3873571
#>
#>
#>
#> $MDG
#> $MDG$Sigma
#> $MDG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001641094 0.001085202 0.0009508771 0.00328343
#>
#> $MDG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004121979 0.004690097 -0.01094128 0.001882054
#> Sigma[2,2] 0.309091851 0.097092629 0.21862026 0.455063744
#>
#> $MDG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003558135 0.003964026 -0.002087735 0.008977976
#> Sigma[3,2] -0.267438078 0.091317616 -0.408315753 -0.186803352
#> Sigma[3,3] 0.244984254 0.087666821 0.165118629 0.381311275
#>
#> $MDG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 4.658243e-06 0.001032975 -0.001586423 0.0009257685
#> Sigma[4,2] -5.216736e-04 0.012449615 -0.019233368 0.0133825432
#> Sigma[4,3] 1.430084e-02 0.011682753 0.002227191 0.0320758669
#> Sigma[4,4] 1.426070e-02 0.003077796 0.009984892 0.0183016027
#>
#>
#> $MDG$A
#> $MDG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98325483 0.02424925 0.945795607 1.01130630
#> lag1_var2 0.06578427 0.14044370 -0.039077647 0.32944730
#> lag1_var3 0.08085394 0.16509529 -0.045438040 0.39074626
#> lag1_var4 -0.08670351 0.16329898 -0.392456945 0.03857506
#> const 0.93250158 0.44391218 0.424778928 1.58490657
#> exo1 0.04073538 0.03208848 -0.007222733 0.07687329
#> exo2 -0.09653303 0.03129155 -0.138940689 -0.06530285
#> exo3 0.01894161 0.04746163 -0.033819999 0.09371992
#>
#> $MDG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02399072 0.2502360 -0.3640482 0.2853766
#> lag1_var2 0.07693719 1.4499783 -2.0327924 1.7160835
#> lag1_var3 -1.02528926 1.6837297 -3.4546582 0.9089559
#> lag1_var4 0.99881982 1.6735717 -0.9164219 3.3920574
#> const 2.88618351 5.2573508 -2.3369746 11.1064593
#> exo1 0.21810985 0.5473084 -0.4949770 0.9259924
#> exo2 0.69390262 0.5480659 -0.1288658 1.4481990
#> exo3 0.40287793 0.4823214 -0.2171520 1.1311133
#>
#> $MDG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.22303056 0.2339027 -0.0570445 0.5586879
#> lag1_var2 0.65856634 1.3409003 -0.9427533 2.3366869
#> lag1_var3 1.66688914 1.5551081 -0.1889031 3.5878110
#> lag1_var4 -0.71298663 1.5451595 -2.6113443 1.0970136
#> const -1.40025583 4.2550812 -8.5662204 3.1863434
#> exo1 -0.16944736 0.4961955 -0.8264081 0.4940613
#> exo2 -1.31859813 0.4572639 -1.9737550 -0.7638688
#> exo3 -0.03627448 0.3086287 -0.4723620 0.3200698
#>
#> $MDG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.19873193 0.07891605 0.09191442 0.2943808
#> lag1_var2 0.21229030 0.28813495 -0.12027059 0.6597804
#> lag1_var3 0.18907280 0.33682231 -0.19816511 0.7169193
#> lag1_var4 0.74912479 0.33077640 0.22087411 1.1199886
#> const 0.55993373 1.43110594 -1.56394621 2.2363473
#> exo1 0.02640424 0.12256255 -0.12556885 0.1979972
#> exo2 -0.74466459 0.14158441 -0.91942791 -0.5638760
#> exo3 0.31460936 0.15885579 0.11122039 0.5459092
#>
#>
#>
#> $MDV
#> $MDV$Sigma
#> $MDV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003649692 0.001081356 0.002405728 0.00526531
#>
#> $MDV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008714097 0.007711756 -0.02079015 -0.002854267
#> Sigma[2,2] 0.310183204 0.091069133 0.22125906 0.466377720
#>
#> $MDV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02159591 0.01451468 0.00892957 0.04445289
#> Sigma[3,2] -0.38458616 0.19236621 -0.69217921 -0.24772220
#> Sigma[3,3] 0.92983325 0.40340981 0.65429075 1.61269204
#>
#> $MDV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01772013 0.01135886 0.007532577 0.03570881
#> Sigma[4,2] -0.23341147 0.15521025 -0.487409960 -0.13684897
#> Sigma[4,3] 0.75851689 0.31648898 0.543143019 1.30005986
#> Sigma[4,4] 0.66178742 0.24574221 0.481587013 1.08576154
#>
#>
#> $MDV$A
#> $MDV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97459029 0.06818751 0.88833023 1.07293079
#> lag1_var2 -0.12227560 0.12471650 -0.28863953 0.05154567
#> lag1_var3 -0.23002400 0.23410379 -0.53983969 0.09461426
#> lag1_var4 0.22409922 0.21805128 -0.07597923 0.51353327
#> const 0.91716605 0.66268984 -0.16196666 1.59720076
#> exo1 0.01608324 0.05492926 -0.05625691 0.08554460
#> exo2 -0.46281250 0.06067235 -0.54074678 -0.36779731
#> exo3 0.23876869 0.07414989 0.13737362 0.33862172
#>
#> $MDV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.02871299 0.5838742 -1.8458880 -0.2548012
#> lag1_var2 4.10601025 1.0671117 2.7988595 5.6009877
#> lag1_var3 5.86239302 1.9829599 3.4164759 8.6814069
#> lag1_var4 -5.54885013 1.8641284 -8.2449521 -3.2386701
#> const 5.81116817 6.4041863 -3.5525754 14.5840024
#> exo1 0.41168615 0.6451764 -0.5354611 1.2768607
#> exo2 1.01694166 0.7504386 -0.2136285 1.6042032
#> exo3 -0.09127857 0.5188705 -0.7951053 0.6545253
#>
#> $MDV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.5650074 0.9107255 0.488325 2.8958473
#> lag1_var2 -4.5805668 1.1247648 -6.299520 -3.5216602
#> lag1_var3 -7.5741864 2.1237024 -10.717436 -5.5093019
#> lag1_var4 8.1272356 2.0021800 6.104659 11.0083219
#> const -9.6253422 11.6631328 -26.122331 5.1568329
#> exo1 -0.5671706 0.8384876 -1.818610 0.3162334
#> exo2 -6.2666412 0.9736152 -7.401803 -4.7603831
#> exo3 0.4077064 1.1333380 -1.186280 2.0349101
#>
#> $MDV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0630405 0.6859223 0.3183401 2.1286547
#> lag1_var2 -2.9657967 0.8112885 -4.0304275 -1.8964247
#> lag1_var3 -5.5275479 1.5401116 -7.5452161 -3.5282071
#> lag1_var4 6.2413156 1.4567219 4.3770115 8.2118205
#> const -7.1719793 9.6353193 -20.5471127 5.6535139
#> exo1 -0.3887916 0.5779718 -1.3111574 0.1977406
#> exo2 -5.9329426 0.6622750 -6.8101501 -5.0040867
#> exo3 0.3875910 0.9704045 -0.8983188 1.8048639
#>
#>
#>
#> $MEX
#> $MEX$Sigma
#> $MEX$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007472632 0.0001840661 0.0005008764 0.001010122
#>
#> $MEX$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01347841 0.00412942 -0.01823994 -0.008001026
#> Sigma[2,2] 0.47285828 0.12219252 0.28031077 0.609718854
#>
#> $MEX$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01232885 0.004692547 0.006738573 0.01883893
#> Sigma[3,2] -0.36339583 0.108249509 -0.521389216 -0.21361558
#> Sigma[3,3] 0.50046091 0.123664357 0.368818739 0.67274993
#>
#> $MEX$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004437432 0.002974127 0.001357703 0.00954491
#> Sigma[4,2] -0.084572168 0.058778636 -0.179082573 -0.02819191
#> Sigma[4,3] 0.294409900 0.079045051 0.206810739 0.41323168
#> Sigma[4,4] 0.253128687 0.060486408 0.189766812 0.34185531
#>
#>
#> $MEX$A
#> $MEX$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98880316 0.02159375 0.95691602 1.01834475
#> lag1_var2 -0.05542749 0.13176923 -0.21191418 0.11713334
#> lag1_var3 -0.10224503 0.21778990 -0.36103873 0.17887189
#> lag1_var4 0.09795007 0.20926581 -0.16669037 0.34429550
#> const 0.56428009 0.28221003 0.29953102 1.03793026
#> exo1 -0.01611898 0.02740886 -0.04626570 0.02733714
#> exo2 -0.09345533 0.03124824 -0.14045210 -0.05452845
#> exo3 0.03420321 0.04323115 -0.03480876 0.08512845
#>
#> $MEX$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1720069 0.4084235 -0.7089843 0.3494979
#> lag1_var2 2.1562312 3.0410539 -1.3193437 6.1660308
#> lag1_var3 2.3293487 5.0383690 -3.4049012 8.9283415
#> lag1_var4 -2.2738265 4.8640203 -8.6974527 3.2635017
#> const 2.3411810 6.7827604 -8.2504128 9.5468062
#> exo1 0.2763587 0.7302046 -0.7426984 1.2236089
#> exo2 0.7533346 0.6903597 -0.2825160 1.5733755
#> exo3 -0.4678137 0.7702753 -1.6850403 0.4987333
#>
#> $MEX$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8159483 0.2614577 0.4152524 1.1553602
#> lag1_var2 -1.1749688 2.6629949 -5.3616496 1.7965551
#> lag1_var3 -1.4452092 4.3126081 -8.2284508 3.3693293
#> lag1_var4 2.0452635 4.2125412 -2.6485041 8.7202308
#> const 0.4699978 7.6492207 -6.4563128 13.0227072
#> exo1 -0.4134418 0.8017475 -1.2446346 0.7195898
#> exo2 -4.5947571 0.7962811 -5.8162810 -3.7067495
#> exo3 1.9668506 0.8549432 0.7399484 3.1023630
#>
#> $MEX$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7285837 0.1872153 0.4551355 0.9802769
#> lag1_var2 -0.3194147 1.3975671 -2.1982537 1.5195798
#> lag1_var3 -0.7902421 2.3226114 -3.9149683 2.4409131
#> lag1_var4 1.4216831 2.2661363 -1.6962740 4.4620844
#> const 1.5284342 4.5107462 -4.3073335 7.9966907
#> exo1 -0.2502149 0.5024960 -0.8628708 0.3535405
#> exo2 -4.3265617 0.5503909 -5.1589572 -3.7601073
#> exo3 1.7719704 0.6240435 0.9178283 2.4828445
#>
#>
#>
#> $MKD
#> $MKD$Sigma
#> $MKD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001797514 0.001529587 0.0004078989 0.004497148
#>
#> $MKD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07366714 0.05604879 -0.1667686 -0.01423414
#> Sigma[2,2] 7.43647343 2.23614971 4.5128306 10.59229024
#>
#> $MKD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04379545 0.03939453 0.006859085 0.1112059
#> Sigma[3,2] -4.30867669 1.48356973 -6.506017920 -2.5717991
#> Sigma[3,3] 2.67523064 1.02623943 1.585205235 4.1841902
#>
#> $MKD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006321379 0.01414618 -0.007918766 0.03047542
#> Sigma[4,2] -0.476506453 0.60664911 -1.266268810 0.29375252
#> Sigma[4,3] 0.515157426 0.37789176 0.072715122 1.04639049
#> Sigma[4,4] 0.355103281 0.10636842 0.222229920 0.50831688
#>
#>
#> $MKD$A
#> $MKD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981870968 0.06918655 0.85553009 1.04324558
#> lag1_var2 0.043496102 0.07889107 -0.02448734 0.18612355
#> lag1_var3 0.078695350 0.15099153 -0.05102142 0.35213783
#> lag1_var4 -0.081332081 0.12367776 -0.30542650 0.02150528
#> const 0.543170485 0.46984372 0.01933310 1.26261301
#> exo1 0.021542377 0.03697486 -0.03781382 0.07127586
#> exo2 -0.079389681 0.03653094 -0.14275071 -0.04408616
#> exo3 -0.002501465 0.05396745 -0.09052456 0.05556798
#>
#> $MKD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2812245 2.253308 -2.480961 3.247704
#> lag1_var2 -1.2666835 3.871673 -6.411757 3.181239
#> lag1_var3 -4.2509520 7.246525 -13.809924 4.102631
#> lag1_var4 3.8575595 6.166716 -3.304668 12.318415
#> const 13.7204547 34.212298 -34.504173 51.622571
#> exo1 -1.1929613 1.896311 -3.506335 1.550882
#> exo2 1.0718945 2.422496 -2.630012 4.171702
#> exo3 1.0428704 2.236217 -2.833276 3.139906
#>
#> $MKD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1415200 1.401427 -2.055000 1.6039365
#> lag1_var2 1.6840991 2.451873 -1.137687 5.0920166
#> lag1_var3 4.1245523 4.590364 -1.185050 10.4592335
#> lag1_var4 -2.9281869 3.935251 -8.588744 1.6157174
#> const -7.2126354 20.184054 -30.198879 20.1851803
#> exo1 0.6830654 1.255949 -1.236752 2.2715773
#> exo2 -1.2244325 1.190775 -2.688432 0.6565182
#> exo3 -1.0614246 1.422781 -2.769072 1.1612641
#>
#> $MKD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1037871 0.5061182 -0.8063912 0.6112099
#> lag1_var2 0.7951529 0.7295170 -0.1550185 1.8141201
#> lag1_var3 1.4531343 1.3719197 -0.3396770 3.3526738
#> lag1_var4 -0.4018747 1.1709795 -2.1570527 1.0166238
#> const -0.7977096 4.2422894 -7.2135670 3.3886343
#> exo1 0.1205295 0.4266385 -0.5591070 0.6624081
#> exo2 -0.8292531 0.3508159 -1.3405739 -0.3527426
#> exo3 -0.6345596 0.8978560 -1.6317861 0.6787768
#>
#>
#>
#> $MLI
#> $MLI$Sigma
#> $MLI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002484205 0.004324497 0.0006313148 0.008897039
#>
#> $MLI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001024901 0.005329901 -0.002608406 0.009451299
#> Sigma[2,2] 0.114962646 0.029702595 0.077602474 0.156772272
#>
#> $MLI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003472764 0.008758219 -0.01778267 0.001615763
#> Sigma[3,2] -0.113868114 0.039033691 -0.16800793 -0.061569955
#> Sigma[3,3] 0.177132330 0.046611025 0.11646326 0.239227390
#>
#> $MLI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002883994 0.005390451 -0.01166674 0.0008106947
#> Sigma[4,2] -0.037278216 0.022267246 -0.06383649 -0.0064824632
#> Sigma[4,3] 0.102222137 0.022681635 0.07328749 0.1306309784
#> Sigma[4,4] 0.078401874 0.010215012 0.06454973 0.0896738596
#>
#>
#> $MLI$A
#> $MLI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.000029729 0.008681521 0.99167677 1.01328233
#> lag1_var2 -0.134907544 0.227913192 -0.50345696 0.03035328
#> lag1_var3 -0.172224710 0.323186248 -0.68904764 0.06434632
#> lag1_var4 0.163535121 0.320774213 -0.07123718 0.67548203
#> const 0.680720285 0.276888725 0.27214837 1.01013566
#> exo1 0.001524859 0.038021004 -0.06130592 0.04780993
#> exo2 -0.031369268 0.057957599 -0.11195339 0.04721297
#> exo3 0.009117043 0.039246996 -0.03094639 0.07744926
#>
#> $MLI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43686918 0.09862534 0.3440768 0.5962461
#> lag1_var2 -0.58051430 2.13280524 -3.9568790 1.9577878
#> lag1_var3 -1.15761160 3.27083326 -6.2811603 2.8238781
#> lag1_var4 0.98576329 3.27299426 -3.0055590 6.1158952
#> const 3.27952949 2.17114854 0.7834992 6.5998952
#> exo1 -0.07463114 0.33122595 -0.4227167 0.4404700
#> exo2 0.73574411 0.28477218 0.3649844 1.0912094
#> exo3 1.08862843 0.47744611 0.3025540 1.6016608
#>
#> $MLI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5751850 0.1126871 -0.7305994 -0.4491834
#> lag1_var2 1.9608217 2.2247418 -0.7737074 5.1319102
#> lag1_var3 2.6340078 3.4049213 -1.7054348 7.4417405
#> lag1_var4 -1.4512676 3.4068730 -6.2697985 2.8990340
#> const -1.0311489 2.8198560 -4.7453262 2.9560385
#> exo1 0.1285985 0.2935428 -0.3615669 0.4309375
#> exo2 -1.9698524 0.3238926 -2.4561904 -1.6055165
#> exo3 -0.1120272 0.5034801 -0.5766240 0.7163516
#>
#> $MLI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.28621022 0.09832946 -0.42749458 -0.1703452
#> lag1_var2 1.15819194 1.03549404 0.05447183 2.5319495
#> lag1_var3 1.22411406 1.56553268 -0.48775078 3.3113445
#> lag1_var4 -0.14939695 1.55667448 -2.22907075 1.5519803
#> const 0.74983839 2.21359300 -1.90588093 4.1152965
#> exo1 0.08150393 0.16152472 -0.13868627 0.3040769
#> exo2 -1.53485939 0.28253148 -1.90912808 -1.1793311
#> exo3 0.62759733 0.25888505 0.37673361 1.0708225
#>
#>
#>
#> $MLT
#> $MLT$Sigma
#> $MLT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009511507 0.0001523529 0.0007621781 0.001172091
#>
#> $MLT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002946057 0.001671955 -0.005398021 -0.0009809424
#> Sigma[2,2] 0.082431539 0.018624092 0.064504675 0.1111563035
#>
#> $MLT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0002770146 0.002055043 -0.00269049 0.002765968
#> Sigma[3,2] -0.0804553934 0.023325976 -0.12215533 -0.059961605
#> Sigma[3,3] 0.2513188921 0.079498082 0.14652784 0.372723545
#>
#> $MLT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001274148 0.001733666 -0.003730124 0.0009273013
#> Sigma[4,2] -0.039792581 0.022131566 -0.074011121 -0.0185116282
#> Sigma[4,3] 0.224140856 0.081364568 0.116634214 0.3470159132
#> Sigma[4,4] 0.218228174 0.082699330 0.115021686 0.3445766792
#>
#>
#> $MLT$A
#> $MLT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97271613 0.01364052 0.959100244 0.99396752
#> lag1_var2 -0.06567640 0.06916909 -0.156697600 0.02010391
#> lag1_var3 -0.13118681 0.14061114 -0.298890528 0.04283019
#> lag1_var4 0.13060863 0.13542669 -0.037526168 0.29010147
#> const 0.68631368 0.23476939 0.330156008 0.96877224
#> exo1 0.01801228 0.04157520 -0.044039489 0.07551033
#> exo2 -0.10279801 0.04361627 -0.167522613 -0.05556887
#> exo3 0.04170274 0.03286174 -0.002878114 0.08845341
#>
#> $MLT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1761892 0.1273830 0.01072986 0.35563707
#> lag1_var2 1.3084891 0.5249338 0.66842820 2.12035976
#> lag1_var3 1.2527834 1.2059605 -0.12822383 3.21552492
#> lag1_var4 -1.3089621 1.1807522 -3.23590455 0.02658013
#> const 0.8692544 2.2259336 -2.71176556 3.13294714
#> exo1 -0.4731721 0.3090274 -0.85822267 -0.02252633
#> exo2 1.0009059 0.3275841 0.56983436 1.52142942
#> exo3 -0.4581227 0.3046175 -0.89706538 -0.05842530
#>
#> $MLT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0156235 0.3727874 0.4415271 1.5055942
#> lag1_var2 -3.1776043 0.9380563 -4.2432007 -1.6697771
#> lag1_var3 -4.1587465 1.8276942 -6.4541348 -1.4643945
#> lag1_var4 4.8079196 1.7363221 2.2988299 7.0087627
#> const -1.2273925 4.9988778 -7.4760948 5.9100396
#> exo1 0.1779865 0.3438773 -0.3084847 0.6474241
#> exo2 -0.5736726 0.2836081 -0.9583764 -0.1641925
#> exo3 0.6549950 0.4190508 0.1378502 1.2739150
#>
#> $MLT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.18075613 0.3524650 0.6223635 1.6157372
#> lag1_var2 -3.09528917 1.0261798 -4.2981612 -1.6051258
#> lag1_var3 -4.57520514 1.9412010 -7.0469128 -1.8879102
#> lag1_var4 5.17700375 1.8403023 2.6235081 7.5412734
#> const -1.22460463 4.9624251 -7.7095676 6.1667083
#> exo1 -0.05389063 0.3384955 -0.4116444 0.4562234
#> exo2 0.02074295 0.3578728 -0.5567634 0.4524737
#> exo3 0.37132804 0.4395525 -0.1554246 1.0103141
#>
#>
#>
#> $MMR
#> $MMR$Sigma
#> $MMR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00103337 0.0003054381 0.0007606155 0.001574818
#>
#> $MMR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005263432 0.002250097 -0.008870183 -0.003522917
#> Sigma[2,2] 0.071294675 0.022781462 0.049405972 0.107891712
#>
#> $MMR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008861821 0.004108697 0.004904602 0.01581902
#> Sigma[3,2] -0.108448233 0.036169895 -0.171707367 -0.07853126
#> Sigma[3,3] 0.327839559 0.078717786 0.238500951 0.44196041
#>
#> $MMR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005924748 0.003062107 0.00293585 0.01111796
#> Sigma[4,2] -0.068521117 0.024800707 -0.11075266 -0.04731868
#> Sigma[4,3] 0.268752651 0.065878182 0.19098294 0.37080986
#> Sigma[4,4] 0.232162981 0.057545718 0.16568076 0.32237719
#>
#>
#> $MMR$A
#> $MMR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98658131 0.008096905 0.97631792 0.99835995
#> lag1_var2 -0.03159485 0.081212615 -0.14789124 0.05435649
#> lag1_var3 -0.03503533 0.148858795 -0.25556663 0.11777452
#> lag1_var4 0.03543667 0.147483797 -0.11571918 0.25492914
#> const 0.38165937 0.273368796 0.04913831 0.76918014
#> exo1 0.00767998 0.024334134 -0.02432794 0.04124942
#> exo2 -0.15023781 0.040729407 -0.21944258 -0.10975843
#> exo3 -0.15511089 0.028560635 -0.19584946 -0.11912522
#>
#> $MMR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007129395 0.06211808 -0.07670294 0.07282536
#> lag1_var2 0.826620112 0.45842039 0.25806518 1.49738772
#> lag1_var3 0.400259165 0.85892030 -0.75125477 1.64136712
#> lag1_var4 -0.438332312 0.85511253 -1.68021742 0.71164722
#> const 3.058040354 2.06608068 0.33446062 5.08482645
#> exo1 -0.003955778 0.09909942 -0.17534033 0.10119067
#> exo2 0.619272606 0.34554997 0.21840680 1.16253097
#> exo3 2.447251184 0.34956457 1.99024791 2.96935057
#>
#> $MMR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.190460303 0.1688436 -0.37741641 0.06691748
#> lag1_var2 1.525253308 1.2063025 -0.06406927 3.32513286
#> lag1_var3 2.789392986 2.2140701 0.02353629 6.18672123
#> lag1_var4 -1.719311204 2.1961676 -5.09295664 1.00413590
#> const -0.715062664 4.4655469 -5.89201654 5.54905501
#> exo1 0.070719058 0.2323393 -0.23874810 0.41032279
#> exo2 0.008384626 0.7118868 -1.10861367 0.90443517
#> exo3 -4.838462841 0.5149029 -5.36938557 -4.01881073
#>
#> $MMR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19269804 0.1396937 -0.33729843 0.0334167
#> lag1_var2 1.64432987 1.1138745 0.22539286 3.3078828
#> lag1_var3 2.38732368 1.9934524 -0.07557445 5.4702149
#> lag1_var4 -1.33336071 1.9735986 -4.39387657 1.0926294
#> const 0.63279060 3.5946121 -3.55627220 5.3979429
#> exo1 0.07490252 0.2121732 -0.19495163 0.3789735
#> exo2 0.40340544 0.5810679 -0.45556642 1.1275403
#> exo3 -3.53341075 0.4076131 -4.02828992 -2.8965140
#>
#>
#>
#> $MNE
#> $MNE$Sigma
#> $MNE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002580695 0.0008998242 0.001553542 0.004080227
#>
#> $MNE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.09932385 0.04765723 -0.1752361 -0.04871785
#> Sigma[2,2] 5.72255159 2.53625379 3.2369595 9.50994883
#>
#> $MNE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07710076 0.03286003 0.03126644 0.1245005
#> Sigma[3,2] -4.26260702 1.61108635 -6.62870771 -2.3284853
#> Sigma[3,3] 4.15290789 1.19750935 2.71244975 5.9143879
#>
#> $MNE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03142091 0.01679332 0.007635867 0.0535399
#> Sigma[4,2] -1.63735465 0.64497709 -2.464153767 -0.7868728
#> Sigma[4,3] 2.35941005 0.62430951 1.645277239 3.2115478
#> Sigma[4,4] 1.79991242 0.41575633 1.246562656 2.3889663
#>
#>
#> $MNE$A
#> $MNE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04413576 0.03788311 0.990235952 1.08460474
#> lag1_var2 -0.08478813 0.04346221 -0.138011761 -0.02660400
#> lag1_var3 -0.17422752 0.08755774 -0.280434629 -0.05474714
#> lag1_var4 0.14499312 0.06837211 0.052477367 0.23053187
#> const 0.47013785 0.31336088 0.080109865 0.95187285
#> exo1 0.05050817 0.02820391 0.006114038 0.08634635
#> exo2 -0.14500946 0.04327434 -0.185600468 -0.07489340
#> exo3 0.08171185 0.05780905 0.001554011 0.16246278
#>
#> $MNE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -4.1833095 2.576159 -7.460644 -0.7842823
#> lag1_var2 5.5769576 2.631293 2.122946 8.9547046
#> lag1_var3 9.5716346 5.337090 2.499485 16.3035722
#> lag1_var4 -7.8444443 4.240462 -13.150860 -2.2392451
#> const 9.4002518 15.371270 -10.151637 31.6363883
#> exo1 -2.4107708 1.142423 -4.030399 -0.6807969
#> exo2 1.1285821 2.118693 -1.918992 3.4509501
#> exo3 -0.2126406 2.682766 -3.429546 3.8563634
#>
#> $MNE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 4.821500 1.850794 2.467911 7.3006282
#> lag1_var2 -5.187075 1.900028 -7.688384 -2.9481635
#> lag1_var3 -9.638695 3.845657 -14.657940 -5.0191099
#> lag1_var4 8.648049 3.090223 4.947286 12.6306498
#> const -8.184690 12.466456 -25.941090 8.6962364
#> exo1 1.140576 1.338005 -1.006636 2.6939912
#> exo2 -4.080359 2.084555 -6.428969 -0.8413897
#> exo3 -2.874538 1.994588 -5.575009 -0.2891161
#>
#> $MNE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 3.13282453 0.7843917 2.138083 4.167450
#> lag1_var2 -3.26980702 0.9550234 -4.494632 -2.325557
#> lag1_var3 -6.59466841 1.9259074 -9.056511 -4.648168
#> lag1_var4 6.31025619 1.6374169 4.675419 8.427732
#> const -4.34903036 9.8926315 -16.391458 11.629653
#> exo1 -0.05512836 1.3186342 -2.237209 1.311940
#> exo2 -4.11587373 1.5807575 -6.253625 -1.880290
#> exo3 -3.55303717 0.9635819 -4.945181 -2.250977
#>
#>
#>
#> $MNG
#> $MNG$Sigma
#> $MNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00198564 0.0003793892 0.001479159 0.00245869
#>
#> $MNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01015253 0.007694593 -0.02100259 -0.001324444
#> Sigma[2,2] 0.71669474 0.186452209 0.44634182 0.937303700
#>
#> $MNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004717167 0.00536472 -0.002936954 0.01115310
#> Sigma[3,2] -0.032893088 0.10103109 -0.169678116 0.09565102
#> Sigma[3,3] 0.638792233 0.10445628 0.473391698 0.78254539
#>
#> $MNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001336309 0.005076983 -0.006297686 0.007087369
#> Sigma[4,2] 0.437263068 0.111597192 0.281633992 0.578658581
#> Sigma[4,3] 0.672868952 0.133102946 0.452191442 0.809943351
#> Sigma[4,4] 1.020473541 0.164786526 0.774268158 1.194138092
#>
#>
#> $MNG$A
#> $MNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01688834 0.01544688 0.99779510 1.03876947
#> lag1_var2 -0.15088727 0.07656435 -0.23089830 -0.01916214
#> lag1_var3 -0.26495377 0.12598763 -0.40319550 -0.05839367
#> lag1_var4 0.25290400 0.12044440 0.05224239 0.38321221
#> const 0.34860694 0.37715457 -0.27240941 0.71091587
#> exo1 0.01717929 0.04720715 -0.05739918 0.07375407
#> exo2 -0.19945264 0.04230588 -0.25707975 -0.15254987
#> exo3 -0.06388880 0.02870940 -0.09695429 -0.02255665
#>
#> $MNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2530175 0.2898055 -0.1238700 0.6637067
#> lag1_var2 1.2890470 1.8614370 -1.8969203 3.1288341
#> lag1_var3 1.2992937 3.0268068 -3.9403438 4.2849711
#> lag1_var4 -1.3416984 2.9737721 -4.3313274 3.8064388
#> const -0.2800219 3.7644497 -4.4651467 5.5068795
#> exo1 -1.0941244 0.8758041 -1.9652992 0.2946479
#> exo2 -0.3529076 1.2904532 -2.1036976 1.4805346
#> exo3 1.3957425 1.1130039 -0.2629508 2.8665065
#>
#> $MNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.62685334 0.1940978 0.36427529 0.9300707
#> lag1_var2 0.73553995 0.7102675 -0.29112292 1.5825577
#> lag1_var3 1.51367282 1.2347684 -0.06990164 3.0601616
#> lag1_var4 -0.86769266 1.1786383 -2.29446853 0.6585166
#> const 4.54123561 5.5344308 -2.95092641 11.6195052
#> exo1 -0.73460046 0.7139645 -1.82500569 0.0303860
#> exo2 0.04971718 1.2992817 -1.87958096 1.8150378
#> exo3 -1.77603017 0.6706844 -2.74918568 -0.8742788
#>
#> $MNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8493954 0.2220333 0.6098424 1.1771812
#> lag1_var2 1.0751820 1.5833948 -1.1532989 2.9259197
#> lag1_var3 1.5627924 2.7635247 -2.4017813 4.7300896
#> lag1_var4 -0.9661513 2.6309986 -3.9120057 2.8324332
#> const 4.1817695 7.2335008 -6.7434049 14.2139704
#> exo1 -1.4921829 0.9102305 -2.9371054 -0.6284637
#> exo2 -0.2346200 1.5575270 -3.0497064 1.2851086
#> exo3 -0.9769850 0.4684781 -1.5559048 -0.3438494
#>
#>
#>
#> $MOZ
#> $MOZ$Sigma
#> $MOZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007168314 0.01651224 0.001393099 0.03099359
#>
#> $MOZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001574739 0.011775975 -0.004083043 0.01897181
#> Sigma[2,2] 0.059114948 0.008612299 0.048038426 0.07147281
#>
#> $MOZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.008057738 0.03688840 -0.06203845 0.009260973
#> Sigma[3,2] -0.001112913 0.02725465 -0.04512809 0.019658562
#> Sigma[3,3] 0.133327805 0.06504585 0.06881856 0.237755650
#>
#> $MOZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006936037 0.02824011 -0.048810601 0.00660075
#> Sigma[4,2] 0.046822344 0.02712955 0.005149859 0.06627703
#> Sigma[4,3] 0.135716751 0.05094533 0.067883339 0.21345613
#> Sigma[4,4] 0.177173010 0.03921818 0.112921327 0.22321448
#>
#>
#> $MOZ$A
#> $MOZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.999050746 0.01625839 0.98158108 1.02473911
#> lag1_var2 -0.056204891 0.07458509 -0.17391359 0.01721793
#> lag1_var3 -0.065256001 0.09523480 -0.20878439 0.04051209
#> lag1_var4 0.064379943 0.09229654 -0.03508137 0.20381340
#> const 0.159430595 0.62976543 -0.91134362 0.70967585
#> exo1 0.019780701 0.03867942 -0.02864635 0.06690948
#> exo2 -0.050206617 0.05881719 -0.12558489 0.04000311
#> exo3 0.001070154 0.04699633 -0.05504668 0.06632856
#>
#> $MOZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.089120035 0.09280533 -0.05102829 0.2027253
#> lag1_var2 0.363838356 0.55422327 -0.41855834 1.0623903
#> lag1_var3 -0.822067617 0.69922639 -1.78094400 0.0942132
#> lag1_var4 0.781009367 0.68603196 -0.13640862 1.7117134
#> const 1.334257598 2.36335317 -2.44483759 3.7144109
#> exo1 -0.001462027 0.26216624 -0.28095627 0.4460658
#> exo2 0.228063977 0.24533445 -0.10016612 0.5390467
#> exo3 0.140532434 0.22821469 -0.13644494 0.4928981
#>
#> $MOZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.31090142 0.1080586 -0.4521643 -0.14663170
#> lag1_var2 1.54000077 0.6808136 0.7920843 2.61009789
#> lag1_var3 2.78766762 0.9138560 1.7373489 4.23535342
#> lag1_var4 -1.73070233 0.9095696 -3.1698843 -0.67590780
#> const 1.90487700 2.2130815 -0.9161067 4.94584757
#> exo1 -0.35444293 0.2812961 -0.7243929 0.02970807
#> exo2 -0.85351054 0.4205645 -1.3672163 -0.17355297
#> exo3 0.07552192 0.4284417 -0.4480105 0.65835134
#>
#> $MOZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2489270 0.1484185 -0.46675921 -0.066148115
#> lag1_var2 1.3277522 0.9661635 0.03373833 2.855595692
#> lag1_var3 1.5007225 1.2968233 -0.33496105 3.467778802
#> lag1_var4 -0.4665713 1.2866035 -2.41547529 1.354396900
#> const 2.3777179 3.4957720 -2.60494160 6.528366502
#> exo1 -0.3646048 0.3187041 -0.83263474 -0.002335163
#> exo2 -0.7190603 0.4031254 -1.15833955 -0.092315243
#> exo3 0.1792622 0.5031311 -0.47255072 0.899089367
#>
#>
#>
#> $MRT
#> $MRT$Sigma
#> $MRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001899118 0.0005143546 0.001217923 0.00258196
#>
#> $MRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005202819 0.002280183 -0.008348798 -0.002698201
#> Sigma[2,2] 0.035985426 0.011731103 0.023076874 0.052872207
#>
#> $MRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002561954 0.002658333 -0.0007736209 0.006482376
#> Sigma[3,2] -0.025377630 0.010241798 -0.0422128045 -0.015041141
#> Sigma[3,3] 0.044346371 0.015857082 0.0279342104 0.071004825
#>
#> $MRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0002734183 0.002163208 -0.003085686 0.003115981
#> Sigma[4,2] -0.0102674237 0.005831391 -0.020357893 -0.004579574
#> Sigma[4,3] 0.0365122812 0.013517887 0.023508101 0.057656640
#> Sigma[4,4] 0.0354768961 0.012925034 0.023403830 0.054272167
#>
#>
#> $MRT$A
#> $MRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.955426765 0.02457686 0.91839826 0.985734849
#> lag1_var2 0.063419521 0.07372276 -0.03959571 0.163194551
#> lag1_var3 0.082053444 0.18878241 -0.20115445 0.311670090
#> lag1_var4 -0.082020567 0.17472224 -0.29612641 0.178175318
#> const 0.753280960 0.35624762 0.32856616 1.300561537
#> exo1 -0.006499069 0.04278466 -0.06414175 0.049461720
#> exo2 -0.071172874 0.03238344 -0.11744034 -0.028797191
#> exo3 -0.052881273 0.04138800 -0.10907266 -0.001743548
#>
#> $MRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3128313 0.1112978 0.1797190 0.4807601
#> lag1_var2 0.2196589 0.3691888 -0.4051489 0.5494515
#> lag1_var3 -0.5799551 0.7704316 -1.8053776 0.3167672
#> lag1_var4 0.5267957 0.7109041 -0.2871220 1.6683375
#> const 0.6148892 2.0148635 -2.7394058 2.4293990
#> exo1 -0.0339576 0.2543328 -0.4461455 0.2360992
#> exo2 0.7974885 0.2063820 0.5924624 1.1064674
#> exo3 0.4583321 0.1391448 0.2235691 0.5834255
#>
#> $MRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.41513531 0.1146677 -0.5945202 -0.28534649
#> lag1_var2 0.93851805 0.3199937 0.5972223 1.42565166
#> lag1_var3 2.05707631 0.5598707 1.5076820 2.95562617
#> lag1_var4 -0.96062443 0.5115217 -1.7849604 -0.44762373
#> const 0.10016012 1.4450438 -1.5246912 2.30355337
#> exo1 0.09666619 0.2835030 -0.2982665 0.46867563
#> exo2 -0.63384483 0.2363743 -0.9204433 -0.29791500
#> exo3 -0.16855525 0.1661159 -0.3738101 0.01776805
#>
#> $MRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.34224498 0.1010417 -0.5027123 -0.22837029
#> lag1_var2 0.79070170 0.2729866 0.4469473 1.16143162
#> lag1_var3 1.20634133 0.5520828 0.5858917 1.97850600
#> lag1_var4 -0.09990992 0.5055582 -0.8184142 0.45908899
#> const 0.14893923 1.8186888 -1.7315833 2.90961739
#> exo1 0.09012271 0.2346602 -0.2736896 0.35354674
#> exo2 -0.34178784 0.1831695 -0.5689949 -0.06314496
#> exo3 0.02560242 0.1643678 -0.1546259 0.26805986
#>
#>
#>
#> $MUS
#> $MUS$Sigma
#> $MUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002936062 9.42666e-05 0.0002147511 0.0004519355
#>
#> $MUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001802322 0.0009036834 -0.00294458 -0.000600822
#> Sigma[2,2] 0.123806529 0.0154807551 0.10019719 0.142967203
#>
#> $MUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003695316 0.002516062 0.001026146 0.007577155
#> Sigma[3,2] -0.055881888 0.056549084 -0.117656286 0.026197789
#> Sigma[3,3] 0.593536501 0.111886861 0.456384306 0.748144630
#>
#> $MUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002863501 0.002678856 -0.00040312 0.006663339
#> Sigma[4,2] 0.018245141 0.061007420 -0.04378061 0.111990961
#> Sigma[4,3] 0.603990077 0.116301411 0.46424467 0.768493468
#> Sigma[4,4] 0.662380501 0.135831258 0.50078759 0.853147200
#>
#>
#> $MUS$A
#> $MUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991435221 0.01469694 0.97636631 1.014227469
#> lag1_var2 -0.016899295 0.04657802 -0.09128696 0.021851864
#> lag1_var3 -0.033587587 0.08560584 -0.16996088 0.038545336
#> lag1_var4 0.027064844 0.07943776 -0.04064190 0.153269388
#> const 0.599101582 0.13560840 0.40933217 0.777920147
#> exo1 0.002463504 0.01335878 -0.01256832 0.023713392
#> exo2 -0.174039838 0.01644965 -0.20016330 -0.156237222
#> exo3 -0.017335842 0.01818780 -0.04404340 0.005875647
#>
#> $MUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5864037 0.3149847 -1.1127752 -0.2963981
#> lag1_var2 1.3777000 1.2685867 0.1498800 3.5343619
#> lag1_var3 1.0028066 2.2739282 -1.2048542 4.8797229
#> lag1_var4 -0.7826346 2.0979592 -4.3777474 1.2364513
#> const 2.0076461 3.9559922 -2.4281056 8.1750612
#> exo1 -0.5395797 0.1652175 -0.7561619 -0.3165957
#> exo2 2.2249733 0.3489250 1.6974407 2.6516362
#> exo3 0.1384014 0.3577533 -0.2337843 0.6646395
#>
#> $MUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.13418402 0.8007333 -0.9827189 1.1176097
#> lag1_var2 2.84001055 1.7860209 0.7320656 5.3681903
#> lag1_var3 5.86421746 3.3977418 1.8836273 10.7566131
#> lag1_var4 -4.97480026 3.1139678 -9.4157265 -1.2690637
#> const 3.92769385 4.6050818 -2.2833522 10.0484050
#> exo1 0.01744177 0.4994166 -0.6960242 0.5757496
#> exo2 -4.91862529 0.7152548 -5.9252129 -4.1043333
#> exo3 -4.35591390 0.9258391 -5.7029010 -3.3203032
#>
#> $MUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2536967 0.7830425 -1.365796 0.7860321
#> lag1_var2 3.4870790 1.5713255 1.810864 5.9278990
#> lag1_var3 6.2046872 3.0136467 3.073588 10.9266541
#> lag1_var4 -5.1669082 2.7583502 -9.496230 -2.2575044
#> const 5.1359115 6.2190845 -3.473795 12.6259917
#> exo1 -0.3236129 0.5276476 -1.043747 0.2529655
#> exo2 -3.9198895 0.7561393 -5.049195 -3.1340171
#> exo3 -4.6102460 1.0753724 -6.244857 -3.3422979
#>
#>
#>
#> $MWI
#> $MWI$Sigma
#> $MWI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004577943 0.005384169 0.00153123 0.01477051
#>
#> $MWI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003633666 0.001615445 -0.005962282 -0.001644316
#> Sigma[2,2] 0.020250178 0.004660724 0.014106335 0.026965265
#>
#> $MWI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.02663914 0.04948434 -0.11962298 0.00470604
#> Sigma[3,2] -0.01306363 0.03408766 -0.04805987 0.04250042
#> Sigma[3,3] 0.76085939 0.50117737 0.40566902 1.69896386
#>
#> $MWI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.03112640 0.05160376 -0.12781802 0.002142539
#> Sigma[4,2] 0.00192554 0.03690027 -0.03337737 0.063547320
#> Sigma[4,3] 0.79120752 0.52143837 0.41654312 1.762712776
#> Sigma[4,4] 0.83497638 0.54316374 0.43610972 1.838887153
#>
#>
#> $MWI$A
#> $MWI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00497479 0.04058135 0.94459290 1.0505336
#> lag1_var2 -0.10916453 0.14423317 -0.27399275 0.1311236
#> lag1_var3 -0.19835088 0.20746164 -0.45953434 0.1410824
#> lag1_var4 0.18928652 0.19798125 -0.13544362 0.4374895
#> const 0.40187376 0.51192198 -0.19990067 1.1629703
#> exo1 0.05603646 0.07769854 -0.03381953 0.1705712
#> exo2 -0.01101151 0.07707730 -0.09796865 0.1218542
#> exo3 0.03040627 0.07169491 -0.07149607 0.1349097
#>
#> $MWI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08587798 0.0982389 -0.2249487 0.038233615
#> lag1_var2 1.01382713 0.5460611 0.2688842 1.713383965
#> lag1_var3 0.88091641 0.8469704 -0.2113683 1.981748440
#> lag1_var4 -0.83752233 0.8091468 -1.8869217 0.204620068
#> const 1.89444000 1.1652905 0.5244477 3.415967051
#> exo1 -0.12452981 0.1068444 -0.2729506 0.008751668
#> exo2 0.83381357 0.1298947 0.6400222 1.013091833
#> exo3 0.41001951 0.1505459 0.1792221 0.601208870
#>
#> $MWI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6305583 0.6317817 -1.3887660 0.3477088
#> lag1_var2 2.9413005 2.7934968 -0.7190083 6.8716556
#> lag1_var3 3.6628368 4.3591882 -1.9407068 9.7647958
#> lag1_var4 -2.5367843 4.1771977 -8.3631758 2.8545170
#> const -0.4178335 9.1528763 -14.0730792 9.7072596
#> exo1 -0.6325994 0.3296194 -1.1390392 -0.2101025
#> exo2 4.6509774 1.0327840 3.3127855 5.9727728
#> exo3 -4.8970258 1.4681200 -7.1453008 -2.9382967
#>
#> $MWI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7638318 0.6563427 -1.6258672 0.2142662
#> lag1_var2 3.4026188 2.8399743 -0.1688624 7.6880890
#> lag1_var3 3.8825435 4.2880327 -1.3570612 10.3440009
#> lag1_var4 -2.6984040 4.1086044 -8.8694559 2.3454548
#> const 0.4576169 9.7320677 -13.8865148 11.6571613
#> exo1 -0.7619980 0.3761644 -1.3200241 -0.2551268
#> exo2 5.4925047 1.0708739 4.1372142 6.9415572
#> exo3 -4.8820489 1.5326274 -7.1639954 -2.7956031
#>
#>
#>
#> $MYS
#> $MYS$Sigma
#> $MYS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002887736 0.0062068 0.0004641798 0.01196896
#>
#> $MYS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005225229 0.002898038 -0.01011568 -0.002678013
#> Sigma[2,2] 0.062361640 0.016655378 0.04572843 0.091535382
#>
#> $MYS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01547059 0.03730840 0.002372408 0.06895873
#> Sigma[3,2] -0.06137990 0.02275522 -0.103115068 -0.04478504
#> Sigma[3,3] 0.17570421 0.22088426 0.080786385 0.50148540
#>
#> $MYS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01279081 0.03725392 -0.00103361 0.066491880
#> Sigma[4,2] -0.02493359 0.02077860 -0.05802224 -0.007900775
#> Sigma[4,3] 0.14334766 0.21830316 0.05443847 0.468322554
#> Sigma[4,4] 0.13249125 0.21547120 0.04787972 0.455143063
#>
#>
#> $MYS$A
#> $MYS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.950370932 0.03071698 0.90169400 0.98280024
#> lag1_var2 0.156878941 0.26407830 -0.02659324 0.57528277
#> lag1_var3 0.224437753 0.45124521 -0.08578646 0.93823512
#> lag1_var4 -0.211061604 0.43241648 -0.89323969 0.08347366
#> const 0.456706808 0.45781836 -0.29811914 0.89351324
#> exo1 0.002884086 0.02959272 -0.02640190 0.05430123
#> exo2 -0.096314061 0.04270983 -0.15111431 -0.03529830
#> exo3 -0.028242741 0.02695408 -0.05993580 0.01203787
#>
#> $MYS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08482726 0.2007917 -0.410535556 0.1503152
#> lag1_var2 0.85320522 0.7392938 -0.007344593 2.0034206
#> lag1_var3 0.36313273 1.2425181 -1.112317830 2.2839416
#> lag1_var4 -0.33580600 1.1727394 -2.138919012 1.0550127
#> const 1.74859634 1.9518544 -0.796185464 4.5437910
#> exo1 0.05767979 0.2608624 -0.277522911 0.4260025
#> exo2 1.17347335 0.1909306 0.920900298 1.4300102
#> exo3 0.37242423 0.2371055 0.095909790 0.6949438
#>
#> $MYS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05167199 0.2631547 -0.3390953 0.3955353
#> lag1_var2 0.61765515 1.3428823 -0.6929153 2.6585891
#> lag1_var3 1.88631069 2.3276360 -0.5298157 5.3799611
#> lag1_var4 -0.86647697 2.2166278 -4.1980530 1.4117560
#> const -2.46876523 3.3462440 -7.1056898 2.0635907
#> exo1 -0.03493087 0.2647322 -0.3929127 0.3630006
#> exo2 -1.34883544 0.2790202 -1.6921137 -0.9413015
#> exo3 -0.14527353 0.3667428 -0.5710635 0.4152897
#>
#> $MYS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.014843187 0.2129578 -0.3769454 0.2187439
#> lag1_var2 0.749231982 1.2001599 -0.4635719 2.5605218
#> lag1_var3 1.472785372 2.0574051 -0.6184436 4.5564596
#> lag1_var4 -0.422445540 1.9601195 -3.3455848 1.5543006
#> const -1.846154286 2.6975921 -5.3524919 1.9848604
#> exo1 -0.001201666 0.1851376 -0.2521770 0.2571364
#> exo2 -0.600916148 0.2450552 -0.8684919 -0.2052847
#> exo3 0.100170109 0.2675776 -0.2101655 0.5013240
#>
#>
#>
#> $NAM
#> $NAM$Sigma
#> $NAM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009825121 0.0003226694 0.0006120253 0.001527186
#>
#> $NAM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01345454 0.01144428 -0.02723048 0.004179537
#> Sigma[2,2] 2.15721438 0.43278397 1.71400652 2.843034368
#>
#> $NAM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01756955 0.01318096 0.000745781 0.03742984
#> Sigma[3,2] -1.55833286 0.54456333 -2.325776418 -0.94111705
#> Sigma[3,3] 1.58048003 0.72868947 0.845694271 2.71032148
#>
#> $NAM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01252446 0.008911849 0.004180992 0.0275269
#> Sigma[4,2] -0.40691526 0.452353081 -1.091902856 0.0596203
#> Sigma[4,3] 0.86385585 0.548971800 0.389993575 1.7442301
#> Sigma[4,4] 0.79320458 0.380049266 0.449687191 1.3999783
#>
#>
#> $NAM$A
#> $NAM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.985877963 0.02544387 0.94540094 1.01429343
#> lag1_var2 -0.008545276 0.02174446 -0.03561214 0.02357377
#> lag1_var3 -0.021040267 0.03677698 -0.06731675 0.03406935
#> lag1_var4 0.015525621 0.02692390 -0.02310287 0.05201244
#> const 0.600524924 0.22800094 0.24797835 0.86185161
#> exo1 -0.008368482 0.02754482 -0.04969210 0.02641625
#> exo2 -0.100167772 0.03752829 -0.14569182 -0.04468003
#> exo3 0.017592181 0.03843126 -0.03587458 0.06852517
#>
#> $NAM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.32912529 1.5061881 -2.4461461 1.38460763
#> lag1_var2 1.49092425 1.0195421 0.1916457 2.96671240
#> lag1_var3 2.13267818 1.9455355 -0.4862713 4.86177367
#> lag1_var4 -1.73925901 1.3480456 -3.6859659 0.02740322
#> const 0.08490662 12.7527130 -18.3887090 17.25259075
#> exo1 0.88029879 1.7177263 -1.6901955 2.63156540
#> exo2 0.35280594 1.0808000 -1.2462889 1.62635337
#> exo3 -0.39489020 0.8682618 -1.3324010 1.05872084
#>
#> $NAM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.34893227 0.9588390 0.3942059 2.7421382
#> lag1_var2 -0.86476493 1.0037288 -2.1680997 0.3617276
#> lag1_var3 -1.09606232 1.9259538 -3.6017657 1.3022534
#> lag1_var4 1.45704322 1.4272055 -0.3298354 3.3123440
#> const -0.94497820 10.2012187 -17.5587282 9.7242940
#> exo1 -0.60677894 1.2026712 -2.0284317 1.1280903
#> exo2 -2.03017650 1.3752995 -3.2895895 0.3851322
#> exo3 0.04839129 0.8590136 -0.9634323 1.0378148
#>
#> $NAM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4299229 0.7215251 0.2921961 2.2728535
#> lag1_var2 -0.6833361 0.8250540 -1.8662965 0.3565684
#> lag1_var3 -1.0176661 1.4645403 -3.0969938 0.7195164
#> lag1_var4 1.5190754 1.1081999 0.2339032 3.1176257
#> const -1.7709012 8.0753095 -11.9460603 8.0534121
#> exo1 -0.1199407 0.6070962 -0.8715302 0.8039707
#> exo2 -2.3102056 1.1296747 -3.4631515 -0.3987301
#> exo3 -0.2075388 0.7334077 -1.1233692 0.7613083
#>
#>
#>
#> $NCL
#> $NCL$Sigma
#> $NCL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005222407 0.0001389739 0.0003848182 0.0007425096
#>
#> $NCL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001738461 0.001768914 -0.004450116 0.0002832477
#> Sigma[2,2] 0.179048429 0.036606770 0.136200750 0.2337147769
#>
#> $NCL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002306668 0.001370827 0.0004392333 0.004168857
#> Sigma[3,2] -0.049004183 0.025530534 -0.0879328176 -0.014284250
#> Sigma[3,3] 0.097457449 0.017915149 0.0750682170 0.122826844
#>
#> $NCL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001393949 0.002122613 -0.001438909 0.004117888
#> Sigma[4,2] 0.071179615 0.017827826 0.051314214 0.099726643
#> Sigma[4,3] 0.075642445 0.022300130 0.042711417 0.102403087
#> Sigma[4,4] 0.136285788 0.028582789 0.094715823 0.172635881
#>
#>
#> $NCL$A
#> $NCL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.950775926 0.02508197 0.91847303 0.980584353
#> lag1_var2 0.014973960 0.04966087 -0.05496685 0.086395260
#> lag1_var3 0.033388865 0.07862950 -0.07846875 0.144666470
#> lag1_var4 -0.022897897 0.06989226 -0.12433934 0.075101264
#> const 0.565987530 0.19905203 0.31239891 0.850698150
#> exo1 -0.019256338 0.02016112 -0.04658504 0.002930525
#> exo2 -0.006609517 0.01784977 -0.02808180 0.018400748
#> exo3 0.002951018 0.02391279 -0.02970806 0.037864434
#>
#> $NCL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4513617 0.4298431 0.01644578 1.1195677
#> lag1_var2 -0.4469467 0.9060943 -1.88088334 0.4103472
#> lag1_var3 -2.2072479 1.4366131 -4.43420855 -0.8161035
#> lag1_var4 2.0213743 1.2858773 0.79532499 4.0348248
#> const 1.8582235 2.3326428 -1.56449947 4.4723881
#> exo1 -0.2348758 0.4865564 -1.00125771 0.3024498
#> exo2 2.5807073 0.2681664 2.24057449 2.9108256
#> exo3 -1.1225184 0.5480085 -1.79675817 -0.4124480
#>
#> $NCL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.04164117 0.3599553 -0.5428550 0.4584429
#> lag1_var2 0.15746952 0.6835766 -0.8809558 0.9648873
#> lag1_var3 1.08215874 1.0780730 -0.5191477 2.3791370
#> lag1_var4 -0.10647931 0.9582435 -1.2452395 1.3307830
#> const 0.84118699 3.0362972 -3.5269256 4.7305894
#> exo1 0.09821696 0.2373089 -0.2082987 0.4352528
#> exo2 -0.95190925 0.3481233 -1.4341698 -0.4810803
#> exo3 0.72653682 0.5241167 0.2750557 1.6564680
#>
#> $NCL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21440257 0.4562080 -0.4028962 0.8353247
#> lag1_var2 -0.63647479 0.7449037 -1.7428159 0.1434754
#> lag1_var3 -1.15330334 1.2121256 -2.9864427 0.1632824
#> lag1_var4 2.02036589 1.0581973 0.8792527 3.5956670
#> const 1.80211896 3.7714899 -3.0932593 6.4732992
#> exo1 -0.06058143 0.2275608 -0.2822094 0.2917056
#> exo2 0.61460696 0.3163079 0.2014216 1.0375801
#> exo3 0.05504000 0.4841510 -0.3999748 0.8159677
#>
#>
#>
#> $NER
#> $NER$Sigma
#> $NER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009691528 0.0001471721 0.0007348911 0.001152183
#>
#> $NER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 7.880621e-06 0.002692923 -0.00379063 0.003411156
#> Sigma[2,2] 1.737594e-01 0.042442198 0.13419695 0.242768593
#>
#> $NER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 1.017147e-05 0.004336095 -0.006731442 0.00478601
#> Sigma[3,2] -2.035002e-01 0.061902007 -0.289926833 -0.14205310
#> Sigma[3,3] 9.806681e-01 0.248779174 0.689943065 1.35109183
#>
#> $NER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 1.563267e-06 0.003815482 -0.004961236 0.005834835
#> Sigma[4,2] -6.756483e-02 0.042123635 -0.125846482 -0.023765598
#> Sigma[4,3] 8.267151e-01 0.224423020 0.576021368 1.159222055
#> Sigma[4,4] 7.792845e-01 0.205749814 0.557542478 1.080245032
#>
#>
#> $NER$A
#> $NER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0020710826 0.006054731 0.993006637 1.00913538
#> lag1_var2 -0.0115509405 0.123151918 -0.169506870 0.14833363
#> lag1_var3 -0.0033180889 0.157761382 -0.192669236 0.20917696
#> lag1_var4 -0.0001961042 0.156004871 -0.209152574 0.18764883
#> const 0.2804696561 0.275440453 -0.143026144 0.62926343
#> exo1 0.0374270267 0.032796618 0.007171566 0.08947874
#> exo2 -0.0195225914 0.031020961 -0.045662502 0.03545879
#> exo3 -0.0444183280 0.020738887 -0.066613480 -0.01343759
#>
#> $NER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2666509 0.1211104 -0.4174727 -0.11986392
#> lag1_var2 0.4306918 1.0411495 -1.2416764 1.80227008
#> lag1_var3 -0.2677138 1.3211566 -2.3496036 1.50436703
#> lag1_var4 0.3247825 1.3110250 -1.4192353 2.39970508
#> const 2.0459413 3.3071721 -1.9087985 6.61659167
#> exo1 -0.4123313 0.4053149 -1.0127720 0.09056603
#> exo2 0.1133313 0.4236271 -0.3029461 0.80073013
#> exo3 0.2513835 0.3171544 -0.1326557 0.68509531
#>
#> $NER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1959326 0.4616602 -0.4973504 0.6822944
#> lag1_var2 -1.1111622 1.9027174 -4.0603072 1.3430362
#> lag1_var3 -0.6172130 2.4803023 -4.5007564 2.5801822
#> lag1_var4 1.5461100 2.4282804 -1.5955448 5.3423560
#> const 0.8201610 11.5160176 -11.1601255 18.8752934
#> exo1 0.5771038 0.8674179 -0.7663220 1.5117369
#> exo2 0.9345777 1.5076045 -1.7052755 2.4589381
#> exo3 1.8574801 1.2851533 -0.3607101 3.2691990
#>
#> $NER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005768389 0.5033328 -0.7922629 0.5195323
#> lag1_var2 -1.264752628 1.6284058 -3.6095873 0.5377901
#> lag1_var3 -1.456869877 2.2411053 -4.5718115 1.3515633
#> lag1_var4 2.433009715 2.1941404 -0.3386051 5.4818284
#> const 2.059952431 11.8660334 -10.5988297 20.4130767
#> exo1 0.256624754 0.7389570 -0.8959657 1.0943643
#> exo2 1.024282813 1.4686006 -1.5895988 2.3147568
#> exo3 2.060854750 1.1388365 0.1409354 3.3629181
#>
#>
#>
#> $NGA
#> $NGA$Sigma
#> $NGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001013071 0.0002164347 0.0007788392 0.001326009
#>
#> $NGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003571858 0.00186976 -0.006560799 -0.00157403
#> Sigma[2,2] 0.095471560 0.01947036 0.069896937 0.12082488
#>
#> $NGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.000916824 0.002206265 -0.003754126 0.002372862
#> Sigma[3,2] -0.117619042 0.025863006 -0.150196869 -0.079589257
#> Sigma[3,3] 0.230497714 0.046056643 0.170151159 0.289112840
#>
#> $NGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003981664 0.001218311 -0.00589416 -0.002810769
#> Sigma[4,2] -0.042549265 0.016678592 -0.06280178 -0.021209993
#> Sigma[4,3] 0.140955723 0.030251557 0.10767884 0.184359009
#> Sigma[4,4] 0.110653085 0.019034046 0.08996240 0.141157144
#>
#>
#> $NGA$A
#> $NGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98969111 0.009093992 0.977348228 1.00139655
#> lag1_var2 0.01741304 0.113085433 -0.135565169 0.17421879
#> lag1_var3 0.04449570 0.143018312 -0.155977172 0.24494136
#> lag1_var4 -0.04875991 0.139805203 -0.244711012 0.14932733
#> const 0.74075634 0.339335656 0.230197204 1.11436995
#> exo1 0.01506145 0.033681018 -0.031971604 0.05764466
#> exo2 -0.04148230 0.037673959 -0.077677065 0.02148816
#> exo3 0.03055270 0.033740966 -0.006233355 0.08713487
#>
#> $NGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.052592566 0.1275968 -0.25164396 0.08777843
#> lag1_var2 1.107059190 0.7758693 0.01333824 2.12983932
#> lag1_var3 0.499674416 0.9388873 -0.82413562 1.82161058
#> lag1_var4 -0.476727237 0.9186760 -1.78358358 0.81726501
#> const 0.680735545 2.1925775 -1.81071752 3.93512790
#> exo1 0.007270122 0.1855071 -0.14409332 0.34570936
#> exo2 0.888097999 0.4066669 0.26809445 1.46410768
#> exo3 0.174735233 0.3564591 -0.33776825 0.67164862
#>
#> $NGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08056518 0.2089364 -0.1314480 0.4281385
#> lag1_var2 -0.12400404 1.6023968 -2.2641052 1.9788168
#> lag1_var3 0.40216211 1.9055026 -2.1518666 2.9440366
#> lag1_var4 0.53880087 1.8528254 -1.9327436 2.9966402
#> const 1.34061309 3.0647605 -2.3010090 5.7926485
#> exo1 -0.21742664 0.4601293 -0.8416537 0.4562774
#> exo2 -2.41491677 0.6798902 -3.2945754 -1.4765609
#> exo3 0.10684300 0.5825007 -0.6526858 0.9319429
#>
#> $NGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02843424 0.1311269 -0.1304686 0.2164919
#> lag1_var2 0.27776962 1.2060124 -1.1637241 2.0482244
#> lag1_var3 0.18937219 1.4612264 -1.6380740 2.3925453
#> lag1_var4 0.77929992 1.4284632 -1.3789481 2.5772259
#> const 1.39236806 2.6682648 -1.4526876 5.5771675
#> exo1 -0.21752382 0.3754805 -0.5904239 0.4045617
#> exo2 -1.79719221 0.4281288 -2.2977195 -1.1887042
#> exo3 0.25711860 0.3779951 -0.2875140 0.7682332
#>
#>
#>
#> $NIC
#> $NIC$Sigma
#> $NIC$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000709146 0.0002107268 0.0004911813 0.0009941965
#>
#> $NIC$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01260847 0.004608827 -0.01971423 -0.008774836
#> Sigma[2,2] 0.42278540 0.123434660 0.31018217 0.598914604
#>
#> $NIC$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01002937 0.003799044 0.006635755 0.01591263
#> Sigma[3,2] -0.29208527 0.103508287 -0.447968923 -0.20247498
#> Sigma[3,3] 0.22689249 0.085109169 0.153804007 0.35763964
#>
#> $NIC$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002139986 0.001197406 0.0006586806 0.003737739
#> Sigma[4,2] -0.023943485 0.029299331 -0.0700786176 0.006679080
#> Sigma[4,3] 0.043083347 0.022291897 0.0188508723 0.076384676
#> Sigma[4,4] 0.029610922 0.005459182 0.0230236289 0.037962264
#>
#>
#> $NIC$A
#> $NIC$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98037531 0.02062108 0.94512266 0.992188650
#> lag1_var2 -0.05153075 0.03235239 -0.10167071 -0.005839844
#> lag1_var3 -0.09276725 0.04919289 -0.17262790 -0.030204949
#> lag1_var4 0.08969833 0.04469335 0.03698545 0.163793600
#> const 0.63970361 0.25150857 0.37604506 1.064711518
#> exo1 0.01022902 0.03312926 -0.03518236 0.050901028
#> exo2 -0.05276751 0.02325614 -0.08876841 -0.024516464
#> exo3 0.05686607 0.02246723 0.02191061 0.080104758
#>
#> $NIC$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3866742 0.7491722 -0.4998728 1.525096
#> lag1_var2 1.1112620 1.3065096 -0.5955144 2.679848
#> lag1_var3 0.7837751 2.1192662 -2.2079725 3.290190
#> lag1_var4 -0.8893270 1.9270790 -3.1301308 1.962764
#> const -0.1616025 6.6884600 -8.5705702 9.699551
#> exo1 0.5118126 0.7942637 -0.6351233 1.632038
#> exo2 0.8166389 0.3755188 0.2830237 1.380774
#> exo3 0.3773192 0.4724219 -0.1087893 1.078007
#>
#> $NIC$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2454336 0.5414599 -0.5351300 0.8835032
#> lag1_var2 -1.3292832 0.9218584 -2.5824846 -0.2258982
#> lag1_var3 -1.5606252 1.4824924 -3.5775722 0.1895503
#> lag1_var4 2.4365982 1.3398526 0.7848247 4.2749426
#> const 0.8727447 4.1562948 -5.4576741 5.6832724
#> exo1 -0.3218095 0.5282803 -1.0785814 0.4411672
#> exo2 -1.3448342 0.3333228 -1.8945319 -1.0399196
#> exo3 0.2966401 0.2618309 -0.1310623 0.5398071
#>
#> $NIC$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.509361261 0.09587529 0.3652524 0.6336729
#> lag1_var2 -1.205889767 0.27088130 -1.5181639 -0.8010468
#> lag1_var3 -1.982084574 0.45391258 -2.5225842 -1.2821516
#> lag1_var4 2.792536055 0.43299693 2.1171557 3.3102275
#> const 0.254602136 0.92418428 -1.0763615 1.3734780
#> exo1 -0.006677554 0.16708561 -0.2634415 0.2197593
#> exo2 -0.867543762 0.19866775 -1.1731519 -0.6371708
#> exo3 0.576976487 0.13268876 0.3906511 0.7297111
#>
#>
#>
#> $NLD
#> $NLD$Sigma
#> $NLD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009318672 0.001875801 0.0002456706 0.003640542
#>
#> $NLD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01354507 0.01667579 -0.03831546 -0.005384158
#> Sigma[2,2] 0.66358934 0.18601389 0.47361321 0.970275079
#>
#> $NLD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01130201 0.01322064 0.004765764 0.03099713
#> Sigma[3,2] -0.53881663 0.15159235 -0.788302212 -0.38721890
#> Sigma[3,3] 0.49018551 0.12582020 0.371782302 0.70112951
#>
#> $NLD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.002348275 0.002298634 0.0005083811 0.006036358
#> Sigma[4,2] -0.099604317 0.037626042 -0.1468486662 -0.049591391
#> Sigma[4,3] 0.135878690 0.031501353 0.0926759252 0.182517426
#> Sigma[4,4] 0.072443064 0.015689328 0.0547033346 0.094053938
#>
#>
#> $NLD$A
#> $NLD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981820247 0.02283958 0.95743092 1.01876567
#> lag1_var2 -0.012893839 0.07500430 -0.11849565 0.09414475
#> lag1_var3 -0.025073876 0.11274795 -0.18322618 0.13815987
#> lag1_var4 0.023214602 0.11083959 -0.13451507 0.17976748
#> const 0.619636734 0.23997988 0.25797133 0.85679636
#> exo1 0.009236995 0.03961737 -0.02427485 0.06953211
#> exo2 -0.050656610 0.02591427 -0.09392806 -0.02210084
#> exo3 0.040563890 0.01556854 0.01670795 0.05780421
#>
#> $NLD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08187858 0.5991500 -0.6273507 0.9784255
#> lag1_var2 -0.85545748 3.1037074 -4.3062321 3.9228303
#> lag1_var3 -2.50344391 4.7139156 -7.6874453 4.8085373
#> lag1_var4 2.46479832 4.6540079 -4.8453373 7.4274634
#> const 1.15276259 8.0602934 -6.7805670 13.4765432
#> exo1 -0.56396277 0.7849216 -1.7896737 0.4487436
#> exo2 0.12321605 0.9919220 -1.2848595 1.2998326
#> exo3 0.62566874 0.9458375 -0.8444989 1.5743581
#>
#> $NLD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0112259 0.5359630 -0.8420535 0.5467559
#> lag1_var2 2.0751525 2.6753057 -1.8872107 5.2025254
#> lag1_var3 3.9616293 4.0347158 -1.9799657 8.6137942
#> lag1_var4 -2.9864496 3.9600747 -7.4259397 2.9315879
#> const 1.6058510 7.2827902 -9.6511791 9.1394984
#> exo1 0.3998638 0.5668568 -0.3489368 1.2161729
#> exo2 -0.4009860 0.9352409 -1.6000732 0.8740588
#> exo3 -0.5530415 0.7435802 -1.2476169 0.6890547
#>
#> $NLD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03356182 0.1900686 -0.23989868 0.25281207
#> lag1_var2 1.12281679 0.7668971 -0.04198227 2.04427299
#> lag1_var3 1.72262103 1.1365850 -0.04083040 3.04884959
#> lag1_var4 -0.76396671 1.0810661 -2.02594654 0.92635820
#> const 2.03919554 2.6061730 -1.49322819 5.10300023
#> exo1 0.02597216 0.2305565 -0.28531845 0.36968939
#> exo2 -0.33677331 0.3318190 -0.84713161 0.02723477
#> exo3 -0.14342760 0.2347588 -0.45792735 0.15354964
#>
#>
#>
#> $NOR
#> $NOR$Sigma
#> $NOR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000846144 0.002195967 0.0001130247 0.00402038
#>
#> $NOR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003095617 0.005156853 -0.01122893 -0.0003608057
#> Sigma[2,2] 0.239601211 0.063796209 0.16978803 0.3441451611
#>
#> $NOR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00972726 0.02469394 0.0009238773 0.04588142
#> Sigma[3,2] -0.20629058 0.09190485 -0.3711954305 -0.12218910
#> Sigma[3,3] 0.30529570 0.29810647 0.1382791224 0.78496362
#>
#> $NOR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008052892 0.02239252 0.0004407064 0.040391554
#> Sigma[4,2] -0.051212893 0.06163234 -0.1568185522 -0.001625008
#> Sigma[4,3] 0.176898259 0.25883185 0.0603861680 0.566845359
#> Sigma[4,4] 0.149220717 0.23243526 0.0530383621 0.489341295
#>
#>
#> $NOR$A
#> $NOR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.971615909 0.03364390 0.921836783 1.00321976
#> lag1_var2 0.017480723 0.14857623 -0.121730876 0.24140794
#> lag1_var3 0.010654699 0.22626227 -0.207725256 0.34914087
#> lag1_var4 -0.008325301 0.21237294 -0.324735052 0.20027287
#> const 0.576269768 0.11955078 0.420322342 0.75726292
#> exo1 -0.001082686 0.01612294 -0.018839373 0.02429478
#> exo2 -0.033317533 0.00847724 -0.043600636 -0.02070073
#> exo3 0.040916755 0.05827142 0.002160211 0.13000378
#>
#> $NOR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.008128039 0.3383003 -0.3988030 0.4638929
#> lag1_var2 2.222990721 1.3733073 0.4002356 4.2417846
#> lag1_var3 2.584498502 2.1172128 -0.0994410 5.6876651
#> lag1_var4 -2.631716901 2.0074912 -5.5863314 -0.1158639
#> const 4.843629763 3.0211265 0.4444567 8.4255609
#> exo1 -0.326961966 0.5369594 -1.3026429 0.1051269
#> exo2 0.965123189 0.4975360 0.3703181 1.6338872
#> exo3 -0.221522448 0.5861125 -1.1823038 0.3644560
#>
#> $NOR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.15842870 0.6005621 -1.15175735 0.3150410
#> lag1_var2 -0.12880779 2.5174977 -2.38514418 4.1681994
#> lag1_var3 0.02464741 3.8210203 -3.56316334 6.4737477
#> lag1_var4 1.02369939 3.5805933 -5.01565772 4.3989992
#> const -0.96129995 3.4211806 -4.95172980 3.9265696
#> exo1 0.52822598 0.5592099 -0.06308214 1.4093176
#> exo2 -1.13718542 0.4468437 -1.78396373 -0.5813332
#> exo3 0.25030924 0.6286117 -0.40217122 1.2877849
#>
#> $NOR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.17357840 0.4616664 -0.90059751 0.2554190
#> lag1_var2 0.90952381 1.9453466 -0.77555705 4.1451599
#> lag1_var3 1.06753298 2.9343014 -1.52409287 5.9606975
#> lag1_var4 -0.03568962 2.7400034 -4.61627783 2.3915811
#> const 1.77975555 2.1963896 -1.37934102 4.8344942
#> exo1 0.31183195 0.3188299 -0.03320108 0.8592001
#> exo2 -0.51656090 0.1980686 -0.79053664 -0.2385204
#> exo3 0.11677847 0.5473005 -0.24546163 1.0116735
#>
#>
#>
#> $NPL
#> $NPL$Sigma
#> $NPL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003229159 6.129832e-05 0.0002631294 0.0004167193
#>
#> $NPL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0003054538 0.0003229145 -0.0007750259 0.0001285495
#> Sigma[2,2] 0.0216326264 0.0068369884 0.0128956312 0.0317650231
#>
#> $NPL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002411714 0.0002897522 -0.000581767 0.0001644868
#> Sigma[3,2] -0.0093646201 0.0027641483 -0.013656636 -0.0056817132
#> Sigma[3,3] 0.0141119702 0.0035736551 0.008504913 0.0184227141
#>
#> $NPL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0004180835 0.0002435398 -0.0007545764 -0.0001201365
#> Sigma[4,2] -0.0006455988 0.0013870383 -0.0026188745 0.0012556990
#> Sigma[4,3] 0.0110191461 0.0035920185 0.0057745824 0.0160026615
#> Sigma[4,4] 0.0119760276 0.0038461620 0.0068083970 0.0176312649
#>
#>
#> $NPL$A
#> $NPL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980243616 0.009951323 0.9658715116 0.99221684
#> lag1_var2 0.016011299 0.023391159 -0.0175473726 0.04013249
#> lag1_var3 0.021292457 0.053613496 -0.0562134020 0.08582819
#> lag1_var4 -0.026576502 0.049479801 -0.0874282318 0.04429640
#> const 0.646933538 0.199571977 0.3873770266 0.95569881
#> exo1 0.020968358 0.015993987 0.0001997062 0.04017997
#> exo2 -0.054513520 0.017035201 -0.0720823567 -0.02532824
#> exo3 -0.008106603 0.026669101 -0.0486109243 0.02106369
#>
#> $NPL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.30881684 0.05445016 0.2492971 0.40176859
#> lag1_var2 -0.24900950 0.14976557 -0.4637481 -0.07493955
#> lag1_var3 -1.25718199 0.42400352 -1.8503205 -0.72086296
#> lag1_var4 1.27131281 0.41409349 0.7418431 1.86374273
#> const -0.08487061 1.82140962 -2.5405082 2.20424784
#> exo1 -0.12678432 0.13655182 -0.2849858 0.02710429
#> exo2 2.25298181 0.09809923 2.1132506 2.38881534
#> exo3 0.91828643 0.14548642 0.7452849 1.12573946
#>
#> $NPL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14096186 0.04758268 -0.21456962 -0.087675298
#> lag1_var2 0.49493309 0.08426324 0.36732845 0.596012759
#> lag1_var3 1.59433057 0.21767586 1.29284928 1.855738608
#> lag1_var4 -0.60126940 0.22421459 -0.88363193 -0.291228118
#> const 0.88502481 2.07478258 -1.77137305 3.640994446
#> exo1 0.01830508 0.09671566 -0.07636794 0.165756231
#> exo2 -1.17746801 0.09547179 -1.33077381 -1.080391555
#> exo3 -0.13282768 0.13100960 -0.32112268 0.008133784
#>
#> $NPL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.08896817 0.03330445 -0.12686244 -0.03965703
#> lag1_var2 0.27930798 0.09461907 0.15587858 0.39393652
#> lag1_var3 0.72843261 0.20607190 0.48990786 1.01769184
#> lag1_var4 0.30714421 0.19292406 0.02179767 0.52013776
#> const 0.76959450 1.59422637 -1.29767462 2.84378314
#> exo1 -0.02496517 0.09451475 -0.12902924 0.11757431
#> exo2 -0.30059993 0.11163365 -0.47804351 -0.19677583
#> exo3 0.18241605 0.09762397 0.07753348 0.32703278
#>
#>
#>
#> $NZL
#> $NZL$Sigma
#> $NZL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002155888 4.206272e-05 0.0001770634 0.0002865914
#>
#> $NZL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00536699 0.001560311 -0.007602257 -0.003347371
#> Sigma[2,2] 0.35499761 0.046381788 0.300626312 0.414329459
#>
#> $NZL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006190971 0.002157031 0.004105749 0.009847169
#> Sigma[3,2] -0.342057137 0.063702907 -0.423925169 -0.254349891
#> Sigma[3,3] 0.466583415 0.100214063 0.333251845 0.601336549
#>
#> $NZL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00280216 0.001390128 0.00154601 0.005169051
#> Sigma[4,2] -0.11333114 0.046586312 -0.17323910 -0.052439641
#> Sigma[4,3] 0.25347070 0.070539293 0.17495613 0.362207144
#> Sigma[4,4] 0.18862259 0.047424270 0.14281866 0.263847279
#>
#>
#> $NZL$A
#> $NZL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98537166 0.009165738 0.97634932 1.00051301
#> lag1_var2 -0.02040095 0.027934044 -0.06179735 0.01335404
#> lag1_var3 -0.03350207 0.043841294 -0.09973035 0.01818150
#> lag1_var4 0.03121604 0.041334971 -0.01788003 0.09373947
#> const 0.54770601 0.106395374 0.41298344 0.70144616
#> exo1 -0.02155176 0.008236678 -0.03338914 -0.01160972
#> exo2 -0.03051894 0.015493190 -0.05685696 -0.01300506
#> exo3 0.03174637 0.016645466 0.00540678 0.05179115
#>
#> $NZL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.49154774 0.4028636 -1.0932714 0.04501187
#> lag1_var2 1.61082100 1.4409611 -0.8016994 3.27817238
#> lag1_var3 1.23548724 2.2282790 -2.4791160 3.83538789
#> lag1_var4 -1.09165293 2.0838766 -3.5196019 2.40228877
#> const 4.05016940 4.7860468 -0.8141023 10.99699502
#> exo1 -0.06795766 0.6844380 -0.9855882 0.71411654
#> exo2 0.39297293 0.7700541 -0.6501134 1.28797849
#> exo3 -0.84734313 0.6321697 -1.5410941 0.11406994
#>
#> $NZL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8527306 0.5017022 0.25295952 1.5735904
#> lag1_var2 -1.0623800 1.8153595 -3.36525009 1.5149336
#> lag1_var3 -0.6587610 2.8516664 -4.35756633 3.3666139
#> lag1_var4 1.3701294 2.6966088 -2.42405035 4.9019669
#> const -2.4747972 3.9754708 -9.27135185 2.1557367
#> exo1 -0.1384010 0.7793229 -1.12193230 0.9749001
#> exo2 -0.6772153 1.0231329 -2.06337782 0.7493733
#> exo3 1.0592428 0.7058997 -0.05485765 1.7362798
#>
#> $NZL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5463167 0.3304251 0.1550641 1.0118389
#> lag1_var2 -0.5495441 1.3314656 -2.6523024 0.9773258
#> lag1_var3 -0.6644272 2.1057300 -3.9850090 1.7420067
#> lag1_var4 1.4711152 1.9937078 -0.8175339 4.5937564
#> const -0.2215295 2.2070994 -3.5182370 2.6210892
#> exo1 -0.1972618 0.4435670 -0.7416464 0.4415918
#> exo2 -0.4249351 0.6240110 -1.3562244 0.4078918
#> exo3 0.4981437 0.4014829 -0.1882876 0.8788621
#>
#>
#>
#> $OMN
#> $OMN$Sigma
#> $OMN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009471101 0.0008813948 0.0005384393 0.002295735
#>
#> $OMN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0009797461 0.001064294 -0.000238502 0.002624503
#> Sigma[2,2] 0.0644827001 0.028183448 0.040927049 0.109563588
#>
#> $OMN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01191331 0.002780349 0.008835867 0.01563482
#> Sigma[3,2] 0.00416265 0.020795327 -0.024582634 0.02926377
#> Sigma[3,3] 0.65954760 0.124733879 0.520877401 0.85677467
#>
#> $OMN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01319760 0.003012818 0.009843764 0.01764572
#> Sigma[4,2] 0.04882684 0.032081109 0.017344870 0.10528465
#> Sigma[4,3] 0.69203796 0.130737090 0.541697360 0.89673001
#> Sigma[4,4] 0.75700007 0.142595752 0.586511659 0.96243315
#>
#>
#> $OMN$A
#> $OMN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97914592 0.01356661 0.95988067 0.99745161
#> lag1_var2 -0.04311810 0.05587761 -0.12239091 0.02573163
#> lag1_var3 -0.07252287 0.08762147 -0.18616015 0.04261775
#> lag1_var4 0.07049064 0.08382493 -0.04040540 0.17781982
#> const 0.67151966 0.22474937 0.42756252 1.03292833
#> exo1 0.02811508 0.02638988 -0.01558044 0.05255537
#> exo2 -0.07772814 0.03318630 -0.12434025 -0.03407501
#> exo3 0.01518254 0.02919613 -0.02806076 0.05231368
#>
#> $OMN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3090285 0.1473340 0.05983461 0.4718505
#> lag1_var2 0.1206028 0.7679247 -0.84930588 1.2631661
#> lag1_var3 -0.6275265 1.1795114 -2.08210379 1.1805582
#> lag1_var4 0.5254041 1.1294028 -1.20859523 1.9175857
#> const 0.5084615 2.3848025 -2.78379834 3.6445146
#> exo1 -0.1850454 0.2209950 -0.45727817 0.1311587
#> exo2 0.5331091 0.2608161 0.12894552 0.8137583
#> exo3 -1.0176782 0.3065441 -1.43859267 -0.6653379
#>
#> $OMN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.14425264 0.3275385 0.7052310 1.5878319
#> lag1_var2 -5.77841001 1.9698062 -8.7853391 -3.3430540
#> lag1_var3 -8.24752618 2.8345370 -12.7724641 -4.6524837
#> lag1_var4 8.88882898 2.7165021 5.4333370 13.2455868
#> const -5.19893970 6.0574258 -13.6625868 3.6201358
#> exo1 0.13688622 0.4440414 -0.5355489 0.7181225
#> exo2 -3.75415701 1.0013341 -4.7765922 -2.0979896
#> exo3 -0.08714835 0.6912740 -1.0697396 0.8433299
#>
#> $OMN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.39953597 0.3776058 0.8884166 1.88421355
#> lag1_var2 -6.45400305 1.9992474 -9.3310784 -3.90823329
#> lag1_var3 -9.80905558 2.8200308 -14.0982294 -6.65757748
#> lag1_var4 10.37503341 2.6946531 7.3583745 14.50005468
#> const -5.61171908 6.1852656 -14.5467989 2.53377144
#> exo1 0.03174436 0.4701532 -0.7409838 0.59431467
#> exo2 -3.47868181 1.0828913 -4.5003009 -1.65389573
#> exo3 -0.76732123 0.6377291 -1.7131918 0.01280253
#>
#>
#>
#> $PAK
#> $PAK$Sigma
#> $PAK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001528274 0.003640418 0.000257634 0.006820542
#>
#> $PAK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002291927 0.002901278 -0.002713909 0.004289524
#> Sigma[2,2] 0.5235489258 0.157968378 0.365172086 0.765019458
#>
#> $PAK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0009167581 0.004889543 -0.002105599 0.008402363
#> Sigma[3,2] -0.1857054695 0.085322880 -0.323391887 -0.124971452
#> Sigma[3,3] 0.1902788783 0.056343177 0.116951855 0.268420492
#>
#> $PAK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0007563537 0.006263281 -0.002663542 0.01033223
#> Sigma[4,2] 0.0853756673 0.062950602 0.014175878 0.19457901
#> Sigma[4,3] 0.0959138337 0.034480160 0.047905900 0.13343538
#> Sigma[4,4] 0.1420495111 0.034298169 0.097702249 0.18706271
#>
#>
#> $PAK$A
#> $PAK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.96570808 0.01293704 0.9520828812 0.98817805
#> lag1_var2 0.02802915 0.04809075 -0.0176185176 0.11042478
#> lag1_var3 0.04854491 0.08371072 -0.0360710232 0.18949867
#> lag1_var4 -0.04274301 0.08222401 -0.1840237768 0.03713842
#> const 0.63106773 0.23280644 0.4275993170 0.99180800
#> exo1 -0.02964937 0.05694070 -0.1179286645 0.01228807
#> exo2 -0.04598474 0.02116516 -0.0728957593 -0.01774484
#> exo3 0.02965268 0.03489404 -0.0009400209 0.08382060
#>
#> $PAK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9228475 0.2575034 0.6601057 1.3343166
#> lag1_var2 0.6096263 1.3419313 -0.3897289 2.9539450
#> lag1_var3 -0.5736334 2.4914916 -2.2900783 3.7928039
#> lag1_var4 0.2294505 2.4820200 -4.1462158 1.9335989
#> const -6.4190459 2.8500943 -11.3249982 -3.2535587
#> exo1 -0.3760466 0.8029365 -1.3170511 0.7057077
#> exo2 1.1806607 0.6588846 0.3386676 2.1313520
#> exo3 0.3617853 0.8637500 -0.9232475 1.4113812
#>
#> $PAK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08373854 0.2439825 -0.181668236 0.4512095
#> lag1_var2 -0.55542227 1.0426041 -2.316611091 0.5799052
#> lag1_var3 -0.17936175 1.9622861 -3.425584780 2.0642386
#> lag1_var4 1.04042853 1.9799931 -1.100005362 4.3924283
#> const 4.79147874 2.6835768 0.819127549 8.0947220
#> exo1 0.04917946 0.2706475 -0.283522323 0.4049796
#> exo2 -0.74917346 0.4482836 -1.432048974 -0.2399587
#> exo3 0.80453822 0.4722739 0.004569895 1.3249201
#>
#> $PAK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5670705 0.2555812 0.2703301 0.9650754
#> lag1_var2 -0.6131196 0.8920179 -2.0188989 0.2460599
#> lag1_var3 -1.1966738 1.7032423 -3.8942202 0.4738057
#> lag1_var4 1.8804484 1.7162134 0.2956162 4.6239532
#> const 1.2770492 2.9044047 -3.0376109 5.4893842
#> exo1 -0.1419424 0.3870651 -0.6345807 0.4143645
#> exo2 -0.1406643 0.2519213 -0.5227943 0.1789229
#> exo3 1.0561845 0.3684633 0.5196107 1.5048595
#>
#>
#>
#> $PAN
#> $PAN$Sigma
#> $PAN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001328469 0.0003200449 0.001000059 0.001780289
#>
#> $PAN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01633311 0.005252559 -0.02460319 -0.0105761
#> Sigma[2,2] 0.54921071 0.125015381 0.41110295 0.7361214
#>
#> $PAN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.00986336 0.004750558 0.002789612 0.01536531
#> Sigma[3,2] -0.25567779 0.083319246 -0.378487814 -0.14751827
#> Sigma[3,3] 0.66554940 0.140309142 0.450936067 0.82217424
#>
#> $PAN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007246064 0.003655378 -0.006350648 0.003768481
#> Sigma[4,2] 0.1131104965 0.094514691 0.026912777 0.272095948
#> Sigma[4,3] 0.5322530849 0.122319049 0.351642591 0.654378934
#> Sigma[4,4] 0.6500010084 0.159084818 0.431703281 0.851298892
#>
#>
#> $PAN$A
#> $PAN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02454193 0.01344504 1.00358332 1.03978874
#> lag1_var2 -0.13402607 0.06773155 -0.24177773 -0.05515384
#> lag1_var3 -0.21309743 0.10306907 -0.37953966 -0.09340555
#> lag1_var4 0.19669993 0.09503633 0.08733071 0.35062259
#> const 0.49826103 0.35167987 0.04121138 0.99996269
#> exo1 0.03222026 0.03374507 -0.02469268 0.06278783
#> exo2 -0.21423521 0.02955656 -0.26284448 -0.18941054
#> exo3 0.02683820 0.06050955 -0.04262054 0.11932855
#>
#> $PAN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.24772103 0.3919063 -0.6924193 0.3698239
#> lag1_var2 2.15574727 1.0350650 1.1781012 3.8251373
#> lag1_var3 2.41266140 1.5906755 0.8786817 5.0422228
#> lag1_var4 -2.23798839 1.4798164 -4.6920919 -0.7732206
#> const -2.98364393 5.6425458 -11.4750222 3.7730495
#> exo1 -0.05522601 0.5414748 -0.8021989 0.7239381
#> exo2 7.95946031 0.7540513 6.8939663 8.9060813
#> exo3 -0.51667212 0.6371751 -1.3475376 0.2648843
#>
#> $PAN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.3071164 0.4293028 0.6202427 1.84199397
#> lag1_var2 -1.0969425 0.8998693 -2.2332233 0.18324143
#> lag1_var3 -0.9599887 1.3817269 -2.7384190 1.06882848
#> lag1_var4 1.4153982 1.3299934 -0.5720241 3.05941626
#> const 2.6546375 7.0689344 -5.9356963 13.19201151
#> exo1 0.8315458 0.7076996 0.1890276 2.01097855
#> exo2 -6.0764039 0.7163382 -7.1698015 -5.37822279
#> exo3 -1.8729018 1.3215293 -3.6122145 -0.02441331
#>
#> $PAN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2315968 0.2620603 0.8211949 1.5263724
#> lag1_var2 -0.2250218 1.3010893 -1.5410355 2.0089682
#> lag1_var3 -0.2005107 1.9923121 -2.2817682 3.1622234
#> lag1_var4 0.7509455 1.9012400 -2.4495048 2.7264106
#> const -0.1378156 7.5216134 -11.1035992 7.9091268
#> exo1 0.8377132 0.6227973 0.2026365 1.8186460
#> exo2 -0.8272308 0.5055126 -1.6710622 -0.4796269
#> exo3 -2.5509504 1.2786021 -4.1782308 -0.8125120
#>
#>
#>
#> $PER
#> $PER$Sigma
#> $PER$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007128972 0.0001170003 0.0005743334 0.0008762938
#>
#> $PER$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002812563 0.001338951 -0.004665633 -0.001233413
#> Sigma[2,2] 0.101815616 0.025004126 0.074958487 0.140911682
#>
#> $PER$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01019704 0.00353441 0.005631438 0.01498908
#> Sigma[3,2] -0.19721215 0.08570322 -0.329767113 -0.09336942
#> Sigma[3,3] 1.36145235 0.38553569 0.816160779 1.84405316
#>
#> $PER$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008675847 0.003245116 0.004456618 0.01352033
#> Sigma[4,2] -0.129146050 0.076902900 -0.241140866 -0.04094572
#> Sigma[4,3] 1.272849314 0.357260428 0.768679735 1.67638072
#> Sigma[4,4] 1.232006481 0.336029794 0.763605230 1.56923215
#>
#>
#> $PER$A
#> $PER$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.95683322 0.01570032 0.93313034 0.97428946
#> lag1_var2 0.03739481 0.07998329 -0.05293205 0.16272016
#> lag1_var3 0.05620239 0.11348226 -0.07298930 0.24001591
#> lag1_var4 -0.05162395 0.10845207 -0.22747064 0.07249526
#> const 0.82395321 0.20112715 0.54134241 1.08445625
#> exo1 0.01059899 0.02451941 -0.02076952 0.04481786
#> exo2 -0.13311857 0.02931933 -0.16863744 -0.09776052
#> exo3 0.09627251 0.03558633 0.04653407 0.13597272
#>
#> $PER$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31162385 0.1546268 0.1458458 0.5398830
#> lag1_var2 -0.13527667 0.8012018 -1.4240011 0.6020050
#> lag1_var3 -1.02148379 1.0500171 -2.6602326 -0.0458068
#> lag1_var4 0.92671010 0.9967891 -0.0033857 2.4763808
#> const 0.54379863 1.7176606 -1.4226954 2.8473586
#> exo1 0.03661143 0.2761169 -0.2497652 0.4797362
#> exo2 3.37487796 0.3480778 2.8496172 3.7588678
#> exo3 -0.77558890 0.4084670 -1.2069717 -0.1998413
#>
#> $PER$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1792999 0.8442742 -1.484520 0.7985313
#> lag1_var2 -0.2545444 2.9883489 -3.403946 4.4322783
#> lag1_var3 -0.9249514 3.7163050 -4.395857 4.9785716
#> lag1_var4 1.8832450 3.4940569 -3.667008 5.1244576
#> const 3.3134876 9.3173919 -8.306665 18.0411762
#> exo1 -0.1098399 1.0560681 -1.434242 1.5819006
#> exo2 -9.3673523 1.6430089 -11.073517 -7.0606664
#> exo3 0.5919176 1.7576323 -2.226499 2.4051105
#>
#> $PER$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.03962028 0.8026676 -1.154573 0.9781189
#> lag1_var2 -0.94812404 2.6122654 -4.065243 2.9871798
#> lag1_var3 -2.55214295 3.1847531 -5.870374 2.3973344
#> lag1_var4 3.44738668 2.9858765 -1.199775 6.5342886
#> const 3.29330464 9.5032358 -8.538189 18.5670945
#> exo1 -0.08931452 0.9562621 -1.136209 1.4766905
#> exo2 -7.28300353 1.5088156 -8.943581 -5.1823420
#> exo3 0.08403810 1.7013476 -2.516239 1.8223846
#>
#>
#>
#> $PHL
#> $PHL$Sigma
#> $PHL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003868394 0.0001066821 0.0002816253 0.000548238
#>
#> $PHL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001852693 0.000623638 -0.002804618 -0.001063315
#> Sigma[2,2] 0.045098867 0.010319832 0.032883017 0.061021439
#>
#> $PHL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007336143 0.001946084 -0.001844669 0.003825194
#> Sigma[3,2] -0.0282041473 0.015873912 -0.047752327 -0.003602964
#> Sigma[3,3] 0.4382710341 0.083137896 0.355002750 0.569750137
#>
#> $PHL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003769087 0.001922997 -0.00305058 0.002538361
#> Sigma[4,2] -0.0008343585 0.016806737 -0.02244499 0.025183816
#> Sigma[4,3] 0.4340667010 0.090444130 0.34660071 0.578266592
#> Sigma[4,4] 0.4469344769 0.098842405 0.35831264 0.605123296
#>
#>
#> $PHL$A
#> $PHL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.008649680 0.006430846 1.00138426 1.01874446
#> lag1_var2 -0.125701740 0.075188432 -0.24761111 -0.04011707
#> lag1_var3 -0.208036102 0.126690022 -0.41678748 -0.06846531
#> lag1_var4 0.198501600 0.123527623 0.06097418 0.40135204
#> const 0.399484086 0.142226115 0.18798427 0.60052685
#> exo1 -0.005831802 0.017951836 -0.02665515 0.01781397
#> exo2 -0.150466611 0.011917671 -0.16733884 -0.13235732
#> exo3 -0.014816428 0.023314554 -0.04362991 0.01861472
#>
#> $PHL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2653091 0.1288653 -0.42584025 -0.05796462
#> lag1_var2 1.1980461 0.7762103 0.23471886 2.38985159
#> lag1_var3 0.7261641 1.3311570 -1.06480563 2.66883896
#> lag1_var4 -0.6346778 1.2941953 -2.54222163 1.10500979
#> const 2.0563047 2.1981542 -0.70055141 5.47061610
#> exo1 0.3106096 0.1485975 0.13152636 0.51958000
#> exo2 0.2467324 0.1766536 -0.02564959 0.47048297
#> exo3 1.1272869 0.2579256 0.83429061 1.54983930
#>
#> $PHL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0004128 0.2337986 0.6987777 1.3132823
#> lag1_var2 2.6914056 2.4221522 -0.7865013 5.3729307
#> lag1_var3 3.3966022 4.1473049 -2.5952061 7.9793911
#> lag1_var4 -2.9462410 4.0564851 -7.5059219 2.9094931
#> const 3.4901850 5.7328090 -3.8860974 11.2631435
#> exo1 -0.2381605 0.5855734 -1.0716176 0.4545026
#> exo2 -4.8147278 1.0246186 -6.4002681 -3.5156123
#> exo3 -2.0015876 0.9916957 -3.2769902 -0.5585018
#>
#> $PHL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.85992642 0.2237402 0.6206362 1.17964859
#> lag1_var2 3.10306953 2.5206673 -0.2745263 6.03108853
#> lag1_var3 3.26414164 4.2679648 -2.7270614 8.08282719
#> lag1_var4 -2.76448982 4.1855757 -7.5119287 3.09461961
#> const 4.48356944 5.8201203 -3.2956920 11.94131782
#> exo1 -0.05318322 0.5775345 -0.8922632 0.60390002
#> exo2 -4.78911711 1.0990136 -6.4691833 -3.36877832
#> exo3 -1.39721924 0.9047421 -2.5177265 -0.03979852
#>
#>
#>
#> $PNG
#> $PNG$Sigma
#> $PNG$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.002036553 0.0004876607 0.001406319 0.002679618
#>
#> $PNG$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003808931 0.0009682421 -0.005048756 -0.002501077
#> Sigma[2,2] 0.020799874 0.0046019672 0.015605836 0.027911169
#>
#> $PNG$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001407283 0.001246757 -0.003174615 0.0003820661
#> Sigma[3,2] 0.003038401 0.003295929 -0.001130916 0.0076519834
#> Sigma[3,3] 0.025212952 0.004064881 0.019816070 0.0314188378
#>
#> $PNG$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003381042 0.001507753 -0.005607535 -0.001440311
#> Sigma[4,2] 0.013862612 0.004984987 0.008155502 0.020409177
#> Sigma[4,3] 0.027533328 0.005506660 0.021350418 0.036599637
#> Sigma[4,4] 0.035585177 0.008009668 0.027169176 0.048709350
#>
#>
#> $PNG$A
#> $PNG$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.938121969 0.02714399 0.90298939 0.973427118
#> lag1_var2 -0.014087052 0.10646057 -0.14416954 0.138503991
#> lag1_var3 0.017227736 0.22328004 -0.26633091 0.349268738
#> lag1_var4 0.003563682 0.21832010 -0.32392654 0.285157735
#> const 0.527585775 0.29537169 0.10591816 0.909729253
#> exo1 -0.022002397 0.03431222 -0.07992242 0.013706039
#> exo2 -0.082190609 0.03199616 -0.11733572 -0.037665510
#> exo3 -0.030046502 0.02653357 -0.06982081 0.003061493
#>
#> $PNG$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1561523 0.1256933 -0.02900294 0.32093994
#> lag1_var2 0.4057931 0.3597959 -0.13544899 0.74170640
#> lag1_var3 -0.5540200 0.8647832 -1.85673139 0.47222880
#> lag1_var4 0.4874599 0.8257719 -0.46340492 1.72828084
#> const 0.4249998 0.8610673 -0.69214958 1.56834146
#> exo1 -0.1609063 0.1349218 -0.28700116 0.05841457
#> exo2 0.3543200 0.1111706 0.21834956 0.51278063
#> exo3 0.2075943 0.1030777 0.06773201 0.35292013
#>
#> $PNG$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.299296080 0.1212333 0.11764294 0.44794370
#> lag1_var2 -0.394711129 0.4114793 -0.93545739 0.10943562
#> lag1_var3 -0.114722083 0.8324444 -1.22010804 0.88192084
#> lag1_var4 1.033629872 0.8194639 0.05318109 2.15914141
#> const -3.321391893 1.8686045 -6.38018265 -1.29170701
#> exo1 0.005924565 0.1037722 -0.13376404 0.14601863
#> exo2 -0.349650877 0.2351029 -0.72410507 -0.09509608
#> exo3 0.413237673 0.1483794 0.23908484 0.60935409
#>
#> $PNG$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37701924 0.1732653 0.09494571 0.5379671
#> lag1_var2 -0.56529139 0.4752705 -1.17284765 0.1036686
#> lag1_var3 -1.13464850 0.9904760 -2.44485950 0.2882524
#> lag1_var4 2.02710272 0.9704396 0.62173973 3.2697807
#> const -3.43400505 2.0692205 -6.55379866 -0.8646636
#> exo1 -0.07510154 0.1367499 -0.26572029 0.1200127
#> exo2 -0.17044400 0.2564116 -0.54831901 0.1474272
#> exo3 0.53892070 0.1232760 0.38417015 0.7062557
#>
#>
#>
#> $POL
#> $POL$Sigma
#> $POL$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003344666 8.448604e-05 0.0002232133 0.0004674452
#>
#> $POL$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01692149 0.004833047 -0.02275071 -0.01034363
#> Sigma[2,2] 2.90407441 0.595823247 2.04331680 3.57282390
#>
#> $POL$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006966128 0.002336952 0.004312575 0.01019957
#> Sigma[3,2] -1.464211169 0.313824866 -1.845594816 -0.99721529
#> Sigma[3,3] 0.845748170 0.166709383 0.602846574 1.06876955
#>
#> $POL$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002846311 0.001337483 -0.004941855 -0.001529041
#> Sigma[4,2] 0.171904714 0.072813590 0.087380428 0.278340933
#> Sigma[4,3] 0.035462114 0.061608054 -0.049888191 0.123957109
#> Sigma[4,4] 0.150004892 0.042605081 0.100144907 0.202308338
#>
#>
#> $POL$A
#> $POL$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9690306961 0.01427885 0.95115253 0.99060169
#> lag1_var2 0.0126849422 0.02877394 -0.02221930 0.05002184
#> lag1_var3 0.0244511289 0.05158081 -0.03928480 0.09039136
#> lag1_var4 -0.0217181024 0.04537826 -0.07905446 0.03587776
#> const 0.7189317247 0.19615627 0.48052422 1.03193713
#> exo1 0.0003083608 0.02465907 -0.02641135 0.04182903
#> exo2 -0.0593414824 0.02070022 -0.08635248 -0.03051228
#> exo3 0.0322833010 0.01491594 0.01148458 0.05018790
#>
#> $POL$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0604541 0.8221192 -1.3488685 0.786345
#> lag1_var2 1.2065983 1.6945607 -0.5191444 3.995891
#> lag1_var3 0.4948494 3.0441595 -2.6409073 5.485743
#> lag1_var4 -0.5523441 2.6823055 -4.8867780 2.224930
#> const 5.2973512 11.3849754 -11.4561131 19.742485
#> exo1 -1.6764042 1.9789516 -4.2703214 1.214314
#> exo2 -0.4998150 1.1043106 -2.1152820 1.078141
#> exo3 -0.2423414 0.9674966 -1.6949211 1.029547
#>
#> $POL$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.72828839 0.3922314 0.26728251 1.21314987
#> lag1_var2 -1.09698039 0.9041286 -2.52617986 -0.01813617
#> lag1_var3 -0.97291292 1.6344807 -3.53604069 0.96761531
#> lag1_var4 1.67828764 1.4501819 -0.06181868 3.91582442
#> const -2.68931298 6.0166564 -10.34938920 5.58418084
#> exo1 0.93525221 1.0128048 -0.38566719 2.34285420
#> exo2 -0.01338887 0.7507263 -1.31486646 0.77279977
#> exo3 0.97911509 0.4970786 0.18945334 1.53788062
#>
#> $POL$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.75058045 0.2358742 0.3757091 1.0075151
#> lag1_var2 -0.99230617 0.4421080 -1.5141316 -0.3420041
#> lag1_var3 -1.70951022 0.7964490 -2.6610214 -0.5451599
#> lag1_var4 2.36269098 0.7036487 1.3420133 3.2068207
#> const -0.05874670 2.8440552 -3.8400284 3.6240359
#> exo1 0.04755197 0.3929520 -0.5265836 0.5657579
#> exo2 -0.30531101 0.4047001 -0.7663516 0.2922412
#> exo3 0.85371450 0.3830336 0.4389418 1.4282408
#>
#>
#>
#> $PRI
#> $PRI$Sigma
#> $PRI$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006076941 0.0002172044 0.0003442112 0.0009348647
#>
#> $PRI$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01486142 0.008615872 -0.02660318 -0.004777711
#> Sigma[2,2] 1.80551684 0.596532244 0.89208355 2.510292303
#>
#> $PRI$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01201887 0.007015538 0.004751305 0.02172265
#> Sigma[3,2] -1.09408634 0.489800601 -1.839178542 -0.46854994
#> Sigma[3,3] 1.12261295 0.420090411 0.618611379 1.79047176
#>
#> $PRI$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.006251884 0.00415941 0.001544403 0.01222362
#> Sigma[4,2] -0.351622094 0.30598919 -0.870926848 -0.05960414
#> Sigma[4,3] 0.751984712 0.25202483 0.489650072 1.14994718
#> Sigma[4,4] 0.701651734 0.16687270 0.486836630 0.91926025
#>
#>
#> $PRI$A
#> $PRI$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97687668 0.01869589 0.947484929 0.998282831
#> lag1_var2 -0.02254500 0.03070862 -0.050436071 0.027132576
#> lag1_var3 -0.05651014 0.07265180 -0.122771201 0.061625317
#> lag1_var4 0.05436641 0.06290535 -0.048620057 0.111147967
#> const 0.66387196 0.16732250 0.442039397 0.903459756
#> exo1 -0.03057721 0.03158226 -0.082833367 0.001425794
#> exo2 -0.05032402 0.03551910 -0.088990818 0.003413223
#> exo3 0.01803140 0.01698092 -0.008954959 0.036104303
#>
#> $PRI$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9256368 0.6698251 -1.7370528 0.1555200
#> lag1_var2 3.2987682 1.3305651 1.7907615 5.5198319
#> lag1_var3 5.8767671 3.2353774 2.0792902 11.2988137
#> lag1_var4 -5.0714407 2.8091032 -9.7795131 -1.8192546
#> const -8.6623915 8.7105167 -22.4042946 -0.5882201
#> exo1 0.5811176 0.7282089 -0.3694096 1.3620651
#> exo2 2.0087436 1.7131402 -0.7649285 3.9811257
#> exo3 -0.2958530 1.6831190 -2.2258515 1.9934951
#>
#> $PRI$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6722169 0.5860773 -0.36000588 1.2517790
#> lag1_var2 -2.0550586 1.0867905 -3.06850859 -0.2419151
#> lag1_var3 -4.0069674 2.5976321 -6.48658533 0.3604713
#> lag1_var4 4.3766027 2.2742621 0.58318759 6.5384742
#> const 8.7922563 5.0284839 0.02096387 13.2303401
#> exo1 -1.2867352 0.6741673 -2.06270959 -0.2479906
#> exo2 -0.4328896 1.1181746 -2.02146955 0.9306285
#> exo3 1.7130709 1.4902001 -0.33750722 3.7092402
#>
#> $PRI$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2600967 0.4980521 -0.49592653 0.8332808
#> lag1_var2 -1.0744678 0.9590697 -2.05790388 0.4959714
#> lag1_var3 -2.4970687 2.2771976 -4.89296253 1.2358136
#> lag1_var4 3.2090896 2.0085212 -0.08793913 5.3165130
#> const 5.5711030 4.4820798 -1.09626030 11.5890038
#> exo1 -1.1671292 0.5975631 -1.93610321 -0.3763567
#> exo2 0.4932245 0.7156851 -0.44053978 1.6109300
#> exo3 1.7754633 0.9733987 0.52831480 3.2556906
#>
#>
#>
#> $PRK
#> $PRK$Sigma
#> $PRK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005940592 0.0001548933 0.0004144778 0.0008281739
#>
#> $PRK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004813045 0.000859483 -0.0008672261 0.001225316
#> Sigma[2,2] 0.0072586476 0.004314157 0.0037298455 0.014268794
#>
#> $PRK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.001004698 0.0009809615 -0.002280365 0.0004081925
#> Sigma[3,2] -0.009558436 0.0047763739 -0.016325539 -0.0031743264
#> Sigma[3,3] 0.065294717 0.0218313386 0.037989429 0.0960680839
#>
#> $PRK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0006409584 0.0009690275 -0.001757004 0.0008746746
#> Sigma[4,2] -0.0042413368 0.0067947641 -0.011981083 0.0061306181
#> Sigma[4,3] 0.0596828264 0.0202019758 0.034706309 0.0888329764
#> Sigma[4,4] 0.0580845633 0.0202448693 0.034008934 0.0873801605
#>
#>
#> $PRK$A
#> $PRK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981034608 0.02410965 0.951040645 1.016251345
#> lag1_var2 -0.120205674 0.05591199 -0.194750938 -0.041829024
#> lag1_var3 -0.226827728 0.06693043 -0.300828774 -0.121517975
#> lag1_var4 0.224140906 0.06479441 0.122264146 0.297255540
#> const 0.441153427 0.21882249 0.083231368 0.640672978
#> exo1 0.022215619 0.02114862 -0.001624253 0.050197536
#> exo2 -0.036860215 0.02047640 -0.061825401 -0.006919049
#> exo3 0.008870425 0.01713422 -0.012022833 0.036296732
#>
#> $PRK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.13448300 0.11092355 -0.322236576 -0.03849104
#> lag1_var2 0.37819979 0.37799138 -0.234405116 0.78546495
#> lag1_var3 -0.44585585 0.47113226 -1.210744920 0.05842511
#> lag1_var4 0.48467232 0.45645404 -0.002575797 1.23431008
#> const 0.84255963 0.97346708 -0.418516167 2.22132164
#> exo1 -0.05350476 0.07375540 -0.131269981 0.05918834
#> exo2 0.16364922 0.06331956 0.086304485 0.25010343
#> exo3 0.18590924 0.05734202 0.112207952 0.27401102
#>
#> $PRK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50358734 0.2241236 0.1940322 0.79855693
#> lag1_var2 0.67665606 0.5289410 -0.1007620 1.39370795
#> lag1_var3 1.48929384 0.8314638 0.3583726 2.71988659
#> lag1_var4 -0.66958660 0.7842116 -1.7782946 0.42877479
#> const 2.11887392 2.2020387 -0.2238803 5.60787071
#> exo1 -0.05564677 0.2160051 -0.4257210 0.18083223
#> exo2 -1.52803758 0.2112544 -1.7570402 -1.21390442
#> exo3 -0.30817142 0.1646284 -0.4401062 -0.01480046
#>
#> $PRK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.39812259 0.2019938 0.1321140 0.6800093
#> lag1_var2 0.50866594 0.5345286 -0.3259234 1.0532373
#> lag1_var3 0.53724923 0.8296432 -0.7109363 1.5405990
#> lag1_var4 0.31830550 0.7945748 -0.5936891 1.5429991
#> const 2.36108440 2.2229310 -0.4925426 5.6879393
#> exo1 -0.09630386 0.1960515 -0.4413334 0.1088278
#> exo2 -1.44731408 0.2124772 -1.6739694 -1.1301066
#> exo3 -0.17317487 0.1618543 -0.3373596 0.1062928
#>
#>
#>
#> $PRT
#> $PRT$Sigma
#> $PRT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003858921 8.247304e-05 0.0002926496 0.0005136813
#>
#> $PRT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01011799 0.002148438 -0.01351697 -0.008227056
#> Sigma[2,2] 0.72513083 0.165415629 0.52788866 0.975344277
#>
#> $PRT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.009625934 0.002550421 0.006653942 0.0138007
#> Sigma[3,2] -0.543285453 0.134862330 -0.760920663 -0.3924301
#> Sigma[3,3] 0.593018079 0.122648559 0.473121561 0.8061796
#>
#> $PRT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003858954 0.001673635 0.001773298 0.006313845
#> Sigma[4,2] -0.118139154 0.056046931 -0.211932120 -0.067320030
#> Sigma[4,3] 0.286204872 0.055696950 0.219611538 0.375440036
#> Sigma[4,4] 0.229836911 0.038120390 0.179376032 0.273493292
#>
#>
#> $PRT$A
#> $PRT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.986380279 0.01424846 0.962273296 1.002517727
#> lag1_var2 0.041056255 0.05504542 -0.003867831 0.139097908
#> lag1_var3 0.072646298 0.09236281 -0.002710442 0.237054946
#> lag1_var4 -0.074734247 0.08523785 -0.225376854 -0.005799794
#> const 0.513880598 0.18055659 0.274657686 0.730881374
#> exo1 0.001089753 0.01781866 -0.019085068 0.029719416
#> exo2 -0.101654903 0.02534939 -0.142730991 -0.071694763
#> exo3 0.016747735 0.02101035 -0.009531885 0.045340522
#>
#> $PRT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7091637 0.8226874 -0.2231864 1.9560135
#> lag1_var2 -4.9242059 2.6364919 -9.1501013 -1.7144487
#> lag1_var3 -9.7977369 4.3876666 -16.8626993 -4.4484518
#> lag1_var4 9.4543383 4.0352093 4.4912931 15.9198572
#> const 2.7181832 6.5228586 -7.2784395 9.0758228
#> exo1 -0.9689118 0.8263480 -1.9444123 0.2587767
#> exo2 0.2976401 1.0017129 -0.7973511 1.7040773
#> exo3 0.2041429 0.7792472 -0.7054174 1.5222913
#>
#> $PRT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1087093 0.5895014 -0.7127668 0.8010821
#> lag1_var2 2.9993718 2.2403443 0.2516871 6.2022702
#> lag1_var3 6.0679748 3.7345275 1.4768325 11.3975977
#> lag1_var4 -5.0726876 3.4828285 -10.0627961 -0.7617585
#> const -2.3541826 4.5875769 -8.3722420 3.6478500
#> exo1 0.6370173 0.6950656 -0.2635346 1.4083021
#> exo2 -1.5528246 0.7073660 -2.7285106 -0.8394613
#> exo3 -1.1209309 0.6623064 -2.1782932 -0.4288513
#>
#> $PRT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56099273 0.2717776 0.1063407 0.8722534
#> lag1_var2 -0.46332985 1.3567142 -1.8234599 1.8275540
#> lag1_var3 -0.64462192 2.2680788 -2.9282083 3.1731519
#> lag1_var4 1.43357560 2.1300656 -2.1228733 3.6031274
#> const -1.34226534 3.6889614 -6.2471025 4.0653535
#> exo1 0.05105849 0.3855162 -0.5040986 0.5275846
#> exo2 -1.49008082 0.3709128 -1.9306693 -0.9003666
#> exo3 -1.06844166 0.3568912 -1.4827513 -0.4996860
#>
#>
#>
#> $PRY
#> $PRY$Sigma
#> $PRY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000898184 0.0001640992 0.0006776653 0.001092948
#>
#> $PRY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01377603 0.007627785 -0.02129273 -0.001336951
#> Sigma[2,2] 1.23304008 0.202034736 1.01361801 1.546448397
#>
#> $PRY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001328916 0.009745198 -0.01224968 0.01408736
#> Sigma[3,2] -0.841302437 0.230120200 -1.17430804 -0.56771354
#> Sigma[3,3] 1.679191988 0.282690569 1.26967648 2.01225996
#>
#> $PRY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008551591 0.006587373 -0.01677012 0.001758549
#> Sigma[4,2] 0.017133353 0.145622090 -0.18508193 0.215518204
#> Sigma[4,3] 1.156825038 0.224401053 0.83165074 1.436233487
#> Sigma[4,4] 1.235991510 0.236126966 0.88229822 1.540391811
#>
#>
#> $PRY$A
#> $PRY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99746263 0.01717704 0.97657633 1.02060264
#> lag1_var2 -0.02689082 0.06452028 -0.12591887 0.04574471
#> lag1_var3 -0.03826076 0.09444838 -0.18065481 0.06867537
#> lag1_var4 0.03367604 0.08624490 -0.06731640 0.16277288
#> const 0.41101877 0.29618071 0.03967011 0.84877704
#> exo1 0.01489819 0.02498293 -0.02698161 0.04165389
#> exo2 -0.02942383 0.02554499 -0.05832669 0.01170829
#> exo3 0.02098125 0.02319271 -0.01061965 0.05129869
#>
#> $PRY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06479489 0.7763791 -1.30014643 0.8616346
#> lag1_var2 1.22398752 2.7789750 -1.81080139 5.6919294
#> lag1_var3 1.34938530 4.1388787 -3.07555425 7.9250705
#> lag1_var4 -1.22423172 3.8318696 -7.31689130 2.8561722
#> const -3.12485980 8.3011995 -13.78592781 9.4016053
#> exo1 -0.37393844 0.9863290 -1.77749922 0.7680938
#> exo2 1.36224531 1.1660166 0.03948953 3.1515385
#> exo3 0.98138686 1.4540345 -1.14382426 2.5331179
#>
#> $PRY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4096111 0.7176311 0.1770167 2.1830135
#> lag1_var2 0.7916557 2.2103540 -2.3026754 3.1239480
#> lag1_var3 1.4318494 3.3075054 -3.2710730 4.9530284
#> lag1_var4 -1.0854469 3.1550840 -4.6085593 3.3242658
#> const 8.9448029 10.3851339 -5.3312657 20.3502299
#> exo1 0.1605664 1.6330238 -1.1238341 2.9937206
#> exo2 -2.0186063 1.1023789 -3.7042076 -0.9752197
#> exo3 0.5933036 1.3725553 -1.0130669 2.6636894
#>
#> $PRY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4355004 0.6929402 0.37113404 2.3832594
#> lag1_var2 1.1798774 1.7517584 -1.59627891 3.3398272
#> lag1_var3 1.7046492 2.5976318 -2.45133892 4.9989479
#> lag1_var4 -1.2923438 2.5190559 -4.61958721 2.6883561
#> const 6.5450454 11.3258153 -7.17400730 22.8280246
#> exo1 -0.1128004 1.2245669 -0.95513336 2.1231574
#> exo2 -1.1433117 0.8865806 -2.39434830 -0.1338261
#> exo3 1.3920327 0.8565278 0.05210778 2.3710271
#>
#>
#>
#> $PSE
#> $PSE$Sigma
#> $PSE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005918172 0.001858645 0.003755806 0.008359244
#>
#> $PSE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.1287427 0.04531537 -0.1957045 -0.0689121
#> Sigma[2,2] 7.4759468 2.18750028 4.9239245 10.6914496
#>
#> $PSE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06643468 0.02755103 0.03173494 0.1057927
#> Sigma[3,2] -4.36055749 1.32400375 -6.48581997 -2.8074681
#> Sigma[3,3] 2.81160634 0.81438897 1.91971322 4.1358949
#>
#> $PSE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01763104 0.01352341 0.004004563 0.03786342
#> Sigma[4,2] -1.70486799 0.65295380 -2.757338382 -1.03630402
#> Sigma[4,3] 1.34827597 0.41298350 0.905059168 1.96953730
#> Sigma[4,4] 0.86498811 0.22967263 0.582394220 1.16401782
#>
#>
#> $PSE$A
#> $PSE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89464740 0.06010128 0.826988828 0.990849625
#> lag1_var2 0.08849274 0.05993550 -0.005329389 0.159512318
#> lag1_var3 0.20895986 0.14235883 -0.012885076 0.375519706
#> lag1_var4 -0.16165863 0.10650918 -0.289318281 0.006925535
#> const 0.46064266 0.62292282 -0.602971148 1.120092631
#> exo1 0.02025280 0.05691993 -0.075204246 0.082113368
#> exo2 -0.09728095 0.07244064 -0.196632746 -0.015537396
#> exo3 -0.01098517 0.08280994 -0.142452394 0.067448979
#>
#> $PSE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.614752 2.506082 -1.097937 5.667397
#> lag1_var2 -1.636651 2.627863 -4.498399 2.421420
#> lag1_var3 -6.119383 6.216382 -12.686148 3.335539
#> lag1_var4 4.842086 4.599464 -2.086752 9.621643
#> const -4.948921 26.672592 -43.007432 31.912879
#> exo1 4.089990 2.015975 1.213441 6.207375
#> exo2 -0.717907 1.901883 -3.326700 1.442323
#> exo3 1.557607 2.596414 -1.821561 5.198359
#>
#> $PSE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.2982080 1.753875 -3.573102 1.1878568
#> lag1_var2 1.4329451 1.724400 -1.000735 3.4768401
#> lag1_var3 4.2169545 4.051708 -1.406465 8.9124674
#> lag1_var4 -2.6143603 2.969351 -6.007895 1.4852827
#> const 2.9763902 14.887686 -13.756599 26.8400150
#> exo1 -2.0964353 1.118035 -3.435841 -0.4294585
#> exo2 -2.3634626 1.380048 -4.102857 -0.6199802
#> exo3 0.4338374 1.728382 -2.036849 2.8342868
#>
#> $PSE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.49896274 1.0935608 -1.98515631 0.8748536
#> lag1_var2 0.61923955 0.9043029 -0.50743609 1.8406330
#> lag1_var3 1.29248128 2.1089830 -1.27621437 4.1023376
#> lag1_var4 -0.06468104 1.5091590 -2.07354034 1.7031818
#> const 0.66296372 7.3740967 -7.04514583 12.0572244
#> exo1 -0.56073787 0.6207484 -1.53209202 0.1927475
#> exo2 -3.62596427 0.9567586 -4.96593454 -2.5575965
#> exo3 1.53689366 1.0788264 -0.04088375 2.9317186
#>
#>
#>
#> $PYF
#> $PYF$Sigma
#> $PYF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003566767 7.118122e-05 0.0002598151 0.0004551741
#>
#> $PYF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001180739 0.0004046857 -0.001637368 -0.0006192816
#> Sigma[2,2] 0.017752767 0.0029927735 0.013626761 0.0220993472
#>
#> $PYF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005185748 0.0002603556 -0.0008821559 -0.0001869501
#> Sigma[3,2] -0.0013090846 0.0028564296 -0.0059332329 0.0019696688
#> Sigma[3,3] 0.0278937644 0.0071576020 0.0196946997 0.0386995471
#>
#> $PYF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.001374405 0.0003809642 -0.001710525 -0.0007690563
#> Sigma[4,2] 0.009590716 0.0039972762 0.004382509 0.0150043072
#> Sigma[4,3] 0.030675149 0.0078672480 0.022080122 0.0428247688
#> Sigma[4,4] 0.040707713 0.0093239918 0.031345380 0.0553543770
#>
#>
#> $PYF$A
#> $PYF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.981359970 0.01759809 0.95501212 1.00593414
#> lag1_var2 -0.007885179 0.03710405 -0.06233995 0.04630965
#> lag1_var3 -0.002894443 0.07559303 -0.12064861 0.09899771
#> lag1_var4 0.001106780 0.06769112 -0.09091821 0.10562800
#> const 0.598184974 0.07601462 0.52656325 0.73184917
#> exo1 -0.010732047 0.02019236 -0.03634007 0.01869354
#> exo2 -0.076765130 0.01458341 -0.09323331 -0.05680009
#> exo3 0.009094732 0.01913586 -0.02128932 0.03116593
#>
#> $PYF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.160521391 0.1291236 0.01349360 0.3670783
#> lag1_var2 0.486288764 0.2501976 0.11395162 0.7892982
#> lag1_var3 -0.226337623 0.4161421 -0.90120448 0.2202795
#> lag1_var4 0.227014179 0.3662650 -0.16774815 0.8193218
#> const 0.872690948 1.0706671 -0.56945357 2.5560394
#> exo1 0.009566095 0.1188757 -0.19412190 0.1390755
#> exo2 1.282238545 0.1349462 1.10078215 1.4620347
#> exo3 0.144732937 0.1301133 -0.01518047 0.3231561
#>
#> $PYF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.00670911 0.1661243 -0.17130634 0.2619240
#> lag1_var2 -0.06515749 0.2966553 -0.47215293 0.3690155
#> lag1_var3 0.35484266 0.6182118 -0.64927127 1.1068136
#> lag1_var4 0.57946682 0.5497911 -0.09132092 1.4752891
#> const -0.12616724 1.7864351 -2.25275690 2.7620645
#> exo1 0.16052274 0.1581424 -0.08617356 0.3480484
#> exo2 -1.31048734 0.1814700 -1.58915154 -1.1119044
#> exo3 -0.09023882 0.2291782 -0.47723165 0.1698287
#>
#> $PYF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07072458 0.2281768 -0.22283846 0.3608240
#> lag1_var2 -0.27651343 0.4163502 -0.80824130 0.2924554
#> lag1_var3 -0.65312946 0.7629945 -1.71503884 0.2438305
#> lag1_var4 1.60350091 0.6783629 0.80555512 2.5570745
#> const -0.07518385 2.2346290 -3.34379881 2.8894895
#> exo1 0.18815758 0.2050648 -0.08238432 0.4344563
#> exo2 -0.69137020 0.2529673 -1.11823346 -0.4867236
#> exo3 -0.01530051 0.2306750 -0.35182436 0.2816493
#>
#>
#>
#> $QAT
#> $QAT$Sigma
#> $QAT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004241119 0.0008051549 0.003190569 0.005294544
#>
#> $QAT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0004255842 0.001354213 -0.001314462 0.002082175
#> Sigma[2,2] 0.0085301941 0.002272317 0.005870796 0.012192382
#>
#> $QAT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0002787811 0.006794292 -0.008576348 0.009997201
#> Sigma[3,2] -0.0194847261 0.011070470 -0.035140241 -0.004443097
#> Sigma[3,3] 0.2211423896 0.054118828 0.157212335 0.304224783
#>
#> $QAT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001978311 0.006208053 -0.007800801 0.009031173
#> Sigma[4,2] -0.0125323924 0.010346777 -0.026833025 0.001944566
#> Sigma[4,3] 0.2059113111 0.048040807 0.151740668 0.281657321
#> Sigma[4,4] 0.1966225393 0.043145304 0.150455109 0.265851988
#>
#>
#> $QAT$A
#> $QAT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.007337297 0.03170638 0.97489447 1.057236545
#> lag1_var2 0.008955373 0.15234274 -0.24034005 0.125621599
#> lag1_var3 -0.038670636 0.21393010 -0.37508999 0.148951259
#> lag1_var4 0.032832305 0.21639709 -0.15733329 0.373710185
#> const 0.366931120 0.55594679 -0.33399152 1.240318389
#> exo1 0.063993540 0.06007452 -0.01558566 0.151080914
#> exo2 -0.081161821 0.05524965 -0.15999397 -0.016205093
#> exo3 -0.057718300 0.04726792 -0.13610875 -0.003546025
#>
#> $QAT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.099266498 0.03422462 -0.1405674 -0.06359374
#> lag1_var2 0.799124929 0.16938089 0.5423043 1.00139804
#> lag1_var3 0.008349355 0.27340488 -0.3907559 0.36387113
#> lag1_var4 0.003121620 0.26975887 -0.3432959 0.40223852
#> const 1.593319991 0.74794851 0.4593162 2.50054136
#> exo1 -0.136047642 0.09642063 -0.2498890 0.01150588
#> exo2 0.053150225 0.06994803 -0.0206572 0.15087341
#> exo3 0.028607394 0.09250972 -0.1284186 0.12223933
#>
#> $QAT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7614220 0.1728689 0.5562522 0.9695666
#> lag1_var2 -1.4281362 0.8176435 -2.4847815 -0.3747920
#> lag1_var3 -1.0905231 1.1131469 -2.5771597 0.1966269
#> lag1_var4 1.8563537 1.1302711 0.5095448 3.3724554
#> const 0.9109946 5.7787701 -4.7020278 10.0227377
#> exo1 0.4652280 0.5346392 -0.3787394 1.0098042
#> exo2 -0.5976470 0.3595843 -1.1182010 -0.2060013
#> exo3 -1.0285014 0.4403881 -1.4265975 -0.3381802
#>
#> $QAT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6682213 0.1718237 0.4735747 0.8849427
#> lag1_var2 -1.1575996 0.7459832 -2.2204443 -0.3087544
#> lag1_var3 -1.5644898 1.0261995 -3.0103320 -0.3368598
#> lag1_var4 2.3476147 1.0332353 1.1329502 3.7795255
#> const 1.8414476 5.3332475 -3.4374993 10.3490690
#> exo1 0.3508094 0.4873687 -0.4623347 0.8408425
#> exo2 -0.5610253 0.3445346 -1.0516103 -0.1345496
#> exo3 -1.0152199 0.3828455 -1.3721379 -0.4150075
#>
#>
#>
#> $ROU
#> $ROU$Sigma
#> $ROU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001600293 0.0005649544 0.001046769 0.002602494
#>
#> $ROU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002528662 0.004128643 -0.008426599 0.0029600
#> Sigma[2,2] 0.432544763 0.132488517 0.302481564 0.6601328
#>
#> $ROU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006770207 0.006295163 0.001103246 0.01674687
#> Sigma[3,2] -0.323852874 0.136388651 -0.524567760 -0.15176466
#> Sigma[3,3] 0.701445678 0.164301343 0.440495552 0.88354656
#>
#> $ROU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005844505 0.005103111 -0.0002609668 0.013853817
#> Sigma[4,2] -0.112645996 0.092474949 -0.2544085527 0.001915773
#> Sigma[4,3] 0.575647039 0.158698460 0.3621873327 0.781776928
#> Sigma[4,4] 0.555379040 0.175323923 0.3512871280 0.810729738
#>
#>
#> $ROU$A
#> $ROU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00021619 0.02918630 0.96683444 1.044341738
#> lag1_var2 -0.12438146 0.15853085 -0.37243126 0.065057752
#> lag1_var3 -0.24769607 0.31969723 -0.74395501 0.133403866
#> lag1_var4 0.24065756 0.30778245 -0.12686465 0.713582754
#> const 0.36584336 0.44834054 -0.23511559 1.020524825
#> exo1 0.04834401 0.03064168 0.01119267 0.098269081
#> exo2 -0.05080199 0.04400235 -0.11561167 0.002703339
#> exo3 0.03270839 0.04361696 -0.02544146 0.094324400
#>
#> $ROU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1817645 0.3980584 -0.72136652 0.2885295
#> lag1_var2 0.7104208 1.8739822 -1.89989029 3.2481310
#> lag1_var3 -0.1330840 3.7876742 -5.36720340 5.0775926
#> lag1_var4 0.1634338 3.5920039 -4.73788870 5.1854452
#> const 4.5242396 3.9412438 -0.70807118 10.1283124
#> exo1 -0.3324039 0.3843163 -0.79743533 0.2276864
#> exo2 0.7872634 0.5222436 0.04793799 1.4164083
#> exo3 0.5232193 0.9192151 -0.92399965 1.7513596
#>
#> $ROU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4563023 0.3967779 -0.02562957 0.9997834
#> lag1_var2 2.1797598 2.3746756 -0.96187183 5.3612464
#> lag1_var3 5.0111561 4.7876765 -1.15822362 11.3846381
#> lag1_var4 -4.2705836 4.6246493 -10.34991884 1.6792743
#> const 0.4138239 5.4031501 -8.27372345 6.7571618
#> exo1 0.1513008 0.4273297 -0.34791424 0.7181489
#> exo2 -0.1635708 1.1665220 -1.57590842 1.6363137
#> exo3 0.5849299 0.6820373 -0.27575463 1.5587690
#>
#> $ROU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.37422983 0.3848419 -0.04742658 0.9517201
#> lag1_var2 2.32706067 1.9872885 -0.21820870 5.2011147
#> lag1_var3 4.51986845 4.0111105 -0.73874289 10.3089994
#> lag1_var4 -3.76600615 3.8613903 -9.34212840 1.2370019
#> const 2.53367769 5.3590022 -4.15515607 10.9579175
#> exo1 -0.02535332 0.3858307 -0.57157815 0.4180614
#> exo2 0.27059555 1.1433759 -1.19093851 2.0516950
#> exo3 0.91866975 0.3959518 0.35777795 1.3290007
#>
#>
#>
#> $RUS
#> $RUS$Sigma
#> $RUS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001756282 0.0004714185 0.001385609 0.002613761
#>
#> $RUS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03002219 0.01484916 -0.05440207 -0.01804911
#> Sigma[2,2] 0.91506220 0.41671935 0.55044103 1.57368273
#>
#> $RUS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02846695 0.01155122 0.01560506 0.04635286
#> Sigma[3,2] -0.78979813 0.33379293 -1.34092506 -0.48977608
#> Sigma[3,3] 1.02424536 0.25639366 0.75920918 1.41409522
#>
#> $RUS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01127087 0.004598526 0.003824095 0.0156640
#> Sigma[4,2] -0.25669976 0.111247887 -0.419787051 -0.1444349
#> Sigma[4,3] 0.60324591 0.116548934 0.443490399 0.7754227
#> Sigma[4,4] 0.49797870 0.104459945 0.365615283 0.6601954
#>
#>
#> $RUS$A
#> $RUS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.08039009 0.01766258 1.059215605 1.10346222
#> lag1_var2 -0.20861399 0.07628672 -0.302591214 -0.09216024
#> lag1_var3 -0.35166236 0.13141974 -0.513290038 -0.15192611
#> lag1_var4 0.30571665 0.12853770 0.110631274 0.46013579
#> const 0.57488994 0.37264067 -0.007439842 0.99968867
#> exo1 0.03259463 0.02998198 -0.014418022 0.06098832
#> exo2 -0.05621752 0.03648301 -0.115288221 -0.01147268
#> exo3 0.01111417 0.05895154 -0.072625329 0.08509422
#>
#> $RUS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9511330 0.4014780 -1.45719256 -0.3826607
#> lag1_var2 3.9656679 1.8790868 0.67995201 5.3723070
#> lag1_var3 5.1005571 3.1220987 -0.32290674 7.4248628
#> lag1_var4 -4.7205481 2.9992861 -6.96486376 0.4999071
#> const 3.9256523 5.4049533 -4.13606036 11.9734827
#> exo1 0.3774533 0.4917865 -0.14936619 1.1143409
#> exo2 1.1810417 0.9104555 0.07861997 2.5181501
#> exo3 -0.5644619 1.2018320 -2.12371792 1.1244525
#>
#> $RUS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.02434549 0.4175891 0.5516803 1.6829197
#> lag1_var2 -0.54273504 2.2839223 -2.5208001 3.4933291
#> lag1_var3 0.01394094 3.8410919 -3.1848691 6.8130237
#> lag1_var4 0.57690521 3.7144204 -6.0223553 3.6393960
#> const -3.57776465 8.0447238 -13.2485075 8.0366574
#> exo1 0.17775078 0.6080041 -0.6044583 0.9225839
#> exo2 -0.98202280 0.9553049 -2.1546290 0.4429821
#> exo3 0.44432016 1.2373566 -1.2917362 2.0105647
#>
#> $RUS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42119510 0.2546425 0.0638921 0.8156077
#> lag1_var2 1.68316727 1.4698845 0.1801451 4.0353384
#> lag1_var3 2.82311926 2.4858778 0.4258950 6.8490165
#> lag1_var4 -1.97885230 2.3933081 -5.9028004 0.2061679
#> const -1.80178211 7.6210941 -7.2240180 11.6258904
#> exo1 0.44105573 0.4104838 -0.1209654 0.9843055
#> exo2 -0.26665102 0.6894890 -1.0415586 0.7871434
#> exo3 0.09130155 0.7715662 -1.2381813 0.9328939
#>
#>
#>
#> $RWA
#> $RWA$Sigma
#> $RWA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.02059025 0.003375792 0.01552651 0.02481965
#>
#> $RWA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01165947 0.01060090 -0.02556623 0.001024568
#> Sigma[2,2] 0.17927265 0.05369841 0.11622966 0.267018592
#>
#> $RWA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001174492 0.01900412 -0.02208893 0.03212298
#> Sigma[3,2] -0.252015117 0.07270553 -0.36671043 -0.17186766
#> Sigma[3,3] 0.481761307 0.11018635 0.34011291 0.62899274
#>
#> $RWA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.006784459 0.01542802 -0.02552681 0.01918775
#> Sigma[4,2] -0.163103066 0.04858932 -0.23554894 -0.11180871
#> Sigma[4,3] 0.372872020 0.08157958 0.26368911 0.47890583
#> Sigma[4,4] 0.310239393 0.06552704 0.22147557 0.39803476
#>
#>
#> $RWA$A
#> $RWA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97132333 0.08867403 0.8537486 1.09348272
#> lag1_var2 0.10931973 0.27906007 -0.2413087 0.55294819
#> lag1_var3 0.19201261 0.46886224 -0.4043949 0.92619415
#> lag1_var4 -0.19115237 0.44645514 -0.8844831 0.38264325
#> const 0.74333019 1.50801093 -1.4443107 2.56678653
#> exo1 0.07629315 0.12528724 -0.1279191 0.22778601
#> exo2 -0.09463340 0.11863340 -0.2359660 0.07485567
#> exo3 0.10780058 0.18072703 -0.1786709 0.28204102
#>
#> $RWA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2198618 0.1876081 -0.4708993 0.06012152
#> lag1_var2 1.9674095 0.6430914 1.1396539 2.71123713
#> lag1_var3 2.4235272 1.0950122 0.9997578 3.65917557
#> lag1_var4 -2.2885348 1.0056610 -3.4018045 -0.96206035
#> const 2.6439454 4.5079717 -4.6842512 6.70519286
#> exo1 -0.2080237 0.4809077 -0.9885815 0.31667846
#> exo2 0.5289123 0.5260793 -0.1426525 1.20974824
#> exo3 4.0589350 0.3174277 3.6712597 4.53396008
#>
#> $RWA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.006254253 0.2050261 -0.3623536 0.2154150
#> lag1_var2 -0.159028905 0.7580400 -1.2059541 0.8657452
#> lag1_var3 -0.876933786 1.2782605 -2.5930428 0.8194595
#> lag1_var4 1.689324993 1.1511846 0.1306172 3.1988921
#> const -0.064829416 7.1599160 -8.0771031 11.1668601
#> exo1 0.433937212 0.9440571 -0.5882666 1.7671853
#> exo2 3.214918507 0.9283974 1.9457448 4.3509909
#> exo3 -5.771275983 0.4371559 -6.3099991 -5.1365601
#>
#> $RWA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1756456 0.1221267 -0.38479137 -0.05521475
#> lag1_var2 0.6303522 0.4626570 -0.04793287 1.23046328
#> lag1_var3 -0.2366292 0.7692359 -1.35607066 0.70561490
#> lag1_var4 1.1305934 0.6820749 0.27824804 2.11012890
#> const 1.1976132 5.4510200 -5.44664568 9.25534372
#> exo1 0.3492067 0.7676282 -0.52832301 1.42146154
#> exo2 3.9756203 0.7414141 2.99090465 4.87346294
#> exo3 -3.8276138 0.3585565 -4.28019543 -3.34671999
#>
#>
#>
#> $SAU
#> $SAU$Sigma
#> $SAU$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007786667 0.000185895 0.0005247185 0.001023591
#>
#> $SAU$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.001946231 0.001241577 0.0001859076 0.003648625
#> Sigma[2,2] 0.143384724 0.043908236 0.1064988496 0.221839818
#>
#> $SAU$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007864224 0.00304753 0.003297386 0.01130262
#> Sigma[3,2] -0.062486877 0.05811334 -0.148233133 0.01266646
#> Sigma[3,3] 0.568659605 0.11135284 0.380552928 0.69647939
#>
#> $SAU$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.009496208 0.003433244 0.004371843 0.01342702
#> Sigma[4,2] 0.021563697 0.044583113 -0.036769346 0.08540052
#> Sigma[4,3] 0.560330777 0.093142473 0.395769367 0.64222495
#> Sigma[4,4] 0.603894463 0.090630113 0.450507798 0.69478885
#>
#>
#> $SAU$A
#> $SAU$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99301283 0.01834139 0.96946967 1.016089149
#> lag1_var2 -0.06435605 0.04913905 -0.14055334 -0.006485200
#> lag1_var3 -0.13251278 0.10373992 -0.28939646 -0.011711677
#> lag1_var4 0.12481643 0.09676462 0.01217640 0.270948709
#> const 0.59187417 0.27347148 0.32358362 0.996772637
#> exo1 0.02766872 0.02599459 -0.01120987 0.061558324
#> exo2 -0.04929780 0.03474281 -0.10076641 -0.006407702
#> exo3 -0.01646237 0.02750307 -0.05530858 0.013837135
#>
#> $SAU$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2326809 0.1556724 0.03526518 0.44327537
#> lag1_var2 0.6930118 0.5221283 -0.13171782 1.23066803
#> lag1_var3 -0.2810207 1.1117951 -2.05630166 0.74615395
#> lag1_var4 0.2112736 1.0442655 -0.75494379 1.87987066
#> const -1.7984734 3.8240533 -7.97501496 2.36995577
#> exo1 -0.5780423 0.3592932 -1.01862399 -0.03436136
#> exo2 2.2412195 0.3465312 1.62331597 2.58235034
#> exo3 -0.3400367 0.4825582 -1.05796511 0.19993192
#>
#> $SAU$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4207423 0.2221097 0.09789044 0.7477039
#> lag1_var2 -1.8982330 0.8294906 -3.17754313 -0.9170719
#> lag1_var3 -2.8028661 1.7896570 -5.47452455 -0.7518848
#> lag1_var4 3.6451358 1.6896719 1.73818781 6.1916713
#> const -3.1120039 4.4470470 -9.82275635 2.7749790
#> exo1 0.7046036 0.7050175 -0.42792886 1.5601050
#> exo2 -0.9943050 1.0082467 -2.26065762 0.4780531
#> exo3 -0.7614831 0.9731875 -2.22866170 0.4340202
#>
#> $SAU$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5834938 0.2420499 0.2401442 0.93115024
#> lag1_var2 -2.0777728 0.7917306 -3.1767837 -1.14462249
#> lag1_var3 -3.9918563 1.7768459 -6.3368157 -1.93380759
#> lag1_var4 4.7907451 1.6750734 2.8783376 7.03252578
#> const -4.7987599 5.7687355 -13.6881595 1.61111508
#> exo1 0.4223737 0.7897194 -0.8210982 1.36027997
#> exo2 0.4388651 0.9474810 -0.8762924 1.67494870
#> exo3 -0.9988096 0.9630797 -2.5031400 -0.08038148
#>
#>
#>
#> $SDN
#> $SDN$Sigma
#> $SDN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003085683 0.0008001694 0.002168501 0.004329765
#>
#> $SDN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.03435925 0.01357004 -0.0545604 -0.02092378
#> Sigma[2,2] 1.29100427 0.33692787 0.9134270 1.85864298
#>
#> $SDN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004860425 0.004089992 -0.0003491256 0.01080265
#> Sigma[3,2] -0.432224170 0.136538448 -0.6541714722 -0.27317735
#> Sigma[3,3] 0.236897295 0.062714369 0.1639689680 0.33482101
#>
#> $SDN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.009866464 0.003139724 -0.01439517 -0.005931814
#> Sigma[4,2] 0.114630934 0.043207919 0.04522550 0.161003114
#> Sigma[4,3] 0.057919976 0.015636254 0.04039904 0.079861045
#> Sigma[4,4] 0.114784470 0.016286515 0.09228872 0.135957567
#>
#>
#> $SDN$A
#> $SDN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.899072642 0.03242013 0.859187024 0.94656114
#> lag1_var2 0.127746558 0.04120499 0.073031609 0.18225335
#> lag1_var3 0.279916682 0.10063479 0.162846835 0.41395840
#> lag1_var4 -0.232155092 0.08651665 -0.347633215 -0.12837296
#> const 0.304732862 0.41593110 -0.306687885 0.75959437
#> exo1 0.008729837 0.05714022 -0.068751459 0.07616382
#> exo2 0.043788284 0.03299573 0.003395765 0.08299150
#> exo3 0.095713487 0.04205793 0.039668522 0.15287620
#>
#> $SDN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0658999 0.8861804 -0.3779972 2.0571840
#> lag1_var2 -1.7563714 1.5539222 -3.7005696 0.8312157
#> lag1_var3 -4.4081474 3.6863039 -9.1868257 1.4879422
#> lag1_var4 4.1359577 3.1743247 -1.0004802 8.2226963
#> const -3.8538762 7.1082132 -15.6340401 4.4149997
#> exo1 0.8842240 0.7020179 -0.3850914 1.4699741
#> exo2 0.3826183 1.0621384 -1.0433659 1.8933735
#> exo3 -0.2256322 0.8335135 -1.4157102 0.8736058
#>
#> $SDN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.398731935 0.3168651 -0.7018202 0.13050922
#> lag1_var2 0.453627969 0.6843019 -0.7445354 1.21110089
#> lag1_var3 1.829262462 1.6041793 -0.9460201 3.62693422
#> lag1_var4 -0.725919200 1.3836833 -2.2733423 1.67778829
#> const 3.790879756 4.6069563 -1.3584575 11.08813929
#> exo1 -0.255414197 0.4194383 -0.8605243 0.24329786
#> exo2 -0.694850345 0.6763397 -1.6890366 0.01385724
#> exo3 0.009251477 0.3962866 -0.6099915 0.39839235
#>
#> $SDN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.007338009 0.09946237 -0.1608045 0.1196372
#> lag1_var2 -0.657335579 0.14478705 -0.8286854 -0.4465543
#> lag1_var3 -0.792076358 0.42496599 -1.2887525 -0.1191677
#> lag1_var4 1.839021441 0.35008074 1.2918153 2.2546974
#> const 1.671609863 3.04600092 -2.1118378 6.1978847
#> exo1 0.152241420 0.39540692 -0.2999711 0.7029937
#> exo2 -0.600595268 0.33719542 -1.0911767 -0.1771817
#> exo3 -0.014017168 0.25640427 -0.3184335 0.3615028
#>
#>
#>
#> $SEN
#> $SEN$Sigma
#> $SEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004303058 0.0001365171 0.0002568646 0.000635534
#>
#> $SEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002318392 0.002047528 -0.004844968 0.0006241881
#> Sigma[2,2] 0.264368342 0.047537123 0.200249644 0.3217633293
#>
#> $SEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002032112 0.003555661 -0.002978844 0.006764975
#> Sigma[3,2] -0.482408654 0.136016650 -0.658626094 -0.324671929
#> Sigma[3,3] 1.477143709 0.380265308 1.050198424 2.044811111
#>
#> $SEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0009642745 0.002862947 -0.002995319 0.004900372
#> Sigma[4,2] -0.3756748430 0.121578792 -0.539143325 -0.240522520
#> Sigma[4,3] 1.3064382447 0.337689496 0.938415073 1.813898339
#> Sigma[4,4] 1.1799811464 0.300353339 0.862051136 1.628423694
#>
#>
#> $SEN$A
#> $SEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.996317659 0.006861189 0.9878859901 1.006747652
#> lag1_var2 -0.050347454 0.038073551 -0.1029740154 0.003468312
#> lag1_var3 -0.118792026 0.079086477 -0.2229410871 -0.002227724
#> lag1_var4 0.113106248 0.077254426 -0.0006047025 0.214849834
#> const 0.380495312 0.131638197 0.1950398917 0.553824686
#> exo1 0.002063504 0.013016411 -0.0138753249 0.020637862
#> exo2 -0.015542239 0.026564517 -0.0486559096 0.021839414
#> exo3 0.033597825 0.023084073 0.0073761475 0.066069475
#>
#> $SEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.06898815 0.1476171 -0.11300801 0.2712813
#> lag1_var2 0.79264919 0.7777490 -0.11551259 2.0092003
#> lag1_var3 0.17516352 1.7102015 -1.88976599 2.8083539
#> lag1_var4 -0.27880355 1.6656493 -2.83290529 1.7095653
#> const 4.42548675 3.0435038 -0.34953964 7.8788133
#> exo1 -0.09938942 0.5383276 -0.71516409 0.6662513
#> exo2 0.76593083 0.6220254 -0.05497315 1.5000002
#> exo3 0.39926311 0.5962931 -0.29667476 1.3097815
#>
#> $SEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.07757805 0.4466982 -0.7074685 0.5274580
#> lag1_var2 2.94991531 1.8420857 0.4842461 5.3044336
#> lag1_var3 6.75084736 4.0638073 1.6116392 11.8258968
#> lag1_var4 -5.68944901 3.9893601 -10.6374274 -0.6362494
#> const -1.54117917 10.3210422 -17.5999897 12.0317007
#> exo1 -0.55291666 1.6116898 -2.8063733 1.2981599
#> exo2 -0.27111476 0.9662158 -1.1234075 1.3992190
#> exo3 0.71949189 1.1751533 -0.5592900 2.5229486
#>
#> $SEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05633905 0.4177066 -0.6533118 0.4939993
#> lag1_var2 3.12903262 1.6460791 1.1248357 5.3104187
#> lag1_var3 6.41075047 3.6281185 1.9137895 11.1853122
#> lag1_var4 -5.38749637 3.5580480 -10.0312913 -0.8997238
#> const 0.30297366 9.6644051 -14.8339428 12.2831216
#> exo1 -0.61892345 1.4364689 -2.6257688 1.0074090
#> exo2 0.11179791 0.7948480 -0.4683769 1.5652127
#> exo3 0.94652415 1.0156387 -0.1479853 2.4972730
#>
#>
#>
#> $SGP
#> $SGP$Sigma
#> $SGP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007106903 0.0002489407 0.0004913315 0.00111103
#>
#> $SGP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009953595 0.006077618 -0.01994894 -0.005043331
#> Sigma[2,2] 0.450281420 0.177458411 0.30467930 0.735844922
#>
#> $SGP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.007481393 0.004702018 0.002468683 0.01463692
#> Sigma[3,2] -0.363576358 0.129693195 -0.552718565 -0.23848151
#> Sigma[3,3] 0.434119648 0.095421813 0.345957304 0.58948151
#>
#> $SGP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001017448 0.001542178 -0.0008647776 0.003428503
#> Sigma[4,2] -0.070610637 0.041096563 -0.1363989871 -0.025131535
#> Sigma[4,3] 0.205075575 0.032827914 0.1662273781 0.255624848
#> Sigma[4,4] 0.167217791 0.031323417 0.1377237497 0.220029186
#>
#>
#> $SGP$A
#> $SGP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00992165 0.01440037 0.98593348 1.02299213
#> lag1_var2 -0.03962689 0.08739005 -0.16474984 0.06712537
#> lag1_var3 -0.08938907 0.13360099 -0.28632527 0.06742408
#> lag1_var4 0.07637196 0.12809578 -0.07209774 0.26461050
#> const 0.57832944 0.16432642 0.37784125 0.80681600
#> exo1 -0.02616048 0.01591342 -0.05267622 -0.01137890
#> exo2 -0.05753597 0.02291167 -0.09170994 -0.03386215
#> exo3 0.05213643 0.02167964 0.01576647 0.07523802
#>
#> $SGP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16416157 0.6610752 -1.09486649 0.7894070
#> lag1_var2 1.09818575 2.1849527 -1.81893499 4.0361855
#> lag1_var3 0.73455176 3.3373781 -3.61304195 5.4724114
#> lag1_var4 -0.71466072 3.1109527 -5.12088538 3.3045504
#> const 4.46936808 3.7131320 0.80230869 10.4494353
#> exo1 0.09482571 0.4397523 -0.34029050 0.8572373
#> exo2 0.98191318 0.5736839 0.04285179 1.6263981
#> exo3 0.66065911 0.7029255 -0.03424967 1.7939115
#>
#> $SGP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.0283439 0.6005452 0.2210597 1.8970930
#> lag1_var2 -1.2752362 2.4116413 -3.9899286 2.0973958
#> lag1_var3 -1.3238652 3.6946878 -5.6267353 3.7364601
#> lag1_var4 1.9772930 3.4775679 -2.8281235 5.9772600
#> const -4.6266581 5.2316973 -11.6426458 2.6597877
#> exo1 0.5061130 0.5277578 -0.2416711 1.1530204
#> exo2 -0.8775287 0.7191653 -1.7485476 0.2707623
#> exo3 1.1267361 0.8825209 -0.4505799 1.9536794
#>
#> $SGP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9346605 0.2566531 0.6454025 1.2331511
#> lag1_var2 -1.0169139 1.2710796 -2.5571090 0.9051794
#> lag1_var3 -1.5535605 1.9911818 -3.9604784 1.4095996
#> lag1_var4 2.2228937 1.8962452 -0.5917393 4.5160180
#> const -2.2585796 3.8941980 -7.2919192 3.4473803
#> exo1 0.6051168 0.3438008 0.1105137 1.0258568
#> exo2 -0.1998937 0.4255157 -0.7839741 0.3822708
#> exo3 1.6606323 0.5726645 0.7646119 2.2263516
#>
#>
#>
#> $SLB
#> $SLB$Sigma
#> $SLB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00225717 0.0003537273 0.00172481 0.002695359
#>
#> $SLB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004553058 0.001935468 -0.007008223 -0.001646458
#> Sigma[2,2] 0.039555085 0.011211901 0.031454653 0.057209404
#>
#> $SLB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.004164719 0.001328823 -0.00582131 -0.002352682
#> Sigma[3,2] -0.012366792 0.007343460 -0.02433968 -0.004521166
#> Sigma[3,3] 0.032427618 0.007831380 0.02267624 0.040700613
#>
#> $SLB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.008100112 0.001462374 -0.009564155 -0.00581514
#> Sigma[4,2] 0.020463915 0.005432696 0.012501418 0.02828610
#> Sigma[4,3] 0.023000310 0.006277302 0.015766100 0.03260765
#> Sigma[4,4] 0.041020046 0.006890224 0.032203430 0.05102385
#>
#>
#> $SLB$A
#> $SLB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.89037454 0.03156963 0.84626231 0.92970825
#> lag1_var2 0.19931526 0.17872866 -0.02892958 0.47290069
#> lag1_var3 0.29404166 0.22027377 0.03000232 0.64473647
#> lag1_var4 -0.27264813 0.21392385 -0.60961815 -0.01421430
#> const 0.58119425 0.24256043 0.26670108 0.97494986
#> exo1 0.04452896 0.04186515 -0.01853435 0.09735213
#> exo2 -0.07248816 0.03961232 -0.12457320 -0.01940146
#> exo3 0.02405503 0.05449106 -0.04076321 0.11098577
#>
#> $SLB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25411941 0.1884225 -0.01340444 0.5010199
#> lag1_var2 -0.31590272 0.9793541 -1.81534355 0.7495496
#> lag1_var3 -1.64224530 1.2354216 -3.53540174 -0.2852606
#> lag1_var4 1.55814919 1.1960068 0.24689401 3.3916734
#> const 1.66829305 1.5972713 -0.90279578 3.3727292
#> exo1 0.06327899 0.1499830 -0.09441066 0.2590006
#> exo2 0.08173713 0.1945741 -0.20979861 0.2948310
#> exo3 -0.13597341 0.1988135 -0.45937861 0.0879722
#>
#> $SLB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.21481119 0.1893605 -0.06444939 0.42234256
#> lag1_var2 0.18161313 0.6113133 -0.51156051 1.09773365
#> lag1_var3 1.02767182 0.8069514 0.07204056 2.18519628
#> lag1_var4 -0.08011959 0.7777891 -1.20647050 0.84847542
#> const -0.23620337 1.3068223 -1.55698224 2.00670620
#> exo1 -0.15658289 0.1405421 -0.28517327 0.08414958
#> exo2 -0.78846435 0.1949307 -1.00783029 -0.55253155
#> exo3 0.35976157 0.1109170 0.19131152 0.50174654
#>
#> $SLB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.43437119 0.1240766 0.24955313 0.57718996
#> lag1_var2 -0.58758599 0.5639465 -1.33419750 0.16495907
#> lag1_var3 -0.95682926 0.7257832 -1.90962534 0.03342397
#> lag1_var4 1.83926932 0.7070760 0.86503476 2.75288864
#> const 0.56840055 1.4374652 -1.69746427 2.21478664
#> exo1 -0.09940954 0.1640433 -0.31253865 0.14577859
#> exo2 -0.73749884 0.1721668 -0.97162827 -0.53430077
#> exo3 0.24842288 0.1657765 -0.01872677 0.43367724
#>
#>
#>
#> $SLE
#> $SLE$Sigma
#> $SLE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006945769 0.00189115 0.004574706 0.009755835
#>
#> $SLE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.002577849 0.003368644 -0.007408213 0.0009901539
#> Sigma[2,2] 0.036901899 0.008788677 0.029493211 0.0514174718
#>
#> $SLE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003469083 0.007360848 -0.01274523 0.00509654
#> Sigma[3,2] -0.067955335 0.014915278 -0.08846948 -0.04548741
#> Sigma[3,3] 0.285729832 0.032668777 0.24088698 0.32625777
#>
#> $SLE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005418698 0.006539268 -0.01339678 0.002196782
#> Sigma[4,2] -0.047935854 0.011955100 -0.06065508 -0.028348740
#> Sigma[4,3] 0.253299287 0.032213072 0.20767603 0.292446901
#> Sigma[4,4] 0.231983906 0.031847424 0.18772895 0.269717435
#>
#>
#> $SLE$A
#> $SLE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98589719 0.04977276 0.94302173 1.07624686
#> lag1_var2 -0.07834566 0.28608273 -0.52730123 0.20466551
#> lag1_var3 -0.13024410 0.48150378 -0.86749339 0.34564273
#> lag1_var4 0.11975810 0.46752507 -0.34330429 0.83534575
#> const 0.97523281 0.67426030 -0.08810774 1.75098671
#> exo1 0.02770620 0.06651353 -0.07962350 0.09290103
#> exo2 -0.06568230 0.09198103 -0.20857848 0.03804100
#> exo3 -0.01383206 0.07495949 -0.10231801 0.10010024
#>
#> $SLE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.159641444 0.1177156 -0.00029595 0.3228978
#> lag1_var2 -0.108656157 0.6482225 -1.13217532 0.5712952
#> lag1_var3 -1.637866149 1.0468771 -3.27957477 -0.4381822
#> lag1_var4 1.617271831 1.0171863 0.44709757 3.2103710
#> const -1.911754817 3.0207177 -6.54725825 1.7598206
#> exo1 0.009601641 0.1574664 -0.18733682 0.2084000
#> exo2 0.372854622 0.1075048 0.22657351 0.5140325
#> exo3 0.274892142 0.2368898 -0.01500756 0.5372661
#>
#> $SLE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4725651 0.2309197 -0.8022487 -0.1768758
#> lag1_var2 1.6878509 2.1318367 -0.7420709 4.9878841
#> lag1_var3 4.3075295 3.8273685 -0.1823680 10.1809652
#> lag1_var4 -3.2042137 3.7050158 -8.8975134 1.1458179
#> const 5.2755933 5.2942022 -0.6993715 13.8743577
#> exo1 -0.2696369 0.4235178 -0.9289435 0.1979002
#> exo2 -0.5511994 0.6788300 -1.4387557 0.3949449
#> exo3 0.2125854 0.7245887 -0.6305095 1.2036607
#>
#> $SLE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4068377 0.2192860 -0.6484206 -0.09135593
#> lag1_var2 1.2487971 1.9851884 -1.1114852 4.06707572
#> lag1_var3 2.7483244 3.5911447 -1.5503151 7.84966449
#> lag1_var4 -1.6428333 3.4756327 -6.5858796 2.51903605
#> const 4.0336094 3.9980566 -0.7678202 10.38880551
#> exo1 -0.2742312 0.3820878 -0.8738006 0.14354073
#> exo2 -0.3580235 0.6705651 -1.2854385 0.53018837
#> exo3 0.3863713 0.6124330 -0.3404228 1.23509474
#>
#>
#>
#> $SLV
#> $SLV$Sigma
#> $SLV$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003356713 8.804625e-05 0.0002093762 0.0004310409
#>
#> $SLV$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001595883 0.003724017 -0.005921198 0.003945988
#> Sigma[2,2] 0.695488240 0.152810724 0.538312062 0.935686046
#>
#> $SLV$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005653664 0.002497269 0.002029579 0.008435307
#> Sigma[3,2] -0.386604164 0.123860710 -0.510594986 -0.235738225
#> Sigma[3,3] 0.737314202 0.174632986 0.527374369 0.956248188
#>
#> $SLV$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.005018567 0.00189682 0.002103492 0.007449366
#> Sigma[4,2] 0.041872789 0.10994671 -0.092419329 0.191991405
#> Sigma[4,3] 0.530421451 0.15356488 0.390290671 0.763148151
#> Sigma[4,4] 0.589632413 0.20546698 0.368321401 0.914273110
#>
#>
#> $SLV$A
#> $SLV$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9768906342 0.012709463 0.96149494 0.995231482
#> lag1_var2 -0.0132787147 0.055970454 -0.08195317 0.071539203
#> lag1_var3 -0.0233772591 0.093420253 -0.13569966 0.119449670
#> lag1_var4 0.0209524266 0.089968763 -0.11834135 0.128888071
#> const 0.7148364924 0.071283979 0.62376181 0.809663328
#> exo1 -0.0005436555 0.007047218 -0.01150457 0.006297997
#> exo2 -0.0959073784 0.017457085 -0.11912609 -0.072117518
#> exo3 0.0817107872 0.027934001 0.03890340 0.113523173
#>
#> $SLV$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.16075912 0.6826463 -2.0929382 -0.2503338
#> lag1_var2 3.05187638 2.1530220 0.2577560 5.8653007
#> lag1_var3 3.89353029 3.4727770 -0.7194330 8.2541010
#> lag1_var4 -3.46290176 3.3148897 -7.8357849 0.7907402
#> const 3.15687849 4.6628143 -3.0556115 9.9402628
#> exo1 -0.34288220 0.5272230 -1.1132863 0.2037243
#> exo2 0.76712640 0.9218543 -0.4231978 2.1073243
#> exo3 0.07553405 1.3820393 -1.7222991 1.8495117
#>
#> $SLV$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.4267563 0.5739476 0.5704563 2.0973498
#> lag1_var2 -1.5322935 2.2286220 -4.8988328 1.0817913
#> lag1_var3 -2.0696598 3.6168004 -7.3677938 2.4063490
#> lag1_var4 2.4742356 3.4711456 -1.7406188 7.6621679
#> const 0.4059565 7.4417575 -9.9485275 9.6407961
#> exo1 -0.2339057 0.7557413 -1.1454993 0.8867991
#> exo2 -3.7087988 0.7202057 -4.4953477 -2.5029244
#> exo3 1.2405697 1.4293267 -0.8216444 2.8360633
#>
#> $SLV$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.73557257 0.6434265 -0.08034753 1.6459424
#> lag1_var2 -0.03978091 1.8456223 -2.17891296 2.8923384
#> lag1_var3 -0.31493974 3.0997241 -3.89657515 4.5838202
#> lag1_var4 0.97974352 2.9615767 -3.77515066 4.3559895
#> const 2.02428278 7.5816845 -7.38131155 13.7381611
#> exo1 -0.47038106 0.5700505 -1.20432357 0.3309028
#> exo2 -3.41689585 0.4603638 -4.09942183 -2.8559675
#> exo3 1.34716801 1.1715287 -0.18361098 3.0247599
#>
#>
#>
#> $SOM
#> $SOM$Sigma
#> $SOM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005174529 0.002006074 0.003330846 0.008694272
#>
#> $SOM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02243254 0.008242068 -0.03674995 -0.01330992
#> Sigma[2,2] 0.13324041 0.041998660 0.08169370 0.18356840
#>
#> $SOM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008637388 0.003784687 0.003984218 0.01472362
#> Sigma[3,2] -0.055097112 0.017884985 -0.076034489 -0.03368881
#> Sigma[3,3] 0.031553357 0.008587349 0.021362445 0.04309644
#>
#> $SOM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001379781 0.001639586 -0.001077794 0.003552807
#> Sigma[4,2] -0.010910552 0.005722046 -0.019610000 -0.003716959
#> Sigma[4,3] 0.013888372 0.003464185 0.010343117 0.019577160
#> Sigma[4,4] 0.011270962 0.002268238 0.008973684 0.014953377
#>
#>
#> $SOM$A
#> $SOM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.01415545 0.02409262 0.98062631 1.04277624
#> lag1_var2 -0.06716958 0.07539617 -0.17573157 0.02459511
#> lag1_var3 -0.36721210 0.21612626 -0.71197696 -0.12303418
#> lag1_var4 0.32333304 0.21095427 0.07880203 0.65940263
#> const 0.13618539 0.62788608 -0.68286057 0.97875496
#> exo1 0.01372244 0.06031560 -0.04932760 0.11553984
#> exo2 -0.06718884 0.03400762 -0.11061348 -0.02345086
#> exo3 -0.02086529 0.08159641 -0.11892902 0.09449488
#>
#> $SOM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.06977098 0.1176144 -0.1935946 0.1081051
#> lag1_var2 0.74869401 0.2833008 0.4014029 1.1552362
#> lag1_var3 1.72138209 0.7918212 0.8486847 2.9701017
#> lag1_var4 -1.31854010 0.7758545 -2.5565112 -0.4762568
#> const 3.60215335 3.7075099 -2.1156957 7.5373969
#> exo1 -0.08516225 0.2513605 -0.4897170 0.1447265
#> exo2 0.57760116 0.1975401 0.2679610 0.8222698
#> exo3 0.69214427 0.3056852 0.1985263 0.9844174
#>
#> $SOM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.02893786 0.07307229 -0.08433581 0.1058208654
#> lag1_var2 0.11876941 0.17741558 -0.14379650 0.3526720909
#> lag1_var3 0.33031512 0.46775010 -0.30283717 0.9913809940
#> lag1_var4 0.47009505 0.47379164 -0.13669286 1.1353153921
#> const -0.37575391 1.94312981 -2.37105260 2.6211618942
#> exo1 0.05036162 0.11360061 -0.06478264 0.2379975592
#> exo2 -0.47080838 0.12718467 -0.64059149 -0.2951247918
#> exo3 -0.25638516 0.17684518 -0.47163235 0.0007790876
#>
#> $SOM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.005596338 0.04137194 -0.06920758 0.03762217
#> lag1_var2 0.114662842 0.09623767 -0.02054344 0.24803638
#> lag1_var3 0.187323539 0.24970939 -0.14035449 0.56532803
#> lag1_var4 0.763858032 0.26472157 0.39609264 1.13537672
#> const 0.829763405 1.25742474 -0.55211912 2.84041403
#> exo1 0.032531443 0.05539290 -0.04878295 0.09881346
#> exo2 -0.324359536 0.09751786 -0.43671410 -0.19164517
#> exo3 -0.010535100 0.11153126 -0.18226182 0.13239136
#>
#>
#>
#> $SRB
#> $SRB$Sigma
#> $SRB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001411286 0.0005436992 0.0008242234 0.002333694
#>
#> $SRB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006145245 0.0132798 -0.02091909 0.01441752
#> Sigma[2,2] 3.286262361 0.8550923 2.27467412 4.65058725
#>
#> $SRB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004335497 0.008646763 -0.007470912 0.01292948
#> Sigma[3,2] -2.366477435 0.612369433 -3.356193178 -1.64027394
#> Sigma[3,3] 1.924459085 0.452094311 1.400643071 2.64967430
#>
#> $SRB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001294428 0.00404522 -0.005140017 0.005959829
#> Sigma[4,2] -0.746119125 0.23421685 -1.113656602 -0.508007864
#> Sigma[4,3] 0.792667272 0.18935040 0.541921738 1.055891226
#> Sigma[4,4] 0.467469758 0.10409655 0.311828085 0.578809278
#>
#>
#> $SRB$A
#> $SRB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99858348 0.02628269 0.969956755 1.04165102
#> lag1_var2 -0.04075659 0.03912112 -0.087028667 0.01213185
#> lag1_var3 -0.07430591 0.07537510 -0.163311059 0.02648608
#> lag1_var4 0.06453648 0.06553990 -0.022810518 0.14247323
#> const 0.60705150 0.34125385 0.168749063 1.08635497
#> exo1 0.01754757 0.04201144 -0.040142842 0.07584426
#> exo2 -0.05302933 0.02974043 -0.098576607 -0.02385732
#> exo3 0.04656886 0.03425738 -0.002710125 0.08758146
#>
#> $SRB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1908709 0.8550548 -1.036541 1.057163391
#> lag1_var2 1.3993153 1.8214953 -1.607044 3.003633426
#> lag1_var3 1.1637225 3.4198038 -4.437647 4.192220352
#> lag1_var4 -1.2603078 2.9254252 -3.833621 3.451721790
#> const 13.3005943 16.3432766 -7.469260 33.854260339
#> exo1 -2.5694939 1.2938941 -4.537753 -1.188523209
#> exo2 -2.5337752 1.5224179 -4.046833 0.147630090
#> exo3 -1.6003800 1.9382685 -4.718886 -0.006466211
#>
#> $SRB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0374457 0.8032928 -1.2775758 0.9182975
#> lag1_var2 0.4589506 1.3211723 -1.0064918 2.3531719
#> lag1_var3 1.7233646 2.4658531 -1.0765766 5.1710311
#> lag1_var4 -0.5805283 2.1199905 -3.4987008 1.8992266
#> const -9.7213080 14.4675781 -25.6830194 10.4933648
#> exo1 1.0047181 0.9620795 -0.2638626 2.3236303
#> exo2 0.7480073 1.3953565 -1.5252405 2.4166611
#> exo3 2.9749907 1.5803306 1.3968749 5.3908840
#>
#> $SRB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1188142 0.5092517 -0.92926272 0.4508883
#> lag1_var2 0.8381513 0.6283983 -0.01661294 1.7444217
#> lag1_var3 1.6451901 1.1736299 0.03021045 3.2976404
#> lag1_var4 -0.5176373 1.0265356 -1.94149682 0.8949524
#> const -3.3535246 7.7235077 -13.80022160 7.6242077
#> exo1 -0.4138535 0.6743222 -1.44004933 0.4316870
#> exo2 -0.5876283 0.8039222 -1.57436974 0.6033754
#> exo3 2.4580017 0.8493085 1.24491743 3.6192976
#>
#>
#>
#> $SSD
#> $SSD$Sigma
#> $SSD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.006118892 0.001289114 0.004240738 0.007838593
#>
#> $SSD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006444326 0.002692216 -0.01006872 -0.002580143
#> Sigma[2,2] 0.046926711 0.012312720 0.03778511 0.068436365
#>
#> $SSD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006083132 0.00281465 0.003230115 0.01051873
#> Sigma[3,2] -0.035982349 0.01089216 -0.052579656 -0.02473725
#> Sigma[3,3] 0.042841953 0.01129422 0.030772657 0.06122936
#>
#> $SSD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001807406 0.001543218 0.000412780 0.004340107
#> Sigma[4,2] -0.001727284 0.004764028 -0.007620083 0.003982121
#> Sigma[4,3] 0.018143957 0.004446607 0.014033180 0.025121624
#> Sigma[4,4] 0.018770759 0.002406922 0.015574615 0.021948252
#>
#>
#> $SSD$A
#> $SSD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92019185 0.03692332 0.87356134 0.971457003
#> lag1_var2 -0.26902526 0.16999935 -0.49005142 -0.016943295
#> lag1_var3 -0.35829393 0.23959268 -0.66556197 0.006475111
#> lag1_var4 0.37693356 0.23313020 0.02619601 0.678608835
#> const 0.49820455 0.79061197 -0.64340622 1.427360109
#> exo1 0.06622887 0.10212522 -0.04513397 0.229437369
#> exo2 -0.03229718 0.09492354 -0.17533454 0.089802686
#> exo3 0.05380506 0.06961024 -0.02715813 0.145311684
#>
#> $SSD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2352911 0.1277812 0.02073847 0.3486662
#> lag1_var2 0.9774196 0.5238209 0.43971572 1.7845049
#> lag1_var3 0.8448122 0.7524428 0.14489220 2.0212499
#> lag1_var4 -0.8015892 0.7107301 -1.91742904 -0.1401058
#> const -0.5490801 1.3416763 -2.53039041 0.9762401
#> exo1 -0.1216041 0.2544319 -0.45302887 0.2058726
#> exo2 1.8245112 0.1455613 1.65027742 2.0287075
#> exo3 0.9516110 0.2193347 0.70059045 1.2383351
#>
#> $SSD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.19410129 0.1330735 -0.33717383 0.0001476633
#> lag1_var2 0.20355547 0.6117233 -0.70998684 0.9762620621
#> lag1_var3 0.66043649 0.8989929 -0.72824426 1.6808527416
#> lag1_var4 0.30191280 0.8548211 -0.67161401 1.6144819548
#> const 1.57369855 1.5187030 -0.06435956 3.9930290840
#> exo1 0.07263902 0.2400661 -0.18517474 0.4465528901
#> exo2 -1.89381719 0.2274776 -2.14368373 -1.5203728643
#> exo3 -0.42018004 0.2815430 -0.73937074 -0.0618525877
#>
#> $SSD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.0427872 0.07738475 -0.1179927 0.0765324
#> lag1_var2 0.4280994 0.43737639 -0.2273158 0.9694839
#> lag1_var3 0.6219974 0.65338849 -0.4257895 1.3651216
#> lag1_var4 0.3873165 0.62891329 -0.3334495 1.3911784
#> const 0.6784602 1.09969193 -0.7628517 2.2747407
#> exo1 -0.0119967 0.13839382 -0.2178225 0.1399451
#> exo2 -0.6403981 0.18435495 -0.8351791 -0.3308170
#> exo3 0.3106599 0.14970809 0.1470379 0.5379813
#>
#>
#>
#> $STP
#> $STP$Sigma
#> $STP$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0004081717 7.73091e-05 0.000321957 0.0005207288
#>
#> $STP$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003306862 0.005721984 -0.01121943 0.003840516
#> Sigma[2,2] 0.798878169 0.323649765 0.48577176 1.326578373
#>
#> $STP$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0007195869 0.001591417 -0.001242456 0.002979554
#> Sigma[3,2] -0.2174907297 0.093961710 -0.364274297 -0.122133447
#> Sigma[3,3] 0.0670171104 0.027293266 0.039445088 0.110510641
#>
#> $STP$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001648944 0.000377261 -0.0006658337 0.0003035147
#> Sigma[4,2] -0.0423080881 0.025436590 -0.0760744002 -0.0051557173
#> Sigma[4,3] 0.0204632638 0.007834026 0.0102907220 0.0310426128
#> Sigma[4,4] 0.0135033461 0.004400263 0.0086962667 0.0206500127
#>
#>
#> $STP$A
#> $STP$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.998470311 0.008925427 0.98651030 1.01019351
#> lag1_var2 -0.003598433 0.016916905 -0.01871290 0.02105852
#> lag1_var3 -0.030295631 0.069819544 -0.09405444 0.06948391
#> lag1_var4 0.009829408 0.063255301 -0.08175045 0.07224096
#> const 0.501481629 0.195685817 0.20457938 0.75068999
#> exo1 0.016074501 0.021218616 -0.01628460 0.04037176
#> exo2 -0.001367882 0.017235010 -0.02123748 0.02073109
#> exo3 0.006317699 0.021637914 -0.01831872 0.03856658
#>
#> $STP$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2592714 0.3240830 -0.74886726 0.0828691
#> lag1_var2 -0.0707648 0.9288632 -1.21730851 0.9740948
#> lag1_var3 -3.8770892 3.7988007 -8.65989179 0.1607434
#> lag1_var4 4.0046016 3.7917753 -0.21246885 8.6774404
#> const 3.4479121 10.2458496 -7.83898350 18.8008470
#> exo1 0.1478917 0.8650790 -1.14334158 1.3117126
#> exo2 0.7842608 0.7756588 0.06944268 2.0483167
#> exo3 0.3868592 1.2085666 -1.16918749 1.9248581
#>
#> $STP$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.10587649 0.1062066 0.0004926277 0.2646466
#> lag1_var2 0.29253742 0.2727724 -0.0143363924 0.6308861
#> lag1_var3 2.01074822 1.1118911 0.7773247755 3.4104650
#> lag1_var4 -1.11719872 1.1041099 -2.4901203091 0.1620388
#> const -0.07159665 2.8621044 -3.8566302852 3.1469334
#> exo1 -0.02678935 0.2602697 -0.3574598367 0.3624173
#> exo2 -0.71705225 0.2440243 -1.0964135667 -0.5189122
#> exo3 0.01999773 0.3290360 -0.4351595720 0.4062373
#>
#> $STP$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.004219878 0.06213045 -0.08685482 0.07581012
#> lag1_var2 0.188113073 0.13742794 0.03184585 0.36176149
#> lag1_var3 0.705358104 0.55723249 0.06200350 1.41325260
#> lag1_var4 0.253538998 0.52945574 -0.43562564 0.87111325
#> const 0.811451560 0.94529657 -0.66249900 2.02768835
#> exo1 0.004725304 0.12659796 -0.19197209 0.13265020
#> exo2 -0.558178804 0.11854493 -0.74939902 -0.41557828
#> exo3 0.133585180 0.10616103 -0.02476980 0.28571983
#>
#>
#>
#> $SUR
#> $SUR$Sigma
#> $SUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009210595 0.0002618929 0.0006435676 0.001365571
#>
#> $SUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01434804 0.00904222 -0.02869288 -0.004301291
#> Sigma[2,2] 1.60876046 0.48822764 1.06272334 2.332360883
#>
#> $SUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01008028 0.005231592 0.005257271 0.01837588
#> Sigma[3,2] -0.91779825 0.270743667 -1.322545041 -0.62799621
#> Sigma[3,3] 0.60904250 0.161985493 0.449162573 0.84288612
#>
#> $SUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003640588 0.00197926 0.001809899 0.007162427
#> Sigma[4,2] -0.159521075 0.07941775 -0.262451452 -0.049950375
#> Sigma[4,3] 0.186262355 0.05691854 0.117166319 0.264589167
#> Sigma[4,4] 0.122829299 0.02555448 0.091154291 0.158797446
#>
#>
#> $SUR$A
#> $SUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00619140 0.03256358 0.95990097 1.051963962
#> lag1_var2 -0.06459574 0.03557050 -0.11625367 -0.020560088
#> lag1_var3 -0.12582179 0.06993462 -0.22918412 -0.038350461
#> lag1_var4 0.11083938 0.06152048 0.03640253 0.203325244
#> const 0.66248834 0.33854186 0.09918421 1.031287032
#> exo1 0.01176210 0.02294456 -0.02145230 0.043801910
#> exo2 -0.17984288 0.02285317 -0.21272148 -0.152895755
#> exo3 -0.03901846 0.03308644 -0.07782923 0.008088973
#>
#> $SUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2973751 1.414297 -1.7271261 2.202623
#> lag1_var2 1.7259527 3.668546 -2.9460777 6.681293
#> lag1_var3 2.6189532 7.559902 -6.7934301 12.914254
#> lag1_var4 -2.7103931 6.868436 -12.0411009 5.816315
#> const 3.6364923 9.240922 -6.9892434 17.915059
#> exo1 -0.4061724 1.365738 -2.4964420 1.282910
#> exo2 1.9655384 1.740677 -0.3146295 4.576172
#> exo3 0.6622316 1.328082 -1.1187510 2.102232
#>
#> $SUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.05085941 0.8956501 -1.159360 1.246408
#> lag1_var2 -0.66418328 1.9693786 -3.252846 1.826543
#> lag1_var3 -0.91273633 4.0823437 -6.370026 4.145274
#> lag1_var4 1.91474271 3.7050848 -2.670958 6.862691
#> const -1.50868261 5.7247732 -8.475286 6.241570
#> exo1 0.51471974 0.8182085 -0.472256 1.803731
#> exo2 -4.55412591 0.8975398 -6.002559 -3.493746
#> exo3 -0.14792300 0.9723819 -1.229363 1.075331
#>
#> $SUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0230134 0.3656471 -0.41333302 0.6356944
#> lag1_var2 -0.1188963 0.5842689 -0.99885637 0.5600699
#> lag1_var3 -0.2527872 1.2324770 -2.12274631 1.1922799
#> lag1_var4 1.2504528 1.1121847 -0.07324450 2.9318232
#> const -0.1830113 3.6216330 -4.53387230 4.9032092
#> exo1 0.3884437 0.2576713 0.05155553 0.7211605
#> exo2 -3.8437113 0.1823464 -4.07226554 -3.6008811
#> exo3 0.2280706 0.4398138 -0.26001527 0.9078420
#>
#>
#>
#> $SVK
#> $SVK$Sigma
#> $SVK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009142159 0.0001958925 0.0006729285 0.001176749
#>
#> $SVK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02391309 0.008839566 -0.03810405 -0.01474345
#> Sigma[2,2] 1.92377968 0.453310915 1.38367414 2.64549744
#>
#> $SVK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01148443 0.004570016 0.006500212 0.01844478
#> Sigma[3,2] -1.18880610 0.273754123 -1.558759568 -0.81909399
#> Sigma[3,3] 0.88352467 0.191119214 0.632546849 1.13574355
#>
#> $SVK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003193563 0.00158323 -0.005387702 -0.000951854
#> Sigma[4,2] -0.049332463 0.13478707 -0.256509482 0.118994035
#> Sigma[4,3] 0.196958209 0.08930179 0.105629000 0.345976991
#> Sigma[4,4] 0.187921103 0.03177183 0.145651566 0.232590961
#>
#>
#> $SVK$A
#> $SVK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.97937942 0.01728434 0.95656169 1.003008890
#> lag1_var2 0.03717155 0.04860042 -0.04327391 0.098695795
#> lag1_var3 0.05896913 0.08306462 -0.07895487 0.162666760
#> lag1_var4 -0.06038317 0.07534029 -0.15607059 0.063765074
#> const 0.60436451 0.23046214 0.26442303 0.915002419
#> exo1 0.01596441 0.02687179 -0.02583196 0.036119323
#> exo2 -0.03253444 0.04119704 -0.10196559 0.008443666
#> exo3 0.04261482 0.02182533 0.01885999 0.077707224
#>
#> $SVK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.052993 0.6830376 -2.846400 -1.0779599
#> lag1_var2 5.743515 2.3254639 2.015174 8.2797689
#> lag1_var3 8.156275 3.9542460 1.858410 12.5061693
#> lag1_var4 -7.395881 3.6508693 -11.379440 -1.5803604
#> const 7.139379 15.2591898 -5.628164 33.5417805
#> exo1 -1.089658 1.0154677 -2.596477 0.1585421
#> exo2 1.293821 1.7658742 -1.154139 3.8951669
#> exo3 0.652657 1.4047613 -1.127294 2.8191434
#>
#> $SVK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.8519831 0.4235794 1.10938428 2.2207376
#> lag1_var2 -3.0600808 1.5778881 -4.64445697 -0.2903218
#> lag1_var3 -4.2964699 2.6767055 -6.98023732 0.4096536
#> lag1_var4 4.5796514 2.4549022 0.26700474 7.0621148
#> const -4.5603693 8.2678958 -18.81120362 5.0199169
#> exo1 0.7101680 0.5217595 -0.03554265 1.3685594
#> exo2 -1.5101631 1.1470326 -2.94002149 0.3887917
#> exo3 0.2958065 1.0396405 -1.37058218 1.4161759
#>
#> $SVK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.66357835 0.2406451 0.3671610 0.9967565
#> lag1_var2 -0.06263049 0.8800122 -1.3978123 0.8563656
#> lag1_var3 -0.15383706 1.5063762 -2.4409619 1.3907296
#> lag1_var4 0.88528173 1.3757910 -0.5268029 2.9779275
#> const -0.92516353 4.2518995 -7.6880241 4.2628489
#> exo1 0.06637261 0.3901506 -0.4597246 0.6218381
#> exo2 -0.79072673 0.5744166 -1.6800150 -0.1944535
#> exo3 0.74087081 0.3249499 0.3133651 1.1478158
#>
#>
#>
#> $SVN
#> $SVN$Sigma
#> $SVN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000926875 0.0003084874 0.00060044 0.001408685
#>
#> $SVN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01415143 0.005586097 -0.02075386 -0.005683429
#> Sigma[2,2] 0.50833100 0.127273457 0.37029947 0.701355218
#>
#> $SVN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01271786 0.006607193 0.005329074 0.02303582
#> Sigma[3,2] -0.38787554 0.123468621 -0.565775491 -0.22385729
#> Sigma[3,3] 0.73359373 0.183626000 0.540192369 1.04027402
#>
#> $SVN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004730756 0.004991677 -0.0001859735 0.012978152
#> Sigma[4,2] -0.096903152 0.072456093 -0.1933399087 -0.001959395
#> Sigma[4,3] 0.541657370 0.151859376 0.3895515235 0.791814395
#> Sigma[4,4] 0.518483649 0.152902499 0.3773674582 0.774208156
#>
#>
#> $SVN$A
#> $SVN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.99317101 0.02271300 0.96224316 1.024017908
#> lag1_var2 -0.04306852 0.08029277 -0.15564845 0.054698739
#> lag1_var3 -0.07811623 0.14312206 -0.27764803 0.095717390
#> lag1_var4 0.06936033 0.13589374 -0.09601240 0.260586342
#> const 0.68317036 0.33738372 0.24201081 1.088848243
#> exo1 0.01099456 0.02741957 -0.01220531 0.056966277
#> exo2 -0.05915000 0.03768410 -0.10094490 -0.008203433
#> exo3 0.05548372 0.02251110 0.02440179 0.087636242
#>
#> $SVN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6614321 0.2478639 -0.9783986 -0.3721917
#> lag1_var2 0.8574042 1.5483365 -1.3449202 2.9219868
#> lag1_var3 -0.1102778 2.6594614 -3.8740131 3.4289850
#> lag1_var4 0.4215783 2.5295966 -2.9851568 3.9249182
#> const -1.5642175 9.9468923 -13.0650119 15.1478041
#> exo1 -0.9067836 0.8091941 -2.0441427 0.1811118
#> exo2 0.4661491 0.6419074 -0.5403703 1.2309853
#> exo3 0.1796878 0.4400485 -0.4099733 0.7736360
#>
#> $SVN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5178126 0.5638551 -0.12491219 1.4138970
#> lag1_var2 3.4868232 2.4024304 0.03468375 6.6457600
#> lag1_var3 7.1170895 4.1796585 1.24416964 12.7358113
#> lag1_var4 -6.4088526 3.9224770 -11.77558542 -1.0194339
#> const 4.9678818 10.0383418 -7.42872134 20.0633873
#> exo1 1.0148823 1.1249947 -0.37336386 2.5714603
#> exo2 -1.4298168 0.9793115 -2.82172392 -0.3429931
#> exo3 -0.1481233 1.0097573 -1.49180966 1.2711886
#>
#> $SVN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12578276 0.5253983 -0.4189028 0.9419070
#> lag1_var2 3.82043708 2.0948384 0.8323376 6.7443628
#> lag1_var3 6.78913090 3.6808118 1.6764516 12.0740512
#> lag1_var4 -5.89300678 3.4579161 -10.9270084 -1.0573596
#> const 3.92438179 8.2352469 -7.9527517 12.9741841
#> exo1 0.51324974 1.0045291 -0.8584590 1.9047952
#> exo2 -1.23622371 0.7829558 -2.2994904 -0.3770287
#> exo3 -0.05845946 0.9543932 -1.5040903 1.1454971
#>
#>
#>
#> $SWE
#> $SWE$Sigma
#> $SWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0009780452 0.001716998 0.0003160667 0.00347123
#>
#> $SWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.00499637 0.02339489 -0.01770548 0.03031138
#> Sigma[2,2] 1.00382989 0.20525448 0.76520148 1.30732662
#>
#> $SWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.0006534569 0.02698382 -0.0394386 0.01328814
#> Sigma[3,2] -0.7815208586 0.22400839 -1.1239274 -0.57072572
#> Sigma[3,3] 0.7246912249 0.29613997 0.5107765 1.20501703
#>
#> $SWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002461503 0.01249674 -0.02095383 0.003019353
#> Sigma[4,2] -0.157794024 0.14310990 -0.38557159 -0.038520566
#> Sigma[4,3] 0.246400631 0.16834096 0.12297710 0.516647419
#> Sigma[4,4] 0.156356592 0.08188286 0.09737837 0.285814260
#>
#>
#> $SWE$A
#> $SWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98553729 0.01250016 0.97052126 1.006195201
#> lag1_var2 0.05372072 0.06492135 -0.01293519 0.155516484
#> lag1_var3 0.08331942 0.11083210 -0.02787185 0.258994281
#> lag1_var4 -0.08609656 0.11215846 -0.26353121 0.024721256
#> const 0.57901155 0.11656167 0.43787044 0.741704128
#> exo1 -0.02069818 0.02810470 -0.06134357 0.014202913
#> exo2 -0.02790871 0.02648021 -0.05968789 0.009012761
#> exo3 0.03165363 0.02596846 0.00108144 0.071040742
#>
#> $SWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4808824 0.3376902 -1.0550398 -0.2031627
#> lag1_var2 -1.4707344 1.8466853 -3.1665898 1.5896347
#> lag1_var3 -3.4875254 3.0038691 -6.3235281 1.4570953
#> lag1_var4 3.6549389 2.9300240 -1.1563835 6.5064265
#> const 4.1432885 5.7367622 -3.8897484 12.3448792
#> exo1 -0.4618103 0.9718528 -1.6030480 1.1587821
#> exo2 1.4677813 0.8264936 0.4277434 2.7278258
#> exo3 0.7172750 1.0812793 -0.8114114 2.1155297
#>
#> $SWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.2601779 0.2321958 1.026861 1.6517256
#> lag1_var2 0.2601170 1.6818798 -2.339287 1.8248989
#> lag1_var3 1.1097457 2.7514796 -3.176544 3.6560620
#> lag1_var4 -0.6247811 2.7141079 -3.132242 3.5907779
#> const -2.4181171 4.8219543 -7.890465 4.8219781
#> exo1 0.5552373 0.7119454 -0.573695 1.3583027
#> exo2 -1.3912111 0.6776219 -2.413808 -0.6450848
#> exo3 -0.4654018 0.6566728 -1.176349 0.5710591
#>
#> $SWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.991783680 0.1062669 0.87888158 1.1626897
#> lag1_var2 -1.212492133 0.6953719 -2.40803244 -0.4724532
#> lag1_var3 -1.948993110 1.1221182 -3.89978402 -0.7953453
#> lag1_var4 2.533971407 1.1133887 1.39800831 4.4734374
#> const -0.354211781 2.0953259 -2.91489056 2.6382458
#> exo1 0.274160514 0.2242913 -0.04433314 0.5844049
#> exo2 -0.486853043 0.4113556 -0.98315854 0.1002816
#> exo3 -0.002840415 0.2006806 -0.23862815 0.2872016
#>
#>
#>
#> $SWZ
#> $SWZ$Sigma
#> $SWZ$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0002862999 0.0001092314 0.0001572069 0.0004167602
#>
#> $SWZ$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.007614037 0.007818286 -0.01987445 -6.322727e-05
#> Sigma[2,2] 1.685848284 0.646263693 1.06753616 2.662746e+00
#>
#> $SWZ$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004152306 0.004383816 -0.00028592 0.01075749
#> Sigma[3,2] -0.946777719 0.362689711 -1.48893582 -0.57944631
#> Sigma[3,3] 0.552284269 0.202715234 0.33483891 0.85063456
#>
#> $SWZ$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0003216181 0.0006635038 -0.0005224079 0.001288847
#> Sigma[4,2] -0.1216294317 0.0579302658 -0.2041947596 -0.041668800
#> Sigma[4,3] 0.0945865546 0.0317371814 0.0481862219 0.134618166
#> Sigma[4,4] 0.0431394939 0.0091212276 0.0280539594 0.052345015
#>
#>
#> $SWZ$A
#> $SWZ$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.962572296 0.02889640 0.91968661 0.99109465
#> lag1_var2 0.013756377 0.03973731 -0.02696542 0.06925486
#> lag1_var3 0.022008917 0.07723095 -0.05813514 0.12989860
#> lag1_var4 -0.020328019 0.06556592 -0.11194766 0.04918104
#> const 0.704311696 0.15186094 0.51883915 0.92070996
#> exo1 -0.009932584 0.01737236 -0.03000147 0.01476060
#> exo2 -0.052592242 0.02002056 -0.08232263 -0.02734359
#> exo3 0.045163953 0.02328785 0.01069791 0.07458914
#>
#> $SWZ$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.7190967 1.724943 -0.88484306 3.7629262
#> lag1_var2 -0.4250929 2.193076 -3.12231133 2.6789741
#> lag1_var3 -2.4993149 4.231718 -7.70214799 3.4986735
#> lag1_var4 1.8942154 3.545548 -3.15413723 6.2181608
#> const -2.5119190 18.391286 -30.43863759 20.4198019
#> exo1 -0.7193941 1.026254 -1.91872949 0.9302274
#> exo2 3.9923752 1.105755 2.66241575 5.4768714
#> exo3 2.1764267 1.591442 0.02769705 4.2242064
#>
#> $SWZ$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.3356739 1.0343262 -2.5250063 0.22570852
#> lag1_var2 1.2643029 1.3507551 -0.6577299 2.82866946
#> lag1_var3 3.2659083 2.6195018 -0.4633685 6.29346106
#> lag1_var4 -1.8032679 2.1963719 -4.3329807 1.33129753
#> const 2.6577997 9.9607902 -9.7704861 17.67500768
#> exo1 0.3057709 0.5855052 -0.6203012 0.92550501
#> exo2 -2.5402125 0.6196816 -3.3831261 -1.80154066
#> exo3 -1.3056989 0.9277253 -2.3793127 -0.07355802
#>
#> $SWZ$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.70098390 0.2815072 -1.1103927 -0.33883229
#> lag1_var2 0.84856836 0.3884550 0.3594605 1.38354687
#> lag1_var3 1.57004783 0.7589079 0.6169580 2.61426930
#> lag1_var4 -0.31860209 0.6332114 -1.1945124 0.48144721
#> const 1.32159126 1.5813457 -1.2923640 3.08827256
#> exo1 -0.09004104 0.1806746 -0.2893234 0.18851681
#> exo2 -0.80558991 0.1491639 -0.9922764 -0.59987847
#> exo3 -0.33972968 0.2372437 -0.6234522 -0.06086751
#>
#>
#>
#> $SYR
#> $SYR$Sigma
#> $SYR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007029124 0.001850742 0.00514608 0.00975414
#>
#> $SYR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.07302796 0.02372854 -0.111325 -0.05488366
#> Sigma[2,2] 1.40574362 0.43051259 1.060837 2.09511817
#>
#> $SYR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.06729766 0.02398561 0.04748164 0.1094232
#> Sigma[3,2] -1.13084566 0.36334871 -1.72553093 -0.8862618
#> Sigma[3,3] 1.20088041 0.35010507 0.96215595 1.7707644
#>
#> $SYR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04170999 0.01692375 0.0226771 0.07036504
#> Sigma[4,2] -0.59671843 0.21307629 -0.9423212 -0.40296654
#> Sigma[4,3] 0.81431854 0.22926898 0.5940456 1.18024429
#> Sigma[4,4] 0.63960022 0.16611238 0.4482427 0.88335985
#>
#>
#> $SYR$A
#> $SYR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94214241 0.04120304 0.89653054 1.00673609
#> lag1_var2 0.01838727 0.02946478 -0.02506995 0.05782027
#> lag1_var3 0.05410964 0.07437130 -0.05835732 0.14717063
#> lag1_var4 -0.04318031 0.06776017 -0.12929760 0.05745077
#> const 0.95534302 0.92406041 -0.34919185 1.93716648
#> exo1 0.03919089 0.05886236 -0.05394521 0.10400017
#> exo2 0.04183862 0.06554839 -0.01492484 0.14658955
#> exo3 0.05067294 0.07528712 -0.04099604 0.14963522
#>
#> $SYR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4018548 0.5269809 -0.3092171 1.107653
#> lag1_var2 0.4227976 0.5426586 -0.2816497 1.197992
#> lag1_var3 -0.6318611 1.3416161 -2.4997886 1.062759
#> lag1_var4 0.4680158 1.2194293 -1.0407734 2.170642
#> const 0.8453476 11.9922346 -16.8982629 13.640848
#> exo1 1.6528947 1.0942234 0.4445601 3.315132
#> exo2 2.0967806 1.1513528 0.6955056 3.776187
#> exo3 0.5173899 1.0207976 -0.7241972 1.996555
#>
#> $SYR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.7076142 0.4603856 -1.3489963 -0.08934752
#> lag1_var2 1.2611985 0.4748775 0.5637251 1.80219960
#> lag1_var3 3.6103140 1.1026043 2.0110599 5.09276645
#> lag1_var4 -2.3174609 0.9774690 -3.6558987 -0.92014100
#> const 2.0993033 8.6082928 -7.2118647 14.63502433
#> exo1 -0.7885966 0.9969084 -2.2966897 0.34742895
#> exo2 -2.4818628 0.8132482 -3.5697135 -1.51032092
#> exo3 -0.4582716 0.6679977 -1.4343744 0.28463100
#>
#> $SYR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.63462800 0.3089220 -1.0317395 -0.1824059
#> lag1_var2 1.22880446 0.3734082 0.6559975 1.6200122
#> lag1_var3 2.83510983 0.7930188 1.5962947 3.6942165
#> lag1_var4 -1.56242758 0.6873986 -2.2919809 -0.4745151
#> const 2.55836889 4.6605232 -2.8487175 9.7780911
#> exo1 -0.03278325 0.6719442 -0.9749435 0.7181608
#> exo2 -1.95006994 0.6609500 -2.8223542 -0.9355099
#> exo3 -0.26240970 0.5212774 -0.9280909 0.4498284
#>
#>
#>
#> $TCD
#> $TCD$Sigma
#> $TCD$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004885101 0.001145641 0.003773658 0.006745834
#>
#> $TCD$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.001476827 0.0007820724 -0.002474648 -0.0004596541
#> Sigma[2,2] 0.006103092 0.0009537398 0.005100589 0.0076547885
#>
#> $TCD$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002720061 0.003307922 -0.007507084 0.0009934474
#> Sigma[3,2] -0.008505993 0.002944192 -0.012939980 -0.0050277689
#> Sigma[3,3] 0.049331458 0.007329412 0.039606956 0.0586141322
#>
#> $TCD$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.003704110 0.003017885 -0.008287414 -0.000472606
#> Sigma[4,2] -0.004714987 0.002528103 -0.008451996 -0.001568345
#> Sigma[4,3] 0.044582819 0.006382488 0.035947230 0.052256640
#> Sigma[4,4] 0.042240147 0.005818717 0.034208750 0.049941709
#>
#>
#> $TCD$A
#> $TCD$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989562298 0.01600191 0.96448741 1.009325967
#> lag1_var2 -0.221157037 0.43648689 -0.95149223 0.182324756
#> lag1_var3 -0.316653827 0.75873614 -1.51784659 0.487382409
#> lag1_var4 0.313214931 0.75571749 -0.48851918 1.507585126
#> const 0.517578802 0.43128114 -0.07741427 1.034691673
#> exo1 -0.022774681 0.04860091 -0.08591217 0.043888969
#> exo2 -0.055338786 0.04463836 -0.12511053 -0.003370923
#> exo3 -0.007123846 0.05025905 -0.08456781 0.050731934
#>
#> $TCD$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.01729604 0.02496617 -0.01584138 0.05190432
#> lag1_var2 0.36442590 0.38316893 -0.22652479 0.78911368
#> lag1_var3 -0.27491644 0.59260504 -1.10818893 0.46347480
#> lag1_var4 0.26332420 0.58943062 -0.47146388 1.09021097
#> const 0.75955621 0.67914080 -0.28188753 1.54935452
#> exo1 0.05733746 0.06254613 -0.03089297 0.14435085
#> exo2 0.58971752 0.08882330 0.45620285 0.69105524
#> exo3 0.19105148 0.11048290 0.04780560 0.34028937
#>
#> $TCD$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14212290 0.0601059 -0.2032043 -0.04698941
#> lag1_var2 2.08074510 0.9874487 0.8313138 3.68420286
#> lag1_var3 3.26826944 1.4598327 1.3535511 5.51693165
#> lag1_var4 -2.25540790 1.4498956 -4.4875276 -0.34977140
#> const 1.45120092 1.8939342 -1.2899254 3.57529501
#> exo1 -0.19384945 0.1656241 -0.4100916 0.04355817
#> exo2 -0.52976397 0.2100629 -0.7967767 -0.24599673
#> exo3 -0.08083413 0.2519353 -0.5101257 0.16200612
#>
#> $TCD$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.12709996 0.05623002 -0.1906302 -0.04142440
#> lag1_var2 1.89727651 0.92260938 0.7668027 3.39435330
#> lag1_var3 2.42403685 1.39756626 0.6648625 4.63018400
#> lag1_var4 -1.41503272 1.38738881 -3.6057099 0.33341536
#> const 1.60538671 1.75229224 -0.8624886 3.37834990
#> exo1 -0.15840201 0.16294795 -0.3822735 0.05595115
#> exo2 -0.18774832 0.18277080 -0.4570356 0.01865560
#> exo3 0.03643829 0.19937366 -0.3033652 0.21202659
#>
#>
#>
#> $TGO
#> $TGO$Sigma
#> $TGO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.003077931 0.0004808723 0.002501147 0.003839418
#>
#> $TGO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.005400408 0.002444069 -0.008322864 -0.00239357
#> Sigma[2,2] 0.113810418 0.023578424 0.086361488 0.14815683
#>
#> $TGO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.003080605 0.001780113 0.000902859 0.005229455
#> Sigma[3,2] -0.065323095 0.014257571 -0.087309517 -0.052645168
#> Sigma[3,3] 0.044729965 0.009188075 0.035043010 0.058621009
#>
#> $TGO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001463009 0.001401968 -0.001774551 0.001998071
#> Sigma[4,2] 0.0008598863 0.005445299 -0.006430746 0.008156121
#> Sigma[4,3] 0.0070607571 0.003833523 0.002330827 0.012476129
#> Sigma[4,4] 0.0079409943 0.002276913 0.005552850 0.011687602
#>
#>
#> $TGO$A
#> $TGO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9894726715 0.02685116 0.95348865 1.02805393
#> lag1_var2 0.0004387482 0.18833640 -0.25471699 0.27050321
#> lag1_var3 0.0338899237 0.30640839 -0.37586457 0.47197287
#> lag1_var4 -0.0368969977 0.30424623 -0.47863172 0.36838723
#> const 0.5118538606 0.66800949 -0.25296071 1.52646088
#> exo1 -0.0024362824 0.06053646 -0.08533121 0.07432236
#> exo2 -0.0420351896 0.04948626 -0.11336840 0.01618952
#> exo3 -0.0035643073 0.06441144 -0.11595295 0.05288252
#>
#> $TGO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.37753555 0.2992587 -0.6832280 0.1094159
#> lag1_var2 1.29040281 1.7519278 -0.1560768 4.2500059
#> lag1_var3 0.83143999 3.0864400 -1.5181424 6.0470035
#> lag1_var4 -0.69394535 3.0456589 -5.8427913 1.7449302
#> const 0.93476324 2.1204395 -1.3476426 4.6598785
#> exo1 -0.17049051 0.3948317 -0.6702354 0.3864571
#> exo2 0.09782677 0.2198066 -0.2264686 0.3288718
#> exo3 0.15962720 0.3713970 -0.4944698 0.4764330
#>
#> $TGO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2803941 0.1586078 0.05930544 0.4543214
#> lag1_var2 0.1735308 0.9215994 -1.30630545 1.1560455
#> lag1_var3 1.1049686 1.6382397 -1.52211516 2.8532755
#> lag1_var4 -0.2287170 1.6122858 -1.94594756 2.3621405
#> const 0.6462018 1.3502136 -1.04455012 2.7022690
#> exo1 0.1203735 0.2405085 -0.22252857 0.4743347
#> exo2 -0.6580556 0.1234960 -0.79033444 -0.4673636
#> exo3 0.1143234 0.1742537 -0.06742918 0.3938815
#>
#> $TGO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.05973083 0.08175259 -0.02835288 0.1967138
#> lag1_var2 0.54342566 0.28815552 0.33398574 1.0805505
#> lag1_var3 0.93331805 0.49524108 0.52123998 1.8403705
#> lag1_var4 0.02885228 0.47982369 -0.85897413 0.3908989
#> const 0.86671983 0.81355982 -0.18686296 2.0525775
#> exo1 0.02367028 0.10260443 -0.10854078 0.1797759
#> exo2 -0.61623330 0.05389669 -0.69358977 -0.5574723
#> exo3 0.21065997 0.10145604 0.04356035 0.3263164
#>
#>
#>
#> $THA
#> $THA$Sigma
#> $THA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008292636 0.0001111226 0.0006590556 0.0009391257
#>
#> $THA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008496124 0.001749085 -0.01072671 -0.006085856
#> Sigma[2,2] 0.222491423 0.052484453 0.16783807 0.310021929
#>
#> $THA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008156322 0.003519534 0.002517285 0.01210395
#> Sigma[3,2] -0.185295562 0.065196548 -0.277189079 -0.09801271
#> Sigma[3,3] 0.628740528 0.130456995 0.504359797 0.84142338
#>
#> $THA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001882655 0.002914771 -0.002382292 0.005832785
#> Sigma[4,2] -0.021431344 0.048859990 -0.072815767 0.057320746
#> Sigma[4,3] 0.495646317 0.095950101 0.387406352 0.646196866
#> Sigma[4,4] 0.483362901 0.091385447 0.364663293 0.615803578
#>
#>
#> $THA$A
#> $THA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98388361 0.006641425 0.97425989 0.99122621
#> lag1_var2 0.05171888 0.096382468 -0.05813928 0.20432891
#> lag1_var3 0.04946264 0.129398736 -0.10628186 0.24932267
#> lag1_var4 -0.05144563 0.128311775 -0.24864905 0.10376643
#> const 0.58561005 0.226332885 0.27619315 0.86105034
#> exo1 -0.01043228 0.021465657 -0.03179259 0.01851503
#> exo2 -0.08583371 0.025234882 -0.12365330 -0.05268139
#> exo3 -0.03103647 0.027891297 -0.06419233 0.01231578
#>
#> $THA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.16555433 0.1793619 -0.44672053 -0.009236005
#> lag1_var2 -0.17789076 1.6717214 -2.30101040 2.150633131
#> lag1_var3 -0.98043081 2.2674135 -3.83584994 2.218794596
#> lag1_var4 1.02743660 2.2498654 -2.14919094 3.860744261
#> const 1.50487951 5.3902420 -4.87720754 9.458243703
#> exo1 -0.07640859 0.3971928 -0.60236583 0.418686440
#> exo2 0.67898748 0.5073619 0.15494909 1.456326812
#> exo3 0.59759382 0.4889427 0.01029434 1.402578421
#>
#> $THA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02914303 0.2564608 -0.4136285 0.2714390
#> lag1_var2 3.30978436 2.4127815 0.1925280 5.9637797
#> lag1_var3 5.01495786 3.3886426 0.5948173 8.7964402
#> lag1_var4 -4.06299320 3.3599853 -7.7809201 0.3347432
#> const 3.50167169 8.6353434 -6.5443792 16.2193717
#> exo1 0.14726724 0.7117477 -0.5227087 1.3566621
#> exo2 -0.58635901 0.6406321 -1.5028881 0.2779243
#> exo3 -0.18679010 0.8189596 -1.3620899 0.7583259
#>
#> $THA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.14784152 0.1921774 -0.4198264 0.1001307
#> lag1_var2 2.77938545 2.2836908 0.4110493 6.3365569
#> lag1_var3 3.75627605 3.1624744 0.4905870 8.5839606
#> lag1_var4 -2.76507478 3.1274097 -7.5618052 0.4597495
#> const 4.18979171 6.7703317 -3.9195748 14.4775841
#> exo1 0.08300711 0.6623520 -0.7917291 1.0683078
#> exo2 -0.11269261 0.5709298 -0.7942527 0.6500110
#> exo3 0.24193040 0.5536967 -0.5107804 0.9752485
#>
#>
#>
#> $TJK
#> $TJK$Sigma
#> $TJK$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.005269847 0.001054262 0.003946197 0.006935483
#>
#> $TJK$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003454386 0.005076283 -0.009778045 0.004503433
#> Sigma[2,2] 0.207962845 0.043292257 0.139567679 0.259237160
#>
#> $TJK$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.01655771 0.008052987 -0.02877381 -0.007712981
#> Sigma[3,2] -0.08966693 0.050347000 -0.16992524 -0.030357985
#> Sigma[3,3] 0.35255830 0.038731039 0.29436935 0.403159574
#>
#> $TJK$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.018733054 0.00917342 -0.03216194 -0.008632027
#> Sigma[4,2] 0.004778962 0.05118034 -0.06604054 0.074100153
#> Sigma[4,3] 0.325458304 0.02890874 0.29073043 0.372379332
#> Sigma[4,4] 0.342532311 0.03478286 0.28968474 0.384369212
#>
#>
#> $TJK$A
#> $TJK$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.028675285 0.02430116 1.00062105 1.0654867
#> lag1_var2 -0.283263692 0.11493322 -0.43095881 -0.1107820
#> lag1_var3 -0.696696423 0.24169383 -0.98959834 -0.3083620
#> lag1_var4 0.666494656 0.22990013 0.29414763 0.9417623
#> const 0.653332432 0.71861517 -0.28483285 1.4441908
#> exo1 0.073535577 0.09082289 -0.04965844 0.2066066
#> exo2 0.003925108 0.07158091 -0.08652692 0.1074957
#> exo3 0.081196735 0.07831049 -0.05009331 0.1406561
#>
#> $TJK$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.07540058 0.1722836 -0.18421614 0.24190834
#> lag1_var2 0.39002075 0.4497482 -0.43242346 0.80133396
#> lag1_var3 -0.83244323 0.8739078 -2.39170792 0.01161631
#> lag1_var4 0.75690130 0.8290005 -0.04745333 2.23030628
#> const 3.17132809 3.5047362 -1.88419553 7.65017140
#> exo1 0.94327638 0.2849024 0.57977466 1.31304248
#> exo2 0.54761659 0.4609985 0.03871251 1.27875173
#> exo3 0.49852971 0.4281529 -0.10609737 1.10212019
#>
#> $TJK$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.8318653 0.2676432 -1.1638294 -0.43139568
#> lag1_var2 3.9927271 1.0843284 2.3753803 5.31006928
#> lag1_var3 8.5092143 2.3314509 4.9150669 11.28498642
#> lag1_var4 -7.0764964 2.2346967 -9.7372549 -3.62904118
#> const -5.5653392 4.7133227 -11.0037363 1.07022178
#> exo1 -0.3871198 0.5428624 -1.1364545 0.42513921
#> exo2 -0.1158035 0.5666503 -0.9943278 0.52526477
#> exo3 -0.4862617 0.4669231 -1.1985986 0.07261658
#>
#> $TJK$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.86624502 0.3221696 -1.2339258 -0.3544261
#> lag1_var2 4.04621640 1.1700951 2.4024214 5.5591812
#> lag1_var3 7.80453845 2.4992997 4.1115866 10.9876098
#> lag1_var4 -6.37113999 2.3938018 -9.4215111 -2.8231726
#> const -4.40655758 5.2725512 -11.3786983 2.9011778
#> exo1 0.07097232 0.6017254 -0.6993791 0.9750099
#> exo2 0.06968798 0.5226573 -0.6026891 0.7984455
#> exo3 -0.29349111 0.4626306 -0.9509096 0.2856544
#>
#>
#>
#> $TKM
#> $TKM$Sigma
#> $TKM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004522829 0.0009594208 0.003437927 0.005851937
#>
#> $TKM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01064074 0.007487414 -0.02388606 -0.003141372
#> Sigma[2,2] 0.53242214 0.116675106 0.37512661 0.677404846
#>
#> $TKM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.04960006 0.01068473 -0.06355212 -0.03589062
#> Sigma[3,2] -0.11787233 0.05631528 -0.18407058 -0.03739629
#> Sigma[3,3] 0.70077662 0.14587927 0.49898761 0.87583716
#>
#> $TKM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.05862541 0.01307980 -0.0771488 -0.0429630
#> Sigma[4,2] 0.18192151 0.08091926 0.1055626 0.3277350
#> Sigma[4,3] 0.67593010 0.15185237 0.4719354 0.8760306
#> Sigma[4,4] 0.82434589 0.19025874 0.5890204 1.0910612
#>
#>
#> $TKM$A
#> $TKM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98166609 0.02008413 0.949895167 1.00493406
#> lag1_var2 0.07762383 0.05924452 -0.007353902 0.15000627
#> lag1_var3 0.11543344 0.11210732 -0.037470748 0.25581305
#> lag1_var4 -0.12333470 0.10812864 -0.257107242 0.02679629
#> const 0.73966853 0.52880394 0.060532452 1.45964591
#> exo1 0.05925366 0.03503764 0.005755334 0.09940046
#> exo2 -0.09329990 0.06505511 -0.207863313 -0.04002222
#> exo3 -0.05401164 0.07432307 -0.145275285 0.05698651
#>
#> $TKM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3751823 0.2523832 0.05078561 0.6676597
#> lag1_var2 -1.6466692 1.0657817 -3.38338040 -0.6818129
#> lag1_var3 -4.4773940 2.0501645 -7.83503137 -2.6735623
#> lag1_var4 4.4695336 1.9411939 2.75784011 7.6634339
#> const -6.0529701 7.9584569 -18.93999886 3.2597887
#> exo1 -0.3097539 0.5133231 -0.94731631 0.4751117
#> exo2 0.6468967 0.3787064 0.08854871 1.1706641
#> exo3 0.4044445 0.6944921 -0.54348555 1.4748905
#>
#> $TKM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.23269242 0.2973908 -0.5519082 0.2642656
#> lag1_var2 0.60646491 1.2428452 -0.4770389 2.7680122
#> lag1_var3 2.24378536 2.3479269 0.1554082 6.2896761
#> lag1_var4 -1.19986623 2.2523840 -5.1018095 0.7569242
#> const 3.32216944 8.9119220 -7.2885365 14.9277012
#> exo1 -0.47366936 0.6532217 -1.2321405 0.6267275
#> exo2 -1.11513366 0.9449090 -2.0201795 0.4739197
#> exo3 0.06679937 0.6604215 -0.9699022 0.8977916
#>
#> $TKM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03577464 0.2807267 -0.3980425 0.4180994
#> lag1_var2 -0.73286404 0.9343433 -1.7903892 0.6373294
#> lag1_var3 -0.98903310 1.7617980 -3.0269670 1.4823154
#> lag1_var4 2.03913303 1.7006833 -0.3789749 4.0207641
#> const -0.30661057 6.7382663 -9.0386312 9.0583839
#> exo1 -0.64331490 0.5042189 -1.1352114 0.1806820
#> exo2 -0.84698667 0.9453241 -1.7795785 0.6973189
#> exo3 0.28471767 0.8435083 -0.8006972 1.5472633
#>
#>
#>
#> $TLS
#> $TLS$Sigma
#> $TLS$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.01294606 0.00288706 0.009426591 0.01744023
#>
#> $TLS$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004706526 0.00570665 -0.008991909 0.004682486
#> Sigma[2,2] 0.077437945 0.02848377 0.052441433 0.124416026
#>
#> $TLS$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.05218252 0.01740326 -0.0796933 -0.034947369
#> Sigma[3,2] -0.04615916 0.04850774 -0.1229026 -0.005611169
#> Sigma[3,3] 0.31487932 0.12478564 0.2210305 0.508565097
#>
#> $TLS$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.057537509 0.01464550 -0.07968544 -0.04169954
#> Sigma[4,2] 0.005773563 0.03213840 -0.04728958 0.03327195
#> Sigma[4,3] 0.295148595 0.09895452 0.21816685 0.44526530
#> Sigma[4,4] 0.310824487 0.08342491 0.23815320 0.43428013
#>
#>
#> $TLS$A
#> $TLS$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9194363842 0.03672494 0.8663215400 0.96619679
#> lag1_var2 0.2734395090 0.22124488 -0.0002148701 0.51890960
#> lag1_var3 0.4143235337 0.32404185 -0.0043571768 0.75196361
#> lag1_var4 -0.4021112966 0.31807178 -0.7381545546 0.01048771
#> const 0.9060182813 0.65126228 -0.0122765251 1.70252554
#> exo1 0.0760424717 0.08142094 -0.0308944062 0.18961581
#> exo2 -0.0514043297 0.11173607 -0.2395150520 0.05932955
#> exo3 -0.0002342962 0.15156122 -0.1832393832 0.22477381
#>
#> $TLS$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.04811585 0.1002853 -0.08879488 0.18743861
#> lag1_var2 0.31475259 0.5939051 -0.48816415 1.19287597
#> lag1_var3 -0.94669118 0.8824529 -2.22049569 0.22738432
#> lag1_var4 0.93637853 0.8591339 -0.22006903 2.17617450
#> const -0.19311949 1.9634500 -2.60514158 2.72843900
#> exo1 -0.08870695 0.3264489 -0.62240033 0.28746808
#> exo2 -0.10858766 0.2070632 -0.34156746 0.18595244
#> exo3 -0.34736800 0.2103422 -0.62465128 -0.07395448
#>
#> $TLS$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.23609118 0.1488859 0.0165969 0.44429966
#> lag1_var2 -0.67560214 1.0574667 -1.9006907 0.98799861
#> lag1_var3 0.02745349 1.4870873 -1.6305383 2.43682150
#> lag1_var4 0.89378865 1.4893722 -1.4959036 2.58860583
#> const 0.45520740 3.6062366 -4.5346710 5.38059794
#> exo1 -0.37948772 0.4920997 -1.0532781 0.27561343
#> exo2 -0.74673829 0.4642209 -1.3546034 -0.04995321
#> exo3 0.60968308 0.5178512 -0.0191451 1.34744764
#>
#> $TLS$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.24910417 0.1623250 -0.004149944 0.431352798
#> lag1_var2 -0.78000577 1.1313695 -2.108185333 0.926337749
#> lag1_var3 -1.07042787 1.5769159 -2.865068829 1.310018566
#> lag1_var4 1.99697345 1.5743774 -0.378627662 3.811198456
#> const -0.06727404 4.2015188 -5.898604686 5.858258363
#> exo1 -0.45901842 0.3982900 -1.023391700 0.007730658
#> exo2 -0.83635559 0.5311846 -1.422255337 0.035938904
#> exo3 0.39617502 0.5814480 -0.380716653 1.135564810
#>
#>
#>
#> $TON
#> $TON$Sigma
#> $TON$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0007391486 9.39324e-05 0.0006158578 0.0008899291
#>
#> $TON$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.003779513 0.001742218 0.001649791 0.00603406
#> Sigma[2,2] 0.189450674 0.025219769 0.152464030 0.21846270
#>
#> $TON$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002333393 0.002683259 -0.005989146 0.001928922
#> Sigma[3,2] -0.121164059 0.036367632 -0.178836881 -0.084108268
#> Sigma[3,3] 0.230870082 0.092069150 0.157447442 0.378499614
#>
#> $TON$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0001627462 0.00268508 -0.004187865 0.003263067
#> Sigma[4,2] -0.0114035935 0.03064163 -0.055861361 0.027474831
#> Sigma[4,3] 0.1627743305 0.07530665 0.097649247 0.283109428
#> Sigma[4,4] 0.1583731986 0.06381802 0.096814781 0.257108510
#>
#>
#> $TON$A
#> $TON$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.976025021 0.01279487 0.95834177 0.99179088
#> lag1_var2 -0.017594413 0.09522233 -0.15471237 0.09576228
#> lag1_var3 -0.029960148 0.16518521 -0.27305972 0.15883821
#> lag1_var4 0.028892337 0.16172825 -0.15549739 0.26766370
#> const 0.551539107 0.28065882 0.17731026 0.83405983
#> exo1 0.021460135 0.02800822 -0.01329969 0.06567121
#> exo2 -0.009327087 0.02170108 -0.03257693 0.02458735
#> exo3 -0.005145191 0.02711365 -0.03137614 0.03774679
#>
#> $TON$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.01784795 0.2125388 -0.3040844 0.2183880
#> lag1_var2 -0.03227478 1.4732568 -2.2193104 1.9399312
#> lag1_var3 -1.49877315 2.5457441 -5.2464402 1.9858595
#> lag1_var4 1.50373026 2.5058644 -1.9061458 5.2028204
#> const 0.51508994 3.5419031 -3.6636045 6.0387442
#> exo1 0.17610612 0.3889609 -0.2559533 0.8211536
#> exo2 0.58408477 0.5612343 -0.2549839 1.2223402
#> exo3 -0.14541016 0.4015946 -0.6578274 0.3727952
#>
#> $TON$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4226490 0.2666642 -0.7763118 -0.07769857
#> lag1_var2 1.7390265 2.0809022 -0.2355829 5.17812508
#> lag1_var3 4.0514657 3.5708619 0.5793287 9.95206685
#> lag1_var4 -2.9361823 3.5051224 -8.7389940 0.45866450
#> const 1.6589011 2.7585748 -3.0434809 4.49261120
#> exo1 -0.1036107 0.3315038 -0.5626409 0.33374031
#> exo2 -0.6812701 0.5073398 -1.3759882 0.02377530
#> exo3 0.2211323 0.3861506 -0.3892967 0.68168797
#>
#> $TON$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4463015355 0.2040745 -0.7216378 -0.17985767
#> lag1_var2 1.3633423456 1.6663127 -0.3515434 3.85808801
#> lag1_var3 2.5710379191 2.8704511 -0.4514133 6.82242782
#> lag1_var4 -1.4435364415 2.8111197 -5.6086700 1.50806140
#> const 1.6862043655 1.9315735 -0.8319933 4.20914432
#> exo1 -0.0006696439 0.3303167 -0.3783699 0.43221889
#> exo2 -0.3861995882 0.4211404 -0.9878318 0.09929081
#> exo3 0.1574196662 0.2615169 -0.2203510 0.43633825
#>
#>
#>
#> $TTO
#> $TTO$Sigma
#> $TTO$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001358341 0.0004303348 0.000791144 0.00200925
#>
#> $TTO$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004407614 0.006911735 -0.01400247 0.004486916
#> Sigma[2,2] 0.407114830 0.084090325 0.28325064 0.510438938
#>
#> $TTO$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.01480565 0.007208879 0.005783554 0.0255377
#> Sigma[3,2] -0.33041397 0.103379550 -0.469650665 -0.1988145
#> Sigma[3,3] 0.58124687 0.128311678 0.407945490 0.7650513
#>
#> $TTO$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.01248731 0.004483939 0.006351978 0.01813736
#> Sigma[4,2] -0.08434311 0.077567378 -0.182008600 0.03189035
#> Sigma[4,3] 0.40225657 0.082137544 0.302569968 0.51545393
#> Sigma[4,4] 0.37471242 0.058191216 0.304104207 0.46573124
#>
#>
#> $TTO$A
#> $TTO$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.987350884 0.02446344 0.949701756 1.019279305
#> lag1_var2 -0.078006647 0.04840114 -0.124848124 0.001326429
#> lag1_var3 -0.134126594 0.08184855 -0.210960666 0.001995803
#> lag1_var4 0.128214766 0.07550023 0.003330177 0.196953634
#> const 0.658162545 0.40207087 0.068006963 1.209987184
#> exo1 0.009194159 0.01783037 -0.009839394 0.036229489
#> exo2 -0.099053575 0.04777542 -0.169638361 -0.036996832
#> exo3 -0.025855402 0.02783764 -0.064256021 0.006844807
#>
#> $TTO$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4516078 0.2866721 -0.82309018 -0.07274143
#> lag1_var2 2.6682610 0.3785049 2.14793191 3.17390134
#> lag1_var3 2.8825954 0.6270801 2.00469441 3.70361341
#> lag1_var4 -2.7238143 0.6091686 -3.55979938 -1.91800923
#> const 1.2162518 5.3263353 -6.23195568 8.28185976
#> exo1 -0.5797136 0.4725605 -1.14325734 0.15287259
#> exo2 0.6366335 0.4841128 -0.06138346 1.23680861
#> exo3 0.3190757 0.4927213 -0.41194908 0.90762355
#>
#> $TTO$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6253430 0.5618449 -0.23111650 1.30876971
#> lag1_var2 -1.7358718 1.0619692 -2.78847116 0.07463833
#> lag1_var3 -2.0717499 1.8014229 -3.81524714 1.01854709
#> lag1_var4 2.8078579 1.6779540 -0.04000154 4.49193699
#> const 0.6866215 7.2853286 -11.35431697 8.73894321
#> exo1 0.4328939 0.3833029 -0.17326189 0.82568377
#> exo2 -2.1954523 0.5877461 -2.94196303 -1.43498647
#> exo3 -1.2742651 0.3898102 -1.88728189 -0.83866880
#>
#> $TTO$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.38726247 0.4849837 -0.3003201 0.9873586
#> lag1_var2 -0.66964590 0.9083249 -1.5634689 0.9119983
#> lag1_var3 -1.24896895 1.5482480 -2.7814329 1.4570602
#> lag1_var4 2.07452894 1.4287456 -0.4283821 3.4584627
#> const 0.94930691 5.7186760 -7.7409262 8.7970822
#> exo1 0.06182049 0.3490631 -0.4324112 0.4360447
#> exo2 -1.86738497 0.6512321 -2.7562252 -1.0912023
#> exo3 -1.15561360 0.4097974 -1.7817484 -0.5888493
#>
#>
#>
#> $TUN
#> $TUN$Sigma
#> $TUN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0005172824 0.0001687434 0.0003035504 0.0007597845
#>
#> $TUN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01087015 0.003814177 -0.01613688 -0.006296535
#> Sigma[2,2] 0.89991459 0.166614356 0.67530347 1.149570798
#>
#> $TUN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006501098 0.00190501 0.003851365 0.008734886
#> Sigma[3,2] -0.362378388 0.10198449 -0.513161025 -0.231396326
#> Sigma[3,3] 0.293234787 0.10298698 0.191623511 0.466809892
#>
#> $TUN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001731034 0.002139758 -0.0003254933 0.004718542
#> Sigma[4,2] 0.081943765 0.097167692 -0.0643087609 0.213581811
#> Sigma[4,3] 0.143316059 0.077323266 0.0683952905 0.268895364
#> Sigma[4,4] 0.219202893 0.067002231 0.1405070765 0.325481631
#>
#>
#> $TUN$A
#> $TUN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.933645183 0.02548122 0.901551666 0.96644180
#> lag1_var2 0.096945387 0.05322152 0.031463639 0.16706297
#> lag1_var3 0.186317460 0.10970186 0.051163638 0.33404200
#> lag1_var4 -0.169345943 0.09746182 -0.300489113 -0.05091754
#> const 0.712057263 0.21035634 0.395136175 0.99418860
#> exo1 0.025096549 0.02237381 0.001367393 0.05267710
#> exo2 -0.077946072 0.02725476 -0.103427535 -0.03062522
#> exo3 -0.006978601 0.03426192 -0.053926064 0.03962395
#>
#> $TUN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.036323564 0.6230073 0.07796313 1.6993066
#> lag1_var2 -2.034092371 1.2099078 -3.49335069 -0.3355123
#> lag1_var3 -5.045009384 2.6899869 -8.53025535 -1.3795064
#> lag1_var4 4.762204596 2.3669946 1.52971968 7.8861469
#> const -2.240870671 6.8730396 -10.79458119 6.9711892
#> exo1 -1.053317528 0.9488299 -2.39269097 0.2558957
#> exo2 0.004138253 1.1300472 -2.04540833 0.9587409
#> exo3 1.141209079 0.9974140 0.06608279 2.5988915
#>
#> $TUN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2310250 0.3863761 -0.7259116 0.3737487
#> lag1_var2 1.2553030 0.6416230 0.3606947 2.2572799
#> lag1_var3 2.9053854 1.4640442 0.9389275 5.2635460
#> lag1_var4 -1.9391276 1.2904642 -4.0073809 -0.2294851
#> const 2.0166666 3.9440131 -3.8234260 6.3759060
#> exo1 0.6488662 0.4789074 -0.1141303 1.0877176
#> exo2 -3.3426412 0.5236768 -3.9439945 -2.5368254
#> exo3 -1.0727878 0.5340243 -1.8479539 -0.3788735
#>
#> $TUN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.25360391 0.2878030 -0.1753225 0.6090665
#> lag1_var2 -0.02995521 0.5070426 -0.5627144 0.7217120
#> lag1_var3 -0.19978648 1.0866490 -1.3922191 1.4256124
#> lag1_var4 1.03695359 0.9918988 -0.4399889 2.1486962
#> const 0.63213407 5.0208549 -5.8162091 8.3356753
#> exo1 0.18402777 0.3664233 -0.2343937 0.7662790
#> exo2 -3.98155839 0.5943873 -4.7585496 -3.1898999
#> exo3 -0.67113614 0.6136613 -1.4045279 0.2582847
#>
#>
#>
#> $TUR
#> $TUR$Sigma
#> $TUR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001375833 0.000322765 0.001042062 0.001924968
#>
#> $TUR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.01787716 0.008478514 -0.02882077 -0.005265191
#> Sigma[2,2] 0.97487766 0.243239420 0.71715954 1.343564761
#>
#> $TUR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002464176 0.008789125 -0.01560251 0.006685449
#> Sigma[3,2] -0.570600975 0.154808258 -0.79998557 -0.380944582
#> Sigma[3,3] 1.106451088 0.251672629 0.84219708 1.525131724
#>
#> $TUR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.01242028 0.006413958 -0.02330314 -0.006836728
#> Sigma[4,2] -0.08480976 0.126515473 -0.25421468 0.077223072
#> Sigma[4,3] 0.89464731 0.206800832 0.67494661 1.224060766
#> Sigma[4,4] 0.93282029 0.174408909 0.72103094 1.195461260
#>
#>
#> $TUR$A
#> $TUR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9708182441 0.01856173 0.94749252 0.999904136
#> lag1_var2 0.0151068537 0.04648070 -0.05429861 0.065700692
#> lag1_var3 0.0004599893 0.08490545 -0.12929584 0.085092421
#> lag1_var4 0.0020507365 0.07568177 -0.07294054 0.117386587
#> const 0.5643548204 0.24677341 0.25404935 0.936898365
#> exo1 -0.0215499802 0.03807801 -0.07279931 0.024128051
#> exo2 -0.0556579033 0.03993681 -0.11154689 -0.006568069
#> exo3 0.0143891027 0.03772075 -0.02669150 0.067530254
#>
#> $TUR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.54674159 0.3004121 0.07759708 0.9175241
#> lag1_var2 -0.32225375 0.6644913 -1.33849773 0.5107823
#> lag1_var3 -1.96214709 1.1595784 -3.71552172 -0.4160207
#> lag1_var4 1.65026772 1.0713873 0.23918315 3.2841739
#> const 4.28820680 5.7995958 -3.61042986 12.2574474
#> exo1 -0.01184275 1.0746563 -1.72559626 1.3375487
#> exo2 -0.15989388 1.4958799 -1.92171025 2.1009421
#> exo3 -1.02903445 1.1362567 -2.57483770 0.5602276
#>
#> $TUR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.50413326 0.2740136 0.08906623 0.8159969
#> lag1_var2 -0.97351537 0.8096842 -1.97578504 0.1716017
#> lag1_var3 -1.25346520 1.5980023 -3.29347934 1.0533235
#> lag1_var4 1.99999746 1.4509413 -0.05206063 3.8900866
#> const -2.42710453 8.3570772 -14.92047168 6.2794229
#> exo1 0.04330912 1.2741653 -1.47701380 1.9101567
#> exo2 -3.32930314 1.5505435 -5.46864975 -1.3514874
#> exo3 2.50347228 0.6529945 1.62630770 3.3988754
#>
#> $TUR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.84731187 0.3735338 0.2640140 1.3045185
#> lag1_var2 -1.73967533 1.0156177 -3.0224486 -0.2104866
#> lag1_var3 -3.45086456 1.9819222 -5.8319774 -0.3836953
#> lag1_var4 4.01232415 1.7979082 1.2658054 6.1823553
#> const -0.73065478 10.6034762 -17.3016811 10.1577388
#> exo1 0.01585432 1.0187047 -1.4019860 1.4670085
#> exo2 -3.93445985 1.2889368 -6.0001655 -2.6042953
#> exo3 2.22330649 0.9865097 0.9220486 3.4404178
#>
#>
#>
#> $TWN
#> $TWN$Sigma
#> $TWN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000452922 8.678884e-05 0.0003426845 0.0005718394
#>
#> $TWN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.006236499 0.001965575 -0.009057416 -0.003628902
#> Sigma[2,2] 0.216096286 0.062030674 0.164123694 0.323144661
#>
#> $TWN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005791735 0.00138762 0.003548277 0.007506251
#> Sigma[3,2] -0.173187071 0.04816251 -0.254448887 -0.130142644
#> Sigma[3,3] 0.163803605 0.03773065 0.124072006 0.221316206
#>
#> $TWN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00226765 0.0004969991 0.00148451 0.002788277
#> Sigma[4,2] -0.04988111 0.0148923772 -0.06903580 -0.027726647
#> Sigma[4,3] 0.06594423 0.0125174280 0.04758483 0.083937605
#> Sigma[4,4] 0.03853175 0.0064306594 0.02970463 0.046472808
#>
#>
#> $TWN$A
#> $TWN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.946846450 0.01848366 0.917256880 0.967648965
#> lag1_var2 0.050743882 0.04952642 -0.020402565 0.108501694
#> lag1_var3 0.069709818 0.07848891 -0.046832785 0.166379159
#> lag1_var4 -0.055934010 0.07520798 -0.151344212 0.059942818
#> const 0.634208953 0.08463441 0.529811907 0.769276545
#> exo1 -0.027791624 0.02153748 -0.059150371 -0.005106554
#> exo2 0.001881083 0.01544447 -0.020373656 0.022733017
#> exo3 0.029935261 0.01496215 0.006618699 0.048244104
#>
#> $TWN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.31816514 0.2360603 0.02407556 0.6194815
#> lag1_var2 0.89470884 0.9554344 -0.35139230 2.1041684
#> lag1_var3 0.27013754 1.6122585 -1.76348671 2.4393276
#> lag1_var4 -0.45737183 1.5792732 -2.64497619 1.5111845
#> const 3.34692975 2.2164416 0.57714817 6.5666914
#> exo1 0.09613326 0.3819492 -0.43704694 0.5373589
#> exo2 0.27718890 0.4367092 -0.36183712 0.8003458
#> exo3 0.05565322 0.3020377 -0.34322518 0.4546183
#>
#> $TWN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.02011394 0.2429210 -0.3356236 0.3060906
#> lag1_var2 0.23043174 1.0172249 -1.2878237 1.3730469
#> lag1_var3 1.09559060 1.7405811 -1.5424396 2.9379177
#> lag1_var4 -0.05842810 1.7025732 -1.9055277 2.5242936
#> const -2.23795619 1.9887283 -4.8413678 0.1615393
#> exo1 -0.06960321 0.3058794 -0.4978425 0.3077855
#> exo2 -0.23859213 0.4437051 -0.7004759 0.4108304
#> exo3 -0.16185501 0.2684937 -0.4433505 0.2490506
#>
#> $TWN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.16448472 0.1258899 0.009349685 0.3257992
#> lag1_var2 0.33001356 0.6094674 -0.662215009 0.9613161
#> lag1_var3 0.52391163 1.0650868 -1.199561781 1.6341585
#> lag1_var4 0.41157607 1.0497139 -0.696603474 2.1029412
#> const -0.70944420 1.1503552 -2.406638020 0.6849370
#> exo1 -0.01560235 0.1420878 -0.218135736 0.1508031
#> exo2 -0.07683308 0.2418813 -0.412920521 0.2150971
#> exo3 -0.13149176 0.1806121 -0.372152905 0.1146022
#>
#>
#>
#> $TZA
#> $TZA$Sigma
#> $TZA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003927245 0.0001128933 0.0002774529 0.0005733872
#>
#> $TZA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002080234 0.0008146511 -0.001368545 0.0007439225
#> Sigma[2,2] 0.0395664892 0.0089852373 0.029895080 0.0519530128
#>
#> $TZA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.0005290772 0.001335339 -0.00237419 0.001153823
#> Sigma[3,2] -0.0324118599 0.012467837 -0.04778796 -0.017221923
#> Sigma[3,3] 0.0986775790 0.017943747 0.07131436 0.115182768
#>
#> $TZA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007179713 0.001402854 -0.002817469 0.0009492318
#> Sigma[4,2] 0.0010232694 0.011684110 -0.011885115 0.0194029945
#> Sigma[4,3] 0.0737938964 0.010069473 0.058829023 0.0843836346
#> Sigma[4,4] 0.0774163231 0.009604013 0.066553507 0.0924157927
#>
#>
#> $TZA$A
#> $TZA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.990235506 0.01062180 0.97412483 1.00233327
#> lag1_var2 -0.020679473 0.05932108 -0.09295226 0.06157927
#> lag1_var3 -0.003847078 0.07772191 -0.10012483 0.10409831
#> lag1_var4 0.002960082 0.07507473 -0.10275216 0.09491156
#> const 0.411913229 0.26531666 0.05113273 0.76730477
#> exo1 0.013002750 0.01280875 -0.00145785 0.03228920
#> exo2 -0.023307417 0.02891990 -0.06523130 0.01192861
#> exo3 -0.016595428 0.01985919 -0.04880702 0.00753049
#>
#> $TZA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2872338 0.1046132 -0.416378993 -0.15186707
#> lag1_var2 1.0053531 0.5201030 0.214722085 1.59519914
#> lag1_var3 0.3995567 0.7049520 -0.605798722 1.24392719
#> lag1_var4 -0.3171834 0.6861288 -1.134380221 0.67801367
#> const 0.7460987 1.4988293 -1.072185376 2.89232150
#> exo1 -0.1957146 0.2109057 -0.493878232 0.06987989
#> exo2 0.2607262 0.2320316 -0.001305724 0.64210397
#> exo3 0.3095862 0.2518567 -0.019881284 0.66458093
#>
#> $TZA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.1778480 0.1120516 -0.3251160 -0.04959626
#> lag1_var2 1.1414197 0.6875850 0.1838227 2.09077760
#> lag1_var3 2.4652050 0.8959576 1.2491528 3.67342005
#> lag1_var4 -1.4370538 0.8654306 -2.6180519 -0.26685218
#> const 2.1845346 2.3786055 -0.5378942 5.54493819
#> exo1 -0.1071387 0.1815332 -0.3539276 0.11214568
#> exo2 -1.1573248 0.3720793 -1.6664501 -0.74139830
#> exo3 0.7987085 0.2802383 0.3779909 1.06972048
#>
#> $TZA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.4400351 0.06420179 -0.5113275 -0.3404971
#> lag1_var2 1.5270103 0.43451328 1.0371573 2.2428126
#> lag1_var3 2.2689148 0.53625106 1.7173952 3.1902258
#> lag1_var4 -1.1589700 0.51199536 -2.0434441 -0.6365002
#> const 2.2930008 2.98619088 -1.1458036 6.9741421
#> exo1 -0.2845984 0.10155853 -0.4203885 -0.1451324
#> exo2 -0.9595099 0.35482179 -1.3558080 -0.4045414
#> exo3 1.0781408 0.16507826 0.8453555 1.2739606
#>
#>
#>
#> $UGA
#> $UGA$Sigma
#> $UGA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0003686625 8.946689e-05 0.000252395 0.0004978825
#>
#> $UGA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0002642239 0.0009365566 -0.001752777 0.0007578607
#> Sigma[2,2] 0.1255549988 0.0333694729 0.094948319 0.1756890567
#>
#> $UGA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.004715572 0.005990326 -0.002043331 0.01405222
#> Sigma[3,2] -0.542704529 0.188562887 -0.824087286 -0.34946073
#> Sigma[3,3] 5.320047266 1.116253177 3.981395748 6.96974736
#>
#> $UGA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.004783446 0.005518722 -0.001525689 0.01328055
#> Sigma[4,2] -0.460320922 0.169537566 -0.711494097 -0.28203706
#> Sigma[4,3] 5.058294697 1.021064685 3.800119565 6.53925897
#> Sigma[4,4] 4.853956367 0.941302745 3.668850008 6.18435410
#>
#>
#> $UGA$A
#> $UGA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.989233742 0.005370585 0.98240170 0.99701744
#> lag1_var2 -0.041157116 0.066965017 -0.16317950 0.01442440
#> lag1_var3 -0.052490364 0.091474608 -0.21771431 0.02254224
#> lag1_var4 0.049864240 0.088929742 -0.02341351 0.21029314
#> const 0.520027268 0.145654257 0.32287936 0.69434033
#> exo1 0.013380648 0.014615877 -0.01063201 0.02710941
#> exo2 -0.071174356 0.011987275 -0.08686665 -0.05650780
#> exo3 0.003600234 0.020473702 -0.02660019 0.03153449
#>
#> $UGA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.135280562 0.1337906 -0.3399151 0.02931457
#> lag1_var2 0.566682750 0.8185317 -0.5785514 1.53310547
#> lag1_var3 -0.092649054 1.1041691 -1.6221361 1.24584221
#> lag1_var4 0.125791576 1.0748704 -1.1505627 1.61665280
#> const 1.788729504 2.2016004 -0.8453529 4.94585609
#> exo1 0.397676906 0.3350896 -0.0129439 0.85933419
#> exo2 0.782585481 0.2980196 0.4283751 1.21587559
#> exo3 0.002367248 0.1423737 -0.1725685 0.19418963
#>
#> $UGA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.38506891 0.7140072 1.4283576 3.2912940
#> lag1_var2 4.76168517 4.0699970 -0.4225987 10.5969499
#> lag1_var3 6.21734452 5.2638074 -0.6134217 13.6496704
#> lag1_var4 -6.14012130 5.1621834 -13.3865589 0.6788671
#> const 10.47151944 13.6959155 -6.3049799 32.9240684
#> exo1 -2.07442326 2.1703558 -4.3547237 0.7492390
#> exo2 -0.09630234 1.9464828 -2.4646832 2.8191266
#> exo3 1.05515830 2.8143899 -3.0100152 4.3064695
#>
#> $UGA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.3377004 0.6496116 1.46957916 3.1172317
#> lag1_var2 4.8658471 3.6804905 0.01783297 9.9978250
#> lag1_var3 5.7130223 4.7689341 -0.69258802 12.2615213
#> lag1_var4 -5.6241652 4.6850988 -11.96617258 0.7581898
#> const 11.5136343 12.8546699 -3.23732857 33.0142820
#> exo1 -1.8378038 2.0340069 -3.98931549 0.8695825
#> exo2 0.5311031 1.9365945 -1.85785142 3.4602958
#> exo3 1.0997389 2.8749903 -3.03669204 4.4480061
#>
#>
#>
#> $UKR
#> $UKR$Sigma
#> $UKR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007922369 0.001832421 0.006177713 0.01094378
#>
#> $UKR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02295192 0.01060716 -0.03440428 -0.006591784
#> Sigma[2,2] 0.88606925 0.16282039 0.64267710 1.052050345
#>
#> $UKR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.04070537 0.009598535 0.02874149 0.05509787
#> Sigma[3,2] -0.47285104 0.124134051 -0.58639181 -0.28238577
#> Sigma[3,3] 0.47447074 0.120975347 0.31920058 0.64741663
#>
#> $UKR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.03047382 0.008681615 0.01871272 0.04160209
#> Sigma[4,2] 0.03749563 0.080013282 -0.07518389 0.13199413
#> Sigma[4,3] 0.22331200 0.078177173 0.12780171 0.34840946
#> Sigma[4,4] 0.26826906 0.052419382 0.19681043 0.33483941
#>
#>
#> $UKR$A
#> $UKR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980935089 0.03260793 0.93998761 1.02670401
#> lag1_var2 -0.044900739 0.17259890 -0.24503212 0.22335437
#> lag1_var3 -0.110529724 0.29932767 -0.45606686 0.35116707
#> lag1_var4 0.109519590 0.28293627 -0.32678898 0.43496583
#> const 0.379842498 0.80289958 -0.50135151 1.48329356
#> exo1 0.068773785 0.08569709 -0.07980989 0.15768864
#> exo2 0.009006672 0.05942253 -0.07128434 0.08728930
#> exo3 -0.006568421 0.07228467 -0.11071133 0.06983108
#>
#> $UKR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.9105901 0.4834227 -1.6357036 -0.2874047
#> lag1_var2 2.1970443 1.5796964 0.1988474 4.4446777
#> lag1_var3 2.3239433 2.7813598 -1.2229974 6.2889071
#> lag1_var4 -1.9585186 2.6182766 -5.7104541 1.3470108
#> const 3.3674380 8.0344241 -9.8911301 12.2419715
#> exo1 -0.1545990 0.9968561 -1.6465997 1.0053371
#> exo2 0.9275633 0.6193589 0.2028025 1.6976003
#> exo3 0.1441591 0.8878365 -1.1754525 1.0213091
#>
#> $UKR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2951715 0.3261593 -0.1619699 0.7539387
#> lag1_var2 0.3772347 1.0911724 -1.0764619 1.9685769
#> lag1_var3 1.5570120 1.9290337 -1.0695953 4.3284809
#> lag1_var4 -0.7042265 1.8218484 -3.2489148 1.8106585
#> const 0.1588930 6.4924876 -7.1766528 9.5100368
#> exo1 0.2423841 0.9350927 -1.1355644 1.4301918
#> exo2 -1.3175699 0.4962499 -2.0610847 -0.6472444
#> exo3 -0.5777228 0.5459602 -1.2908706 0.2567810
#>
#> $UKR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2754025 0.2611541 -0.5887105 0.09196435
#> lag1_var2 1.2965826 0.6335914 0.6123367 2.24125060
#> lag1_var3 2.3032647 1.1347812 1.1470114 4.03484661
#> lag1_var4 -1.2161914 1.0899507 -2.9271774 -0.16270930
#> const 1.9057711 6.2799849 -4.9348405 11.98075917
#> exo1 0.1711040 0.5738758 -0.7764375 0.84216005
#> exo2 -0.8766521 0.4969639 -1.4636371 -0.19955730
#> exo3 -0.5633255 0.3222274 -0.9328613 -0.14129115
#>
#>
#>
#> $URY
#> $URY$Sigma
#> $URY$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001226176 0.0004944427 0.0007111827 0.001982648
#>
#> $URY$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.02847297 0.0113380 -0.04634321 -0.01428195
#> Sigma[2,2] 1.31438053 0.3124471 0.92063312 1.74024486
#>
#> $URY$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.02520431 0.01104463 0.01229758 0.04129597
#> Sigma[3,2] -0.99183134 0.27608148 -1.40452412 -0.70460006
#> Sigma[3,3] 1.31029979 0.30460713 0.83608882 1.69163108
#>
#> $URY$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.008803031 0.006495429 0.002340644 0.01924425
#> Sigma[4,2] -0.219507419 0.193107155 -0.453777301 0.09649557
#> Sigma[4,3] 0.784918540 0.202737521 0.451000726 1.00742189
#> Sigma[4,4] 0.720639302 0.127706302 0.537620797 0.87821962
#>
#>
#> $URY$A
#> $URY$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.94299981 0.02014618 0.922391095 0.97621538
#> lag1_var2 0.07237815 0.04433685 0.004837753 0.13585121
#> lag1_var3 0.12692168 0.07470919 0.013221219 0.23287358
#> lag1_var4 -0.11470908 0.06926692 -0.214459107 -0.01077262
#> const 0.72112270 0.30921572 0.226884073 1.11462450
#> exo1 0.02656067 0.02192987 -0.001950319 0.06000066
#> exo2 -0.07441702 0.02523698 -0.098912524 -0.03200524
#> exo3 0.04273032 0.03757857 -0.006179869 0.09897761
#>
#> $URY$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5136453 0.6913097 -0.4396841 1.4844965
#> lag1_var2 0.0193734 1.6503740 -2.0276044 2.3344544
#> lag1_var3 -1.4030968 2.7001290 -4.7046216 2.4415145
#> lag1_var4 1.1500401 2.4507763 -2.3567530 4.1528469
#> const 4.2314127 7.1811124 -2.8611486 15.7902036
#> exo1 -0.6900045 0.8483037 -2.1219301 0.2121992
#> exo2 1.1681215 1.0405651 -0.4225736 2.5103858
#> exo3 -1.0175208 1.5276067 -3.0051904 1.2118903
#>
#> $URY$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.12581535 0.8118596 -0.9028315 1.159921
#> lag1_var2 0.07488908 1.5239457 -1.7020612 2.696996
#> lag1_var3 1.12196062 2.5339554 -1.7375251 5.507678
#> lag1_var4 -0.17517257 2.2508408 -4.0794630 2.336833
#> const 0.52047496 11.9624337 -13.7251002 17.252015
#> exo1 0.37509255 0.8074977 -0.7833680 1.513269
#> exo2 -3.05596713 0.8184653 -3.8525411 -1.902927
#> exo3 1.29829998 1.2102732 -0.3726623 3.050029
#>
#> $URY$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.44607714 0.6994236 -0.1473280 1.7082636
#> lag1_var2 -0.36488001 1.4703214 -2.5929947 1.7306325
#> lag1_var3 -0.45431531 2.4557627 -4.1766967 3.0872319
#> lag1_var4 1.25309973 2.1902937 -1.8998960 4.5718012
#> const 2.69753833 10.5203743 -9.5752326 18.7984509
#> exo1 -0.08354249 0.6943249 -1.2793415 0.6716594
#> exo2 -2.52638267 0.4288955 -3.1445501 -1.9552547
#> exo3 0.75133572 0.6830160 -0.2477877 1.7109722
#>
#>
#>
#> $USA
#> $USA$Sigma
#> $USA$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001434889 0.002626573 0.0001686354 0.006447039
#>
#> $USA$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009524966 0.009395549 -0.02380585 -0.004197026
#> Sigma[2,2] 0.614063190 0.164608371 0.40473625 0.803615950
#>
#> $USA$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.005257374 0.007511037 -0.004776881 0.01383198
#> Sigma[3,2] -0.482288098 0.115985510 -0.625654519 -0.32513862
#> Sigma[3,3] 0.426621314 0.079245156 0.317469220 0.52472275
#>
#> $USA$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0009691091 0.00533259 -0.01025407 0.002341427
#> Sigma[4,2] -0.0934150848 0.02536975 -0.12712378 -0.057634284
#> Sigma[4,3] 0.1238585091 0.02180862 0.08976238 0.150304594
#> Sigma[4,4] 0.0676415868 0.01383813 0.05116062 0.089038251
#>
#>
#> $USA$A
#> $USA$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98419385 0.01130757 0.97033956 1.000279356
#> lag1_var2 -0.04586679 0.09222352 -0.18244367 0.057849321
#> lag1_var3 -0.06960365 0.14464282 -0.28410975 0.092227446
#> lag1_var4 0.06760115 0.14119616 -0.09053563 0.276144430
#> const 0.64178487 0.14954190 0.42435260 0.796992263
#> exo1 -0.03077522 0.02949212 -0.08566792 -0.008306897
#> exo2 -0.04108905 0.02688425 -0.06196426 0.005030843
#> exo3 0.05877873 0.04890722 0.02425391 0.139208944
#>
#> $USA$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3850746 0.5025317 -0.2790035 1.05659156
#> lag1_var2 -2.2663795 2.9164067 -6.3026958 0.93059831
#> lag1_var3 -4.9662014 4.6252556 -11.3498629 0.04384809
#> lag1_var4 4.9083144 4.3835950 0.1405227 10.87181625
#> const -7.7721945 7.2313171 -17.0147683 1.39706252
#> exo1 1.0497640 0.6403805 0.2728807 1.78032982
#> exo2 4.0404810 0.6808287 3.1970883 5.03545006
#> exo3 -1.1296061 0.5778457 -1.8957271 -0.27987964
#>
#> $USA$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.3724413 0.4808016 -0.98862487 0.17955274
#> lag1_var2 2.4208878 2.8336003 -0.52341868 6.46357279
#> lag1_var3 4.7811148 4.5147008 0.07927742 11.19212600
#> lag1_var4 -3.7336259 4.2832963 -9.76803342 0.73958488
#> const 8.3910317 6.2689376 -0.09629533 16.89873504
#> exo1 -0.6853026 0.5550648 -1.29166858 0.09177339
#> exo2 -3.7447363 0.5146030 -4.55214850 -3.07392957
#> exo3 0.6860726 0.3642329 0.11898061 1.09739283
#>
#> $USA$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.154796776 0.2042825 -0.39087567 0.09882301
#> lag1_var2 0.623240535 1.3148280 -1.08428241 2.48375508
#> lag1_var3 1.070482312 2.0923107 -1.68237940 4.01436793
#> lag1_var4 -0.042124479 2.0037762 -2.87269714 2.62317786
#> const 3.181392568 2.3921013 -0.02071066 5.95302426
#> exo1 -0.009568135 0.2022976 -0.23524322 0.30081214
#> exo2 -1.307192792 0.1889073 -1.50353223 -0.98965011
#> exo3 -0.012745733 0.1470754 -0.20141532 0.20840014
#>
#>
#>
#> $UZB
#> $UZB$Sigma
#> $UZB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0006698177 0.0001593192 0.0004378311 0.0009063166
#>
#> $UZB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.0005877345 0.003202193 -0.004070095 0.00480978
#> Sigma[2,2] 0.4858208008 0.106395999 0.370602498 0.65528786
#>
#> $UZB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002573991 0.002169674 -0.00595545 -0.0002144733
#> Sigma[3,2] -0.243319049 0.049809100 -0.32489940 -0.1907234410
#> Sigma[3,3] 0.204886848 0.051762163 0.15187014 0.2888587749
#>
#> $UZB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.002255683 0.002032463 -0.005379929 0.0004760294
#> Sigma[4,2] 0.038432411 0.054416283 -0.030500226 0.1209399891
#> Sigma[4,3] 0.068262548 0.035503824 0.022239624 0.1209354778
#> Sigma[4,4] 0.095374533 0.016390308 0.076133993 0.1208147070
#>
#>
#> $UZB$A
#> $UZB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.04081609 0.006309329 1.03289891 1.04960879
#> lag1_var2 -0.02909759 0.047159188 -0.08872842 0.02869578
#> lag1_var3 -0.06458589 0.082050811 -0.16989128 0.03494892
#> lag1_var4 0.03748059 0.081442887 -0.06056235 0.14055537
#> const 0.51902288 0.123914077 0.37189617 0.70094161
#> exo1 0.01912533 0.024117798 -0.01016961 0.05158945
#> exo2 -0.04577221 0.021371579 -0.07572571 -0.01483899
#> exo3 -0.01568119 0.023566970 -0.05090249 0.01158392
#>
#> $UZB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.01482174 0.2514531 -1.39013329 -0.7542115
#> lag1_var2 -0.30785481 0.9780692 -1.71946128 0.9996688
#> lag1_var3 -1.87210874 1.7184049 -4.35070814 0.3841395
#> lag1_var4 2.31106412 1.6742117 0.09948853 4.7315179
#> const 1.98188040 3.9239804 -1.94612489 8.2664050
#> exo1 -0.07011054 0.6303248 -0.83608812 0.8782360
#> exo2 0.39533611 0.6839520 -0.29377316 1.5312824
#> exo3 0.67394410 1.0010688 -0.49301431 2.2955393
#>
#> $UZB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.68620853 0.1949447 0.4335367 1.0079681
#> lag1_var2 0.16056380 0.6476487 -0.6364243 0.9306492
#> lag1_var3 1.11073884 1.1548869 -0.3150748 2.4956453
#> lag1_var4 -0.44496421 1.1336189 -1.7943361 0.9668934
#> const 1.30519228 3.5934837 -4.3240106 5.7503017
#> exo1 -0.16321469 0.4669713 -0.8951136 0.3948702
#> exo2 -1.46295367 0.4806885 -2.0036881 -0.7190423
#> exo3 -0.06152994 0.5743931 -1.0311944 0.5469905
#>
#> $UZB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.1032510 0.1187576 -0.06851829 0.2403824
#> lag1_var2 -0.4853636 0.6671172 -1.43938719 0.4079576
#> lag1_var3 -0.7739753 1.1588767 -2.41031520 0.7848441
#> lag1_var4 1.6971640 1.1280042 0.19844066 3.3124766
#> const 2.1656700 1.9978139 -0.95176022 4.5299567
#> exo1 -0.2114361 0.3082633 -0.53947227 0.2936170
#> exo2 -1.3022041 0.2834807 -1.69643152 -0.9184463
#> exo3 0.3450721 0.2736880 0.01671855 0.7706231
#>
#>
#>
#> $VCT
#> $VCT$Sigma
#> $VCT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000840784 0.0002406422 0.0006266353 0.001253367
#>
#> $VCT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.009234037 0.002701077 -0.01406011 -0.006898506
#> Sigma[2,2] 0.159439503 0.043116537 0.11337489 0.225906570
#>
#> $VCT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008161046 0.002474239 0.005739325 0.01253473
#> Sigma[3,2] -0.138435493 0.036990173 -0.195680825 -0.09940725
#> Sigma[3,3] 0.130660380 0.031025973 0.099327169 0.18091343
#>
#> $VCT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.00264388 0.001030180 0.001395053 0.004319767
#> Sigma[4,2] -0.04257483 0.012585820 -0.063452386 -0.029450190
#> Sigma[4,3] 0.04892380 0.010623843 0.036613508 0.066557245
#> Sigma[4,4] 0.02523400 0.005183548 0.017893734 0.032671135
#>
#>
#> $VCT$A
#> $VCT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.980971198 0.02952320 0.94649456 1.02921005
#> lag1_var2 -0.006561812 0.01953818 -0.03461578 0.01765108
#> lag1_var3 -0.027725480 0.03506962 -0.07946249 0.01991905
#> lag1_var4 0.020578496 0.03173282 -0.02117642 0.06471465
#> const 0.655049191 0.35964673 0.09201097 1.08886332
#> exo1 -0.006380928 0.01800326 -0.03726033 0.01169541
#> exo2 -0.048561335 0.01892351 -0.06779319 -0.02038805
#> exo3 -0.002709933 0.02321793 -0.03376301 0.02316543
#>
#> $VCT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.111816592 0.4065457 -0.6373275 0.5134123
#> lag1_var2 1.398423606 0.2469435 1.0750671 1.7332248
#> lag1_var3 1.122576002 0.5708728 0.3197890 1.7685777
#> lag1_var4 -0.988303769 0.4925572 -1.6185464 -0.2750275
#> const 0.004089701 4.0061209 -5.4530411 5.3002299
#> exo1 -0.030906830 0.2564058 -0.3492589 0.3703351
#> exo2 1.330057353 0.2799905 0.9345056 1.6482485
#> exo3 0.071978187 0.4423154 -0.5064570 0.7053842
#>
#> $VCT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35250940 0.4146077 -0.1974425 0.9368200
#> lag1_var2 -0.43208604 0.2557731 -0.8141345 -0.1696585
#> lag1_var3 -0.07243472 0.5615409 -0.7965380 0.6693507
#> lag1_var4 0.86929523 0.4701148 0.2288019 1.4983203
#> const 1.06121484 3.5594134 -3.6019126 5.8174703
#> exo1 0.03505935 0.2355778 -0.3557237 0.3088902
#> exo2 -1.64002375 0.2824505 -1.9286191 -1.2074143
#> exo3 -0.07517775 0.3860376 -0.5344200 0.5001657
#>
#> $VCT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.32007401 0.1998978 0.1440765 0.631815374
#> lag1_var2 -0.14851649 0.1366657 -0.3379797 0.002738684
#> lag1_var3 -0.32356952 0.2755447 -0.7053119 -0.022678405
#> lag1_var4 1.19963633 0.2178928 0.9511074 1.527519547
#> const 0.57653543 1.3581438 -1.1691220 2.302976616
#> exo1 0.02237522 0.1124077 -0.1362648 0.179572638
#> exo2 -0.92297796 0.1606589 -1.0847002 -0.683810591
#> exo3 -0.02982876 0.1727843 -0.2571300 0.202039745
#>
#>
#>
#> $VEN
#> $VEN$Sigma
#> $VEN$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.007348757 0.001522134 0.005634668 0.009797288
#>
#> $VEN$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.04361342 0.01387453 -0.0624919 -0.0246598
#> Sigma[2,2] 1.82612870 0.46036089 1.3735001 2.6012082
#>
#> $VEN$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.07529086 0.01549244 0.05441165 0.09647955
#> Sigma[3,2] -1.41986315 0.37601059 -1.99731088 -1.06580924
#> Sigma[3,3] 1.50776276 0.31835249 1.19962154 2.01066412
#>
#> $VEN$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.05211907 0.01048531 0.03886474 0.06619019
#> Sigma[4,2] -0.29310601 0.12657961 -0.50280556 -0.17256986
#> Sigma[4,3] 0.66966390 0.13296349 0.49129791 0.83845403
#> Sigma[4,4] 0.53105787 0.09629205 0.40433643 0.65296195
#>
#>
#> $VEN$A
#> $VEN$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.91991520 0.07783881 0.82733531 1.03910193
#> lag1_var2 0.20002774 0.20325952 -0.07169261 0.46434880
#> lag1_var3 0.29910182 0.32241039 -0.13674056 0.71911522
#> lag1_var4 -0.27836426 0.29634389 -0.66273177 0.11984067
#> const 0.69002921 0.58164601 -0.11652122 1.38159263
#> exo1 0.09452853 0.05540896 0.02953410 0.17500019
#> exo2 -0.32507100 0.08545308 -0.43486758 -0.21148315
#> exo3 -0.03526436 0.08354250 -0.12736481 0.09041761
#>
#> $VEN$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.3811451 1.166470 -1.342340142 2.01296543
#> lag1_var2 -0.8025732 3.490202 -5.442119349 4.54173956
#> lag1_var3 -2.6666883 5.593833 -10.142820252 5.87844371
#> lag1_var4 2.5765434 5.158999 -5.300924057 9.42840602
#> const -3.3588272 9.654209 -16.051880870 10.79904676
#> exo1 -1.2458257 1.072649 -2.577508267 0.01672528
#> exo2 1.9648295 1.426317 0.008197422 3.81874088
#> exo3 1.6446886 1.768011 -0.868132092 4.00032882
#>
#> $VEN$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.6881897 1.2509199 -2.3133867 1.2920980
#> lag1_var2 3.0551344 3.6891201 -2.3035099 7.3537915
#> lag1_var3 5.5786547 5.8940960 -2.9996316 12.4745024
#> lag1_var4 -4.3994124 5.4275617 -10.6848278 3.4807214
#> const 5.1541585 6.7332337 -3.6669915 12.9362980
#> exo1 1.3742705 0.8513409 0.2080406 2.5054625
#> exo2 -7.4910320 1.0876400 -9.0002801 -6.0477499
#> exo3 -1.9483791 1.6075371 -4.1118208 0.3378955
#>
#> $VEN$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.5473555 0.7220385 -1.4896586 0.43926534
#> lag1_var2 2.4120495 1.8953647 -0.1147032 4.76629317
#> lag1_var3 3.6690789 3.0231371 -0.3226138 7.45117666
#> lag1_var4 -2.5038416 2.7776263 -5.9694809 1.20391615
#> const 2.8942004 4.9402287 -4.7187414 8.53634233
#> exo1 0.6197495 0.5213070 -0.2365023 1.20791495
#> exo2 -6.9390714 0.6857328 -7.9594641 -6.13939649
#> exo3 -1.0855724 0.6885744 -1.8611249 -0.01698838
#>
#>
#>
#> $VIR
#> $VIR$Sigma
#> $VIR$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.00158586 0.0003748974 0.001158385 0.00215614
#>
#> $VIR$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008693547 0.00337155 -0.01398779 -0.005028952
#> Sigma[2,2] 0.151430023 0.03901136 0.09903462 0.209349640
#>
#> $VIR$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.008418347 0.0108739 -0.002861538 0.02588651
#> Sigma[3,2] -0.246489845 0.1609046 -0.506362243 -0.06381820
#> Sigma[3,3] 2.508516299 0.6331743 2.026046699 3.63114467
#>
#> $VIR$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.003537346 0.01265884 -0.0117341 0.02306764
#> Sigma[4,2] -0.178042017 0.17546684 -0.4554306 0.03328468
#> Sigma[4,3] 2.662494062 0.62986688 2.1442005 3.75976856
#> Sigma[4,4] 2.881467635 0.62426962 2.3342703 3.93835457
#>
#>
#> $VIR$A
#> $VIR$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.90714252 0.04493052 0.842203096 0.96386156
#> lag1_var2 0.11072905 0.07607609 0.024292758 0.22314551
#> lag1_var3 0.21973840 0.15189059 0.065513976 0.44273667
#> lag1_var4 -0.19396633 0.13529068 -0.391948922 -0.05677679
#> const 0.73716097 0.35749331 0.280650906 1.23763988
#> exo1 0.01005310 0.03516956 -0.041004296 0.05610921
#> exo2 -0.19932625 0.03185620 -0.240873838 -0.15671547
#> exo3 0.05031279 0.03608503 -0.002675825 0.09757269
#>
#> $VIR$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.35220891 0.3345405 -0.1703180 0.7359811
#> lag1_var2 0.25621235 0.5158564 -0.3319605 0.9571336
#> lag1_var3 -0.84715044 1.0360499 -2.0483616 0.5922503
#> lag1_var4 0.74159149 0.9270716 -0.5576370 1.8088937
#> const 1.07605791 4.6983487 -4.3564483 8.0138659
#> exo1 -0.13167047 0.2919397 -0.5948725 0.1889806
#> exo2 2.62315360 0.3355052 2.1824539 3.1164764
#> exo3 0.09724661 0.3542282 -0.3951415 0.5951651
#>
#> $VIR$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2108810 1.454680 -1.657872 1.9498851
#> lag1_var2 1.2411986 2.888269 -3.892341 3.8512815
#> lag1_var3 3.5589103 5.365505 -6.070966 7.8145527
#> lag1_var4 -2.3712539 4.773966 -6.170656 6.1911449
#> const -3.8823023 14.128416 -26.006395 14.7299282
#> exo1 -0.3125351 1.672498 -2.577975 2.1176217
#> exo2 -1.3787922 1.309368 -2.887483 0.6581704
#> exo3 2.0476734 1.903057 -1.023261 4.5375058
#>
#> $VIR$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.053806109 1.507995 -1.4994384 2.154546
#> lag1_var2 1.053613098 3.073946 -4.4777141 3.804061
#> lag1_var3 2.572102522 5.693346 -7.8264520 6.781300
#> lag1_var4 -1.402902068 5.065789 -5.1592227 7.844454
#> const -4.201127574 16.644496 -28.6172742 18.456499
#> exo1 -0.451438245 1.753186 -2.8471204 2.069293
#> exo2 0.006793989 1.304395 -1.4473417 2.103902
#> exo3 2.387525113 1.981622 -0.8525788 4.936397
#>
#>
#>
#> $VNM
#> $VNM$Sigma
#> $VNM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0001939048 5.518216e-05 0.0001350295 0.0002799243
#>
#> $VNM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0007697501 0.0007487214 -0.001952176 -0.0000248156
#> Sigma[2,2] 0.0877275979 0.0182535408 0.063047811 0.1131477797
#>
#> $VNM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.001602421 0.001354581 -0.0006568591 0.003239643
#> Sigma[3,2] -0.106453607 0.043742235 -0.1813488672 -0.062401674
#> Sigma[3,3] 0.398879899 0.092943460 0.2624493644 0.522746659
#>
#> $VNM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001062976 0.001112863 -0.0007161392 2.566643e-03
#> Sigma[4,2] -0.040835964 0.034794351 -0.0985066292 -1.484477e-05
#> Sigma[4,3] 0.323409806 0.072791935 0.2166823904 4.088524e-01
#> Sigma[4,4] 0.297316091 0.061066399 0.2201060074 3.747813e-01
#>
#>
#> $VNM$A
#> $VNM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.9847626022 0.004101919 0.97909748 0.990267553
#> lag1_var2 -0.0043857596 0.045220419 -0.05513948 0.066465489
#> lag1_var3 0.0008657274 0.065124658 -0.07022417 0.104429480
#> lag1_var4 -0.0007532515 0.064214791 -0.10181906 0.070326120
#> const 0.4591989021 0.096840830 0.34591308 0.595986467
#> exo1 -0.0102779611 0.012713286 -0.02784706 0.007238884
#> exo2 -0.0257158395 0.013483934 -0.04000260 -0.003049354
#> exo3 -0.0211934751 0.011641026 -0.03641270 -0.005804923
#>
#> $VNM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.18663612 0.06866787 -0.28746649 -0.0940419
#> lag1_var2 1.57031225 0.72028884 0.70392891 2.5144504
#> lag1_var3 1.37103410 0.94260284 0.17320921 2.5618477
#> lag1_var4 -1.33232970 0.92422183 -2.49651862 -0.1582808
#> const 2.70480960 2.07749233 0.02839219 5.7075549
#> exo1 -0.08168397 0.21625135 -0.39342845 0.1501626
#> exo2 0.41356059 0.25462085 0.06028106 0.7652199
#> exo3 0.43930273 0.32071803 0.08991877 0.9212250
#>
#> $VNM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2358990 0.1041435 0.08914899 0.369294
#> lag1_var2 -0.2348290 1.3122123 -2.23267354 1.421449
#> lag1_var3 0.5216494 1.7333346 -2.01771987 2.616304
#> lag1_var4 0.3733155 1.6671232 -1.67184274 2.822346
#> const 1.5602479 7.5397822 -10.21700847 10.069216
#> exo1 0.4173454 0.5437594 -0.23596467 1.223443
#> exo2 -2.3053419 0.4750279 -2.88732107 -1.671538
#> exo3 -0.8017735 0.7309073 -1.78589191 0.132429
#>
#> $VNM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.08716608 0.09536809 -0.05172984 0.2200663
#> lag1_var2 0.59244529 1.50580026 -1.65195290 2.2380594
#> lag1_var3 1.09726313 2.05231660 -1.95186191 3.3451056
#> lag1_var4 -0.16512828 1.98739465 -2.28400519 2.8274143
#> const 3.22307897 6.76293640 -7.70953274 10.7604431
#> exo1 0.36010379 0.50732211 -0.37191011 0.9704077
#> exo2 -2.02713327 0.30891672 -2.36902747 -1.6431704
#> exo3 -0.48355107 0.54081362 -1.19587238 0.2095929
#>
#>
#>
#> $VUT
#> $VUT$Sigma
#> $VUT$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.0008959109 0.0001822509 0.0006532647 0.001169892
#>
#> $VUT$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.003487167 0.002009533 -0.00588998 -0.0008031914
#> Sigma[2,2] 0.117577621 0.033425297 0.08431196 0.1646245001
#>
#> $VUT$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.002541285 0.001699636 -0.004734902 -0.0002496101
#> Sigma[3,2] 0.090164157 0.035718983 0.044262864 0.1426261625
#> Sigma[3,3] 0.220686153 0.038324440 0.165142723 0.2742681554
#>
#> $VUT$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.005544939 0.002182146 -0.008013895 -0.001915594
#> Sigma[4,2] 0.187113572 0.059971673 0.118491121 0.279757010
#> Sigma[4,3] 0.306419977 0.064361238 0.219592227 0.401855576
#> Sigma[4,4] 0.473557728 0.111144925 0.338643120 0.628588335
#>
#>
#> $VUT$A
#> $VUT$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98493910 0.02509399 0.95131779 1.01869125
#> lag1_var2 -0.04817231 0.08523359 -0.18341675 0.05897499
#> lag1_var3 -0.06673490 0.11130975 -0.24833039 0.06997495
#> lag1_var4 0.06231041 0.10623226 -0.06810643 0.23505810
#> const 0.64444903 0.29768254 0.26645887 1.03707569
#> exo1 0.01596379 0.02942808 -0.02513277 0.05422777
#> exo2 -0.07434941 0.03519536 -0.12118820 -0.02859248
#> exo3 -0.05942598 0.02439551 -0.09401752 -0.02889141
#>
#> $VUT$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.0872540 0.3570398 -0.5214720 0.4542432
#> lag1_var2 0.4644495 1.0619636 -0.9976810 1.8972395
#> lag1_var3 -0.8480335 1.4291188 -2.7451226 1.1788825
#> lag1_var4 0.7748832 1.3577640 -1.1387464 2.5903434
#> const 2.8175659 3.5727065 -0.8826236 7.8897615
#> exo1 -0.7163016 0.3440089 -1.1829427 -0.2445926
#> exo2 -1.3793513 0.3731911 -1.8196385 -0.8017956
#> exo3 0.5317745 0.3419174 0.1098204 1.0462199
#>
#> $VUT$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.42251596 0.6407172 -0.6296799 1.15315927
#> lag1_var2 -0.58033539 2.2625927 -2.8616932 3.17110484
#> lag1_var3 -1.19354800 3.0096856 -4.2695330 3.88394896
#> lag1_var4 1.90471673 2.8647113 -2.9205876 4.82534503
#> const 4.52986763 2.9884499 -0.1395934 8.20624984
#> exo1 -0.64557316 0.4541735 -1.1790088 0.07764214
#> exo2 0.08991742 0.6521146 -0.8721790 0.86774135
#> exo3 0.40379426 0.5775921 -0.3260361 1.17816974
#>
#> $VUT$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.4643276 0.8360399 -0.9272033 1.5074607
#> lag1_var2 -0.7045521 2.9787887 -3.6629408 4.2228046
#> lag1_var3 -2.5347050 3.9620934 -6.4503960 4.1807139
#> lag1_var4 3.1966596 3.7705764 -3.1752718 6.9196093
#> const 6.2478905 4.7970184 -0.7508192 12.1447791
#> exo1 -1.2725580 0.6739187 -2.1007735 -0.2809441
#> exo2 -0.7631575 0.9471872 -2.1130308 0.4024811
#> exo3 0.8058816 0.8027470 -0.1458988 2.0304340
#>
#>
#>
#> $WSM
#> $WSM$Sigma
#> $WSM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001009235 0.0002469763 0.0007549783 0.001409908
#>
#> $WSM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.004991707 0.00251881 -0.007751129 -0.0009529946
#> Sigma[2,2] 0.298158705 0.07797204 0.197593723 0.4100738789
#>
#> $WSM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.002989863 0.001708905 0.0007728729 0.005316999
#> Sigma[3,2] -0.077032975 0.039883354 -0.1267458566 -0.027527400
#> Sigma[3,3] 0.167978831 0.050005319 0.1077862372 0.250458320
#>
#> $WSM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.0001969602 0.001529968 -0.002147969 0.002121436
#> Sigma[4,2] 0.0921608903 0.048822855 0.041172395 0.167911895
#> Sigma[4,3] 0.1360819982 0.051361947 0.086139766 0.219564276
#> Sigma[4,4] 0.2016686194 0.074045468 0.130065195 0.319749949
#>
#>
#> $WSM$A
#> $WSM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.00814086 0.02664637 0.97416185 1.044213125
#> lag1_var2 -0.11407186 0.07436878 -0.19037582 0.004601887
#> lag1_var3 -0.19903432 0.13160567 -0.33584944 0.013055212
#> lag1_var4 0.18661032 0.12509831 -0.01552581 0.315688149
#> const 0.57263889 0.29393831 0.12643334 0.943738881
#> exo1 0.01800399 0.03318245 -0.02428105 0.065991498
#> exo2 -0.02200533 0.03456989 -0.07898898 0.018878616
#> exo3 -0.05695322 0.02752409 -0.09423008 -0.016871432
#>
#> $WSM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.56569192 0.2965269 0.1892148 0.9554577
#> lag1_var2 -1.90175492 1.4866897 -3.9605581 -0.4215861
#> lag1_var3 -5.12146980 2.6319468 -8.7158544 -2.4451507
#> lag1_var4 4.92096994 2.4904737 2.3842419 8.2941750
#> const 0.31324247 3.7480947 -4.2862853 6.0616868
#> exo1 -0.32175018 0.5399140 -1.0524073 0.3439786
#> exo2 -0.02161361 0.6092448 -0.7751944 0.8526592
#> exo3 0.13901654 0.4060391 -0.2348207 0.8127265
#>
#> $WSM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.2342784 0.4098341 -0.2852284 0.79905549
#> lag1_var2 -1.0786065 1.1685371 -2.9552945 0.13483709
#> lag1_var3 -0.7912195 2.0547435 -4.1024399 1.38308780
#> lag1_var4 1.7243867 1.9499373 -0.3323822 4.86744236
#> const -0.8068848 5.2149459 -7.9611603 6.11415143
#> exo1 -0.1064862 0.2668735 -0.4376661 0.23543995
#> exo2 -1.1961208 0.4269669 -1.8319296 -0.68004795
#> exo3 -0.5058162 0.3254436 -0.9107921 -0.06239929
#>
#> $WSM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.5335405 0.3685059 -0.02522263 1.0028251
#> lag1_var2 -2.5539503 0.9997403 -3.91189261 -1.1051749
#> lag1_var3 -4.3749538 1.7611039 -6.73199229 -1.8340483
#> lag1_var4 5.2085446 1.6755002 2.79538898 7.4520459
#> const -0.9501672 5.4295197 -9.09812500 6.1616380
#> exo1 -0.2953284 0.4932401 -0.93162807 0.4003125
#> exo2 -1.3741857 0.2335642 -1.68847525 -1.0518957
#> exo3 -0.5112556 0.4220405 -0.96910607 0.1214406
#>
#>
#>
#> $YEM
#> $YEM$Sigma
#> $YEM$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004817809 0.001935312 0.002796583 0.007992515
#>
#> $YEM$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.05377817 0.02046601 -0.08751419 -0.03202966
#> Sigma[2,2] 0.74261426 0.27910359 0.45638412 1.18889613
#>
#> $YEM$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.05794347 0.02161995 0.03344909 0.09239041
#> Sigma[3,2] -0.75536367 0.26846759 -1.19755361 -0.45584278
#> Sigma[3,3] 0.88933299 0.26681481 0.58480208 1.33145080
#>
#> $YEM$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.04657428 0.01750627 0.0259951 0.07398403
#> Sigma[4,2] -0.58910884 0.20616574 -0.9276619 -0.35182573
#> Sigma[4,3] 0.74283027 0.21031883 0.5054489 1.09396905
#> Sigma[4,4] 0.63867162 0.16853572 0.4476013 0.91923985
#>
#>
#> $YEM$A
#> $YEM$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.92195727 0.03163360 0.881742135 0.96891809
#> lag1_var2 0.03499214 0.03391163 -0.006517964 0.08896873
#> lag1_var3 0.05794065 0.07726115 -0.032086479 0.18489587
#> lag1_var4 -0.03428489 0.06575472 -0.142473745 0.03842298
#> const 0.81558642 0.31511575 0.324966176 1.16840366
#> exo1 0.07063018 0.04402734 -0.002378404 0.12080039
#> exo2 -0.05311236 0.08513052 -0.171206812 0.05425712
#> exo3 0.03008488 0.05324999 -0.043777282 0.09482718
#>
#> $YEM$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.6344682 0.4306316 -0.018420230 1.1747068
#> lag1_var2 0.2481446 0.4857560 -0.545673944 0.7668165
#> lag1_var3 -1.3624264 1.1008689 -3.176195142 -0.1134076
#> lag1_var4 1.0537066 0.9373759 0.005683647 2.5847716
#> const -0.1725956 5.0622378 -7.185285949 6.6102280
#> exo1 -0.6164273 0.6304842 -1.488566840 0.2433010
#> exo2 0.7220776 1.1326468 -0.504990626 2.5659535
#> exo3 0.2818867 0.8073538 -0.893891470 1.3080454
#>
#> $YEM$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.0151840 0.4518314 -1.53727292 -0.2729898
#> lag1_var2 1.2754842 0.5476694 0.60388652 2.0595989
#> lag1_var3 3.8844093 1.2246440 2.34860556 5.6968883
#> lag1_var4 -2.3976998 1.0229805 -3.92654136 -1.1324172
#> const 3.0773891 5.1203156 -3.25672143 10.4682174
#> exo1 0.7841019 0.6492685 -0.09382487 1.7736390
#> exo2 -0.4233407 1.0957339 -2.06909269 0.8756668
#> exo3 -0.1071545 0.9620258 -1.23699449 1.2464922
#>
#> $YEM$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.94710304 0.3649388 -1.34919796 -0.3270635
#> lag1_var2 1.21925719 0.4513963 0.64206208 1.8470308
#> lag1_var3 2.88309986 1.0129060 1.58380119 4.2440289
#> lag1_var4 -1.42346709 0.8447124 -2.57053619 -0.3584114
#> const 3.23558333 4.6053151 -2.43951598 10.2388046
#> exo1 0.68849566 0.5595031 -0.08512538 1.4961463
#> exo2 -0.23193511 0.8490411 -1.43617668 0.8050520
#> exo3 -0.02144837 0.8394086 -0.99757479 1.1826855
#>
#>
#>
#> $ZAF
#> $ZAF$Sigma
#> $ZAF$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.000399703 8.852323e-05 0.0002948496 0.0005407852
#>
#> $ZAF$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.008792948 0.00337776 -0.01454016 -0.005309642
#> Sigma[2,2] 0.633178465 0.15709229 0.42170134 0.834932464
#>
#> $ZAF$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 0.006035805 0.002163882 0.003826744 0.009789815
#> Sigma[3,2] -0.493414823 0.147943766 -0.715898814 -0.280859699
#> Sigma[3,3] 0.541380190 0.174703734 0.339223903 0.820126556
#>
#> $ZAF$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] 0.001612966 0.001934437 -0.001266773 0.003915091
#> Sigma[4,2] -0.197589694 0.120503228 -0.363507991 -0.042084948
#> Sigma[4,3] 0.360213536 0.135157298 0.219251131 0.564887637
#> Sigma[4,4] 0.334079511 0.096910655 0.235710904 0.489927448
#>
#>
#> $ZAF$A
#> $ZAF$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.957020158 0.01431821 0.93642939 0.97380574
#> lag1_var2 0.031710060 0.01008988 0.01753382 0.04403977
#> lag1_var3 0.060944088 0.01713861 0.03800939 0.08396266
#> lag1_var4 -0.050611860 0.01317633 -0.06961195 -0.03379020
#> const 0.632153532 0.19715582 0.39437118 0.94424295
#> exo1 0.001492468 0.01690824 -0.02010027 0.02454807
#> exo2 -0.066254709 0.01951640 -0.08960092 -0.03499679
#> exo3 0.014401545 0.01659836 -0.01176590 0.03361074
#>
#> $ZAF$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 1.6342365 0.7567761 0.7838758 2.8931634
#> lag1_var2 -0.7774064 0.7704760 -1.8975203 0.1382591
#> lag1_var3 -3.0777007 1.4133884 -5.0534446 -1.4332788
#> lag1_var4 2.3328397 1.1222388 1.0228906 3.9009912
#> const 0.2413485 7.1150170 -8.9522733 11.0417146
#> exo1 -0.1799890 0.8938359 -1.5971994 0.6124256
#> exo2 0.6434576 0.9572178 -0.6867954 2.0051905
#> exo3 4.5714898 0.9391316 3.1878305 5.7081709
#>
#> $ZAF$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -1.5122146 0.4329693 -2.2220139 -1.0948365
#> lag1_var2 1.7238380 0.5614262 0.8913395 2.5335102
#> lag1_var3 3.8691221 1.0287662 2.3196938 5.3483107
#> lag1_var4 -2.2308199 0.8388874 -3.4088942 -0.9352743
#> const 1.0500232 4.0030758 -5.2791976 5.9065155
#> exo1 0.1947918 0.6639517 -0.2793858 1.2638683
#> exo2 -3.6006258 0.9109235 -5.0026501 -2.4160867
#> exo3 -2.3132280 0.8609944 -3.4431294 -1.1524698
#>
#> $ZAF$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.89293788 0.3284780 -1.2911826 -0.3909755
#> lag1_var2 1.10676264 0.5143798 0.3657082 1.7785859
#> lag1_var3 1.75306112 0.9388505 0.4215094 2.9822797
#> lag1_var4 -0.40823639 0.7680125 -1.3858912 0.6805435
#> const 1.11274444 3.1266002 -3.2653021 5.0292275
#> exo1 0.13323597 0.3946156 -0.4096469 0.6732325
#> exo2 -4.58448618 0.6716786 -5.4113380 -3.6179507
#> exo3 0.06944868 0.6178247 -0.8859867 0.7843902
#>
#>
#>
#> $ZMB
#> $ZMB$Sigma
#> $ZMB$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.001191822 0.0004104218 0.0007532653 0.001847531
#>
#> $ZMB$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] 0.005547934 0.01018106 -0.007061526 0.02009148
#> Sigma[2,2] 1.813025913 0.33896283 1.362899989 2.21865563
#>
#> $ZMB$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] -0.003945977 0.007900786 -0.01614085 0.004339317
#> Sigma[3,2] -1.081909789 0.236219689 -1.35388328 -0.787735235
#> Sigma[3,3] 0.861643489 0.162050861 0.68661475 1.099369195
#>
#> $ZMB$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0007345198 0.003754625 -0.006154296 0.004078597
#> Sigma[4,2] -0.0082145752 0.081879361 -0.102807904 0.112973461
#> Sigma[4,3] 0.2339909357 0.056192995 0.180356771 0.321149070
#> Sigma[4,4] 0.2430508099 0.055529064 0.177583684 0.330599022
#>
#>
#> $ZMB$A
#> $ZMB$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.98126797 0.02054135 0.95148626 1.00968830
#> lag1_var2 0.03893555 0.05441998 -0.03389831 0.11686845
#> lag1_var3 0.07090580 0.09355145 -0.05446783 0.20474511
#> lag1_var4 -0.07196632 0.08951647 -0.20473755 0.04670360
#> const 0.57962376 0.26362829 0.29296007 0.94870008
#> exo1 0.02648894 0.03648594 -0.02471156 0.07746400
#> exo2 -0.07047228 0.03579439 -0.11412507 -0.01816098
#> exo3 0.03048299 0.04550118 -0.02258502 0.08980233
#>
#> $ZMB$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -2.9231651 1.157628 -4.40574864 -1.3428229
#> lag1_var2 6.4758070 4.413789 0.70049922 12.4711992
#> lag1_var3 9.8846175 7.561474 -0.03300469 20.2255960
#> lag1_var4 -8.7464617 7.131851 -18.36165570 0.6633826
#> const 4.6904502 8.751757 -5.03396035 17.8143444
#> exo1 -2.4399809 1.416676 -4.78044571 -0.9594684
#> exo2 0.3527658 1.457747 -1.97091260 1.6683702
#> exo3 -2.1746852 1.546632 -4.61533851 -0.3323413
#>
#> $ZMB$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 2.4080479 0.7166814 1.6000025 3.536036
#> lag1_var2 -4.1911844 2.5997954 -8.2003287 -1.285539
#> lag1_var3 -6.5485239 4.4618121 -13.4897108 -1.629918
#> lag1_var4 6.6215916 4.2276267 1.8614078 13.086424
#> const -4.0162620 7.6244018 -14.4920573 5.948841
#> exo1 1.3511683 0.9069635 0.3080997 2.863325
#> exo2 0.5474131 1.0182459 -0.7115835 2.057387
#> exo3 0.4981389 0.8951593 -0.4959380 1.889354
#>
#> $ZMB$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.7020015 0.2532850 0.408765955 1.0720771
#> lag1_var2 -0.8578193 1.2808164 -2.638241991 0.7986295
#> lag1_var3 -1.5455896 2.1860380 -4.565753805 1.2766123
#> lag1_var4 2.2919335 2.0891900 -0.369525777 5.1699030
#> const -1.7918458 4.8819880 -9.094002752 4.8501955
#> exo1 -0.1050281 0.2214627 -0.402655558 0.2323739
#> exo2 0.8071964 0.5868232 -0.006535962 1.6603911
#> exo3 -0.8384620 0.2936430 -1.278984653 -0.4889837
#>
#>
#>
#> $ZWE
#> $ZWE$Sigma
#> $ZWE$Sigma$equation1
#> mean sd 5% quantile 95% quantile
#> Sigma[1,1] 0.004522378 0.001429797 0.002783665 0.006841236
#>
#> $ZWE$Sigma$equation2
#> mean sd 5% quantile 95% quantile
#> Sigma[2,1] -0.0004804739 0.006792351 -0.007682797 0.01088348
#> Sigma[2,2] 0.1580670970 0.052958405 0.103015569 0.23996360
#>
#> $ZWE$Sigma$equation3
#> mean sd 5% quantile 95% quantile
#> Sigma[3,1] 3.960813e-05 0.007093368 -0.01103859 0.008652659
#> Sigma[3,2] -1.633120e-01 0.050580937 -0.24293363 -0.104314481
#> Sigma[3,3] 2.711668e-01 0.059125674 0.20700434 0.363725059
#>
#> $ZWE$Sigma$equation4
#> mean sd 5% quantile 95% quantile
#> Sigma[4,1] -0.0003433724 0.003713855 -0.005690664 0.004543044
#> Sigma[4,2] -0.0645560996 0.025611757 -0.105661314 -0.033290807
#> Sigma[4,3] 0.1787564678 0.038522094 0.138231264 0.237025996
#> Sigma[4,4] 0.1490541920 0.029130043 0.111958515 0.194521402
#>
#>
#> $ZWE$A
#> $ZWE$A$equation1
#> mean sd 5% quantile 95% quantile
#> lag1_var1 0.8449080 0.06055436 0.745186139 0.90295934
#> lag1_var2 0.1753395 0.11184416 0.003245312 0.29909238
#> lag1_var3 0.2354726 0.16391094 -0.018144537 0.41400851
#> lag1_var4 -0.1954710 0.15849945 -0.386290602 0.04265750
#> const 0.9129099 0.51616343 0.250513093 1.64489798
#> exo1 -0.1727764 0.07476788 -0.274262291 -0.08704389
#> exo2 -0.1124214 0.05253399 -0.196255830 -0.06741285
#> exo3 0.0213820 0.07363889 -0.088209327 0.11253865
#>
#> $ZWE$A$equation2
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.03731270 0.4522306 -0.6209624 0.6252067
#> lag1_var2 -0.12664033 1.1735964 -1.4213846 1.7278851
#> lag1_var3 -1.63738074 1.7611264 -3.5883451 1.1573255
#> lag1_var4 1.65663802 1.6889419 -1.0599193 3.4985198
#> const -0.07429016 4.0898898 -6.1382273 4.9295384
#> exo1 0.25119624 0.4510157 -0.3481855 0.9026314
#> exo2 1.37377228 0.4025562 1.0039585 1.9704589
#> exo3 1.17402074 0.5357892 0.4042134 1.8354015
#>
#> $ZWE$A$equation3
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.2375617 0.6881464 -1.0743559 0.7666078
#> lag1_var2 2.6073936 1.8879616 -0.1544372 4.9503162
#> lag1_var3 4.6544559 2.8287547 0.5754083 8.1356736
#> lag1_var4 -3.6007653 2.6945003 -6.8048214 0.2653907
#> const 0.9396471 5.1766073 -5.4547563 8.9853020
#> exo1 -0.1479311 0.4600075 -0.7678793 0.4406134
#> exo2 -2.2492373 0.4436912 -2.8483214 -1.7261086
#> exo3 -0.6584474 0.7256375 -1.5093717 0.4687863
#>
#> $ZWE$A$equation4
#> mean sd 5% quantile 95% quantile
#> lag1_var1 -0.29380319 0.4661889 -0.87476744 0.3878049
#> lag1_var2 2.18513664 1.4397576 0.21923973 4.1975546
#> lag1_var3 3.03269743 2.1497779 0.04542425 6.0080588
#> lag1_var4 -1.94859079 2.0495798 -4.72411453 1.0127633
#> const 0.36697130 2.9847906 -3.66159498 4.7987457
#> exo1 0.01839812 0.2309593 -0.27393005 0.3142597
#> exo2 -1.47854486 0.2384002 -1.76943423 -1.1414531
#> exo3 0.10707388 0.4589246 -0.36674155 0.8426519
#>
#>
#>